# EDGAR Filing Document

**Accession Number:** 0001406305
**File Stem:** 0001752724-23-046341
**Filing Date:** 2023-2
**Character Count:** 94524
**Document Hash:** a46c037806009efd132b62bc783b066b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046341.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046341

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Gateway Trust
- **CENTRAL INDEX KEY:** 0001406305
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22099
- **FILM NUMBER:** 23682173

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

## Series and Classes Contracts Data

### Gateway Fund (Series ID: S000019169)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000052969 | Class A Shares | GATEX           |
| C000052970 | Class C Shares | GTECX           |
| C000052971 | Class Y Shares | GTEYX           |
| C000190730 | Class N        | GTENX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Gateway Trust

- **b. Investment Company Act file number:** 811-22099

- **c. CIK number of Registrant:** 0001406305

- **d. LEI of Registrant:** 549300YH8TNGIUDL3405

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2810

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

- **a. Name of Series:** Gateway Fund

- **b. EDGAR series identifier (if any):** S000019169

- **c. LEI of Series:** 549300IW7DM1J4B04C32

**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:** $6644355501.65

**Total Liabilities:** $301724285.54

**Net Assets:** $6342631216.11

**Cash Not Reported:** $31901010.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000190730 | 4.41%                | 3.32%                | -2.90%               |
| Class ID C000052969 | 4.41%                | 3.26%                | -2.92%               |
| Class ID C000052971 | 4.41%                | 3.32%                | -2.91%               |
| Class ID C000052970 | 4.33%                | 3.21%                | -2.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14047978.18             | $482840362.31                              |
| Month 2  | $9423368.54              | $340789055.60                              |
| Month 3  | $20122197.41             | $-422651799.50                             |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                | Title                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc         | Honeywell International Inc         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    213732 | NS      | $45802767.60  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services         | Discover Financial Services         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    188425 | NS      | $18433617.75  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc           | Ionis Pharmaceuticals Inc           | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     49266 | NS      | $1860776.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                            | EQT Corp                            | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    126980 | NS      | $4295733.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                    | EPAM Systems Inc                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     16340 | NS      | $5355271.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                   | Cisco Systems Inc                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1243711 | NS      | $59250392.04  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                      | Salesforce Inc                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    122267 | NS      | $16211381.53  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                          | Intuit Inc                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     50512 | NS      | $19660280.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                             | Dow Inc                             | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    295277 | NS      | $14879008.03  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc           | L3Harris Technologies Inc           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     57338 | NS      | $11938344.98  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1761 | NC      | $-23799915.00 | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp             | Zebra Technologies Corp             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     33350 | NS      | $8551273.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc           | United Parcel Service Inc           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    216722 | NS      | $37674952.48  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                       | Accenture PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     96508 | NS      | $25752194.72  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc     | Fidelity National Financial Inc     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     74687 | NS      | $2809724.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc      | American Electric Power Co Inc      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    373580 | NS      | $35471421.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc         | Alnylam Pharmaceuticals Inc         | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      8614 | NS      | $2047117.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc           | Teledyne Technologies Inc           | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     26442 | NS      | $10574420.22  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                    | Genuine Parts Co                    | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    107529 | NS      | $18657356.79  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                            | MSCI Inc                            | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     41804 | NS      | $19445966.68  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2249 | NC      | $7759050.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc          | Vertex Pharmaceuticals Inc          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     68273 | NS      | $19715876.94  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc              | Sirius XM Holdings Inc              | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    532406 | NS      | $3109251.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp              | Liberty Broadband Corp              | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     33220 | NS      | $2533689.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc          | Mondelez International Inc          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    698295 | NS      | $46541361.75  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                   | Johnson & Johnson                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    523591 | NS      | $92492350.15  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                     | McDonald's Corp                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    175041 | NS      | $46128554.73  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc              | UnitedHealth Group Inc              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    227229 | NS      | $120472271.22 | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                 | Exact Sciences Corp                 | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     16697 | NS      | $826668.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                         | Pentair PLC                         | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |    121067 | NS      | $5445593.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                       | Valvoline Inc                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    195010 | NS      | $6367076.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                  | Valero Energy Corp                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    107375 | NS      | $13621592.50  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                    | Wells Fargo & Co                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    980841 | NS      | $40498924.89  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-12844980.00 | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                         | Ashland Inc                         | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     83434 | NS      | $8971658.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                   | ManpowerGroup Inc                   | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     40427 | NS      | $3363930.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                  | NextEra Energy Inc                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    429980 | NS      | $35946328.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc       | Hilton Worldwide Holdings Inc       | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |    168770 | NS      | $21325777.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                        | WP Carey Inc                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |    100874 | NS      | $7883303.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp          | FIXED INC CLEARING CORP.REPO        | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 206114180 | PA      | $206114180.16 | 3.25%             |  |  |  | No            |                  2 | On Loan: No      |
| UDR Inc                             | UDR Inc                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |    265036 | NS      | $10264844.28  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                         | Paychex Inc                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    160547 | NS      | $18552811.32  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                          | AbbVie Inc                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    368852 | NS      | $59610171.72  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc       | Universal Health Services Inc       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     65316 | NS      | $9202371.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                | Southern Copper Corp                | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |    116378 | NS      | $7028067.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2283 | NC      | $10604535.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc        | Thermo Fisher Scientific Inc        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     89614 | NS      | $49349533.66  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp               | Costco Wholesale Corp               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    104945 | NS      | $47907392.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc               | Uber Technologies Inc               | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    108199 | NS      | $2675761.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                        | Teradyne Inc                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |    106600 | NS      | $9311510.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-16783050.00 | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                | WEC Energy Group Inc                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    227581 | NS      | $21337994.56  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd              | Arch Capital Group Ltd              | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |    240576 | NS      | $15103361.28  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                               | 3M Co                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    205207 | NS      | $24608423.44  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                            | NIKE Inc                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    268082 | NS      | $31368274.82  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc         | BioMarin Pharmaceutical Inc         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     25770 | NS      | $2666937.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                         | Nutrien Ltd                         | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      8638 | NS      | $630833.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc               | Micron Technology Inc               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    304535 | NS      | $15220659.30  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc               | Burlington Stores Inc               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     17696 | NS      | $3588040.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                           | Olin Corp                           | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     66451 | NS      | $3517915.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                         | Polaris Inc                         | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     19460 | NS      | $1965460.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                | Associated Banc-Corp                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    193834 | NS      | $4475627.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp               | US Foods Holding Corp               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    115434 | NS      | $3927064.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                    | Black Knight Inc                    | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     33266 | NS      | $2054175.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                 | Cheniere Energy Inc                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     50447 | NS      | $7565032.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                       | Mosaic Co/The                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    125903 | NS      | $5523364.61   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                        | Comcast Corp                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1121178 | NS      | $39207594.66  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                       | Celanese Corp                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     71767 | NS      | $7337458.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc          | Casey's General Stores Inc          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     26487 | NS      | $5942358.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                           | CubeSmart                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |    151601 | NS      | $6101940.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                 | Sun Communities Inc                 | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |     68343 | NS      | $9773049.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc            | Horizon Therapeutics Plc            | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |      3171 | NS      | $360859.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                          | Seagen Inc                          | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21063 | NS      | $2706806.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                       | Medtronic PLC                       | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    237716 | NS      | $18475287.52  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                    | Vail Resorts Inc                    | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     12225 | NS      | $2913828.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                         | Corteva Inc                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    335148 | NS      | $19699999.44  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc          | Advanced Micro Devices Inc          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    326538 | NS      | $21149866.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                         | PepsiCo Inc                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    427106 | NS      | $77160969.96  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc               | Texas Instruments Inc               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    258807 | NS      | $42760092.54  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                 | PayPal Holdings Inc                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    300792 | NS      | $21422406.24  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc               | Dell Technologies Inc               | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     63335 | NS      | $2547333.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                        | Alphabet Inc                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    561560 | NS      | $49546438.80  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc              | Lumen Technologies Inc              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    196472 | NS      | $1025583.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                        | Prologis Inc                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    171517 | NS      | $19335111.41  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp               | Lincoln National Corp               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     90500 | NS      | $2780160.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                            | Visa Inc                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    376825 | NS      | $78289162.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                  | Crown Holdings Inc                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     60185 | NS      | $4947808.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                 | Eastman Chemical Co                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    125392 | NS      | $10211924.48  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent               | American Homes 4 Rent               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    252006 | NS      | $7595460.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp              | Boston Scientific Corp              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    554460 | NS      | $25654864.20  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Melco Resorts & Entertainment Ltd   | Melco Resorts & Entertainment Ltd   | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             | EC               | CORP              | KY        |     15436 | NS      | $177514.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                 | Elevance Health Inc                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     83702 | NS      | $42936614.94  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                   | GXO Logistics Inc                   | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     36648 | NS      | $1564503.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                          | Biogen Inc                          | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     42859 | NS      | $11868514.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                           | Block Inc                           | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     40838 | NS      | $2566259.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The             | Procter & Gamble Co/The             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    644259 | NS      | $97643894.04  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                   | Toll Brothers Inc                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    129073 | NS      | $6443324.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                      | Lowe's Cos Inc                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    210858 | NS      | $42011347.92  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc       | Old Dominion Freight Line Inc       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     43447 | NS      | $12329389.66  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                         | Cummins Inc                         | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     89903 | NS      | $21782597.87  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                         | Workday Inc                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     29249 | NS      | $4894235.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                         | CDW Corp/DE                         | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     97069 | NS      | $17334582.02  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                      | Microsoft Corp                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1475957 | NS      | $353964007.74 | 5.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                        | Insulet Corp                        | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      3008 | NS      | $885525.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                | Targa Resources Corp                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    115966 | NS      | $8523501.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                 | American Tower Corp                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |    107323 | NS      | $22737450.78  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US       | Service Corp International/US       | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     67454 | NS      | $4663769.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                   | Veeva Systems Inc                   | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     35189 | NS      | $5678800.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc       | Intercontinental Exchange Inc       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    247065 | NS      | $25346398.35  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp           | Occidental Petroleum Corp           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    221709 | NS      | $13965449.91  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                         | Moderna Inc                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     75616 | NS      | $13582145.92  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc          | Hilton Grand Vacations Inc          | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     71898 | NS      | $2770948.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                        | Newmont Corp                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    184756 | NS      | $8720483.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                         | NVIDIA Corp                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    527202 | NS      | $77045300.28  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                        | Chevron Corp                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    432007 | NS      | $77540936.43  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                 | Williams-Sonoma Inc                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     17808 | NS      | $2046495.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                      | Wendy's Co/The                      | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     70445 | NS      | $1594170.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                           | Adobe Inc                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    121776 | NS      | $40981277.28  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                   | Suncor Energy Inc                   | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    117666 | NS      | $3733542.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                | Waste Management Inc                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    191643 | NS      | $30064953.84  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                         | Hubbell Inc                         | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     31715 | NS      | $7442876.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                        | Alphabet Inc                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1651577 | NS      | $146544427.21 | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc               | Helmerich & Payne Inc               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    102771 | NS      | $5094358.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc            | Ceridian HCM Holding Inc            | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     22762 | NS      | $1460182.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc             | O'Reilly Automotive Inc             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     16734 | NS      | $14123998.02  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                     | CVS Health Corp                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    354081 | NS      | $32996808.39  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                        | Illumina Inc                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     52796 | NS      | $10675351.20  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                  | Walt Disney Co/The                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    439708 | NS      | $38201831.04  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                         | Target Corp                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    152451 | NS      | $22721297.04  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc           | Dick's Sporting Goods Inc           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     20171 | NS      | $2426369.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                         | Gartner Inc                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     21387 | NS      | $7189026.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                         | Walmart Inc                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    338093 | NS      | $47938206.47  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-9409080.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                          | TransUnion                          | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     53033 | NS      | $3009622.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                    | Exxon Mobil Corp                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    891239 | NS      | $98303661.70  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                         | Corning Inc                         | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    375436 | NS      | $11991425.84  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                  | Steel Dynamics Inc                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     47801 | NS      | $4670157.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                | Alaska Air Group Inc                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    153012 | NS      | $6570335.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH     | American Financial Group Inc/OH     | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     62761 | NS      | $8615830.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc              | Marvell Technology Inc              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148999 | NS      | $5518922.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc             | Consolidated Edison Inc             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    258154 | NS      | $24604657.74  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                   | Post Holdings Inc                   | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     52500 | NS      | $4738650.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc       | Martin Marietta Materials Inc       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     48861 | NS      | $16513552.17  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                    | Carlisle Cos Inc                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     15104 | NS      | $3559257.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                    | CoStar Group Inc                    | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97840 | NS      | $7561075.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                           | GATX Corp                           | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     18040 | NS      | $1918373.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp               | Monster Beverage Corp               | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    174722 | NS      | $17739524.66  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc            | Lamb Weston Holdings Inc            | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     74762 | NS      | $6680732.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-757660.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc              | Berkshire Hathaway Inc              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    432825 | NS      | $133699642.50 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                         | Markel Corp                         | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      3155 | NS      | $4156680.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc          | Sabra Health Care REIT Inc          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    295291 | NS      | $3670467.13   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                         | Netflix Inc                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    103135 | NS      | $30412448.80  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc          | Cadence Design Systems Inc          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    135877 | NS      | $21827281.28  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc              | Intuitive Surgical Inc              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    108519 | NS      | $28795516.65  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                     | OGE Energy Corp                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    153399 | NS      | $6066930.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                      | Mastercard Inc                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    151525 | NS      | $52689788.25  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc | Restaurant Brands International Inc | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |    105955 | NS      | $6852109.85   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                            | AT&T Inc                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1557641 | NS      | $28676170.81  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp    | Booz Allen Hamilton Holding Corp    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     52260 | NS      | $5462215.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                            | ICON PLC                            | CUSIP: 000000000<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |     17245 | NS      | $3349841.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                        | Broadcom Inc                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    100260 | NS      | $56058373.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                           | Amgen Inc                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    127391 | NS      | $33457972.24  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                | Bank of America Corp                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2043446 | NS      | $67678931.52  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                   | DXC Technology Co                   | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    114609 | NS      | $3037138.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                          | Unum Group                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    245220 | NS      | $10061376.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2172 | NC      | $6820080.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                          | HEICO Corp                          | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     41278 | NS      | $6341951.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                   | Hormel Foods Corp                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    127011 | NS      | $5785351.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                           | Tesla Inc                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    516081 | NS      | $63570857.58  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                  | Home Depot Inc/The                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    256279 | NS      | $80948284.94  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                 | Alliant Energy Corp                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    323243 | NS      | $17846246.03  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2302 | NC      | $5593860.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                          | Intel Corp                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    960537 | NS      | $25386992.91  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust               | Camden Property Trust               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     85332 | NS      | $9546944.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc      | SS&C Technologies Holdings Inc      | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     21371 | NS      | $1112574.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                          | Evergy Inc                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    138237 | NS      | $8699254.41   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Ltd        | Canadian Pacific Railway Ltd        | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    115540 | NS      | $8618128.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                           | PG&E Corp                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    501471 | NS      | $8153918.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2284 | NC      | $3734340.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                 | Abbott Laboratories                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    461268 | NS      | $50642613.72  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                         | Autoliv Inc                         | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     36852 | NS      | $2822126.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                 | Synchrony Financial                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    445997 | NS      | $14655461.42  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                       | Ford Motor Co                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1177145 | NS      | $13690196.35  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                | Parker-Hannifin Corp                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     93267 | NS      | $27140697.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                            | CSX Corp                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    836813 | NS      | $25924466.74  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                      | ServiceNow Inc                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     51745 | NS      | $20091031.15  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc        | FactSet Research Systems Inc        | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     28906 | NS      | $11597376.26  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                          | Dexcom Inc                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     75712 | NS      | $8573626.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                    | HF Sinclair Corp                    | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61365 | NS      | $3184229.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                    | FirstEnergy Corp                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    349526 | NS      | $14659120.44  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                 | General Electric Co                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    217269 | NS      | $18204969.51  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                          | Deere & Co                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     72565 | NS      | $31112969.40  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                  | Analog Devices Inc                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    170421 | NS      | $27954156.63  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The             | Charles Schwab Corp/The             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    369029 | NS      | $30725354.54  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                           | Aflac Inc                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    577052 | NS      | $41513120.88  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                  | Meta Platforms Inc                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    488450 | NS      | $58780073.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                          | Pfizer Inc                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1174553 | NS      | $60184095.72  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                        | VeriSign Inc                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     72450 | NS      | $14884128.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc             | Lululemon Athletica Inc             | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     16507 | NS      | $5288512.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC            | Jazz Pharmaceuticals PLC            | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     14229 | NS      | $2266821.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                         | Ameren Corp                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    260977 | NS      | $23206074.84  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                     | First Solar Inc                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     16102 | NS      | $2411918.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc               | Waste Connections Inc               | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     69341 | NS      | $9191842.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc          | Verizon Communications Inc          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    891142 | NS      | $35110994.80  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc               | Molina Healthcare Inc               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     16707 | NS      | $5516985.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                         | Oracle Corp                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    417592 | NS      | $34133970.08  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp          | Raytheon Technologies Corp          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    552963 | NS      | $55805025.96  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                  | Voya Financial Inc                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    133431 | NS      | $8204672.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp           | Edwards Lifesciences Corp           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    218970 | NS      | $16337351.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                  | Liberty Global PLC                  | CUSIP: 000000000<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |    119721 | NS      | $2326179.03   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                        | KKR & Co Inc                        | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     86329 | NS      | $4007392.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                 | Avery Dennison Corp                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     54360 | NS      | $9839160.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-11030120.00 | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                       | Boeing Co/The                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    148078 | NS      | $28207378.22  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                             | Aon PLC                             | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     91119 | NS      | $27348456.66  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                      | Blackstone Inc                      | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     43798 | NS      | $3249373.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                  | Kilroy Realty Corp                  | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      3663 | NS      | $141648.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc          | LPL Financial Holdings Inc          | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     18320 | NS      | $3960234.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                 | Carrier Global Corp                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    355197 | NS      | $14651876.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV        | LyondellBasell Industries NV        | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |    167820 | NS      | $13934094.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                    | Altria Group Inc                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    671905 | NS      | $30712777.55  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc              | Palo Alto Networks Inc              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     30411 | NS      | $4243550.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                      | Starbucks Corp                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    207725 | NS      | $20606320.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc      | JB Hunt Transport Services Inc      | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     47741 | NS      | $8324120.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc       | Live Nation Entertainment Inc       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     81510 | NS      | $5684507.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                      | Morgan Stanley                      | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    474198 | NS      | $40316313.96  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                         | Westrock Co                         | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |    141364 | NS      | $4970358.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                     | Caterpillar Inc                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    142239 | NS      | $34074774.84  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-12659970.00 | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                        | QUALCOMM Inc                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    268158 | NS      | $29481290.52  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                         | Shopify Inc                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     70477 | NS      | $2446256.67   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                            | UGI Corp                            | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     76973 | NS      | $2853389.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                  | Ally Financial Inc                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    121623 | NS      | $2973682.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                  | Sonoco Products Co                  | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     40058 | NS      | $2431921.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                  | HCA Healthcare Inc                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     78255 | NS      | $18778069.80  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                         | Avantor Inc                         | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151550 | NS      | $3196189.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                          | Copart Inc                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    244314 | NS      | $14876279.46  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                             | NVR Inc                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      2420 | NS      | $11162443.60  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc      | National Retail Properties Inc      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |    221497 | NS      | $10135702.72  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                       | Kroger Co/The                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     86520 | NS      | $3857061.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc        | United Airlines Holdings Inc        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    144851 | NS      | $5460882.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc               | RPM International Inc               | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     95921 | NS      | $9347501.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                          | Twilio Inc                          | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      8665 | NS      | $424238.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                           | Apple Inc                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   3012758 | NS      | $391447646.94 | 6.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                        | Danaher Corp                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    113133 | NS      | $30027760.86  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                            | Roku Inc                            | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      6573 | NS      | $267521.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc            | Lennox International Inc            | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     20800 | NS      | $4975984.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc        | Medical Properties Trust Inc        | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    453565 | NS      | $5052714.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                        | Teleflex Inc                        | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     24419 | NS      | $6095714.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY          | Signature Bank/New York NY          | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     16401 | NS      | $1889723.22   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2284 | NC      | $13955240.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc       | Automatic Data Processing Inc       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    141064 | NS      | $33694547.04  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                          | Alcoa Corp                          | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     28464 | NS      | $1294258.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                    | MercadoLibre Inc                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      3379 | NS      | $2859444.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                | Booking Holdings Inc                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     10914 | NS      | $21994765.92  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc         | Healthcare Realty Trust Inc         | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    260504 | NS      | $5019912.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                | Keurig Dr Pepper Inc                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    494297 | NS      | $17626631.02  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                      | Merck & Co Inc                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    597588 | NS      | $66302388.60  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                          | STERIS PLC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     55109 | NS      | $10178081.21  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                      | S&P Global Inc                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     76688 | NS      | $25685878.72  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc     | Equity LifeStyle Properties Inc     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |    143552 | NS      | $9273459.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                      | Eli Lilly & Co                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    179752 | NS      | $65760471.68  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                           | Bunge Ltd                           | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |     61781 | NS      | $6163890.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                    | Zillow Group Inc                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     56375 | NS      | $1815838.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc                  | Cenovus Energy Inc                  | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    346281 | NS      | $6721314.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co             | Arthur J Gallagher & Co             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    187556 | NS      | $35361808.24  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                 | JPMorgan Chase & Co                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    739345 | NS      | $99146164.50  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                      | Halliburton Co                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    645484 | NS      | $25399795.40  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                      | Amazon.com Inc                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1813960 | NS      | $152372640.00 | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-1083630.00  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                           | ONEOK Inc                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    254599 | NS      | $16727154.30  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                          | VMware Inc                          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     10997 | NS      | $1349991.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1762 | NC      | $-23205540.00 | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc            | Baxter International Inc            | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    161683 | NS      | $8240982.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co             | Bristol-Myers Squibb Co             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    489213 | NS      | $35198875.35  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                | Invitation Homes Inc                | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |    409105 | NS      | $12125872.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                       | Ingevity Corp                       | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     35507 | NS      | $2501113.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                        | Enbridge Inc                        | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     31490 | NS      | $1231259.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | S+P 500 INDEX                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      2283 | NC      | $12739140.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd          | RenaissanceRe Holdings Ltd          | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     25430 | NS      | $4684968.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc       | Annaly Capital Management Inc       | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    128993 | NS      | $2719172.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                      | Eaton Corp PLC                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |    181509 | NS      | $28487837.55  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                       | Timken Co/The                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     63733 | NS      | $4504011.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                      | ConocoPhillips                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    385792 | NS      | $45523456.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** Gateway Trust

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer