# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-23-010274
**Filing Date:** 2023-2
**Character Count:** 210861
**Document Hash:** 68b0cb1ab206764209736fa8d70625af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010274.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010274

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476
- **IRS NUMBER:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 23670705

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower S&P 500 Index Fund (Series ID: S000023743)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069820 | Investor Class      | MXVIX           |
| C000095780 | Class L             | MXVJX           |
| C000155769 | Institutional Class | MXKWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower S&P 500 Index Fund

- **b. EDGAR series identifier (if any):** S000023743

- **c. LEI of Series:** INIPZN4RQY84FH4FJD10

**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:** $3617221187.76

**Total Liabilities:** $1404339.83

**Net Assets:** $3615816847.93

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069820 | 8.02%                | 5.54%                | -5.80%               |
| Class ID C000095780 |  |  |  |
| Class ID C000155769 | 8.11%                | 5.50%                | -5.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $45460152.08             | $268619773.45                              |
| Month 2  | $45460152.08             | $196007819.09                              |
| Month 3  | $71138110.51             | $-252344496.88                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIGROUP GLOBAL MARKETS INC REPO              | CITIGROUP GLOBAL MARKETS INC REPO SLRPD 4.300% 01/03/2023      | CUSIP: 744900241<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |    611817 | PA      | $611817.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB REPO                       | CREDIT AGRICOLE CIB REPO SLRPD 4.300% 01/03/2023               | CUSIP: 744900242<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | RA               | CORP              | US        |    611817 | PA      | $611817.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC REPO.                      | BOFA SECURITIES INC REPO. SLRPD 4.300% 01/03/2023              | CUSIP: 744900250<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    611817 | PA      | $611817.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC  REPO                  | TD SECURITIES (USA) LLC  REPO SLRPA 4.270% 01/03/2023          | CUSIP: 744900204<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |     71172 | PA      | $71172.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC REPO               | RBC DOMINION SECURITIES INC REPO SLRPD 4.300% 01/03/2023       | CUSIP: 744900253<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    611817 | PA      | $611817.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                     | S&P 500 EMINI FUTURES                                          | CUSIP: 00001ESH3<br>LEI: N/A                  | Long             | DE               | CORP              | US        |       216 | NC      | $17112.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc COM                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    791920 | NS      | $14579247.30  | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc COM                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     24959 | NS      | $1051772.26   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown Inc COM USD0.10                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     26277 | NS      | $1497000.69   | 0.04%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc. COM USD0.01 CLASS A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     18070 | NS      | $4187722.50   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | Fortive Corporation COM                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     39795 | NS      | $2556828.88   | 0.07%             | N/A             | Fixed         | 0.06%                 | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc. COM                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    139085 | NS      | $11940447.25  | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Prologis Inc.                                  | Prologis Inc. COM USD0.01                                      | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    102437 | NS      | $11547722.99  | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sempra                                         | Sempra COM                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     35172 | NS      | $5435480.88   | 0.15%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Southern Co.                                   | Southern Co. COM                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    118954 | NS      | $8494505.14   | 0.23%             | N/A             | Fixed         | 1.43%                 | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co. COM                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     65425 | NS      | $2202859.75   | 0.06%             | N/A             | Fixed         | 0.02%                 | No            |                  1 | On Loan: No      |
| Starbucks Corporation                          | Starbucks Corporation COM                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    127384 | NS      | $12636492.80  | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| State Street Corporation                       | State Street Corporation COM                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     40455 | NS      | $3138094.34   | 0.09%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | Steel Dynamics, Inc. COM STK USD0.01                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     17441 | NS      | $1703985.70   | 0.05%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated      | West Pharmaceutical Services Incorporated COM                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      8209 | NS      | $1931988.15   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC COM USD0.01                                          | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     29784 | NS      | $2773783.92   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | Arista Networks Inc COM                                        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     27741 | NS      | $3366370.35   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | Berkshire Hathaway Inc. CL B NEW                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    200428 | NS      | $61912209.20  | 1.71%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International COM                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     41841 | NS      | $2661924.42   | 0.07%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc. COM                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     10209 | NS      | $6687201.27   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc. CL A                                | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2276 | NS      | $957035.24    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc COM                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      4316 | NS      | $8697948.48   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc CL A                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    250149 | NS      | $30102930.66  | 0.83%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | Jacobs Engineering Group Inc. COM                              | CUSIP: 46982L108<br>LEI: 549300CZ8QS1GE53O776 | Long             | EC               | CORP              | US        |     13852 | NS      | $1663209.64   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc New                  | Caesars Entertainment Inc New COM                              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     22810 | NS      | $948896.00    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp. COM                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     36358 | NS      | $3134423.21   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                            | Analog Devices Inc. COM USD0.16 2/3                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     57216 | NS      | $9385140.50   | 0.26%             | N/A             | Fixed         | 0.14%                 | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc. COM                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     20129 | NS      | $3443468.03   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | Lamb Weston Holdings Inc COM                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     15571 | NS      | $1391424.56   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Comerica Incorporated                          | Comerica Incorporated COM                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     15219 | NS      | $1017390.15   | 0.03%             | N/A             | Fixed         | 2.08%                 | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc COM                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     53998 | NS      | $2089722.60   | 0.06%             | N/A             | Fixed         | 1.04%                 | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                     | The Cooper Companies, Inc. COM NEW                             | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      5575 | NS      | $1843485.25   | 0.05%             | N/A             | Fixed         | 0.06%                 | No            |                  1 | On Loan: No      |
| Copart Inc                                     | Copart Inc COM                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     47364 | NS      | $2883993.96   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA Corp. COM                                                  | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35765 | NS      | $1669510.20   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | Apple Inc. COM                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1663486 | NS      | $216136735.98 | 5.98%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | Corning Incorporated COM                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     84208 | NS      | $2689603.52   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | Cummins Inc. COM                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     15627 | NS      | $3786265.83   | 0.10%             | N/A             | Fixed         | 1.20%                 | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc. COM                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     39476 | NS      | $3762457.56   | 0.10%             | N/A             | Fixed         | 2.26%                 | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | Costco Wholesale Corporation COM USD0.01                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     49236 | NS      | $22476234.00  | 0.62%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                              | D.R. Horton, Inc. COM                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     34684 | NS      | $3091731.76   | 0.09%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE Energy Company COM                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     21287 | NS      | $2501861.11   | 0.07%             | N/A             | Fixed         | 2.06%                 | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                         | CMS Energy Corporation COM                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     32189 | NS      | $2038529.37   | 0.06%             | N/A             | Fixed         | 0.72%                 | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc COM                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     57891 | NS      | $13868367.96  | 0.38%             | N/A             | Fixed         | 1.64%                 | No            |                  1 | On Loan: No      |
| Franklin Resources                             | Franklin Resources COM                                         | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     33446 | NS      | $882305.48    | 0.02%             | N/A             | Fixed         | 0.34%                 | No            |                  1 | On Loan: —       |
| Gallagher Aj &Co                               | Gallagher Aj &Co COM                                           | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     23397 | NS      | $4411270.38   | 0.12%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| DXC Technology Company                         | DXC Technology Company COM                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     26057 | NS      | $690510.54    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc COM                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     72132 | NS      | $3526533.48   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | Leidos Holdings Inc COM USD0.0001                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     14809 | NS      | $1557758.71   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| News Corporation                               | News Corporation CL B                                          | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     12161 | NS      | $224248.84    | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | Verizon Communications Inc. COM USD0.10                        | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    467201 | NS      | $18407719.40  | 0.51%             | N/A             | Fixed         | 1.54%                 | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc COM USD2.5                                     | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     60876 | NS      | $4268016.36   | 0.12%             | N/A             | Fixed         | 0.83%                 | No            |                  1 | On Loan: No      |
| Davita Inc                                     | Davita Inc COM USD0.001                                        | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      5903 | NS      | $440777.01    | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc COM                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     23622 | NS      | $3341095.65   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | Gartner Incorporation COM                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      8799 | NS      | $2957695.85   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | General Dynamics Corporation COM                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     25044 | NS      | $6213666.84   | 0.17%             | N/A             | Fixed         | 1.44%                 | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | The Progressive Corporation COM                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     65454 | NS      | $8490038.34   | 0.23%             | N/A             | Fixed         | 0.10%                 | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc. COM                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     11904 | NS      | $8588616.96   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | Etsy Inc COM                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     13981 | NS      | $1674644.18   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy COM                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     39039 | NS      | $3273029.77   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | Hewlett Packard Enterprise Company COM                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    140493 | NS      | $2242268.28   | 0.06%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings            | Laboratory Corp of America Holdings COM USD0.1                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     10002 | NS      | $2355270.96   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd             | Norwegian Cruise Line Holdings Ltd COM USD0.001                | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     47126 | NS      | $576822.24    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Merck & Co., Inc                               | Merck & Co., Inc COM                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    282045 | NS      | $31292892.75  | 0.87%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | MetLife Inc. COM USD0.01                                       | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     73316 | NS      | $5305878.92   | 0.15%             | N/A             | Fixed         | 0.23%                 | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | Henry Schein, Inc. COM                                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     14906 | NS      | $1190542.22   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc COM                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     36632 | NS      | $4303527.36   | 0.12%             | N/A             | Fixed         | 2.60%                 | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | Lowes Companies, Inc. COM USD0.50                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     69048 | NS      | $13757123.52  | 0.38%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp. COM USD0.001                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    276996 | NS      | $40480195.44  | 1.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage COM                                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     17441 | NS      | $4886793.79   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                   | United Airlines Holdings Inc COM                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     37566 | NS      | $1416238.20   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | Warner Bros. Discovery Inc. COM SER A                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    247208 | NS      | $2343531.81   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | Weyerhaeuser Company COM NEW                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     82305 | NS      | $2551455.00   | 0.07%             | N/A             | Fixed         | 1.60%                 | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                  | Smith(Ao)Corp COM                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     14313 | NS      | $819276.12    | 0.02%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | Stryker Corporation COM                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     37263 | NS      | $9110430.87   | 0.25%             | N/A             | Fixed         | 0.07%                 | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                          | Whirlpool Corporation COM                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      5766 | NS      | $815658.33    | 0.02%             | N/A             | Fixed         | 1.72%                 | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                   | The Williams Companies, Inc. COM                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    136525 | NS      | $4491672.50   | 0.12%             | N/A             | Fixed         | 0.04%                 | No            |                  1 | On Loan: No      |
| Sysco Corporation                              | Sysco Corporation COM                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     56891 | NS      | $4349316.95   | 0.12%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | Moderna Inc COM                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     36754 | NS      | $6601753.48   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | Gen Digital Inc COM                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     66256 | NS      | $1419866.07   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc COM                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    298051 | NS      | $36713922.18  | 1.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | Wabtec Corp COM USD0.01                                        | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     20413 | NS      | $2037421.53   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Invesco Ltd                                    | Invesco Ltd COM STK USD0.20                                    | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     49632 | NS      | $892879.68    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                           | Elevance Health Inc. COM                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     26567 | NS      | $13628073.99  | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. COM STK USD0.01 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      5810 | NS      | $1265999.00   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                     | Chipotle Mexican Grill Inc COM                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3108 | NS      | $4312318.92   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust SH BEN INT NEW                 | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8208 | NS      | $829336.32    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | American Water Works Company, Inc. COM                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     19968 | NS      | $3043522.56   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group Inc COM                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     55837 | NS      | $2198302.69   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                       | Extra Space Storage Inc. COM USD0.01                           | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |     14904 | NS      | $2193570.72   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | Ford Motor Company COM USD0.01                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    443124 | NS      | $5153532.12   | 0.14%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | Bank of America Corporation COM                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    776422 | NS      | $25715096.64  | 0.71%             | N/A             | Fixed         | 3.60%                 | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties Inc COM                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     61407 | NS      | $1539473.49   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc. COM                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    222600 | NS      | $4024608.00   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | Bio-Techne Corp COM                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     17748 | NS      | $1470954.24   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc COM                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     45010 | NS      | $25166441.30  | 0.70%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Costar Group Inc                               | Costar Group Inc COM USD0.01                                   | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44144 | NS      | $3411448.32   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp COM NEW                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     85181 | NS      | $8772791.20   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp COM                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     76076 | NS      | $2496053.56   | 0.07%             | N/A             | Fixed         | 1.28%                 | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings Inc COM                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     29908 | NS      | $3779174.88   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | Electronic Arts Inc. COM                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     29559 | NS      | $3611518.62   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | Expedia Group Inc COM NEW                                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     17172 | NS      | $1504267.20   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco              | First Republic Bank San Francisco COM                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     20447 | NS      | $2492284.83   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fox Corporation                                | Fox Corporation CL A COM                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     34151 | NS      | $1037165.85   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hess Corporation                               | Hess Corporation COM                                           | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     30867 | NS      | $4377557.94   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                     | Marathon Petroleum Company COM USD0.01                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     52135 | NS      | $6067992.66   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                             | Newell Brands Inc. COM                                         | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     39872 | NS      | $521525.76    | 0.01%             | N/A             | Fixed         | 0.84%                 | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP STK CL A                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    664454 | NS      | $58624776.42  | 1.62%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| DISH Network Corporation                       | DISH Network Corporation CL A                                  | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     25092 | NS      | $352291.68    | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation               | Edwards Lifesciences Corporation COM USD1                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     68206 | NS      | $5088849.66   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ Corporation COM                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     27597 | NS      | $1473955.77   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                     | L3 Harris Technologies Inc COM                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     21404 | NS      | $4456526.87   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Schlumberger Limited                           | Schlumberger Limited COM USD0.01                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    158392 | NS      | $8467636.32   | 0.23%             | N/A             | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | The Charles Schwab Corporation COM                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    169681 | NS      | $14127640.06  | 0.39%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | Emerson Electric Co. COM                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     65717 | NS      | $6312775.02   | 0.17%             | N/A             | Fixed         | 1.60%                 | No            |                  1 | On Loan: No      |
| Grainger W W Inc                               | Grainger W W Inc COM                                           | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      5067 | NS      | $2818518.75   | 0.08%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | Lumen Technologies Inc COM                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    100027 | NS      | $522140.94    | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NetApp Inc. COM                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     23624 | NS      | $1418857.44   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Halliburton Company                            | Halliburton Company COM                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    101491 | NS      | $3993670.85   | 0.11%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | Howmet Aerospace Inc COM                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     40135 | NS      | $1581720.35   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Targa Resources Co                             | Targa Resources Co COM                                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     23674 | NS      | $1740039.00   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Aon PLC                                        | Aon PLC COM USD0.01 CL A                                       | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     23010 | NS      | $6906221.40   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Moodys Corp                                    | Moodys Corp COM USD0.01                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     17512 | NS      | $4879193.44   | 0.13%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley COM NEW                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    146649 | NS      | $12468098.04  | 0.34%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc. COM                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     49428 | NS      | $14575328.64  | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NiSource Inc.                                  | NiSource Inc. COM                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     44701 | NS      | $1225701.42   | 0.03%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | Alliant Energy Corporation COM                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     27043 | NS      | $1493044.03   | 0.04%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | Textron Inc. COM                                               | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     23406 | NS      | $1657144.80   | 0.05%             | N/A             | Fixed         | 1.30%                 | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc COM                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     43630 | NS      | $24026604.70  | 0.66%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc. COM                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     11838 | NS      | $3685998.06   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc COM                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     16133 | NS      | $4467550.36   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | Celanese Corporation COM                                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     11499 | NS      | $1175657.76   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                       | Ceridian HCM Holding Inc COM                                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     17128 | NS      | $1098761.20   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | Tractor Supply Co COM                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     12094 | NS      | $2720787.18   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                              | Tyson Foods, Inc. CL A                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     32004 | NS      | $1992249.00   | 0.06%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| Deere & Company                                | Deere & Company COM                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     30553 | NS      | $13099904.28  | 0.36%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DexCom Inc COM USD0.001                                        | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     42687 | NS      | $4833875.88   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | Union Pacific Corporation COM                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     68393 | NS      | $14162138.51  | 0.39%             | N/A             | Fixed         | 1.20%                 | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc. COM                                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      7711 | NS      | $2740643.62   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | Enphase Energy Inc COM                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     15265 | NS      | $4044614.40   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Idex Corporation                               | Idex Corporation COM                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      8239 | NS      | $1881210.87   | 0.05%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | The Interpublic Group of Companies, Inc. COM                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     44494 | NS      | $1482095.14   | 0.04%             | N/A             | Fixed         | 0.38%                 | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR Inc COM                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       335 | NS      | $1545214.30   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc. CL A                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     11949 | NS      | $4051905.90   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | Expeditors International Of Washington Inc. COM                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     17702 | NS      | $1839591.84   | 0.05%             | N/A             | Fixed         | 0.22%                 | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | Universal Health Services, Inc. CL B                           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      7138 | NS      | $1005672.82   | 0.03%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | Newmont Corporation COM                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     88816 | NS      | $4192115.20   | 0.12%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc COM                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      5388 | NS      | $1671950.28   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                      | Travelers Companies, Inc. COM NPV                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     26070 | NS      | $4887864.30   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR Inc COM                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     35024 | NS      | $1356479.52   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                              | Perkinelmer, Inc. COM                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     14124 | NS      | $1980467.28   | 0.05%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.               | Philip Morris International Inc. COM                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    172450 | NS      | $17453664.50  | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | The Mosaic Company COM USD0.01                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     37475 | NS      | $1644028.25   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | Rollins Inc COM                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     26637 | NS      | $973315.98    | 0.03%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | Eaton Corporation PLC COM USD0.01                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     44019 | NS      | $6908782.05   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                        | UnitedHealth Group Inc. COM                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    103940 | NS      | $55106909.24  | 1.52%             | N/A             | Fixed         | 0.03%                 | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | Vici Properties Inc COM                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    107774 | NS      | $3491877.60   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                         | Sealed Air Corporation COM                                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     16036 | NS      | $799875.68    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                   | The Sherwin-Williams Company COM                               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     26049 | NS      | $6182209.17   | 0.17%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | Stanley Black & Decker, Inc. COM                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     16856 | NS      | $1266222.72   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M Company COM USD0.01                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     61142 | NS      | $7332148.64   | 0.20%             | N/A             | Fixed         | 1.44%                 | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | Seagate Technology Holdings PLC COM USD0.00001                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     21501 | NS      | $1131167.61   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc COM                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     11734 | NS      | $5070144.06   | 0.14%             | N/A             | Fixed         | 0.39%                 | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc COM                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     38968 | NS      | $4523015.76   | 0.13%             | N/A             | Fixed         | 0.17%                 | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | Synopsys Inc COM                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     16931 | NS      | $5405898.99   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc COM                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     66434 | NS      | $9300760.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | Texas Instruments Incorporated COM USD1.00                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    100962 | NS      | $16680941.64  | 0.46%             | N/A             | Fixed         | 0.09%                 | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc. COM                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     19872 | NS      | $2197247.04   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | Amphenol Corporation CL'A'COM USD0.001                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     66564 | NS      | $5068182.96   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | Centerpoint Energy Inc COM STK USD0.01                         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     71166 | NS      | $2134268.34   | 0.06%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services COM                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     29954 | NS      | $2930399.83   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | Dollar General Corporation COM                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     25093 | NS      | $6179151.25   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                            | EOG Resources, Inc. COM USD0.01                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     65581 | NS      | $8494051.12   | 0.23%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | Entergy Corporation COM                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     22256 | NS      | $2503800.00   | 0.07%             | N/A             | Fixed         | 1.80%                 | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC Inc COM                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     11835 | NS      | $1420673.40   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                  | U.S. Bancorp. COM USD0.01                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    151357 | NS      | $6600678.77   | 0.18%             | N/A             | Fixed         | 0.96%                 | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | Activision Blizzard Inc COM                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     79665 | NS      | $6098355.75   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | Equifax Inc. COM                                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     13507 | NS      | $2625220.52   | 0.07%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust            | Equity Residential Properties Trust SH BEN INT                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     37404 | NS      | $2206836.00   | 0.06%             | N/A             | Fixed         | 1.73%                 | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | Agilent Technologies Inc. COM USD0.01                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     32932 | NS      | $4928273.80   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | Akamai Technologies, Inc. COM USD0.01                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     16916 | NS      | $1426018.80   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CDW Corp                                       | CDW Corp COM                                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     15135 | NS      | $2702808.30   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Carmax Inc                                     | Carmax Inc COM USD0.50                                         | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |     16783 | NS      | $1021916.87   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc. COM                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      7292 | NS      | $1545320.64   | 0.04%             | N/A             | Fixed         | 3.16%                 | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | Generac Holdings Inc. COM                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      7220 | NS      | $726765.20    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | Cincinnati Financial Corporation COM                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     17823 | NS      | $1824896.97   | 0.05%             | N/A             | Fixed         | 1.10%                 | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | The Coca-Cola Company COM                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    432964 | NS      | $27540840.04  | 0.76%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc COM STK NPV                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     93070 | NS      | $5707052.39   | 0.16%             | N/A             | Fixed         | 2.58%                 | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                          | Dupont De Nemours Inc COM                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     55264 | NS      | $3792768.33   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | Pentair PLC COM USD0.01                                        | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     17505 | NS      | $787374.91    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc. COM                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     15590 | NS      | $1087246.60   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | Packaging Corporation of America COM USD0.01                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     10129 | NS      | $1295600.39   | 0.04%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Qorvo Inc                                      | Qorvo Inc COM                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     11496 | NS      | $1041997.44   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | Ulta Beauty Inc COM STK USD0.01                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      5698 | NS      | $2672760.86   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                        | Advance Auto Parts Inc. COM USD0.0001                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      6694 | NS      | $984218.82    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                   | Henry Jack & Associates Inc. COM                               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      8257 | NS      | $1449598.92   | 0.04%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | Amcor PLC COM USD0.01                                          | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    169660 | NS      | $2020650.60   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company    | Willis Towers Watson Public Limited Company COM USD0.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     12016 | NS      | $2938873.28   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hershey Co (The)                               | Hershey Co (The) COM                                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     16535 | NS      | $3829009.95   | 0.11%             | N/A             | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | Humana Inc. COM                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     14084 | NS      | $7213683.96   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | Ingersoll Rand Inc COM                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     45858 | NS      | $2396080.51   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | Marathon Oil Corporation COM USD1.00                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     70646 | NS      | $1912387.18   | 0.05%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc. CL A                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     29930 | NS      | $4456277.73   | 0.12%             | N/A             | Fixed         | 0.34%                 | No            |                  1 | On Loan: No      |
| Masco Corporation                              | Masco Corporation COM                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     25279 | NS      | $1179770.93   | 0.03%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | McCormick & Company, Incorporated COM NON VTG                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     27421 | NS      | $2272926.69   | 0.06%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| McDonald's Corporation                         | McDonald's Corporation COM                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     81477 | NS      | $21471633.81  | 0.59%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | Corteva Inc COM                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     79352 | NS      | $4664310.59   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                  | FactSet Research Systems Inc. COM                              | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      4275 | NS      | $1715172.75   | 0.05%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc               | Mettler-Toledo International Inc COM                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      2460 | NS      | $3555807.00   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | Microsoft Corporation COM                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    829257 | NS      | $198872413.74 | 5.50%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated              | Microchip Technology Incorporated COM                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     60711 | NS      | $4264947.84   | 0.12%             | N/A             | Fixed         | 0.18%                 | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | Micron Technology Inc. COM                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    120862 | NS      | $6040682.76   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc. COM                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     12723 | NS      | $1997383.77   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                   | Norfolk Southern Corporation COM                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     25755 | NS      | $6346547.10   | 0.18%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | Old Dominion Freight Line Inc. COM                             | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      9944 | NS      | $2821908.32   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Oneok Inc.                                     | Oneok Inc. COM                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     49191 | NS      | $3231848.70   | 0.09%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                              | Dominos Pizza Inc COM                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      3857 | NS      | $1336064.80   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | Oracle Corporation COM                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    169983 | NS      | $13894410.42  | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc COM                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     37044 | NS      | $12407517.36  | 0.34%             | N/A             | Fixed         | 1.20%                 | No            |                  1 | On Loan: No      |
| FMC Corporation                                | FMC Corporation COM NEW                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     14211 | NS      | $1773532.80   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                          | Freeport-McMoRan Inc. CL B                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    158377 | NS      | $6018326.00   | 0.17%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | Zoetis Inc. CL A                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     51764 | NS      | $7586014.21   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                              | Crown Castle Inc. COM                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     48459 | NS      | $6572978.76   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | Eastman Chemical Company COM                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     13180 | NS      | $1073379.20   | 0.03%             | N/A             | Fixed         | 1.76%                 | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc. COM                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     65648 | NS      | $5504584.80   | 0.15%             | N/A             | Fixed         | 1.24%                 | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | Genuine Parts Co COM                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     15922 | NS      | $2762626.22   | 0.08%             | N/A             | Fixed         | 1.20%                 | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | McKesson Corporation COM                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     15771 | NS      | $5916017.52   | 0.16%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                  | Paypal Holdings Incorporation COM                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    126821 | NS      | $9032191.62   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                    | Ecolab Inc. COM                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     27784 | NS      | $4044239.04   | 0.11%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | Fiserv Inc. COM                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     70239 | NS      | $7099055.73   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | Teradyne Inc. COM                                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     17064 | NS      | $1490540.40   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc COM                                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     28089 | NS      | $1420179.84   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | Globe Life Inc COM                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      9680 | NS      | $1166924.03   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc. COM                        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4608 | NS      | $1062973.44   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc. COM                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     41554 | NS      | $6518991.52   | 0.18%             | N/A             | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| Waters Corporation                             | Waters Corporation COM                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      6535 | NS      | $2238760.30   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | Wells Fargo & Company COM                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    424458 | NS      | $17525870.84  | 0.48%             | N/A             | Fixed         | 1.92%                 | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp. COM                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     35127 | NS      | $1108256.91   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                        | The Kraft Heinz Company COM                                    | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87558 | NS      | $3564486.15   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq Inc COM                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     37698 | NS      | $2312772.30   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | Zebra Technologies Corporation CL A                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      5634 | NS      | $1444613.94   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC             | Johnson Controls International PLC COM USD1.00                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     76755 | NS      | $4912320.00   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     27863 | NS      | $2313464.89   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM Inc. COM                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    124704 | NS      | $13709957.76  | 0.38%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | Quest Diagnostics Incorporated COM                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     12670 | NS      | $1982094.80   | 0.05%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | Raymond James Financial Inc. COM                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     21414 | NS      | $2288085.91   | 0.06%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp. COM                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     69109 | NS      | $4383583.87   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc. COM                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     22966 | NS      | $2962384.34   | 0.08%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | ResMed Inc. COM                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     16385 | NS      | $3410210.05   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allegion PLC                                   | Allegion PLC COM USD0.01                                       | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      9378 | NS      | $987128.27    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                      | Fleetcor Technologies Inc COM                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      7994 | NS      | $1468337.92   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| General Motors Company                         | General Motors Company COM                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    158042 | NS      | $5316532.88   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | Marsh & McLennan Companies, Inc. COM                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     55177 | NS      | $9130689.96   | 0.25%             | N/A             | Fixed         | 1.36%                 | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | Martin Marietta Materials Inc COM                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      6900 | NS      | $2331993.00   | 0.06%             | N/A             | Fixed         | 0.72%                 | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | Mohawk Industries, Inc. COM                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      5886 | NS      | $601666.92    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nike, Inc.                                     | Nike, Inc. CL B                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    140132 | NS      | $16396845.32  | 0.45%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | The J M Smucker Company COM NPV                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     11758 | NS      | $1863172.68   | 0.05%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                           | Snap-On Incorporated COM                                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5778 | NS      | $1320215.22   | 0.04%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC ORD USD0.001                                        | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     11182 | NS      | $2065203.58   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | Nordson Corp COM NPV                                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      6113 | NS      | $1453182.36   | 0.04%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | Northern Trust Corporation COM                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     23525 | NS      | $2081727.25   | 0.06%             | N/A             | Fixed         | 0.76%                 | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | AbbVie Inc. COM                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    196731 | NS      | $31793696.88  | 0.88%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | Carrier Global Corporation COM                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     93901 | NS      | $3873416.31   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Centene Corporation                            | Centene Corporation COM USD0.001                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     62992 | NS      | $5165973.90   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | Cintas Corporation COM                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9625 | NS      | $4346842.50   | 0.12%             | N/A             | Fixed         | 0.29%                 | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                      | Colgate-Palmolive Company COM USD1.00                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     92467 | NS      | $7285474.93   | 0.20%             | N/A             | Fixed         | 0.96%                 | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corporation COM                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     72912 | NS      | $4484817.12   | 0.12%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | Northrop Grumman Corporation COM                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     16095 | NS      | $8781592.95   | 0.24%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | Nucor Corporation COM                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     28398 | NS      | $3743140.38   | 0.10%             | N/A             | Fixed         | 0.84%                 | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | The Bank of New York Mellon Corporation COM                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     82144 | NS      | $3739194.89   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation               | Occidental Petroleum Corporation COM                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     80889 | NS      | $5095198.14   | 0.14%             | N/A             | Fixed         | 1.10%                 | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp. COM USD0.01                             | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     47779 | NS      | $2979976.23   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc. COM                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     26839 | NS      | $2163491.79   | 0.06%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc. COM                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    456760 | NS      | $21760046.40  | 0.60%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | Evergy Inc COM                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     24772 | NS      | $1558901.96   | 0.04%             | N/A             | Fixed         | 1.66%                 | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | Exelon Corporation COM NPV                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    111263 | NS      | $4809899.50   | 0.13%             | N/A             | Fixed         | 1.22%                 | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG Industries, Inc. COM                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     26018 | NS      | $3271503.32   | 0.09%             | N/A             | Fixed         | 1.80%                 | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | Paccar Inc COM                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     38346 | NS      | $3795103.63   | 0.10%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| First Solar Inc                                | First Solar Inc COM                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     11243 | NS      | $1684088.97   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| General Electric Company                       | General Electric Company COM NEW                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    121504 | NS      | $10180820.26  | 0.28%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc COM                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     35908 | NS      | $4149528.48   | 0.11%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                     | Iron Mountain Incorporated COM                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     32856 | NS      | $1637871.60   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc. COM USD0.00001                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     37373 | NS      | $1194441.08   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | Molson Coors Beverage Company CL B                             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     21641 | NS      | $1114944.32   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | Salesforce Inc COM                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    111344 | NS      | $14763100.96  | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Servicenow Inc                                 | Servicenow Inc COM                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     22348 | NS      | $8677057.96   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | Verisign, Inc. COM USD0.001                                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     10261 | NS      | $2108019.84   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc. COM USD0.001                            | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     17610 | NS      | $3106756.20   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                           | Wynn Resorts Limited COM USD0.01                               | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     11102 | NS      | $915581.94    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                       | Ralph Lauren Corporation CL A                                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      4214 | NS      | $445293.38    | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.             | Take-Two Interactive Software Inc. COM USD0.01                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     17807 | NS      | $1854242.91   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                   | Truist Financial Corporation COM                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    146470 | NS      | $6302604.11   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC CLS'A'USD0.0000225                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     70091 | NS      | $18703082.44  | 0.52%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                            | TE Connectivity Ltd COM CHF0.57                                | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     35470 | NS      | $4071956.00   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CBRE Group                                     | CBRE Group CL A                                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     35147 | NS      | $2704913.12   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| EQT Corporation                                | EQT Corporation COM                                            | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     40474 | NS      | $1369235.42   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | Fastenal Co. COM                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     63055 | NS      | $2983762.60   | 0.08%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | Global Payments Inc COM NPV                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     29972 | NS      | $2976819.04   | 0.08%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                  | AmerisourceBergen Corporation COM                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     17412 | NS      | $2885342.52   | 0.08%             | N/A             | Fixed         | 0.10%                 | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | Ansys Inc COM USD0.01                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      9633 | NS      | $2327236.47   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | The Procter & Gamble Company COM                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    263613 | NS      | $39953186.28  | 1.10%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | V.F. Corp COM                                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     37539 | NS      | $1036451.79   | 0.03%             | N/A             | Fixed         | 1.04%                 | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | Baker Hughes Company CL A                                      | CUSIP: 05722G100<br>LEI: 549300XU3XH6F05YEQ93 | Long             | EC               | CORP              | US        |    111406 | NS      | $3289819.21   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | Citigroup Inc. COM USD0.01                                     | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    214495 | NS      | $9701608.85   | 0.27%             | N/A             | Fixed         | 1.60%                 | No            |                  1 | On Loan: No      |
| Loews Corporation                              | Loews Corporation COM                                          | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     21229 | NS      | $1238287.57   | 0.03%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                       | O'Reilly Automotive Inc. COM                                   | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      6962 | NS      | $5876136.86   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc     | Fidelity National Information Services Inc COM                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     66009 | NS      | $4478710.63   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                          | Invitation Homes Inc. COM                                      | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63844 | NS      | $1892336.16   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | Parker-Hannifin Corporation COM                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     14365 | NS      | $4180215.00   | 0.12%             | N/A             | Fixed         | 0.76%                 | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | Pepsico Inc COM                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    153261 | NS      | $27688132.27  | 0.77%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | Valero Energy Corporation COM USD0.01                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     42887 | NS      | $5440644.82   | 0.15%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | Pfizer Inc. COM                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    624442 | NS      | $31996408.09  | 0.88%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation              | Pinnacle West Capital Corporation COM                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     12129 | NS      | $922289.16    | 0.03%             | N/A             | Fixed         | 1.80%                 | No            |                  1 | On Loan: No      |
| MSCI Inc.                                      | MSCI Inc. COM USD0.01                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      8923 | NS      | $4150711.91   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc. CL A                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    151915 | NS      | $10125134.75  | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company              | Pioneer Natural Resources Company COM                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     26292 | NS      | $6004829.88   | 0.17%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | Public Service Enterprise Group Incorporated COM               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     54973 | NS      | $3368195.71   | 0.09%             | N/A             | Fixed         | 2.20%                 | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group COM                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      6748 | NS      | $1552984.72   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | Viatris Inc COM                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    130435 | NS      | $1451741.59   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WestRock Company                               | WestRock Company COM                                           | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     27619 | NS      | $971084.04    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc. COM USD0.01              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     16583 | NS      | $2415645.61   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | Comcast Corporation COM USD0.01 CL A                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    479898 | NS      | $16782033.06  | 0.46%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dover Corporation                              | Dover Corporation COM                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     15613 | NS      | $2114156.33   | 0.06%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| eBay Inc.                                      | eBay Inc. COM USD0.001                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     60367 | NS      | $2503419.49   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL Corporation COM USD0.01                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     82815 | NS      | $2419854.30   | 0.07%             | N/A             | Fixed         | 1.64%                 | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | Principal Financial Group COM USD0.01                          | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     25819 | NS      | $2166730.48   | 0.06%             | N/A             | Fixed         | 0.45%                 | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc. COM                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     15844 | NS      | $2257770.00   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Target Corporation                             | Target Corporation COM STK USD0.0833                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     51186 | NS      | $7628761.44   | 0.21%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | Ventas Inc. COM                                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     43994 | NS      | $1981929.71   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | Vertex Pharmaceuticals Incorporated COM USD0.01                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     28698 | NS      | $8287408.44   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare Inc COM                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     23587 | NS      | $5659936.52   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA Holdings Inc. COM                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     20620 | NS      | $4224831.80   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | Regions Financial Corporation COM                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    102066 | NS      | $2200542.96   | 0.06%             | N/A             | Fixed         | 1.33%                 | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                     | Solaredge Technologies Inc COM                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      6101 | NS      | $1728230.27   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Welltower OP LLC                               | Welltower OP LLC COM                                           | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51853 | NS      | $3398964.15   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | Zions Bancorporation Natl Assn Global Bank COM                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     16629 | NS      | $817481.64    | 0.02%             | N/A             | Fixed         | 1.28%                 | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                        | Tyler Technologies Inc. COM                                    | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      4667 | NS      | $1504687.47   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc. CLASS'B'COM USD0.01                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     81188 | NS      | $14113721.92  | 0.39%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                          | Royal Caribbean Group COM USD0.01                              | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |     25234 | NS      | $1247316.62   | 0.03%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories COM                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    193959 | NS      | $21294758.62  | 0.59%             | N/A             | Fixed         | 1.04%                 | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc. COM USD0.333333                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    199337 | NS      | $9111694.27   | 0.25%             | N/A             | Fixed         | 2.72%                 | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                    | American Airlines Group Inc COM                                | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     75184 | NS      | $956340.48    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Express Company                       | American Express Company COM                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     66430 | NS      | $9815032.50   | 0.27%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | Ametek, Inc. COM                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     25430 | NS      | $3553079.60   | 0.10%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Amgen Inc.                                     | Amgen Inc. COM                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     59356 | NS      | $15589259.84  | 0.43%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | Assurant Inc. COM                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6022 | NS      | $753111.32    | 0.02%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp. CL B                                        | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     21044 | NS      | $1382169.92   | 0.04%             | N/A             | Fixed         | 0.85%                 | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation              | Capital One Financial Corporation COM                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     42951 | NS      | $3992724.94   | 0.11%             | N/A             | Fixed         | 0.11%                 | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | Ameren Corporation COM                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     28355 | NS      | $2521326.60   | 0.07%             | N/A             | Fixed         | 2.54%                 | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.               | American Electric Power Co, Inc. COM                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     56766 | NS      | $5389931.70   | 0.15%             | N/A             | Fixed         | 1.40%                 | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                       | Atmos Energy Corporation COM                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     15753 | NS      | $1765438.71   | 0.05%             | N/A             | Fixed         | 1.22%                 | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | Bristol-Myers Squibb Company COM                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    236520 | NS      | $17017614.00  | 0.47%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc. COM                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     46094 | NS      | $11010012.84  | 0.30%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| Ball Corporation                               | Ball Corporation COM                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     35885 | NS      | $1835158.90   | 0.05%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc. COM                                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     56561 | NS      | $2882914.17   | 0.08%             | N/A             | Fixed         | 0.58%                 | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | Becton, Dickinson and Company COM                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     31915 | NS      | $8115984.56   | 0.22%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Chevron Corporation                            | Chevron Corporation COM USD0.75                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    197895 | NS      | $35520173.51  | 0.98%             | N/A             | Fixed         | 3.20%                 | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | Monolithic Power Systems Inc. COM                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      4852 | NS      | $1715715.72   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation              | Raytheon Technologies Corporation COM                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    163535 | NS      | $16503952.20  | 0.46%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                           | Transdigm Group Inc. COM                                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5751 | NS      | $3621117.15   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | W.R. Berkley Corporation COM                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     22614 | NS      | $1641097.98   | 0.05%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Best Buy Inc                                   | Best Buy Inc COM                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     22098 | NS      | $1772480.58   | 0.05%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc. COM                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     29131 | NS      | $2239299.97   | 0.06%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow Inc COM                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     78212 | NS      | $3941102.61   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Boeing Company                             | The Boeing Company COM                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     62464 | NS      | $11898767.36  | 0.33%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                  | Boston Scientific Corporation COM                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    160204 | NS      | $7412639.09   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global CLASS B COM                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     58302 | NS      | $984137.76    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Visa Inc                                       | Visa Inc COM CL A                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    181884 | NS      | $37788219.84  | 1.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HP Inc                                         | HP Inc COM                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     98090 | NS      | $2635678.30   | 0.07%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Illumina Inc                                   | Illumina Inc COM USD0.01                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     17551 | NS      | $3548812.20   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | Honeywell International Inc. COM USD1                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     74791 | NS      | $16027711.30  | 0.44%             | N/A             | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MasterCard Incorporated CL A                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     94432 | NS      | $32836839.36  | 0.91%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC Energy Group Inc. COM                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     34642 | NS      | $3248033.98   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC COM USD1                                | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     25345 | NS      | $4260241.05   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc. COM                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     18229 | NS      | $1661208.77   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | Zimmer Biomet Holdings Inc COM USD0.01                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     23097 | NS      | $2944867.50   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                        | Intuitive Surgical Inc. COM USD0.001                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     39311 | NS      | $10431173.85  | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kellogg Company                                | Kellogg Company COM                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     28559 | NS      | $2034543.16   | 0.06%             | N/A             | Fixed         | 1.01%                 | No            |                  1 | On Loan: No      |
| Organon & Co                                   | Organon & Co COMMON STOCK                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     26549 | NS      | $741513.63    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | Otis Worldwide Corp. COM                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     46573 | NS      | $3647131.76   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pool Corporation                               | Pool Corporation COM                                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      4230 | NS      | $1278855.90   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Signature Bank                                 | Signature Bank COM                                             | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      7295 | NS      | $840529.90    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial COM                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     50120 | NS      | $1646943.20   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX Corporation COM                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    233878 | NS      | $7245540.44   | 0.20%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp COM                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    145849 | NS      | $13591668.25  | 0.38%             | N/A             | Fixed         | 0.27%                 | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc COM                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     86868 | NS      | $2134346.76   | 0.06%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| Campbell Soup Company                          | Campbell Soup Company COM                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     21512 | NS      | $1220806.00   | 0.03%             | N/A             | Fixed         | 0.63%                 | No            |                  1 | On Loan: No      |
| Carnival Corporation                           | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    114652 | NS      | $924095.12    | 0.03%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| The Clorox Company                             | The Clorox Company COM                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     13727 | NS      | $1926309.91   | 0.05%             | N/A             | Fixed         | 1.08%                 | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp. COM CL A USD0.01          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     56600 | NS      | $3236954.00   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | Goldman Sachs Group, Inc. COM USD0.01                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     37670 | NS      | $12935124.60  | 0.36%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co. COM USD1.00                               | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    326298 | NS      | $43756561.85  | 1.21%             | N/A             | Fixed         | 1.36%                 | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson COM                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    290843 | NS      | $51377415.95  | 1.42%             | N/A             | Fixed         | 1.14%                 | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                             | RIGHTS                                                         | CUSIP: 003CVR016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5206 | NS      | $0.00         | 0.00%             | N/A             | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc. COM NEW                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     82651 | NS      | $5226849.24   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cigna Corporation                              | Cigna Corporation COM                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     34144 | NS      | $11313272.98  | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc. COM                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     13481 | NS      | $1864826.73   | 0.05%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Walt Disney Company                            | Walt Disney Company COM                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    202803 | NS      | $17619524.62  | 0.49%             | N/A             | Fixed         | 0.21%                 | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | Broadridge Financial Solutions Inc. COM                        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     13026 | NS      | $1747177.38   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | Exxon Mobil Corporation COM NPV                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    458131 | NS      | $50531849.33  | 1.40%             | N/A             | Fixed         | 1.08%                 | No            |                  1 | On Loan: No      |
| Fox Corporation                                | Fox Corporation CL B COM                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     16582 | NS      | $471757.91    | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc COM                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     94525 | NS      | $3370761.50   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T Bank Corporation COM                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     19064 | NS      | $2765423.78   | 0.08%             | N/A             | Fixed         | 1.60%                 | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                            | Delta Air Lines Inc COM USD0.0001                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     70787 | NS      | $2326060.82   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                            | Dentsply Sirona Inc COM USD0.01                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     22522 | NS      | $717100.48    | 0.02%             | N/A             | Fixed         | 0.21%                 | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MarketAxess Holdings Inc. COM                                  | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      4355 | NS      | $1214565.95   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                 | SBA Communications Corporation CL A                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     12072 | NS      | $3383902.32   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc COM                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     15242 | NS      | $929914.42    | 0.03%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc COM                                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     80480 | NS      | $1291704.00   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp. COM                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     61047 | NS      | $2560311.19   | 0.07%             | N/A             | Fixed         | 1.50%                 | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc. COM NEW                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     26836 | NS      | $853921.52    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | J. B. Hunt Transport Services, Inc. COM                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      9417 | NS      | $1641948.12   | 0.05%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange Inc COM                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     61850 | NS      | $6345191.48   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc. COM USD0.01                         | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     40631 | NS      | $4041159.26   | 0.11%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | Pulte Group Inc COM                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24791 | NS      | $1128734.26   | 0.03%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc COM                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     31310 | NS      | $12186478.20  | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lennar Corporation                             | Lennar Corporation CL A                                        | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     28414 | NS      | $2571467.00   | 0.07%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co. COM                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     87731 | NS      | $32095509.04  | 0.89%             | N/A             | Fixed         | 1.42%                 | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                   | Lincoln National Corporation COM                               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     18272 | NS      | $561315.84    | 0.02%             | N/A             | Fixed         | 1.40%                 | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | Robert Half International Inc. COM                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     12618 | NS      | $931586.94    | 0.03%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | Rockwell Automation, Inc. COM                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     12785 | NS      | $3293032.45   | 0.09%             | N/A             | Fixed         | 0.66%                 | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | Lockheed Martin Corporation COM                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     25946 | NS      | $12622469.54  | 0.35%             | N/A             | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                         | Motorola Solutions Inc COM NEW                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     18426 | NS      | $4748564.45   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| News Corporation                               | News Corporation CL A                                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     41806 | NS      | $760869.23    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc COM                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     25580 | NS      | $974086.40    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                         | The TJX Companies Inc. COM                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    129160 | NS      | $10281136.00  | 0.28%             | N/A             | Fixed         | 0.18%                 | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                          | Teleflex Incorporated COM                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      5052 | NS      | $1261130.76   | 0.03%             | N/A             | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | Teledyne Technologies Inc COM USD0.01                          | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      5195 | NS      | $2077532.46   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | Walgreens Boots Alliance, Inc. COM                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     78975 | NS      | $2950506.00   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd. COM USD0.01                            | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     38813 | NS      | $2436680.14   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | Everest Re Group Ltd. COM USD0.01                              | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      4504 | NS      | $1492040.08   | 0.04%             | N/A             | Fixed         | 0.37%                 | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | Vornado Realty Trust SH BEN INT                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16524 | NS      | $343864.44    | 0.01%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | Vulcan Materials Company COM                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     14998 | NS      | $2626299.78   | 0.07%             | N/A             | Fixed         | 1.04%                 | No            |                  1 | On Loan: No      |
| Garmin Ltd                                     | Garmin Ltd COM CHF10.00                                        | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     17207 | NS      | $1588034.03   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc COM                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    157009 | NS      | $22262306.11  | 0.62%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Chubb Limited                                  | Chubb Limited ORD CHF24.15                                     | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     46171 | NS      | $10185322.59  | 0.28%             | N/A             | Fixed         | 1.56%                 | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP STK CL C                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    589011 | NS      | $52262946.04  | 1.45%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Tower Corporation                     | American Tower Corporation COM                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     51627 | NS      | $10937696.22  | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                | BlackRock, Inc. COM                                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     16708 | NS      | $11839790.04  | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | ConocoPhillips Co. COM USD0.01                                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    138616 | NS      | $16356688.00  | 0.45%             | N/A             | Fixed         | 1.72%                 | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | Diamondback Energy Inc COM                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     19892 | NS      | $2720827.76   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| KLA Corporation                                | KLA Corporation COM NEW                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     15868 | NS      | $5982712.04   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp COM                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    105118 | NS      | $1831155.56   | 0.05%             | N/A             | Fixed         | 1.24%                 | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                     | Kimberly-Clark Corporation COM                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     37475 | NS      | $5087231.25   | 0.14%             | N/A             | Fixed         | 1.60%                 | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | Kimco Realty Corporation COM                                   | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     69361 | NS      | $1469065.98   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | The Kroger Co. COM                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     73502 | NS      | $3276719.16   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Linde PLC                                      | Linde PLC COM EUR0.001                                         | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     54996 | NS      | $17938595.28  | 0.50%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC USD0.0001                                        | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    147498 | NS      | $11463544.56  | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | Lam Research Corporation COM                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     15251 | NS      | $6409995.31   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | The Estee Lauder Companies Inc. CL A                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     25573 | NS      | $6344917.03   | 0.18%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc. COM USD0.001                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      6596 | NS      | $2178131.12   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Price T Rowe Group                             | Price T Rowe Group COM USD0.20                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     24869 | NS      | $2712213.14   | 0.08%             | N/A             | Fixed         | 0.76%                 | No            |                  1 | On Loan: No      |
| Aflac Incorporated                             | Aflac Incorporated COM                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     62944 | NS      | $4528191.36   | 0.13%             | N/A             | Fixed         | 0.38%                 | No            |                  1 | On Loan: No      |
| The AES Corporation                            | The AES Corporation COM                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     72580 | NS      | $2087400.80   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc COM                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     51716 | NS      | $17403985.48  | 0.48%             | N/A             | Fixed         | 0.05%                 | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc. COM                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    179172 | NS      | $11604970.46  | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                 | Air Products & Chemicals, Inc. COM                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     24573 | NS      | $7574872.98   | 0.21%             | N/A             | Fixed         | 1.16%                 | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                 | Alaska Air Group Incorporation COM                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     13521 | NS      | $580591.74    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp COM                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     12838 | NS      | $2784048.68   | 0.08%             | N/A             | Fixed         | 0.58%                 | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | Align Technology Inc. COM USD0.0001                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      8079 | NS      | $1703861.10   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | The Allstate Corporation COM                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     29502 | NS      | $4000471.20   | 0.11%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc. COM                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    987330 | NS      | $82935720.00  | 2.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | Autozone, Inc. COM                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      2112 | NS      | $5208572.16   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc. COM                                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     15812 | NS      | $2553954.24   | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | Avery Dennison Corporation COM                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      9179 | NS      | $1661399.00   | 0.05%             | N/A             | Fixed         | 1.48%                 | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                | BorgWarner Inc. COM                                            | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     25415 | NS      | $1022953.75   | 0.03%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | Boston Properties, Inc. COM                                    | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     16534 | NS      | $1117367.72   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Catalent Inc                                   | Catalent Inc COM                                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19968 | NS      | $898759.68    | 0.02%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | Huntington Bancshares Incorporated COM                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    163681 | NS      | $2307902.08   | 0.06%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Intel Corporation                              | Intel Corporation COM                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    459478 | NS      | $12144003.54  | 0.34%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | International Business Machines Corporation COM                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    100365 | NS      | $14140424.85  | 0.39%             | N/A             | Fixed         | 0.72%                 | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | International Flavors & Fragrances Inc. COM                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     28618 | NS      | $3000311.12   | 0.08%             | N/A             | Fixed         | 0.70%                 | No            |                  1 | On Loan: No      |
| International Paper Company                    | International Paper Company COM                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     39870 | NS      | $1380698.10   | 0.04%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                    | C.H. Robinson Worldwide Inc COM NEW                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     13625 | NS      | $1247505.00   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME Group Inc. COM                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     40223 | NS      | $6763899.68   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | The Hartford Financial Services Group, Inc. COM                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     35912 | NS      | $2723206.96   | 0.08%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Hologic Inc                                    | Hologic Inc COM                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     28337 | NS      | $2119890.97   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Home Depot Inc                                 | Home Depot Inc COM                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    113882 | NS      | $35970768.52  | 0.99%             | N/A             | Fixed         | 0.34%                 | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | Hormel Foods Corp COM                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     32206 | NS      | $1466983.30   | 0.04%             | N/A             | Fixed         | 0.45%                 | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp COM                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     42060 | NS      | $4270351.80   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                             | Nextera Energy Inc COM                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219867 | NS      | $18380881.20  | 0.51%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets Inc COM USD0.01                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     11519 | NS      | $1445288.93   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                        | IDEXX Laboratories Inc. COM                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      9190 | NS      | $3749152.40   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | Illinois Tool Works Inc. COM                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     30968 | NS      | $6822250.40   | 0.19%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Incyte Corporation.                            | Incyte Corporation. COM                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     19953 | NS      | $1602624.96   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International COM USD0.01                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     36511 | NS      | $1224213.83   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | Omnicom Group Inc COM                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     22347 | NS      | $1822844.79   | 0.05%             | N/A             | Fixed         | 0.90%                 | No            |                  1 | On Loan: No      |
| PG&E Corporation                               | PG&E Corporation COM                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    177705 | NS      | $2889483.30   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc               | PNC Financial Services Group Inc COM                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     44867 | NS      | $7086293.95   | 0.20%             | N/A             | Fixed         | 2.00%                 | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp. COM                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     17794 | NS      | $1112125.00   | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                 | YUM Brands Inc COM NPV                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     31088 | NS      | $3981751.04   | 0.11%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                         | Applied Materials Inc. COM                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     95703 | NS      | $9319558.14   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                 | Archer-Daniels-Midland Company COM                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     61109 | NS      | $5673970.65   | 0.16%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc COM                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     23793 | NS      | $4446197.91   | 0.12%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc. COM USD0.01                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     22334 | NS      | $1902856.80   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc. COM USD0.01                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     30648 | NS      | $4923294.72   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust SH BEN INT                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     11763 | NS      | $1316044.44   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | Danaher Corporation COM                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     72880 | NS      | $19343809.60  | 0.53%             | N/A             | Fixed         | 0.06%                 | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                       | Digital Realty Trust Inc COM                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     32163 | NS      | $3224984.01   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM Systems Inc. COM                                          | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      6362 | NS      | $2085081.88   | 0.06%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FedEx Corporation COM USD0.10                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     26431 | NS      | $4577849.20   | 0.13%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5 Inc COM STK NPV                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      6416 | NS      | $920760.16    | 0.03%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | Las Vegas Sands Corp COM                                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     35976 | NS      | $1729366.32   | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Match Group Inc                                | Match Group Inc COM                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     30997 | NS      | $1286065.53   | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66 COM                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     52578 | NS      | $5472318.25   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV EUR0.20                                  | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     28773 | NS      | $4546997.19   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** GREAT-WEST FUNDS INC

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Great-West Funds, Inc.