# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070020
**Filing Date:** 2023-3
**Character Count:** 213688
**Document Hash:** 8d1f73c409b4c85ba30b22d9abe4a9fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070020.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070020

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 23768931

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### U.S. Strategic Equity Fund (Series ID: S000037466)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000115674 | Class A      | RSEAX           |
| C000115675 | Class C      | RSECX           |
| C000115677 | Class S      | RSESX           |
| C000178405 | Class M      | RUSTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** U.S. Strategic Equity Fund

- **b. EDGAR series identifier (if any):** S000037466

- **c. LEI of Series:** BRBLDEE3W4XF96JMJI77

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3272990971.90

**Total Liabilities:** $171661413.59

**Net Assets:** $3101329558.31

**Cash Not Reported:** $5560520.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000178405 | 5.86%                | -5.89%               | 6.73%                |
| Class ID C000115677 | 5.85%                | -5.91%               | 6.72%                |
| Class ID C000115675 | 5.80%                | -5.96%               | 6.59%                |
| Class ID C000115674 | -0.21%               | -11.32%              | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11620744.88             | $156929479.42                              |
| Month 2  | $1879200.71              | $-183080906.09                             |
| Month 3  | $504669.59               | $188964718.48                              |

**Designated Index Information**

- **Index Name:** Russell 1000 Index

- **Index Identifier:** RUSSELL.MC.RIY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Ionis Pharmaceuticals Inc                                                                           | Ionis Pharmaceuticals Inc                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     55100 | NS      | $2196837.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| FMC Corp                                                                                            | FMC Corp                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     36962 | NS      | $4920751.06   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Nordson Corp                                                                                        | Nordson Corp                                            | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     12533 | NS      | $3049278.90   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage Inc                                                                                    | Pure Storage Inc                                        | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     91958 | NS      | $2661264.52   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                                                                                    | EPAM Systems Inc                                        | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     17580 | NS      | $5847987.00   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Plug Power Inc                                                                                      | Plug Power Inc                                          | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |    -10878 | NS      | $-185143.56   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                                                                           | Jabil Inc                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1060 | NS      | $83347.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                                                                           | Shell PLC                                               | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    122811 | NS      | $7222514.91   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                                                                   | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    196067 | NS      | $9542580.89   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                                                                      | Albemarle Corp                                          | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     19154 | NS      | $5390893.30   | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Select Medical Holdings Corp                                                                        | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -34073 | NS      | $-990502.11   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc                                                                                        | Assurant Inc                                            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     14338 | NS      | $1901075.42   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                                                                      | Salesforce Inc                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     66132 | NS      | $11108192.04  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment Inc                                                                              | Penn Entertainment Inc                                  | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    322441 | NS      | $11430533.45  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                                          | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     45380 | NS      | $19180764.60  | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonos Inc                                                                                           | Sonos Inc                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     72282 | NS      | $1332880.08   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                                                                                 | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    197672 | NS      | $2233693.60   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                                                                           | L3Harris Technologies Inc                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     18549 | NS      | $3984696.18   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyatt Hotels Corp                                                                                   | Hyatt Hotels Corp                                       | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     28074 | NS      | $3063434.88   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Inc                                                                                       | BlackRock Inc                                           | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      7070 | NS      | $5367614.70   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                                                                             | Zebra Technologies Corp                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     15874 | NS      | $5019041.32   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                                                           | Warner Bros Discovery Inc                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    390807 | NS      | $5791759.74   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                                                                 | Dollar General Corp                                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     36259 | NS      | $8470102.40   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                                                                       | Accenture PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     81369 | NS      | $22706019.45  | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyline Champion Corp                                                                               | Skyline Champion Corp                                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8923 | NS      | $526010.85    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                                                                                 | DENTSPLY SIRONA Inc                                     | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    141008 | NS      | $5193324.64   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                                                                                  | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     31527 | NS      | $2006693.55   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                                                                                          | AMETEK Inc                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     29460 | NS      | $4269343.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                                                                   | General Motors Co                                       | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    573432 | NS      | $22547346.24  | 0.73%             |  |  |  | No            | 1                  | On Loan: —       |
| Western Digital Corp                                                                                | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    108422 | NS      | $4765146.90   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit Inc                                                                                          | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | EC               | CORP              | US        |     -6744 | NS      | $-2850486.48  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                                                                                        | Comerica Inc                                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     42137 | NS      | $3089063.47   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Group Trust                                                                             | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Short            | EC               |  | US        |   -113981 | NS      | $-2473387.70  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                                                                           | Teledyne Technologies Inc                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     10378 | NS      | $4402970.28   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                                                                         | Vistra Corp                                             | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    179979 | NS      | $4150315.74   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc                                                          | Expeditors International of Washington Inc              | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     94932 | NS      | $10266895.80  | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Vector Group Ltd                                                                                    | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     63902 | NS      | $827530.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                                                                                    | Genuine Parts Co                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     22410 | NS      | $3760846.20   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                          | Chipotle Mexican Grill Inc                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $8561176.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                                                                         | Viatris Inc                                             | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    751117 | NS      | $9133582.72   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                                                                | Progressive Corp/The                                    | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     58951 | NS      | $8037968.85   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Atlassian Corp                                                                                      | Atlassian Corp                                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     32140 | NS      | $5194466.80   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                                          | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     48334 | NS      | $15616715.40  | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                                                                                        | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     29709 | NS      | $3856525.29   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                                                                               | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     56100 | NS      | $2470644.00   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                                                                   | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     77745 | NS      | $12705087.90  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties Inc                                                                            | Highwoods Properties Inc                                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     32244 | NS      | $979250.28    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| McDonald's Corp                                                                                     | McDonald's Corp                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     49525 | NS      | $13242985.00  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals Inc                                                                        | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     31840 | NS      | $335912.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| NetApp Inc                                                                                          | NetApp Inc                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    163163 | NS      | $10806285.49  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                                                              | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    103700 | NS      | $51766003.00  | 1.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                                       | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    109075 | NS      | $1227093.75   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaWorld Entertainment Inc                                                                          | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     17679 | NS      | $1102992.81   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                                                                     | Philip Morris International Inc                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     40355 | NS      | $4206605.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Corp/The                                                                              | Howard Hughes Corp/The                                  | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     61854 | NS      | $5287898.46   | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Lakeland Financial Corp                                                                             | Lakeland Financial Corp                                 | CUSIP: 511656100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -3158 | NS      | $-223302.18   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp                                                                | International Business Machines Corp                    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     31712 | NS      | $4272557.76   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                                                                         | Pentair PLC                                             | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     83030 | NS      | $4598201.40   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                                       | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Short            | EC               | CORP              | US        |    -13905 | NS      | $-2576596.50  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                                                                                  | Valero Energy Corp                                      | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     61756 | NS      | $8647692.68   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                                                        | Topgolf Callaway Brands Corp                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Short            | EC               | CORP              | US        |   -109977 | NS      | $-2693336.73  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Amphenol Corp                                                                                       | Amphenol Corp                                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     49305 | NS      | $3933059.85   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                                                                    | Wells Fargo & Co                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    257829 | NS      | $12084445.23  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp Inc                                                                                            | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     46665 | NS      | $1470414.15   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                                                                 | Northern Trust Corp                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     42286 | NS      | $4100473.42   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                                                             | Marathon Petroleum Corp                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     52812 | NS      | $6787398.24   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                                                                           | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |     90174 | NS      | $4418526.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                                                                  | NextEra Energy Inc                                      | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224483 | NS      | $16753166.29  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                                       | Hilton Worldwide Holdings Inc                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     55540 | NS      | $8058298.60   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| WP Carey Inc                                                                                        | WP Carey Inc                                            | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |     23022 | NS      | $1969071.66   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                                                                                   | General Mills Inc                                       | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     36895 | NS      | $2891092.20   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                                                                         | Paychex Inc                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     19075 | NS      | $2210029.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                                                                                        | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     63670 | NS      | $2103020.10   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| MarketAxess Holdings Inc                                                                            | MarketAxess Holdings Inc                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      9599 | NS      | $3492596.15   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Interactive Brokers Group Inc                                                                       | Interactive Brokers Group Inc                           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     37651 | NS      | $3009820.94   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Arch Resources Inc                                                                                  | Arch Resources Inc                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      4238 | NS      | $627308.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                                                                    | Reinsurance Group of America Inc                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     63863 | NS      | $9692487.51   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                                                        | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      5700 | NS      | $88293.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corp                                                                                          | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     14478 | NS      | $737943.66    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Zscaler Inc                                                                                         | Zscaler Inc                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     18897 | NS      | $2346251.52   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| AbbVie Inc                                                                                          | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    131006 | NS      | $19356136.50  | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                                                                   | Tractor Supply Co                                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     11370 | NS      | $2592246.30   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc                                                                           | Caesars Entertainment Inc                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | EC               | CORP              | US        |    -38983 | NS      | $-2029454.98  | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                                                                               | Carlyle Group Inc/The                                   | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |    -88279 | NS      | $-3175395.63  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Air Products and Chemicals Inc                                                                      | Air Products and Chemicals Inc                          | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      9080 | NS      | $2910230.80   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty Holdings Inc                                                                         | Ryan Specialty Holdings Inc                             | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28466 | NS      | $1213220.92   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                    | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |     40656 | NS      | $3057737.76   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                                                                                      | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |    -13828 | NS      | $-1551778.16  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                                                                           | Pool Corp                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |     -8812 | NS      | $-3397995.32  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                        | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     12682 | NS      | $7232925.06   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                                               | Costco Wholesale Corp                                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     58968 | NS      | $30140903.52  | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Expedia Group Inc                                                                                   | Expedia Group Inc                                       | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43280 | NS      | $4946904.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                                                                          | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     65611 | NS      | $2096271.45   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Uber Technologies, Inc.                                                                             | Uber Technologies Inc                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    179055 | NS      | $5538171.15   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                                                                        | Teradyne Inc                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |    136755 | NS      | $13907983.50  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                                                                 | Cognizant Technology Solutions Corp                     | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     80731 | NS      | $5388794.25   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                                                                   | EOG Resources Inc                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     79471 | NS      | $10510039.75  | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| 3M Co                                                                                               | 3M Co                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     40955 | NS      | $4713101.40   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                                                                            | NIKE Inc                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    201500 | NS      | $25656995.00  | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                                                            | Agilent Technologies Inc                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     43279 | NS      | $6581870.32   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                                                               | Micron Technology Inc                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    236917 | NS      | $14286095.10  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                                                                | Williams Cos Inc/The                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    223646 | NS      | $7210347.04   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Chemical Corp                                                                                | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Short            | EC               | CORP              | US        |    -12602 | NS      | $-2480955.74  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| CVR Energy Inc                                                                                      | CVR Energy Inc                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     28016 | NS      | $930131.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc                                                                      | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    630936 | NS      | $6303050.64   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on Inc                                                                                         | Snap-on Inc                                             | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     21037 | NS      | $5232533.01   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                           | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    445591 | NS      | $23268762.02  | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Alignment Healthcare Inc                                                                            | Alignment Healthcare Inc                                | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60297 | NS      | $744667.95    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                                                                           | Linde PLC                                               | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     39521 | NS      | $13079079.74  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                                        | Walgreens Boots Alliance Inc                            | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    124958 | NS      | $4605951.88   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                                                           | Chubb Ltd                                               | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     21363 | NS      | $4859868.87   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadstone Net Lease Inc                                                                            | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Short            | EC               |  | US        |   -159147 | NS      | $-2882152.17  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic Inc                                                                                    | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     29453 | NS      | $2662256.67   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| PNC Financial Services Group Inc/The                                                                | PNC Financial Services Group Inc/The                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     15682 | NS      | $2594273.26   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                                                                        | Apollo Global Management Inc                            | CUSIP: 03769M106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -16661 | NS      | $-1179265.58  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology SA                                                                               | Spotify Technology SA                                   | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |     13899 | NS      | $1566695.28   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp                                                                               | General Dynamics Corp                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     25818 | NS      | $6017143.08   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                                                                     | Xcel Energy Inc                                         | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     59533 | NS      | $4094084.41   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Inc                                                                                   | Lithia Motors Inc                                       | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     16810 | NS      | $4424392.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                                                                          | DaVita Inc                                              | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     26473 | NS      | $2181110.47   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                                                                               | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Short            | EC               | CORP              | US        |    -29557 | NS      | $-1967018.35  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                                                                                 | Cheniere Energy Inc                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     51466 | NS      | $7863490.14   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                                                                                       | Mosaic Co/The                                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     56404 | NS      | $2794254.16   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Comcast Corp                                                                                        | Comcast Corp                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    279068 | NS      | $10981325.80  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                                                                           | Qorvo Inc                                               | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     43771 | NS      | $4756156.86   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                                                                                  | PPG Industries Inc                                      | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     44070 | NS      | $5744083.80   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                                                                  | Realty Income Corp                                      | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               |  | US        |    -43536 | NS      | $-2953046.88  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                        | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    128358 | NS      | $1590355.62   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD                                                                       | Marriott International Inc/MD                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     71857 | NS      | $12516052.26  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                                                                        | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     11926 | NS      | $3849116.50   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AGCO Corp                                                                                           | AGCO Corp                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     41293 | NS      | $5703802.09   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                                                                                         | Dropbox Inc                                             | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    158118 | NS      | $3673081.14   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                                                                         | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Short            | EC               | CORP              | US        |    -42925 | NS      | $-3212936.25  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                                                                         | Exelon Corp                                             | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    146501 | NS      | $6180877.19   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp                                                                                          | Nucor Corp                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     31833 | NS      | $5380413.66   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp                                                                                           | Lear Corp                                               | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     30574 | NS      | $4457077.72   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun Inc                                                                                          | Sunrun Inc                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |    -61887 | NS      | $-1626390.36  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Therapeutics Plc                                                                            | Horizon Therapeutics Plc                                | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |     59841 | NS      | $6565754.52   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp                                                                                         | Cintas Corp                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6621 | NS      | $2938002.54   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                                                                       | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     70865 | NS      | $5930691.85   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Madison Square Garden Sports Corp                                                                   | Madison Square Garden Sports Corp                       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9898 | NS      | $1799852.32   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                                                                          | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     11962 | NS      | $1379936.32   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                                                                               | Truist Financial Corp                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    267714 | NS      | $13222394.46  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                                                                         | Corteva Inc                                             | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    131633 | NS      | $8483746.85   | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| LGI Homes Inc                                                                                       | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Short            | EC               | CORP              | US        |    -10748 | NS      | $-1223659.80  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                                                                          | Advanced Micro Devices Inc                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    148657 | NS      | $11171573.55  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     44607 | NS      | $7628689.14   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                                                                  | WillScot Mobile Mini Holdings Corp                      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     43937 | NS      | $2129187.02   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                                                               | Texas Instruments Inc                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     72230 | NS      | $12799878.30  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                                                                       | CME Group Inc                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     14748 | NS      | $2605381.68   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                                                                           | Brighthouse Financial Inc                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     58612 | NS      | $3298097.24   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Vulcan Materials Co                                                                                 | Vulcan Materials Co                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     25708 | NS      | $4713047.64   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                                                                 | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    163800 | NS      | $13348062.00  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                                                                        | Centene Corp                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     59107 | NS      | $4506317.68   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                                                               | Dell Technologies Inc                                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    271402 | NS      | $11024349.24  | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    788188 | NS      | $77904501.92  | 2.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                                                                         | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Short            | EC               | CORP              | US        |   -106636 | NS      | $-2283076.76  | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                                                                            | Estee Lauder Cos Inc/The                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     50503 | NS      | $13993371.24  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                                                                         | Phillips 66                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     67403 | NS      | $6758498.81   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group, Inc.                                                                           | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     62902 | NS      | $1620355.52   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                                                                        | Prologis Inc                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    114449 | NS      | $14795966.72  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| NuVasive Inc                                                                                        | NuVasive Inc                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     40484 | NS      | $1846070.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp                                                                               | Lincoln National Corp                                   | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     48580 | NS      | $1721189.40   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Visa Inc                                                                                            | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     50257 | NS      | $11569663.97  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                                       | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    518928 | NS      | $8370308.64   | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| SoFi Technologies Inc                                                                               | SoFi Technologies Inc                                   | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Short            | EC               | CORP              | US        |    -24233 | NS      | $-167934.69   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings Inc                                                                                  | Crown Holdings Inc                                      | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     71146 | NS      | $6272231.36   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Short            | EC               | CORP              | US        |     -2241 | NS      | $-1699731.27  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                                                                          | Zoetis Inc                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     98057 | NS      | $16227452.93  | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                                                                   | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    109710 | NS      | $4945726.80   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                                                                                      | NRG Energy Inc                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     92935 | NS      | $3180235.70   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                                                                 | Eastman Chemical Co                                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     79925 | NS      | $7046987.25   | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| ASML Holding NV                                                                                     | ASML Holding NV                                         | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4288 | NS      | $2833681.92   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                                                              | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    202556 | NS      | $9368215.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                                                                           | Archer-Daniels-Midland Co                               | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     64608 | NS      | $5352772.80   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                                                                 | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     16508 | NS      | $8253834.92   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co                                                                                     | Baker Hughes Co                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    289175 | NS      | $9178414.50   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                                                               | NXP Semiconductors NV                                   | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     70841 | NS      | $13056704.71  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Vontier Corp                                                                                        | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    267078 | NS      | $6150806.34   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                                                                                 | Leidos Holdings Inc                                     | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     30970 | NS      | $3061074.80   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CBRE Group Inc                                                                                      | CBRE Group Inc                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     53471 | NS      | $4572305.21   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                                                                         | Raymond James Financial Inc                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    101287 | NS      | $11422134.99  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                                                          | Biogen Inc                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     26138 | NS      | $7603544.20   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                                                                                       | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | EC               | CORP              | US        |    -69155 | NS      | $-2695661.90  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| TransMedics Group Inc                                                                               | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -6427 | NS      | $-405029.54   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Gaming and Leisure Properties Inc                                                                   | Gaming and Leisure Properties Inc                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     58205 | NS      | $3117459.80   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MGP Ingredients Inc                                                                                 | MGP Ingredients Inc                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Short            | EC               | CORP              | US        |    -16844 | NS      | $-1642963.76  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| GSK PLC                                                                                             | GSK PLC                                                 | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    183268 | NS      | $6462029.68   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                                                                          | Floor & Decor Holdings Inc                              | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |    -26395 | NS      | $-2395874.15  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                                                                | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    102828 | NS      | $7084849.20   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                                             | Procter & Gamble Co/The                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     72663 | NS      | $10345757.94  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co                                                                          | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    132946 | NS      | $1280269.98   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc                                                                            | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     20307 | NS      | $341157.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers Inc                                                                                   | Toll Brothers Inc                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     31248 | NS      | $1858943.52   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Freshpet Inc                                                                                        | Freshpet Inc                                            | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Short            | EC               | CORP              | US        |    -55280 | NS      | $-3500882.40  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                                                                | Lockheed Martin Corp                                    | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     27074 | NS      | $12542301.24  | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings Inc                                                                                 | Affirm Holdings Inc                                     | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11051 | NS      | $-178915.69   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc                                             | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Short            | EC               |  | US        |    -38502 | NS      | $-1421108.82  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Companies, Inc                                                                               | Lowe's Cos Inc                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     43594 | NS      | $9078450.50   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                                                                       | Old Dominion Freight Line Inc                           | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      9297 | NS      | $3098132.28   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp                                                                            | United Therapeutics Corp                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     24504 | NS      | $6448717.68   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                                                                      | Blackstone Inc                                          | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Short            | EC               | CORP              | US        |    -33393 | NS      | $-3204392.28  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                                                                            | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     17102 | NS      | $1288977.74   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                                                          | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     77791 | NS      | $1480362.73   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                                                                                     | Pegasystems Inc                                         | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     51843 | NS      | $2015655.84   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                                                                                      | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |    -29368 | NS      | $-2627848.64  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                                                                         | Cummins Inc                                             | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     24619 | NS      | $6143425.26   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEX Corp                                                                                           | IDEX Corp                                               | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     10141 | NS      | $2430594.88   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |    -22631 | NS      | $-2635832.57  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                                                                         | CDW Corp/DE                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     16865 | NS      | $3306045.95   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyler Technologies Inc                                                                              | Tyler Technologies Inc                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      6412 | NS      | $2069601.24   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                                                               | Norfolk Southern Corp                                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     30959 | NS      | $7610031.79   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    697151 | NS      | $172760989.31 | 5.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                                                                             | Magna International Inc                                 | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |     53288 | NS      | $3460522.72   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                                                                                      | A O Smith Corp                                          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     60951 | NS      | $4126382.70   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                                                                                       | Insperity Inc                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     10116 | NS      | $1118323.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    136882 | NS      | $8999991.50   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Inc                                                                                       | Ingredion Inc                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     40944 | NS      | $4209043.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertiv Holdings Co                                                                                  | Vertiv Holdings Co                                      | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    164830 | NS      | $2343882.60   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     18508 | NS      | $4134502.12   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Syneos Health Inc                                                                                   | Syneos Health Inc                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    111362 | NS      | $4000123.04   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Comfort Systems USA Inc                                                                             | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3434 | NS      | $415651.36    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp                                                                                  | Regal Rexnord Corp                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     29128 | NS      | $4054617.60   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeva Systems Inc                                                                                   | Veeva Systems Inc                                       | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     53981 | NS      | $9206459.55   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | Intercontinental Exchange Inc                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     27625 | NS      | $2971068.75   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp                                                                           | Occidental Petroleum Corp                               | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     73266 | NS      | $4746904.14   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corp                                                                                          | Sabre Corp                                              | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Short            | EC               | CORP              | US        |    -43569 | NS      | $-296704.89   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                                                                         | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     27854 | NS      | $4903975.24   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                                                                           | Constellation Energy Corp                               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     48043 | NS      | $4100950.48   | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Stryker Corp                                                                                        | Stryker Corp                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     68365 | NS      | $17351720.65  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp                                                                                           | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Short            | EC               | CORP              | US        |    -24163 | NS      | $-2765455.35  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies PLC                                                                              | Trane Technologies PLC                                  | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     84418 | NS      | $15120952.16  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                                                                                        | Newmont Corp                                            | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     98299 | NS      | $5202966.07   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorp NA                                                                                    | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     91476 | NS      | $4862864.16   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                                                                          | Pinnacle West Capital Corp                              | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     42825 | NS      | $3192603.75   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Trimble Inc                                                                                         | Trimble Inc                                             | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     40012 | NS      | $2323096.72   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                                                                               | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     50946 | NS      | $4446057.42   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                                                                            | Willis Towers Watson PLC                                | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     29946 | NS      | $7611973.74   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| NVIDIA Corp                                                                                         | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     68352 | NS      | $13353930.24  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                                        | Chevron Corp                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101969 | NS      | $17744645.38  | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund | U.S. Cash Collateral Fund                               | CUSIP: 000000000<br>LEI: B4DCP86PGS7VRJXJTE28 | Long             | STIV             | PF                | US        |   8001680 | NS      | $8001680.00   | 0.26%             |  |  |  | No            | N/A                | On Loan: No      |
| Adobe Inc                                                                                           | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     46887 | NS      | $17364131.58  | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| DoubleVerify Holdings Inc                                                                           | DoubleVerify Holdings Inc                               | CUSIP: 25862V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13240 | NS      | $-359995.60   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                                                                    | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     12355 | NS      | $1147655.95   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                                                                | Waste Management Inc                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     19075 | NS      | $2951474.75   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                                                                                         | Hubbell Inc                                             | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     11825 | NS      | $2706860.75   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                                        | Alphabet Inc                                            | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    130302 | NS      | $13013260.74  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                         | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     64266 | NS      | $4201068.42   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| PerkinElmer Inc                                                                                     | PerkinElmer Inc                                         | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |     -7953 | NS      | $-1093776.09  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                                                                          | Cigna Corp                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     28695 | NS      | $9086845.65   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                                                                            | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      9850 | NS      | $189415.50    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy Inc                                                                                  | Coterra Energy Inc                                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Short            | EC               | CORP              | US        |   -105667 | NS      | $-2644845.01  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                                                                                       | M&T Bank Corp                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     10794 | NS      | $1683864.00   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cavco Industries Inc                                                                                | Cavco Industries Inc                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4978 | NS      | $1324645.80   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                                                                                | Lamar Advertising Co                                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     33367 | NS      | $3554920.18   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                                                                             | O'Reilly Automotive Inc                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     22789 | NS      | $18056864.15  | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                                                                    | W R Berkley Corp                                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    140094 | NS      | $9826193.16   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corp                                                                            | Fox Factory Holding Corp                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Short            | EC               | CORP              | US        |    -17000 | NS      | $-2007530.00  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    192877 | NS      | $17015608.94  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice USA Inc                                                                                      | Altice USA Inc                                          | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Short            | EC               | CORP              | US        |   -307844 | NS      | $-1508435.60  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                                                                    | Crown Castle Inc                                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     27486 | NS      | $4070951.46   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                                                                               | DuPont de Nemours Inc                                   | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     88629 | NS      | $6554114.55   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                                                                  | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    105773 | NS      | $11475312.77  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Garmin Ltd                                                                                          | Garmin Ltd                                              | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |     43973 | NS      | $4348050.24   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| nCino Inc                                                                                           | nCino Inc                                               | CUSIP: 63947X101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -53788 | NS      | $-1538336.80  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                                                                         | Target Corp                                             | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     82531 | NS      | $14206886.34  | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Companies Inc                                                                      | Marsh & McLennan Cos Inc                                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     14417 | NS      | $2521677.47   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                                                                         | Walmart Inc                                             | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     45728 | NS      | $6578887.36   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirati Therapeutics Inc                                                                             | Mirati Therapeutics Inc                                 | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     14251 | NS      | $761145.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Varonis Systems Inc                                                                                 | Varonis Systems Inc                                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     61319 | NS      | $1584482.96   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Life Time Group Holdings Inc                                                                        | Life Time Group Holdings Inc                            | CUSIP: 53190C102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -36860 | NS      | $-692599.40   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Technology Inc                                                                                | Aspen Technology Inc                                    | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Short            | EC               | CORP              | US        |    -11383 | NS      | $-2262371.25  | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Box Inc                                                                                             | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    113892 | NS      | $3643405.08   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                                                                    | Coca-Cola Co/The                                        | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    243548 | NS      | $14934363.36  | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortinet Inc                                                                                        | Fortinet Inc                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    146863 | NS      | $7686809.42   | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| Lyft Inc                                                                                            | Lyft Inc                                                | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    207014 | NS      | $3363977.50   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| GoDaddy Inc                                                                                         | GoDaddy Inc                                             | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     77291 | NS      | $6347909.83   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BOK Financial Corp                                                                                  | BOK Financial Corp                                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     19509 | NS      | $1960654.50   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                                                                      | Public Storage                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |     13039 | NS      | $3968289.26   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                                                                             | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2321 | NS      | $-462784.19   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                                                                        | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Short            | EC               | CORP              | US        |    -10293 | NS      | $-2721263.34  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                                                                                       | Huntsman Corp                                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     92866 | NS      | $2942923.54   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| PACCAR Inc                                                                                          | PACCAR Inc                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     29596 | NS      | $3235138.76   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                                                                    | Exxon Mobil Corp                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    104312 | NS      | $12101235.12  | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Guidewire Software Inc                                                                              | Guidewire Software Inc                                  | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     77376 | NS      | $5667018.24   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                                                                                  | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      4662 | NS      | $177016.14    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                                                                           | Axis Capital Holdings Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     52058 | NS      | $3257269.06   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                                                                     | CMS Energy Corp                                         | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     29831 | NS      | $1885020.89   | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Nutanix Inc                                                                                         | Nutanix Inc                                             | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     54020 | NS      | $1505537.40   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                                                                          | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -61737 | NS      | $-1589727.75  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                                                                           | Host Hotels & Resorts Inc                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    234524 | NS      | $4420777.40   | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Hilton Grand Vacations Inc                                                                          | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Short            | EC               | CORP              | US        |    -29829 | NS      | $-1412701.44  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                                                                        | Moody's Corp                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |     -8759 | NS      | $-2826967.25  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Materials Inc                                                                                 | Eagle Materials Inc                                     | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     21874 | NS      | $3195353.92   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Roofing Supply Inc                                                                           | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     12086 | NS      | $687451.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc                                                                                | Alaska Air Group Inc                                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     82172 | NS      | $4218710.48   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc                                                                       | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Short            | EC               |  | US        |   -122855 | NS      | $-2313359.65  | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard Inc                                                                             | Activision Blizzard Inc                                 | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     26029 | NS      | $1993040.53   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bentley Systems Inc                                                                                 | Bentley Systems Inc                                     | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |    -79612 | NS      | $-3108848.60  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Coherent Corp                                                                                       | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Short            | EC               | CORP              | US        |    -49458 | NS      | $-2146477.20  | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy Inc                                                                                      | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     24460 | NS      | $1027075.40   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                                                                                    | Carlisle Cos Inc                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      6323 | NS      | $1586187.78   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                                                                                    | CoStar Group Inc                                        | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235774 | NS      | $18366794.60  | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank/CA                                                                              | First Republic Bank/CA                                  | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     46851 | NS      | $6600368.88   | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| TJX Cos Inc/The                                                                                     | TJX Cos Inc/The                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     55716 | NS      | $4560911.76   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                                                                         | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     70770 | NS      | $6025357.80   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                                                               | Monster Beverage Corp                                   | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     34376 | NS      | $3577854.08   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                                                                            | Lamb Weston Holdings Inc                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     43482 | NS      | $4343416.98   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                                                                     | ICU Medical Inc                                         | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Short            | EC               | CORP              | US        |    -15571 | NS      | $-3008784.33  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     34462 | NS      | $10735602.24  | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                                                                      | Hershey Co/The                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     25335 | NS      | $5690241.00   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Netflix Inc                                                                                         | Netflix Inc                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     32125 | NS      | $11367752.50  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                                                                          | Cadence Design Systems Inc                              | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     27651 | NS      | $5055432.33   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks Inc                                                                                | Juniper Networks Inc                                    | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    169607 | NS      | $5478306.10   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                                                              | Intuitive Surgical Inc                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     29784 | NS      | $7317630.96   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| First Industrial Realty Trust Inc                                                                   | First Industrial Realty Trust Inc                       | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |      9115 | NS      | $486285.25    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                                                                      | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    144163 | NS      | $53426807.80  | 1.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     37736 | NS      | $4710207.52   | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| AT&T Inc                                                                                            | AT&T Inc                                                | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    761315 | NS      | $15507986.55  | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                                                                         | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     45454 | NS      | $3119962.56   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                                                                        | Broadcom Inc                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8724 | NS      | $5103627.24   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                                                           | Amgen Inc                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     20672 | NS      | $5217612.80   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    426646 | NS      | $15137400.08  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap Inc                                                                                            | Snap Inc                                                | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     65316 | NS      | $755052.96    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Tesla Inc                                                                                           | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    106235 | NS      | $18402026.70  | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                                                          | US Bancorp                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    161293 | NS      | $8032391.40   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc                                                              | International Flavors & Fragrances Inc                  | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | EC               | CORP              | US        |    -28215 | NS      | $-3173058.90  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                                                                          | Azenta Inc                                              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Short            | EC               | CORP              | US        |    -34038 | NS      | $-1902724.20  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                                                                                 | Mister Car Wash Inc                                     | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -270477 | NS      | $-2777798.79  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                                                                  | Home Depot Inc/The                                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     25574 | NS      | $8290323.58   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                                                                          | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    359707 | NS      | $10165319.82  | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                                                               | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     35388 | NS      | $4360155.48   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's Inc                                                                                       | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      4031 | NS      | $1585432.61   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Canyon Education Inc                                                                          | Grand Canyon Education Inc                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3152 | NS      | $367397.12    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                      | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    366869 | NS      | $13643858.11  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Bearings Inc                                                                                    | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -11729 | NS      | $-2861524.13  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Natural Resources Ltd                                                                      | Canadian Natural Resources Ltd                          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     82128 | NS      | $5045944.32   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                                                                           | PG&E Corp                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    159965 | NS      | $2543443.50   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc                                                                     | Pinnacle Financial Partners Inc                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     20687 | NS      | $1628687.51   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Xerox Holdings Corp                                                                                 | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    174284 | NS      | $2854771.92   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                                                                 | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     58398 | NS      | $6455898.90   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                                                          | FedEx Corp                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     84514 | NS      | $16383884.04  | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Autoliv Inc                                                                                         | Autoliv Inc                                             | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     49178 | NS      | $4530277.36   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    157027 | NS      | $5767601.71   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                                                                                       | Ford Motor Co                                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    572973 | NS      | $7740865.23   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| MP Materials Corp                                                                                   | MP Materials Corp                                       | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19964 | NS      | $649029.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Apollo Global Management Inc                                                                        | Apollo Global Management Inc                            | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260287 | NS      | $18423113.86  | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp                                                                             | SBA Communications Corp                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      8055 | NS      | $2396604.15   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc                                                                                      | Littelfuse Inc                                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     13679 | NS      | $3511262.51   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Domino's Pizza Inc                                                                                  | Domino's Pizza Inc                                      | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      8834 | NS      | $3118402.00   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Blueprint Medicines Corp                                                                            | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     10205 | NS      | $476981.70    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| SLM Corp                                                                                            | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162174 | NS      | $2849397.18   | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Opendoor Technologies Inc                                                                           | Opendoor Technologies Inc                               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Short            | EC               | CORP              | US        |   -119890 | NS      | $-262559.10   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                                                                                   | Kinder Morgan Inc                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    487858 | NS      | $8927801.40   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                         | Goldman Sachs Group Inc/The                             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     23108 | NS      | $8453137.48   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan Inc                                                                                | Freeport-McMoRan Inc                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    161047 | NS      | $7185917.14   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities Inc                                                                           | AvalonBay Communities Inc                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      8141 | NS      | $1444539.04   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arbor Realty Trust Inc                                                                              | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Short            | EC               |  | US        |   -125379 | NS      | $-1871908.47  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                                                                        | FactSet Research Systems Inc                            | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     12072 | NS      | $5105731.68   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Fidelity National Information Services Inc                                                          | Fidelity National Information Services Inc              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    102438 | NS      | $7686947.52   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp                                                                                       | AppLovin Corp                                           | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Short            | EC               | CORP              | US        |   -120076 | NS      | $-1524965.20  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                        | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    191068 | NS      | $7824234.60   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                                                                            | APA Corp                                                | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     10202 | NS      | $452254.66    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                                                                          | Deere & Co                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     16479 | NS      | $6967980.36   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group Inc                                                                         | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Short            | EC               | CORP              | US        |     -2632 | NS      | $-579040.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                                                                  | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     38565 | NS      | $6612740.55   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                                                             | Charles Schwab Corp/The                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    173394 | NS      | $13424163.48  | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                                                             | Illinois Tool Works Inc                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     11631 | NS      | $2745381.24   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                                                                                    | Paramount Global                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Short            | EC               | CORP              | US        |   -133495 | NS      | $-3091744.20  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| AdaptHealth Corp                                                                                    | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -55536 | NS      | $-1190136.48  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                                                                                           | Aflac Inc                                               | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     77561 | NS      | $5700733.50   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                                                                              | F5 Inc                                                  | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     25078 | NS      | $3703017.48   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| AerCap Holdings NV                                                                                  | AerCap Holdings NV                                      | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |    122488 | NS      | $7742466.48   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                                                  | Meta Platforms Inc                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    221242 | NS      | $32958420.74  | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                                                                          | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    285267 | NS      | $12597390.72  | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                                                                        | VeriSign Inc                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     34406 | NS      | $7502228.30   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                                                                     | Ross Stores Inc                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     50455 | NS      | $5963276.45   | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Jazz Pharmaceuticals PLC                                                                            | Jazz Pharmaceuticals PLC                                | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     39844 | NS      | $6241961.04   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Avnet Inc                                                                                           | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     69881 | NS      | $3206140.28   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                                                                          | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    278747 | NS      | $11587512.79  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                                                               | Molina Healthcare Inc                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     18724 | NS      | $5838704.92   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                                                                            | Sarepta Therapeutics Inc                                | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     35223 | NS      | $4401818.31   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Oracle Corp                                                                                         | Oracle Corp                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    119097 | NS      | $10535320.62  | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers Inc                                                                            | Cullen/Frost Bankers Inc                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     23509 | NS      | $3062752.52   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Edwards Lifesciences Corp                                                                           | Edwards Lifesciences Corp                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     20241 | NS      | $1552484.70   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                                                                                      | Globe Life Inc                                          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     27258 | NS      | $3294129.30   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Progyny Inc                                                                                         | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18530 | NS      | $-637246.70   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown Inc                                                                                   | Brown & Brown Inc                                       | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     41143 | NS      | $2409334.08   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                                                                           | Teledyne Technologies Inc                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | EC               | CORP              | US        |     -7255 | NS      | $-3078006.30  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Crowdstrike Holdings Inc                                                                            | Crowdstrike Holdings Inc                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     34433 | NS      | $3646454.70   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH Network Corp                                                                                   | DISH Network Corp                                       | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Short            | EC               | CORP              | US        |   -120957 | NS      | $-1740571.23  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                                                                                   | Allstate Corp/The                                       | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     52478 | NS      | $6741848.66   | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| Landstar System Inc                                                                                 | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     49528 | NS      | $8559924.24   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Sotera Health Co                                                                                    | Sotera Health Co                                        | CUSIP: 83601L102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -96020 | NS      | $-1655384.80  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                                                                          | Dover Corp                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     30530 | NS      | $4635369.90   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                                                                                 | Cardinal Health Inc                                     | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      6816 | NS      | $526536.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| American Equity Investment Life Holding Co                                                          | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     46687 | NS      | $2224635.55   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc                                                                              | Advance Auto Parts Inc                                  | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     14871 | NS      | $2264555.88   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries Inc                                                                      | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |    -11779 | NS      | $-1092384.46  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp                                                                              | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Short            | EC               | CORP              | US        |    -18984 | NS      | $-999507.60   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                                                                          | LPL Financial Holdings Inc                              | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     23216 | NS      | $5504977.92   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                                                                              | Roper Technologies Inc                                  | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     11545 | NS      | $4926828.75   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| New Relic Inc                                                                                       | New Relic Inc                                           | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     29960 | NS      | $1829058.00   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                                                                              | Skyworks Solutions Inc                                  | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     41533 | NS      | $4554924.11   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     84691 | NS      | $3814482.64   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Palo Alto Networks Inc                                                                              | Palo Alto Networks Inc                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     98989 | NS      | $15703614.96  | 0.51%             |  |  |  | No            | 1                  | On Loan: —       |
| KKR & Co Inc                                                                                        | KKR & Co Inc                                            | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -56293 | NS      | $-3141712.33  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co                                                                                 | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     38391 | NS      | $1626626.67   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                                      | Starbucks Corp                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    105074 | NS      | $11467776.36  | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                                                                                 | Emerson Electric Co                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     72042 | NS      | $6499629.24   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                                                                      | JB Hunt Transport Services Inc                          | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     14825 | NS      | $2802666.25   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                                       | Ultragenyx Pharmaceutical Inc                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     28987 | NS      | $1313980.71   | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Impinj Inc                                                                                          | Impinj Inc                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      4701 | NS      | $610095.78    | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Dorman Products Inc                                                                                 | Dorman Products Inc                                     | CUSIP: 258278100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -13511 | NS      | $-1311377.66  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                                                                       | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    147843 | NS      | $11899883.07  | 0.38%             |  |  |  | No            | 1                  | On Loan: —       |
| DocuSign Inc                                                                                        | DocuSign Inc                                            | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     59645 | NS      | $3616872.80   | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| PulteGroup Inc                                                                                      | PulteGroup Inc                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97412 | NS      | $5541768.68   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmony Biosciences Holdings Inc                                                                    | Harmony Biosciences Holdings Inc                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6320 | NS      | $304434.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Texas Capital Bancshares Inc                                                                        | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     21779 | NS      | $1438938.53   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                                    | Bank of New York Mellon Corp/The                        | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     68837 | NS      | $3481087.09   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                                                                         | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Short            | EC               | CORP              | US        |    -15977 | NS      | $-724556.95   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                                                                      | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    171811 | NS      | $16722364.63  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc                                                                             | New Fortress Energy Inc                                 | CUSIP: 644393100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -25611 | NS      | $-993450.69   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                                                                     | Ulta Beauty Inc                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      9100 | NS      | $4677036.00   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Natural Resources Co                                                                        | Pioneer Natural Resources Co                            | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     63677 | NS      | $14667996.95  | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     25711 | NS      | $1410248.35   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings Inc                                                                          | CF Industries Holdings Inc                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     38381 | NS      | $3250870.70   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                                                                         | Gentex Corp                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    141631 | NS      | $4179530.81   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                                                                         | Textron Inc                                             | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     12147 | NS      | $884908.95    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chegg Inc                                                                                           | Chegg Inc                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     77582 | NS      | $1610602.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                                                          | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     18456 | NS      | $2047324.08   | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| UGI Corp                                                                                            | UGI Corp                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    117000 | NS      | $4660110.00   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                                                                   | Lam Research Corp                                       | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      9798 | NS      | $4899979.80   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                                                                        | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    126402 | NS      | $2227203.24   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                                                                                        | AutoZone Inc                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      4816 | NS      | $11745501.60  | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Viasat Inc                                                                                          | Viasat Inc                                              | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Short            | EC               | CORP              | US        |    -53186 | NS      | $-1832257.70  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial Inc                                                                            | Ameriprise Financial Inc                                | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     17430 | NS      | $6102591.60   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                                                                  | HCA Healthcare Inc                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     72203 | NS      | $18416819.21  | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                                                                          | Copart Inc                                              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    249992 | NS      | $16651967.12  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                                                                                  | Unity Software Inc                                      | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     89564 | NS      | $3181313.28   | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Northrop Grumman Corp                                                                               | Northrop Grumman Corp                                   | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     11040 | NS      | $4946361.60   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Haleon PLC                                                                                          | Haleon PLC                                              | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    618640 | NS      | $5010984.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Hartford Financial Services Group Inc/The                                                           | Hartford Financial Services Group Inc/The               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     43862 | NS      | $3404129.82   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| NVR Inc                                                                                             | NVR Inc                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      1300 | NS      | $6851000.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                                                                       | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     23906 | NS      | $9052724.08   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                                                                                | Verisk Analytics Inc                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     11907 | NS      | $2164573.53   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     17858 | NS      | $9137938.60   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                                                                           | Keysight Technologies Inc                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     18188 | NS      | $3262017.80   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | S+P500 EMINI FUT MAR23                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       565 | NC      | $2052001.54   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                                                                       | Kroger Co/The                                           | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    216545 | NS      | $9664403.35   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                                                                        | Fortive Corp                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    129038 | NS      | $8778455.14   | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Synopsys Inc                                                                                        | Synopsys Inc                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     12773 | NS      | $4518448.75   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Agiliti Inc                                                                                         | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -41579 | NS      | $-767132.55   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7 Inc                                                                                          | Rapid7 Inc                                              | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     21205 | NS      | $845443.35    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Apple Inc                                                                                           | Apple Inc                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    855201 | NS      | $123396952.29 | 3.98%             |  |  |  | No            | 1                  | On Loan: No      |
| BP PLC                                                                                              | BP PLC                                                  | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    248146 | NS      | $8990329.58   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                                       | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     12352 | NS      | $9368621.44   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                                                                             | Cboe Global Markets Inc                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     16235 | NS      | $1994956.80   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Procore Technologies Inc                                                                            | Procore Technologies Inc                                | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Short            | EC               | CORP              | US        |    -33223 | NS      | $-1858826.85  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                                                                       | Automatic Data Processing Inc                           | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     10831 | NS      | $2445748.11   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                               | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        | 106807382 | NS      | $106786020.47 | 3.44%             |  |  |  | No            | N/A                | On Loan: No      |
| BellRing Brands Inc                                                                                 | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Short            | EC               | CORP              | US        |    -14731 | NS      | $-417771.16   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                                                                                      | Murphy USA Inc                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     12042 | NS      | $3275785.26   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CommVault Systems Inc                                                                               | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     39285 | NS      | $2444705.55   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger Inc                                                                                     | WW Grainger Inc                                         | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      6150 | NS      | $3625302.00   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                                                                         | Equifax Inc                                             | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     21068 | NS      | $4681309.60   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp                                                                                        | Visteon Corp                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2580 | NS      | $403357.20    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                                                                                     | T-Mobile US Inc                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    118796 | NS      | $17737430.76  | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Informatica Inc                                                                                     | Informatica Inc                                         | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2283 | NS      | $40637.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                                                                    | Mettler-Toledo International Inc                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1613 | NS      | $2472599.96   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                                                                 | VICI Properties Inc                                     | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Short            | EC               |  | US        |    -82086 | NS      | $-2805699.48  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Companies Inc/The                                                                         | Travelers Cos Inc/The                                   | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     22485 | NS      | $4297333.20   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                                                                  | Kraft Heinz Co/The                                      | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     53872 | NS      | $2183432.16   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                                                             | Extra Space Storage Inc                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     10782 | NS      | $1701723.06   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Parent Inc                                                                  | Frontier Communications Parent Inc                      | CUSIP: 35909D109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -106438 | NS      | $-3151629.18  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |
| Delta Air Lines Inc                                                                                 | Delta Air Lines Inc                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    219868 | NS      | $8596838.80   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc                                                                       | Rexford Industrial Realty Inc                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     41390 | NS      | $2627023.30   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN Incorporated                                                                                   | ASGN Inc                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Short            | EC               | CORP              | US        |     -3354 | NS      | $-305046.30   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Extreme Networks Inc                                                                                | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     22219 | NS      | $400608.57    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Co                                                                              | Southwestern Energy Co                                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Short            | EC               | CORP              | US        |   -202434 | NS      | $-1117435.68  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                                                              | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     38139 | NS      | $4442049.33   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     53786 | NS      | $5777154.26   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                                                         | Equinix Inc                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      5499 | NS      | $4058976.87   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                                                                           | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     12400 | NS      | $531464.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                                                                      | S&P Global Inc                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     44588 | NS      | $16717824.72  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc                                                                    | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      7865 | NS      | $2088944.00   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson Cos Inc                                                                                   | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Short            | EC               | CORP              | US        |    -61691 | NS      | $-1862451.29  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corp                                                                                        | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     34306 | NS      | $3457358.68   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                                                                                | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     29061 | NS      | $1333609.29   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Morningstar Inc                                                                                     | Morningstar Inc                                         | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      8015 | NS      | $1946683.20   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Churchill Downs Inc                                                                                 | Churchill Downs Inc                                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Short            | EC               | CORP              | US        |    -11390 | NS      | $-2825859.00  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                                                                      | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     15659 | NS      | $5389044.85   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                                                                                 | Global Payments Inc                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     61159 | NS      | $6893842.48   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                                                                 | JPMorgan Chase & Co                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    188230 | NS      | $26344670.80  | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                                      | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    725924 | NS      | $74864542.12  | 2.41%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                                                              | HP Inc                                                  | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    444930 | NS      | $12965260.20  | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                                                                                       | DTE Energy Co                                           | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     47993 | NS      | $5584945.41   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                                                                                    | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     13735 | NS      | $1029712.95   | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp                                                                                     | Fair Isaac Corp                                         | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      5550 | NS      | $3696022.50   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                                                           | Warner Bros Discovery Inc                               | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Short            | EC               | CORP              | US        |   -279853 | NS      | $-4147421.46  | -0.13%            |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts Inc                                                                           | Park Hotels & Resorts Inc                               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     88966 | NS      | $1308689.86   | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                                                                            | Baxter International Inc                                | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     95710 | NS      | $4372989.90   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FTI Consulting Inc                                                                                  | FTI Consulting Inc                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     15953 | NS      | $2544822.56   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                                                             | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    210617 | NS      | $15301325.05  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings Inc                                                                                | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     37833 | NS      | $1522021.59   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                                                                | Invitation Homes Inc                                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     63293 | NS      | $2057022.50   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| American Express Co                                                                                 | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     19808 | NS      | $3465013.44   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Solutions Inc                                                                               | Element Solutions Inc                                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     77033 | NS      | $1577635.84   | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| CH Robinson Worldwide Inc                                                                           | CH Robinson Worldwide Inc                               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     17615 | NS      | $1764494.55   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                          | RenaissanceRe Holdings Ltd                              | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     26663 | NS      | $5217682.47   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Commonwealth                                                                                 | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     83951 | NS      | $2142429.52   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastenal Co                                                                                         | Fastenal Co                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     74608 | NS      | $3771434.40   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Focus Financial Partners Inc                                                                        | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Short            | EC               | CORP              | US        |    -34770 | NS      | $-1569865.50  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp PLC                                                                                      | Eaton Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     85874 | NS      | $13929621.54  | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                                                                 | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    103146 | NS      | $8658075.24   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Co                                                                                  | SEI Investments Co                                      | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     38853 | NS      | $2425592.79   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Partners LP                                                                          | NextEra Energy Partners LP                              | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Short            | EC               | CORP              | US        |    -25226 | NS      | $-1849065.80  | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                                                                      | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    182322 | NS      | $22219582.14  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Wire Corp                                                                                    | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2207 | NS      | $356276.01    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group Inc                                                                                    | Zillow Group Inc                                        | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     12812 | NS      | $550403.52    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer, Chief Accounting Officer and Chief Financial Officer