# EDGAR Filing Document

**Accession Number:** 0001021882
**File Stem:** 0001752724-23-016377
**Filing Date:** 2023-1
**Character Count:** 350061
**Document Hash:** a84cdc0652c1cf8dc0d808c8db9b24dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016377.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016377

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD SCOTTSDALE FUNDS
- **CENTRAL INDEX KEY:** 0001021882
- **IRS NUMBER:** 232439140
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07803
- **FILM NUMBER:** 23561717

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TREASURY FUND
- **DATE OF NAME CHANGE:** 19960829

## Series and Classes Contracts Data

### Vanguard Russell 1000 Value Index Fund (Series ID: S000030001)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000092011 | Institutional Shares | VRVIX           |
| C000092012 | ETF Shares           | VONV            |

## Nport-Ex

Vanguard<sup>®</sup> Russell 1000 Value Index Fund

#### Schedule of Investments (unaudited)
As of November 30, 2022

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** | **Common Stocks (99.8%)** |
| **Basic Materials (3.2%)** | **Basic Materials (3.2%)** | **Basic Materials (3.2%)** | **Basic Materials (3.2%)** |
|  | Linde plc | 173616 | 58418 |
|  | Air Products and Chemicals Inc. | 96611 | 29965 |
|  | Freeport-McMoRan Inc. | 621438 | 24733 |
|  | Nucor Corp. | 114480 | 17166 |
|  | Newmont Corp. | 347421 | 16492 |
|  | Dow Inc. | 313899 | 15999 |
|  | International Flavors & Fragrances Inc. | 111518 | 11801 |
|  | LyondellBasell Industries NV Class A | 111696 | 9495 |
|  | Steel Dynamics Inc. | 75396 | 7836 |
|  | Albemarle Corp. | 24652 | 6853 |
|  | Mosaic Co. | 131352 | 6738 |
|  | International Paper Co. | 156957 | 5826 |
|  | Reliance Steel & Aluminum Co. | 26291 | 5555 |
|  | Celanese Corp. Class A | 46830 | 5025 |
|  | FMC Corp. | 36005 | 4704 |
|  | Eastman Chemical Co. | 52946 | 4586 |
|  | Alcoa Corp. | 77483 | 3884 |
| <sup>\*</sup> | Cleveland-Cliffs Inc. | 219998 | 3406 |
|  | Olin Corp. | 58129 | 3312 |
|  | Royal Gold Inc. | 26384 | 2964 |
|  | US Steel Corp. | 103676 | 2726 |
|  | Avery Dennison Corp. | 13804 | 2669 |
|  | Ashland Inc. | 22234 | 2487 |
| <sup>\*</sup> | Univar Solutions Inc. | 72982 | 2418 |
|  | Huntsman Corp. | 84202 | 2339 |
|  | Hexcel Corp. | 36731 | 2202 |
|  | Timken Co. | 26861 | 2041 |
|  | Element Solutions Inc. | 101122 | 1978 |
|  | Ecolab Inc. | 12873 | 1929 |
|  | Westlake Corp. | 14608 | 1573 |
|  | SSR Mining Inc. (XTSE) | 92998 | 1410 |
|  | Chemours Co. | 27005 | 839 |
|  | NewMarket Corp. | 2636 | 833 |
|  | Southern Copper Corp. | 12754 | 778 |
|  | Scotts Miracle-Gro Co. | 11464 | 641 |
|  |  |  | **271621** |
| **Consumer Discretionary (10.1%)** | **Consumer Discretionary (10.1%)** | **Consumer Discretionary (10.1%)** | **Consumer Discretionary (10.1%)** |
|  | Walmart Inc. | 630499 | 96101 |
| <sup>\*</sup> | Walt Disney Co. | 743852 | 72801 |
|  | McDonald's Corp. | 244556 | 66712 |
|  | Home Depot Inc. | 189632 | 61439 |
|  | Starbucks Corp. | 321790 | 32887 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Netflix Inc. | 104887 | 32046 |
|  | General Motors Co. | 634269 | 25726 |
|  | Activision Blizzard Inc. | 338984 | 25068 |
|  | Ford Motor Co. | 1719522 | 23901 |
|  | Target Corp. | 90917 | 15190 |
|  | Electronic Arts Inc. | 113594 | 14856 |
|  | Yum! Brands Inc. | 110907 | 14269 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | 16217 | 14020 |
| <sup>\*</sup> | Southwest Airlines Co. | 257422 | 10274 |
|  | Genuine Parts Co. | 55963 | 10260 |
|  | Ross Stores Inc. | 87189 | 10260 |
| <sup>\*</sup> | Dollar Tree Inc. | 63708 | 9575 |
|  | Lennar Corp. Class A | 108548 | 9534 |
|  | eBay Inc. | 207578 | 9432 |
| <sup>\*</sup> | Aptiv plc | 88135 | 9401 |
|  | Lowe's Cos. Inc. | 38110 | 8100 |
| <sup>\*</sup> | Rivian Automotive Inc. Class A | 225604 | 7228 |
|  | Omnicom Group Inc. | 89582 | 7145 |
|  | Garmin Ltd. | 67698 | 6295 |
| <sup>\*</sup> | United Airlines Holdings Inc. | 141358 | 6244 |
|  | LKQ Corp. | 111621 | 6064 |
|  | Interpublic Group of Cos. Inc. | 171178 | 5882 |
| <sup>\*</sup> | Royal Caribbean Cruises Ltd. | 96724 | 5797 |
|  | DR Horton Inc. | 66432 | 5713 |
|  | MGM Resorts International | 142624 | 5257 |
|  | Best Buy Co. Inc. | 59742 | 5096 |
| <sup>\*</sup> | Liberty Media Corp.-Liberty Formula One Class C | 83514 | 5089 |
|  | VF Corp. | 153095 | 5025 |
|  | Paramount Global Inc. Class B | 244477 | 4909 |
|  | Service Corp. International | 67667 | 4835 |
|  | Hilton Worldwide Holdings Inc. | 32564 | 4644 |
|  | BorgWarner Inc. (XNYS) | 103067 | 4381 |
| <sup>\*</sup> | CarMax Inc. | 62491 | 4334 |
| <sup>\*</sup> | Las Vegas Sands Corp. | 91144 | 4269 |
|  | Bath & Body Works Inc. | 99001 | 4208 |
|  | Aramark | 100268 | 4171 |
|  | Fox Corp. Class A | 128475 | 4169 |
| <sup>\*</sup> | Carnival Corp. | 417133 | 4142 |
| <sup>\*</sup> | American Airlines Group Inc. | 281391 | 4061 |
|  | Lear Corp. | 26713 | 3853 |
|  | Tapestry Inc. | 98970 | 3738 |
|  | Advance Auto Parts Inc. | 24728 | 3734 |
|  | Hasbro Inc. | 57345 | 3602 |
| <sup>\*</sup> | Capri Holdings Ltd. | 59302 | 3401 |
|  | Whirlpool Corp. | 22978 | 3367 |
| <sup>\*</sup> | Wynn Resorts Ltd. | 39490 | 3304 |
| <sup>\*</sup> | Uber Technologies Inc. | 111679 | 3254 |
|  | News Corp. Class A | 166267 | 3184 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | 272145 | 3103 |
| <sup>\*,1</sup> | GameStop Corp. Class A | 118113 | 3096 |
|  | Gentex Corp. | 103533 | 2992 |
| <sup>\*</sup> | Liberty Media Corp.- Liberty SiriusXM Class C | 67374 | 2953 |
| <sup>\*</sup> | Avis Budget Group Inc. | 13171 | 2945 |
|  | Lithia Motors Inc. Class A | 11835 | 2832 |
|  | Nexstar Media Group Inc. Class A | 14893 | 2823 |
|  | Dick's Sporting Goods Inc. | 23527 | 2813 |
| <sup>\*</sup> | Norwegian Cruise Line Holdings Ltd. | 170005 | 2795 |
|  | Harley-Davidson Inc. | 59252 | 2793 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | PulteGroup Inc. | 61260 | 2743 |
|  | Macy's Inc. | 115737 | 2720 |
|  | New York Times Co. Class A | 71347 | 2615 |
| <sup>\*</sup> | Alaska Air Group Inc. | 53929 | 2558 |
|  | Marriott Vacations Worldwide Corp. | 16845 | 2510 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | 33733 | 2454 |
| <sup>\*</sup> | Penn Entertainment Inc. | 67621 | 2380 |
|  | Tempur Sealy International Inc. | 74314 | 2361 |
| <sup>\*</sup> | AMERCO | 34756 | 2196 |
| <sup>\*</sup> | Hyatt Hotels Corp. Class A | 21592 | 2166 |
|  | Newell Brands Inc. | 165801 | 2150 |
|  | Ralph Lauren Corp. Class A | 18743 | 2120 |
|  | Darden Restaurants Inc. | 14196 | 2087 |
| <sup>\*</sup> | AutoNation Inc. | 16660 | 2064 |
| <sup>\*</sup> | Skechers USA Inc. Class A | 48889 | 2062 |
|  | Boyd Gaming Corp. | 33445 | 2051 |
|  | Leggett & Platt Inc. | 57102 | 2033 |
| <sup>\*</sup> | AutoZone Inc. | 782 | 2017 |
|  | Thor Industries Inc. | 23304 | 2007 |
| <sup>1</sup> | Sirius XM Holdings Inc. | 303993 | 1973 |
|  | PVH Corp. | 29181 | 1960 |
|  | Fox Corp. Class B | 63757 | 1946 |
|  | Kohl's Corp. | 56580 | 1815 |
| <sup>\*</sup> | NVR Inc. | 375 | 1740 |
|  | Domino's Pizza Inc. | 4348 | 1690 |
| <sup>\*,1</sup> | AMC Entertainment Holdings Inc. Class A | 227688 | 1646 |
| <sup>\*</sup> | BJ's Wholesale Club Holdings Inc. | 21623 | 1627 |
| <sup>\*</sup> | RH | 5489 | 1574 |
| <sup>\*</sup> | Ollie's Bargain Outlet Holdings Inc. | 25798 | 1571 |
| <sup>\*</sup> | Hertz Global Holdings Inc. | 89934 | 1547 |
| <sup>\*</sup> | Grand Canyon Education Inc. | 13569 | 1534 |
|  | Penske Automotive Group Inc. | 11806 | 1493 |
| <sup>\*</sup> | Peloton Interactive Inc. Class A | 130506 | 1485 |
| <sup>\*</sup> | Mattel Inc. | 79678 | 1453 |
| <sup>\*</sup> | Caesars Entertainment Inc. | 27947 | 1420 |
|  | Columbia Sportswear Co. | 15601 | 1398 |
| <sup>\*</sup> | Bright Horizons Family Solutions Inc. | 18487 | 1372 |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | 12284 | 1298 |
|  | Gap Inc. | 83880 | 1220 |
|  | Carter's Inc. | 16692 | 1219 |
| <sup>\*</sup> | Coty Inc. Class A | 149688 | 1178 |
| <sup>\*</sup> | Copa Holdings SA Class A | 13204 | 1157 |
| <sup>\*</sup> | JetBlue Airways Corp. | 144881 | 1153 |
|  | Toll Brothers Inc. | 22885 | 1096 |
|  | News Corp. Class B | 55190 | 1073 |
|  | Hanesbrands Inc. | 150445 | 1011 |
| <sup>\*</sup> | SiteOne Landscape Supply Inc. | 7445 | 935 |
|  | Wyndham Hotels & Resorts Inc. | 11600 | 851 |
| <sup>\*</sup> | Under Armour Inc. Class A | 84081 | 841 |
| <sup>\*</sup> | Under Armour Inc. Class C | 95484 | 833 |
| <sup>\*</sup> | TripAdvisor Inc. | 40782 | 832 |
| <sup>\*,1</sup> | QuantumScape Corp. Class A | 105337 | 789 |
| <sup>\*</sup> | Planet Fitness Inc. Class A | 9538 | 747 |
|  | Williams-Sonoma Inc. | 6252 | 731 |
|  | Polaris Inc. | 6176 | 704 |
| <sup>\*</sup> | Driven Brands Holdings Inc. | 22161 | 674 |
|  | Madison Square Garden Sports Corp. | 4039 | 658 |
|  | H&R Block Inc. | 11981 | 524 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Lennar Corp. Class B | 7022 | 510 |
| <sup>\*</sup> | Deckers Outdoor Corp. | 1251 | 499 |
| <sup>\*</sup> | Victoria's Secret & Co. | 10074 | 463 |
| <sup>\*</sup> | Wayfair Inc. Class A | 12470 | 457 |
| <sup>\*</sup> | Six Flags Entertainment Corp. | 16133 | 389 |
|  | Travel + Leisure Co. | 9613 | 374 |
| <sup>\*</sup> | Petco Health & Wellness Co. Inc. Class A | 33590 | 371 |
| <sup>\*</sup> | IAA Inc. | 9349 | 349 |
| <sup>\*</sup> | Burlington Stores Inc. | 1776 | 348 |
|  | Rollins Inc. | 7757 | 314 |
| <sup>\*</sup> | Lyft Inc. Class A | 26033 | 292 |
|  | AMERCO (XNGS) | 3798 | 240 |
| <sup>\*</sup> | Liberty Media Corp.- Liberty SiriusXM Class A | 5187 | 227 |
|  | Vail Resorts Inc. | 804 | 207 |
| <sup>1</sup> | Paramount Global Class A | 8844 | 202 |
| <sup>1</sup> | Nordstrom Inc. | 7767 | 163 |
| <sup>\*,1</sup> | Lucid Group Inc. | 14032 | 142 |
| <sup>\*,1</sup> | Mister Car Wash Inc. | 13372 | 137 |
| <sup>\*</sup> | Leslie's Inc. | 8486 | 124 |
| <sup>\*</sup> | Liberty Media Corp.- Liberty Formula One Class A | 1126 | 62 |
| <sup>\*</sup> | Playtika Holding Corp. | 5515 | 52 |
|  |  |  | **849376** |
| **Consumer Staples (7.3%)** | **Consumer Staples (7.3%)** | **Consumer Staples (7.3%)** | **Consumer Staples (7.3%)** |
|  | Procter & Gamble Co. | 599638 | 89442 |
|  | Philip Morris International Inc. | 677113 | 67488 |
|  | CVS Health Corp. | 572904 | 58367 |
|  | Mondelez International Inc. Class A | 604073 | 40841 |
|  | Altria Group Inc. | 792035 | 36893 |
|  | Coca-Cola Co. | 427240 | 27177 |
|  | Archer-Daniels-Midland Co. | 244268 | 23816 |
|  | General Mills Inc. | 260089 | 22186 |
|  | Corteva Inc. | 315939 | 21218 |
|  | McKesson Corp. | 50974 | 19456 |
|  | PepsiCo Inc. | 93729 | 17388 |
|  | Constellation Brands Inc. Class A | 66199 | 17036 |
|  | Keurig Dr Pepper Inc. | 374667 | 14488 |
|  | Kroger Co. | 286451 | 14091 |
|  | Walgreens Boots Alliance Inc. | 313505 | 13010 |
|  | Kraft Heinz Co. | 305888 | 12037 |
|  | Colgate-Palmolive Co. | 139773 | 10830 |
|  | McCormick & Co. Inc. | 109715 | 9346 |
|  | Tyson Foods Inc. Class A | 123831 | 8207 |
|  | Kimberly-Clark Corp. | 59546 | 8076 |
|  | Conagra Brands Inc. | 205776 | 7815 |
|  | J M Smucker Co. | 44738 | 6890 |
|  | Bunge Ltd. | 61046 | 6400 |
|  | Hormel Foods Corp. | 126203 | 5932 |
|  | Church & Dwight Co. Inc. | 57824 | 4734 |
| <sup>\*</sup> | Darling Ingredients Inc. | 64769 | 4652 |
|  | Campbell Soup Co. | 84146 | 4516 |
|  | Molson Coors Beverage Co. Class B | 76937 | 4240 |
|  | Casey's General Stores Inc. | 16200 | 3937 |
|  | Kellogg Co. | 49316 | 3598 |
| <sup>\*</sup> | US Foods Holding Corp. | 86894 | 3179 |
|  | Brown-Forman Corp. Class B | 40335 | 2945 |
|  | Ingredion Inc. | 28915 | 2833 |
| <sup>\*</sup> | Performance Food Group Co. | 46120 | 2812 |
|  | Flowers Foods Inc. | 81769 | 2457 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Post Holdings Inc. | 24178 | 2263 |
|  | Hershey Co. | 8362 | 1966 |
|  | Albertsons Cos. Inc. Class A | 74401 | 1559 |
|  | Clorox Co. | 9092 | 1352 |
| <sup>\*</sup> | Monster Beverage Corp. | 12378 | 1273 |
| <sup>\*</sup> | Grocery Outlet Holding Corp. | 35636 | 1079 |
|  | Spectrum Brands Holdings Inc. | 17431 | 929 |
|  | Reynolds Consumer Products Inc. | 24866 | 795 |
| <sup>\*</sup> | Freshpet Inc. | 8627 | 578 |
|  | Seaboard Corp. | 110 | 435 |
| <sup>\*</sup> | Pilgrim's Pride Corp. | 10391 | 272 |
| <sup>\*</sup> | Boston Beer Co. Inc. Class A | 237 | 91 |
|  | Brown-Forman Corp. Class A | 1126 | 82 |
|  |  |  | **611007** |
| **Energy (8.5%)** | **Energy (8.5%)** | **Energy (8.5%)** | **Energy (8.5%)** |
|  | Exxon Mobil Corp. | 1823789 | 203061 |
|  | Chevron Corp. | 859533 | 157561 |
|  | ConocoPhillips | 557080 | 68805 |
|  | Schlumberger Ltd. | 617825 | 31849 |
|  | Marathon Petroleum Corp. | 217801 | 26530 |
|  | Valero Energy Corp. | 171380 | 22900 |
|  | Phillips 66 | 209971 | 22769 |
|  | Williams Cos. Inc. | 531819 | 18454 |
|  | Kinder Morgan Inc. | 868041 | 16597 |
|  | Baker Hughes Co. Class A | 414131 | 12018 |
|  | ONEOK Inc. | 172588 | 11549 |
|  | Pioneer Natural Resources Co. | 46526 | 10980 |
|  | Devon Energy Corp. | 147217 | 10087 |
|  | EOG Resources Inc. | 68420 | 9711 |
|  | Marathon Oil Corp. | 295714 | 9058 |
|  | Halliburton Co. | 215568 | 8168 |
|  | Cheniere Energy Inc. | 46409 | 8138 |
|  | Coterra Energy Inc. | 285156 | 7959 |
| <sup>\*</sup> | First Solar Inc. | 46117 | 7956 |
|  | EQT Corp. | 160053 | 6788 |
|  | APA Corp. | 141350 | 6622 |
|  | Chesapeake Energy Corp. | 52586 | 5442 |
|  | Diamondback Energy Inc. | 32230 | 4771 |
|  | Occidental Petroleum Corp. | 62455 | 4340 |
|  | HF Sinclair Corp. | 63011 | 3928 |
|  | NOV Inc. | 171941 | 3862 |
|  | Hess Corp. | 26557 | 3822 |
| <sup>\*</sup> | Southwestern Energy Co. | 455212 | 3150 |
|  | DTE Midstream LLC | 42000 | 2534 |
| <sup>\*</sup> | Plug Power Inc. | 114973 | 1835 |
|  | Ovintiv Inc. (XNYS) | 32670 | 1822 |
|  | Antero Midstream Corp. | 145630 | 1650 |
| <sup>\*</sup> | Antero Resources Corp. | 44927 | 1642 |
|  | PDC Energy Inc. | 19143 | 1423 |
|  | Range Resources Corp. | 39119 | 1129 |
|  |  |  | **718910** |
| **Financials (19.7%)** | **Financials (19.7%)** | **Financials (19.7%)** | **Financials (19.7%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | 788527 | 251225 |
|  | JPMorgan Chase & Co. | 1275557 | 176256 |
|  | Bank of America Corp. | 3072765 | 116304 |
|  | Wells Fargo & Co. | 1657292 | 79467 |
|  | Goldman Sachs Group Inc. | 145483 | 56178 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | S&P Global Inc. | 145684 | 51397 |
|  | Morgan Stanley | 547799 | 50984 |
|  | BlackRock Inc. | 65522 | 46914 |
|  | Citigroup Inc. | 846398 | 40974 |
|  | Chubb Ltd. | 181764 | 39914 |
|  | PNC Financial Services Group Inc. | 180616 | 30390 |
|  | CME Group Inc. | 156924 | 27697 |
|  | Truist Financial Corp. | 579802 | 27141 |
|  | US Bancorp | 587430 | 26663 |
|  | Intercontinental Exchange Inc. | 240805 | 26082 |
|  | Charles Schwab Corp. | 295178 | 24364 |
|  | MetLife Inc. | 293333 | 22499 |
|  | American International Group Inc. | 332445 | 20981 |
|  | Aflac Inc. | 273755 | 19691 |
|  | Travelers Cos. Inc. | 103434 | 19633 |
|  | Prudential Financial Inc. | 164050 | 17722 |
|  | Arthur J Gallagher & Co. | 80378 | 16004 |
|  | Allstate Corp. | 117653 | 15754 |
|  | Bank of New York Mellon Corp. | 320196 | 14697 |
|  | KKR & Co. Inc. | 249440 | 12951 |
|  | M&T Bank Corp. | 76138 | 12945 |
|  | Discover Financial Services | 119264 | 12923 |
|  | State Street Corp. | 159832 | 12734 |
|  | T Rowe Price Group Inc. | 97962 | 12236 |
|  | Willis Towers Watson plc | 47889 | 11788 |
|  | Hartford Financial Services Group Inc. | 141126 | 10778 |
|  | Fifth Third Bancorp | 296059 | 10765 |
|  | Nasdaq Inc. | 150659 | 10314 |
|  | First Republic Bank | 79666 | 10166 |
|  | Huntington Bancshares Inc. | 628242 | 9725 |
|  | Principal Financial Group Inc. | 107208 | 9614 |
|  | Regions Financial Corp. | 409470 | 9504 |
|  | Raymond James Financial Inc. | 77830 | 9098 |
|  | Citizens Financial Group Inc. | 214021 | 9070 |
|  | Northern Trust Corp. | 89335 | 8318 |
|  | Cincinnati Financial Corp. | 69042 | 7661 |
|  | KeyCorp | 403929 | 7598 |
|  | W R Berkley Corp. | 90171 | 6878 |
| <sup>\*</sup> | Arch Capital Group Ltd. | 103977 | 6229 |
| <sup>\*</sup> | Markel Corp. | 4469 | 5921 |
|  | Cboe Global Markets Inc. | 46369 | 5881 |
|  | First Horizon Corp. | 230875 | 5737 |
|  | Brown & Brown Inc. | 94970 | 5659 |
|  | Ameriprise Financial Inc. | 17035 | 5655 |
|  | Equitable Holdings Inc. | 162249 | 5150 |
|  | Loews Corp. | 87319 | 5078 |
|  | Globe Life Inc. | 38899 | 4666 |
|  | Fidelity National Financial Inc. | 114163 | 4608 |
|  | Progressive Corp. | 33443 | 4420 |
|  | East West Bancorp Inc. | 61995 | 4353 |
|  | MSCI Inc. Class A | 8481 | 4307 |
|  | Reinsurance Group of America Inc. | 29361 | 4240 |
|  | American Financial Group Inc. | 29099 | 4138 |
|  | Comerica Inc. | 57589 | 4131 |
|  | Webster Financial Corp. | 76021 | 4131 |
|  | Annaly Capital Management Inc. | 187291 | 4059 |
|  | Marsh & McLennan Cos. Inc. | 23338 | 4042 |
|  | Everest Re Group Ltd. | 11756 | 3973 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Unum Group | 87930 | 3709 |
|  | Cullen/Frost Bankers Inc. | 25503 | 3700 |
|  | Signature Bank | 25895 | 3612 |
|  | Ally Financial Inc. | 133325 | 3601 |
|  | Commerce Bancshares Inc. | 47554 | 3563 |
|  | Zions Bancorp NA | 65249 | 3381 |
|  | Jefferies Financial Group Inc. | 88870 | 3376 |
|  | Franklin Resources Inc. | 125812 | 3373 |
|  | Apollo Global Management Inc. | 47939 | 3327 |
|  | Interactive Brokers Group Inc. Class A | 40790 | 3275 |
|  | First Citizens BancShares Inc. Class A | 3967 | 3239 |
| <sup>\*,1</sup> | Coinbase Global Inc. Class A | 68544 | 3135 |
|  | Invesco Ltd. | 162912 | 3113 |
|  | Old Republic International Corp. | 122651 | 3005 |
|  | Stifel Financial Corp. | 45104 | 2898 |
|  | Prosperity Bancshares Inc. | 37911 | 2865 |
|  | Carlyle Group Inc. | 91255 | 2844 |
|  | SEI Investments Co. | 45477 | 2832 |
|  | Assurant Inc. | 21576 | 2766 |
|  | Voya Financial Inc. | 41880 | 2763 |
|  | Pinnacle Financial Partners Inc. | 32682 | 2742 |
|  | Starwood Property Trust Inc. | 128043 | 2741 |
|  | New York Community Bancorp Inc. | 291737 | 2728 |
|  | Synovus Financial Corp. | 64161 | 2703 |
|  | Affiliated Managers Group Inc. | 16640 | 2669 |
|  | Primerica Inc. | 16918 | 2521 |
|  | First American Financial Corp. | 43999 | 2405 |
|  | Wintrust Financial Corp. | 25844 | 2363 |
| <sup>\*</sup> | Robinhood Markets Inc. Class A | 244224 | 2342 |
|  | AGNC Investment Corp. | 233349 | 2331 |
|  | Popular Inc. | 31515 | 2301 |
|  | Bank OZK | 49236 | 2272 |
|  | Lincoln National Corp. | 57957 | 2257 |
|  | Hanover Insurance Group Inc. | 15293 | 2253 |
| <sup>\*</sup> | SVB Financial Group | 9455 | 2192 |
|  | FNB Corp. | 151721 | 2139 |
|  | OneMain Holdings Inc. | 51526 | 2028 |
|  | Axis Capital Holdings Ltd. | 34229 | 1970 |
|  | SLM Corp. | 110226 | 1925 |
|  | Umpqua Holdings Corp. | 94659 | 1919 |
|  | Evercore Inc. Class A | 15788 | 1818 |
|  | MGIC Investment Corp. | 129880 | 1783 |
| <sup>\*</sup> | Brighthouse Financial Inc. | 31337 | 1747 |
|  | Assured Guaranty Ltd. | 25849 | 1721 |
|  | Rithm Capital Corp. | 189781 | 1718 |
|  | Aon plc Class A (XNYS) | 5528 | 1704 |
| <sup>\*,1</sup> | SoFi Technologies Inc. | 349467 | 1688 |
|  | White Mountains Insurance Group Ltd. | 1226 | 1666 |
|  | RenaissanceRe Holdings Ltd. | 8609 | 1626 |
|  | Kemper Corp. | 27756 | 1580 |
|  | Janus Henderson Group plc | 59687 | 1510 |
|  | PacWest Bancorp | 56329 | 1471 |
|  | First Hawaiian Inc. | 55115 | 1463 |
|  | Lazard Ltd. Class A | 38310 | 1403 |
|  | Bank of Hawaii Corp. | 17180 | 1386 |
|  | BOK Financial Corp. | 12843 | 1345 |
| <sup>\*,1</sup> | Credit Acceptance Corp. | 2576 | 1221 |
|  | Western Alliance Bancorp | 17602 | 1206 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Moody's Corp. | 3888 | 1160 |
|  | Tradeweb Markets Inc. Class A | 17512 | 1076 |
|  | Virtu Financial Inc. Class A | 42959 | 953 |
|  | Erie Indemnity Co. Class A | 2925 | 826 |
|  | Broadridge Financial Solutions Inc. | 4595 | 685 |
|  | CNA Financial Corp. | 12700 | 541 |
| <sup>\*,1</sup> | Upstart Holdings Inc. | 26044 | 509 |
|  | TFS Financial Corp. | 22875 | 312 |
|  | Morningstar Inc. | 991 | 243 |
| <sup>1</sup> | Rocket Cos. Inc. Class A | 20081 | 167 |
|  | Corebridge Financial Inc. | 606 | 14 |
|  |  |  | **1656095** |
| **Health Care (15.9%)** | **Health Care (15.9%)** | **Health Care (15.9%)** | **Health Care (15.9%)** |
|  | Johnson & Johnson | 1150480 | 204785 |
|  | Pfizer Inc. | 2472137 | 123928 |
|  | Thermo Fisher Scientific Inc. | 150192 | 84141 |
|  | Bristol-Myers Squibb Co. | 930498 | 74700 |
|  | Danaher Corp. | 263932 | 72162 |
|  | Merck & Co. Inc. | 642260 | 70726 |
|  | Abbott Laboratories | 650356 | 69965 |
|  | Gilead Sciences Inc. | 549011 | 48220 |
|  | Medtronic plc | 584246 | 46179 |
|  | Elevance Health Inc. | 73355 | 39092 |
|  | Cigna Corp. | 110092 | 36208 |
|  | Becton Dickinson and Co. | 124204 | 30969 |
| <sup>\*</sup> | Regeneron Pharmaceuticals Inc. | 38774 | 29146 |
| <sup>\*</sup> | Boston Scientific Corp. | 622546 | 28183 |
|  | Eli Lilly & Co. | 68694 | 25491 |
| <sup>\*</sup> | Moderna Inc. | 138812 | 24418 |
| <sup>\*</sup> | Centene Corp. | 248108 | 21598 |
|  | HCA Healthcare Inc. | 89841 | 21582 |
|  | UnitedHealth Group Inc. | 36807 | 20161 |
| <sup>\*</sup> | Biogen Inc. | 63531 | 19388 |
|  | Stryker Corp. | 71419 | 16704 |
| <sup>\*</sup> | Illumina Inc. | 68474 | 14933 |
|  | Zimmer Biomet Holdings Inc. | 91827 | 11028 |
|  | Amgen Inc. | 37227 | 10662 |
|  | Baxter International Inc. | 185892 | 10509 |
|  | Cardinal Health Inc. | 118364 | 9489 |
|  | Laboratory Corp. of America Holdings | 39213 | 9439 |
|  | Humana Inc. | 16281 | 8953 |
| <sup>\*</sup> | Hologic Inc. | 107777 | 8208 |
| <sup>\*</sup> | BioMarin Pharmaceutical Inc. | 80175 | 8096 |
|  | STERIS plc | 43290 | 8041 |
|  | Quest Diagnostics Inc. | 51303 | 7789 |
|  | PerkinElmer Inc. | 54722 | 7646 |
|  | Royalty Pharma plc Class A | 159334 | 7006 |
|  | Cooper Cos. Inc. | 21105 | 6677 |
|  | Viatris Inc. | 525677 | 5798 |
| <sup>\*</sup> | United Therapeutics Corp. | 19604 | 5487 |
| <sup>\*</sup> | QIAGEN NV | 100064 | 4957 |
|  | Teleflex Inc. | 20619 | 4827 |
| <sup>\*</sup> | Henry Schein Inc. | 59358 | 4803 |
| <sup>\*</sup> | Jazz Pharmaceuticals plc | 26847 | 4213 |
| <sup>\*</sup> | Bio-Rad Laboratories Inc. Class A | 9241 | 3832 |
|  | Universal Health Services Inc. Class B | 27801 | 3638 |
| <sup>\*</sup> | Acadia Healthcare Co. Inc. | 39074 | 3480 |
| <sup>\*</sup> | Intuitive Surgical Inc. | 12515 | 3384 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Organon & Co. | 111875 | 2911 |
|  | DENTSPLY SIRONA Inc. | 94283 | 2853 |
| <sup>\*</sup> | Exact Sciences Corp. | 62588 | 2813 |
| <sup>\*</sup> | Catalent Inc. | 50235 | 2518 |
| <sup>\*</sup> | Elanco Animal Health Inc. (XNYS) | 195354 | 2514 |
|  | Encompass Health Corp. | 42891 | 2508 |
| <sup>\*</sup> | Envista Holdings Corp. | 71034 | 2424 |
| <sup>\*</sup> | Globus Medical Inc. Class A | 30663 | 2266 |
| <sup>\*</sup> | Tenet Healthcare Corp. | 46833 | 2163 |
|  | Chemed Corp. | 4098 | 2131 |
|  | Agilent Technologies Inc. | 13489 | 2091 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | 6139 | 1942 |
| <sup>\*</sup> | QuidelOrtho Corp. | 21680 | 1899 |
|  | Perrigo Co. plc | 58540 | 1887 |
| <sup>\*</sup> | Molina Healthcare Inc. | 5479 | 1845 |
| <sup>\*</sup> | Teladoc Health Inc. | 63008 | 1796 |
| <sup>\*</sup> | Integra LifeSciences Holdings Corp. | 31834 | 1749 |
| <sup>\*</sup> | Align Technology Inc. | 8643 | 1700 |
| <sup>\*</sup> | Mirati Therapeutics Inc. | 18608 | 1700 |
|  | Premier Inc. Class A | 50445 | 1682 |
| <sup>\*</sup> | Syneos Health Inc. | 37144 | 1311 |
| <sup>\*</sup> | Amedisys Inc. | 13991 | 1275 |
| <sup>\*</sup> | Enovis Corp. | 22763 | 1232 |
| <sup>\*</sup> | Repligen Corp. | 6851 | 1225 |
| <sup>\*</sup> | ICU Medical Inc. | 6990 | 1113 |
| <sup>\*</sup> | Oak Street Health Inc. | 50807 | 1099 |
| <sup>\*</sup> | Doximity Inc. Class A | 26046 | 885 |
| <sup>\*</sup> | Signify Health Inc. Class A | 29252 | 837 |
| <sup>\*</sup> | Incyte Corp. | 10451 | 833 |
| <sup>\*</sup> | Masimo Corp. | 5094 | 738 |
| <sup>\*</sup> | Horizon Therapeutics plc | 6609 | 663 |
| <sup>\*,1</sup> | Ginkgo Bioworks Holdings Inc. | 311500 | 620 |
| <sup>\*</sup> | Avantor Inc. | 18755 | 418 |
| <sup>\*</sup> | Exelixis Inc. | 19566 | 334 |
| <sup>\*</sup> | Charles River Laboratories International Inc. | 1441 | 329 |
| <sup>\*</sup> | Enhabit Inc. | 21329 | 305 |
| <sup>\*</sup> | Certara Inc. | 16619 | 282 |
| <sup>\*</sup> | Ultragenyx Pharmaceutical Inc. | 7002 | 254 |
| <sup>\*</sup> | Ionis Pharmaceuticals Inc. | 4749 | 194 |
| <sup>\*</sup> | 10X Genomics Inc. Class A | 3673 | 142 |
| <sup>\*</sup> | Natera Inc. | 2324 | 96 |
| <sup>\*</sup> | agilon health Inc. | 4779 | 84 |
| <sup>\*</sup> | Tandem Diabetes Care Inc. | 1730 | 73 |
|  |  |  | **1338375** |
| **Industrials (12.6%)** | **Industrials (12.6%)** | **Industrials (12.6%)** | **Industrials (12.6%)** |
|  | Raytheon Technologies Corp. | 649930 | 64161 |
|  | Honeywell International Inc. | 208049 | 45677 |
|  | General Electric Co. | 452770 | 38925 |
|  | American Express Co. | 246873 | 38905 |
|  | 3M Co. | 247517 | 31180 |
|  | Northrop Grumman Corp. | 56569 | 30168 |
| <sup>\*</sup> | Boeing Co. | 165476 | 29600 |
|  | Eaton Corp. plc | 174435 | 28511 |
| <sup>\*</sup> | PayPal Holdings Inc. | 349624 | 27414 |
|  | General Dynamics Corp. | 106154 | 26792 |
|  | Norfolk Southern Corp. | 102413 | 26269 |
| <sup>\*</sup> | Fiserv Inc. | 233482 | 24366 |
|  | CSX Corp. | 699714 | 22874 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Johnson Controls International plc | 303930 | 20193 |
|  | Fidelity National Information Services Inc. | 266719 | 19358 |
|  | FedEx Corp. | 104600 | 19060 |
|  | Capital One Financial Corp. | 166561 | 17196 |
|  | Emerson Electric Co. | 175733 | 16830 |
|  | Carrier Global Corp. | 368975 | 16353 |
|  | PACCAR Inc. | 149224 | 15804 |
| <sup>\*</sup> | Block Inc. (XNYS) | 230077 | 15592 |
|  | Cummins Inc. | 61650 | 15484 |
|  | DuPont de Nemours Inc. | 218516 | 15408 |
|  | AMETEK Inc. | 100667 | 14337 |
|  | Parker-Hannifin Corp. | 44276 | 13236 |
|  | Otis Worldwide Corp. | 162753 | 12709 |
|  | Global Payments Inc. | 120416 | 12497 |
|  | L3Harris Technologies Inc. | 52080 | 11826 |
|  | Fortive Corp. | 156108 | 10545 |
|  | Ingersoll Rand Inc. | 176580 | 9530 |
|  | Martin Marietta Materials Inc. | 24827 | 9099 |
|  | Dover Corp. | 62587 | 8884 |
|  | TransDigm Group Inc. | 13696 | 8608 |
| <sup>\*</sup> | Teledyne Technologies Inc. | 20306 | 8531 |
|  | Amcor plc | 652833 | 8062 |
|  | Westinghouse Air Brake Technologies Corp. | 78707 | 7956 |
|  | Synchrony Financial | 208166 | 7823 |
|  | Trane Technologies plc | 42460 | 7576 |
|  | Xylem Inc. | 66997 | 7527 |
|  | Jacobs Solutions Inc. | 55528 | 7026 |
|  | Caterpillar Inc. | 29636 | 7006 |
|  | Textron Inc. | 91837 | 6555 |
|  | United Parcel Service Inc. Class B (XNYS) | 34476 | 6541 |
|  | PPG Industries Inc. | 48000 | 6491 |
| <sup>\*</sup> | Trimble Inc. | 108621 | 6490 |
|  | IDEX Corp. | 27233 | 6468 |
|  | Hubbell Inc. Class B | 23550 | 5983 |
| <sup>\*</sup> | United Rentals Inc. | 16532 | 5836 |
|  | Expeditors International of Washington Inc. | 49439 | 5738 |
|  | Howmet Aerospace Inc. | 146771 | 5529 |
|  | Snap-on Inc. | 22897 | 5509 |
|  | Packaging Corp. of America | 40097 | 5449 |
|  | RPM International Inc. | 52494 | 5439 |
|  | Vulcan Materials Co. | 29376 | 5385 |
|  | Stanley Black & Decker Inc. | 64007 | 5231 |
|  | Equifax Inc. | 26365 | 5204 |
| <sup>\*</sup> | Bill.com Holdings Inc. | 42394 | 5105 |
|  | Masco Corp. | 92254 | 4685 |
|  | Nordson Corp. | 19550 | 4623 |
|  | Ball Corp. | 81783 | 4586 |
|  | AECOM | 53571 | 4554 |
|  | Rockwell Automation Inc. | 16592 | 4384 |
| <sup>\*</sup> | Builders FirstSource Inc. | 68106 | 4354 |
|  | Westrock Co. | 112031 | 4248 |
|  | Quanta Services Inc. | 28284 | 4239 |
|  | Automatic Data Processing Inc. | 15129 | 3996 |
|  | CH Robinson Worldwide Inc. | 39382 | 3947 |
|  | Owens Corning | 42817 | 3804 |
|  | Regal Rexnord Corp. | 28949 | 3795 |
|  | Knight-Swift Transportation Holdings Inc. | 67847 | 3761 |
|  | Lennox International Inc. | 13996 | 3645 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Zebra Technologies Corp. Class A | 13315 | 3599 |
|  | Pentair plc | 72452 | 3316 |
|  | AGCO Corp. | 23818 | 3161 |
| <sup>\*</sup> | Middleby Corp. | 21838 | 3149 |
|  | Illinois Tool Works Inc. | 13841 | 3148 |
|  | Huntington Ingalls Industries Inc. | 13526 | 3137 |
|  | ITT Inc. | 36481 | 3083 |
|  | AptarGroup Inc. | 28543 | 3030 |
|  | Sensata Technologies Holding plc | 66381 | 2994 |
|  | Curtiss-Wright Corp. | 16569 | 2927 |
|  | nVent Electric plc | 72229 | 2890 |
|  | MDU Resources Group Inc. | 88319 | 2781 |
|  | Donaldson Co. Inc. | 44523 | 2712 |
|  | Acuity Brands Inc. | 14364 | 2705 |
|  | Valmont Industries Inc. | 7968 | 2698 |
|  | Oshkosh Corp. | 28795 | 2651 |
|  | Sonoco Products Co. | 42462 | 2606 |
|  | Littelfuse Inc. | 10512 | 2591 |
|  | A O Smith Corp. | 41353 | 2512 |
|  | Woodward Inc. | 25605 | 2453 |
|  | Fortune Brands Home & Security Inc. | 37506 | 2451 |
| <sup>\*</sup> | MasTec Inc. | 26838 | 2438 |
| <sup>\*</sup> | Mohawk Industries Inc. | 23049 | 2336 |
|  | Crane Holdings Co. | 20396 | 2161 |
|  | Tetra Tech Inc. | 13650 | 2110 |
|  | MKS Instruments Inc. | 25130 | 2107 |
| <sup>\*</sup> | WillScot Mobile Mini Holdings Corp. | 42406 | 2044 |
|  | ManpowerGroup Inc. | 22941 | 2008 |
|  | Ryder System Inc. | 21114 | 1974 |
| <sup>\*</sup> | Axalta Coating Systems Ltd. | 73096 | 1962 |
|  | Brunswick Corp. | 26317 | 1953 |
| <sup>\*</sup> | GXO Logistics Inc. | 41219 | 1932 |
|  | Silgan Holdings Inc. | 36292 | 1920 |
|  | Louisiana-Pacific Corp. | 28961 | 1848 |
| <sup>\*</sup> | Kirby Corp. | 26354 | 1839 |
|  | Watsco Inc. | 6710 | 1805 |
|  | Flowserve Corp. | 56337 | 1767 |
|  | MSC Industrial Direct Co. Inc. Class A | 20504 | 1760 |
|  | Air Lease Corp. Class A | 44470 | 1717 |
|  | Genpact Ltd. | 37119 | 1712 |
|  | Western Union Co. | 112296 | 1646 |
|  | Berry Global Group Inc. | 27803 | 1629 |
|  | Graco Inc. | 22996 | 1609 |
| <sup>\*</sup> | XPO Logistics Inc. | 41263 | 1594 |
| <sup>\*</sup> | FTI Consulting Inc. | 8581 | 1483 |
|  | BWX Technologies Inc. | 24046 | 1464 |
|  | TransUnion | 22497 | 1419 |
|  | MSA Safety Inc. | 9834 | 1387 |
| <sup>\*</sup> | Mercury Systems Inc. | 25586 | 1300 |
| <sup>\*</sup> | Axon Enterprise Inc. | 6941 | 1277 |
| <sup>\*</sup> | WESCO International Inc. | 8985 | 1158 |
|  | Esab Corp. | 24241 | 1148 |
|  | Cintas Corp. | 2461 | 1136 |
| <sup>\*</sup> | Affirm Holdings Inc. | 77228 | 1075 |
| <sup>\*</sup> | Keysight Technologies Inc. | 5722 | 1035 |
| <sup>\*</sup> | AZEK Co. Inc. Class A | 48316 | 934 |
|  | Allegion plc | 8011 | 910 |
| <sup>\*</sup> | WEX Inc. | 5331 | 902 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | ADT Inc. | 96108 | 898 |
|  | Carlisle Cos. Inc. | 3401 | 895 |
| <sup>\*</sup> | RXO Inc. | 41263 | 784 |
|  | JB Hunt Transport Services Inc. | 3989 | 734 |
|  | Armstrong World Industries Inc. | 8948 | 684 |
|  | Graphic Packaging Holding Co. | 29704 | 683 |
|  | Schneider National Inc. Class B | 23206 | 598 |
| <sup>\*</sup> | Gates Industrial Corp. plc | 44104 | 512 |
|  | Crown Holdings Inc. | 6211 | 511 |
|  | Vontier Corp. | 25701 | 504 |
| <sup>\*</sup> | Euronet Worldwide Inc. | 5152 | 479 |
|  | Robert Half International Inc. | 5940 | 468 |
|  | Allison Transmission Holdings Inc. | 9593 | 430 |
| <sup>\*</sup> | Core & Main Inc. Class A | 20607 | 429 |
|  | HEICO Corp. | 2634 | 428 |
|  | Eagle Materials Inc. | 2711 | 370 |
| <sup>\*</sup> | TopBuild Corp. | 1960 | 302 |
| <sup>\*</sup> | Hayward Holdings Inc. | 31498 | 301 |
|  | Landstar System Inc. | 1581 | 273 |
|  | Cognex Corp. | 4950 | 246 |
| <sup>1</sup> | Ardagh Metal Packaging SA | 50392 | 225 |
|  | Ardagh Group SA | 8833 | 89 |
|  | HEICO Corp. Class A | 353 | 45 |
|  | Spirit AeroSystems Holdings Inc. Class A | 1520 | 40 |
|  |  |  | **1062493** |
| **Real Estate (4.6%)** | **Real Estate (4.6%)** | **Real Estate (4.6%)** | **Real Estate (4.6%)** |
|  | Prologis Inc. | 402692 | 47433 |
|  | Realty Income Corp. | 269727 | 17012 |
|  | VICI Properties Inc. | 420871 | 14394 |
|  | Welltower Inc. | 202346 | 14373 |
|  | Digital Realty Trust Inc. | 124316 | 13981 |
| <sup>\*</sup> | CoStar Group Inc. | 146590 | 11880 |
|  | Alexandria Real Estate Equities Inc. | 70938 | 11039 |
|  | SBA Communications Corp. Class A | 36072 | 10796 |
|  | AvalonBay Communities Inc. | 61147 | 10695 |
|  | Weyerhaeuser Co. | 326263 | 10672 |
|  | Equity Residential | 162181 | 10519 |
|  | American Tower Corp. | 47428 | 10493 |
|  | Simon Property Group Inc. | 73727 | 8806 |
|  | Invitation Homes Inc. | 267276 | 8721 |
|  | Extra Space Storage Inc. | 51227 | 8232 |
|  | Mid-America Apartment Communities Inc. | 49791 | 8210 |
|  | Ventas Inc. | 174141 | 8103 |
|  | Sun Communities Inc. | 53371 | 7840 |
|  | Equinix Inc. | 9771 | 6748 |
|  | WP Carey Inc. | 84008 | 6620 |
|  | Essex Property Trust Inc. | 28192 | 6213 |
|  | Healthpeak Properties Inc. | 234000 | 6145 |
|  | Kimco Realty Corp. | 262311 | 6012 |
|  | UDR Inc. | 140494 | 5826 |
|  | Host Hotels & Resorts Inc. | 307508 | 5824 |
| <sup>\*</sup> | CBRE Group Inc. Class A | 71119 | 5661 |
|  | Gaming and Leisure Properties Inc. | 106022 | 5578 |
|  | Regency Centers Corp. | 75160 | 4993 |
|  | Camden Property Trust | 41173 | 4954 |
|  | Boston Properties Inc. | 67826 | 4889 |
|  | American Homes 4 Rent Class A | 131635 | 4353 |
|  | Public Storage | 14038 | 4183 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Rexford Industrial Realty Inc. | 74260 | 4106 |
|  | CubeSmart | 97171 | 4022 |
|  | Life Storage Inc. | 36509 | 3924 |
|  | Federal Realty Investment Trust | 35005 | 3889 |
| <sup>\*</sup> | Jones Lang LaSalle Inc. | 21774 | 3662 |
|  | National Retail Properties Inc. | 77133 | 3576 |
|  | Americold Realty Trust Inc. | 118017 | 3523 |
|  | STORE Capital Corp. | 110050 | 3511 |
|  | Medical Properties Trust Inc. | 261034 | 3425 |
|  | Healthcare Realty Trust Inc. Class A | 166556 | 3419 |
|  | Omega Healthcare Investors Inc. | 103083 | 3121 |
|  | Brixmor Property Group Inc. | 129272 | 2996 |
|  | First Industrial Realty Trust Inc. | 56934 | 2878 |
|  | EastGroup Properties Inc. | 18002 | 2795 |
|  | Spirit Realty Capital Inc. | 58363 | 2417 |
| <sup>\*</sup> | Zillow Group Inc. Class A | 62332 | 2331 |
|  | Apartment Income REIT Corp. | 60620 | 2307 |
|  | Rayonier Inc. | 62648 | 2248 |
|  | Kilroy Realty Corp. | 50715 | 2192 |
|  | Equity LifeStyle Properties Inc. | 29907 | 1986 |
|  | Vornado Realty Trust | 78222 | 1978 |
|  | Iron Mountain Inc. | 31880 | 1732 |
|  | Cousins Properties Inc. | 64290 | 1696 |
|  | National Storage Affiliates Trust | 36924 | 1470 |
|  | EPR Properties | 33056 | 1375 |
|  | Highwoods Properties Inc. | 44687 | 1332 |
|  | Douglas Emmett Inc. | 75579 | 1309 |
|  | Park Hotels & Resorts Inc. | 100328 | 1287 |
| <sup>\*</sup> | Howard Hughes Corp. | 16330 | 1217 |
|  | SL Green Realty Corp. | 28415 | 1192 |
| <sup>\*</sup> | Zillow Group Inc. Class C | 27059 | 1028 |
|  | JBG SMITH Properties | 46976 | 968 |
|  | Hudson Pacific Properties Inc. | 57988 | 670 |
|  | Lamar Advertising Co. Class A | 4609 | 462 |
| <sup>\*</sup> | Opendoor Technologies Inc. | 145527 | 269 |
| <sup>\*,1</sup> | WeWork Inc. Class A | 55858 | 154 |
|  |  |  | **391665** |
| **Technology (7.6%)** | **Technology (7.6%)** | **Technology (7.6%)** | **Technology (7.6%)** |
| <sup>\*</sup> | Meta Platforms Inc. Class A | 789032 | 93185 |
|  | Intel Corp. | 1789155 | 53800 |
| <sup>\*</sup> | Salesforce Inc. | 332086 | 53217 |
| <sup>\*</sup> | Alphabet Inc. Class A | 337178 | 34052 |
| <sup>\*</sup> | Alphabet Inc. Class C | 312108 | 31663 |
|  | Analog Devices Inc. | 183748 | 31588 |
|  | Texas Instruments Inc. | 126796 | 22882 |
|  | Micron Technology Inc. | 389962 | 22481 |
|  | Roper Technologies Inc. | 46124 | 20243 |
|  | International Business Machines Corp. | 130587 | 19444 |
|  | Marvell Technology Inc. | 370048 | 17215 |
|  | Oracle Corp. | 207017 | 17189 |
|  | Cognizant Technology Solutions Corp. Class A | 227567 | 14157 |
| <sup>\*</sup> | Advanced Micro Devices Inc. | 150066 | 11650 |
|  | Corning Inc. | 311212 | 10622 |
|  | Hewlett Packard Enterprise Co. | 564918 | 9479 |
|  | HP Inc. | 243521 | 7315 |
| <sup>\*</sup> | VeriSign Inc. | 36501 | 7293 |
|  | Skyworks Solutions Inc. | 70202 | 6713 |
|  | Leidos Holdings Inc. | 59094 | 6461 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Akamai Technologies Inc. | 67995 | 6450 |
| <sup>\*</sup> | VMware Inc. Class A | 46636 | 5666 |
| <sup>\*</sup> | ON Semiconductor Corp. | 70860 | 5329 |
|  | SS&C Technologies Holdings Inc. | 96720 | 5200 |
|  | Amphenol Corp. Class A | 63228 | 5085 |
| <sup>\*</sup> | Pinterest Inc. Class A | 199464 | 5070 |
| <sup>\*</sup> | Western Digital Corp. | 136205 | 5006 |
| <sup>\*</sup> | ANSYS Inc. | 18976 | 4826 |
|  | Amdocs Ltd. | 52605 | 4674 |
| <sup>\*</sup> | GoDaddy Inc. Class A | 58453 | 4625 |
| <sup>\*</sup> | Wolfspeed Inc. | 50048 | 4550 |
| <sup>\*</sup> | Qorvo Inc. | 44532 | 4420 |
|  | Dell Technologies Inc. Class C | 97111 | 4350 |
| <sup>\*</sup> | Zoom Video Communications Inc. Class A | 54211 | 4089 |
| <sup>\*</sup> | F5 Inc. | 26028 | 4024 |
| <sup>\*</sup> | Black Knight Inc. | 60804 | 3769 |
|  | Gen Digital Inc. | 160584 | 3687 |
| <sup>\*</sup> | Ceridian HCM Holding Inc. | 48299 | 3306 |
| <sup>\*</sup> | CACI International Inc. Class A | 10147 | 3169 |
| <sup>\*</sup> | DXC Technology Co. | 101849 | 3022 |
| <sup>\*</sup> | Okta Inc. | 55763 | 2973 |
| <sup>\*</sup> | Arrow Electronics Inc. | 26643 | 2897 |
|  | Microchip Technology Inc. | 34421 | 2726 |
|  | Science Applications International Corp. | 24321 | 2678 |
|  | Concentrix Corp. | 18740 | 2293 |
| <sup>\*</sup> | Twilio Inc. Class A | 46042 | 2257 |
| <sup>\*</sup> | Guidewire Software Inc. | 36446 | 2162 |
| <sup>\*</sup> | Clarivate plc | 208508 | 2041 |
|  | National Instruments Corp. | 49423 | 2027 |
|  | Dolby Laboratories Inc. Class A | 26871 | 2012 |
|  | Azenta Inc. | 32459 | 1954 |
| <sup>\*</sup> | UiPath Inc. Class A | 149055 | 1859 |
|  | TD SYNNEX Corp. | 18164 | 1858 |
| <sup>\*</sup> | Cirrus Logic Inc. | 24565 | 1835 |
|  | Avnet Inc. | 40140 | 1813 |
| <sup>\*</sup> | IAC Inc. | 34116 | 1770 |
| <sup>\*</sup> | Coherent Corp. | 47231 | 1732 |
|  | Vertiv Holdings Co. Class A | 111162 | 1540 |
|  | Dun & Bradstreet Holdings Inc. | 109475 | 1474 |
| <sup>\*</sup> | Unity Software Inc. | 35364 | 1397 |
| <sup>\*</sup> | GLOBALFOUNDRIES Inc. | 20672 | 1330 |
| <sup>\*</sup> | IPG Photonics Corp. | 14457 | 1316 |
| <sup>\*</sup> | Manhattan Associates Inc. | 10284 | 1295 |
| <sup>\*</sup> | NCR Corp. | 53015 | 1265 |
| <sup>\*</sup> | Snowflake Inc. Class A | 8766 | 1253 |
| <sup>\*</sup> | Nutanix Inc. Class A | 43234 | 1222 |
|  | KBR Inc. | 21193 | 1095 |
| <sup>\*</sup> | Kyndryl Holdings Inc. | 89785 | 1051 |
| <sup>\*</sup> | Coupa Software Inc. | 14454 | 914 |
|  | Switch Inc. Class A | 25961 | 889 |
|  | Jabil Inc. | 10798 | 779 |
| <sup>\*</sup> | Tyler Technologies Inc. | 2220 | 761 |
| <sup>\*</sup> | DoorDash Inc. Class A | 12650 | 737 |
| <sup>\*</sup> | Teradata Corp. | 20460 | 699 |
| <sup>\*</sup> | nCino Inc. | 25099 | 656 |
|  | Teradyne Inc. | 6358 | 594 |
| <sup>\*</sup> | Paycor HCM Inc. | 19811 | 573 |
| <sup>\*</sup> | Wix.com Ltd. | 4951 | 448 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | CCC Intelligent Solutions Holdings Inc. | 43180 | 397 |
| <sup>\*</sup> | Procore Technologies Inc. | 7917 | 388 |
| <sup>\*</sup> | Match Group Inc. | 7574 | 383 |
| <sup>\*</sup> | SentinelOne Inc. Class A | 24934 | 362 |
| <sup>\*</sup> | Informatica Inc. Class A | 12446 | 214 |
| <sup>\*</sup> | Dropbox Inc. Class A | 7826 | 184 |
| <sup>\*</sup> | Jamf Holding Corp. | 4165 | 89 |
| <sup>\*</sup> | DoubleVerify Holdings Inc. | 3282 | 86 |
| <sup>\*</sup> | Definitive Healthcare Corp. Class A | 5729 | 65 |
|  |  |  | **641309** |
| **Telecommunications (4.5%)** | **Telecommunications (4.5%)** | **Telecommunications (4.5%)** | **Telecommunications (4.5%)** |
|  | Cisco Systems Inc. | 1816825 | 90333 |
|  | Verizon Communications Inc. | 1836535 | 71588 |
|  | Comcast Corp. Class A | 1914282 | 70139 |
|  | AT&T Inc. | 3129100 | 60329 |
| <sup>\*</sup> | T-Mobile US Inc. | 261000 | 39531 |
|  | Motorola Solutions Inc. | 71983 | 19594 |
|  | Juniper Networks Inc. | 140810 | 4681 |
| <sup>\*</sup> | Liberty Broadband Corp. Class C | 33022 | 3000 |
| <sup>\*</sup> | Ciena Corp. | 64646 | 2907 |
| <sup>\*</sup> | Frontier Communications Parent Inc. | 107251 | 2764 |
|  | Lumen Technologies Inc. | 442776 | 2422 |
| <sup>\*</sup> | Roku Inc. | 37807 | 2245 |
| <sup>\*</sup> | DISH Network Corp. Class A | 109742 | 1761 |
| <sup>\*</sup> | Lumentum Holdings Inc. | 30231 | 1661 |
| <sup>\*</sup> | ViaSat Inc. | 31956 | 1089 |
|  | Cable One Inc. | 938 | 679 |
|  | Ubiquiti Inc. | 1730 | 519 |
| <sup>\*</sup> | Altice USA Inc. Class A | 90229 | 411 |
| <sup>\*</sup> | Liberty Broadband Corp. Class A | 158 | 14 |
|  |  |  | **375667** |
| **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** |
|  | NextEra Energy Inc. | 858323 | 72700 |
|  | Duke Energy Corp. | 336527 | 33629 |
|  | Southern Co. | 464025 | 31387 |
|  | Sempra Energy (XNYS) | 137457 | 22844 |
|  | Dominion Energy Inc. | 363342 | 22204 |
|  | American Electric Power Co. Inc. | 224577 | 21739 |
|  | Exelon Corp. | 433813 | 17947 |
|  | Xcel Energy Inc. | 238123 | 16721 |
|  | Consolidated Edison Inc. | 155233 | 15219 |
|  | WEC Energy Group Inc. | 138960 | 13776 |
|  | Constellation Energy Corp. | 142859 | 13732 |
|  | Public Service Enterprise Group Inc. | 217833 | 13190 |
|  | Eversource Energy | 150715 | 12488 |
|  | American Water Works Co. Inc. | 79470 | 12060 |
|  | Republic Services Inc. Class A | 84054 | 11708 |
|  | Edison International | 164621 | 10974 |
| <sup>\*</sup> | PG&E Corp. | 679121 | 10662 |
|  | Entergy Corp. | 88845 | 10330 |
|  | Ameren Corp. | 111849 | 9990 |
|  | FirstEnergy Corp. | 237756 | 9805 |
|  | DTE Energy Co. | 84256 | 9775 |
|  | PPL Corp. | 325189 | 9600 |
|  | CenterPoint Energy Inc. | 277001 | 8617 |
|  | CMS Energy Corp. | 125507 | 7665 |
|  | Atmos Energy Corp. | 60038 | 7217 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | AES Corp. | 236892 | 6851 |
|  | Alliant Energy Corp. | 108712 | 6120 |
|  | Evergy Inc. | 96539 | 5716 |
|  | NiSource Inc. | 176065 | 4919 |
|  | Essential Utilities Inc. | 100471 | 4847 |
|  | NRG Energy Inc. | 102451 | 4349 |
|  | Pinnacle West Capital Corp. | 49491 | 3876 |
|  | UGI Corp. | 92026 | 3557 |
|  | OGE Energy Corp. | 87553 | 3542 |
| <sup>\*</sup> | Sunrun Inc. | 91020 | 2965 |
| <sup>\*</sup> | Clean Harbors Inc. | 22519 | 2702 |
|  | IDACORP Inc. | 21757 | 2405 |
|  | National Fuel Gas Co. | 35344 | 2341 |
| <sup>\*</sup> | Stericycle Inc. | 39193 | 2043 |
|  | Hawaiian Electric Industries Inc. | 48405 | 1988 |
|  | Waste Management Inc. | 11722 | 1966 |
|  | Vistra Corp. | 76849 | 1870 |
| <sup>1</sup> | Brookfield Renewable Corp. Class A | 55687 | 1816 |
|  | Avangrid Inc. | 30017 | 1284 |
|  |  |  | **491136** |
| **Total Common Stocks (Cost $7,818,542)** | **Total Common Stocks (Cost $7,818,542)** | **Total Common Stocks (Cost $7,818,542)** | **8407654** |
| **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** | **Temporary Cash Investments (0.2%)** |
| **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** |
| <sup>2,3</sup> | Vanguard Market Liquidity Fund, 3.877% **(Cost** $**15,075)** | 150791 | **15077** |
| **Total Investments (100.0%) (Cost $7,833,617)** | **Total Investments (100.0%) (Cost $7,833,617)** | **Total Investments (100.0%) (Cost $7,833,617)** | **8422731** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **(3610)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **8419121** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $16,502,000. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 3 | Collateral of $16,868,000 was received for securities on loan, of which $15,058,000 is held in Vanguard Market Liquidity Fund and $1,810,000 is held in cash. |

---

REIT—Real Estate Investment Trust.

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | December 2022 | 20 | 4081 | &nbsp;&nbsp;108 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps | Over-the-Counter Total Return Swaps |
| Reference Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Floating<br> Interest Rate<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value and<br> Unrealized<br> Appreciation<br> ($000) | Value and<br> Unrealized<br> (Depreciation)<br> ($000) |
| L3Harris Technologies Inc. | 8/31/23 | BANA | 7267 | (3.776) | 11 |  |

---

1 Based on 1M USD Overnight Bank Funding Rate as of the most recent payment date. Floating interest payment received/paid monthly. <br> 1M—1-month. <br> BANA—Bank of America, N.A.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

C. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund's target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.

A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their

------

performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

D. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of November 30, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | &nbsp;&nbsp;8407565 | &nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8407654 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15077 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15077 |
| Total | 8422642 | &nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8422731 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD SCOTTSDALE FUNDS

- **b. Investment Company Act file number:** 811-07803

- **c. CIK number of Registrant:** 0001021882

- **d. LEI of Registrant:** 549300Y88GQ3VLJIBX57

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD RUSSELL 1000 VALUE INDEX FUND

- **b. EDGAR series identifier (if any):** S000030001

- **c. LEI of Series:** 4NTNIKCBML0OS6H04D86

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $8386537837.20

**Total Liabilities:** $2416415.61

**Net Assets:** $8384121421.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000092011 | -8.77%               | 10.24%               | 6.24%                |
| Class ID C000092012 | -8.78%               | 10.24%               | 6.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6992595.05             | $-677728790.96                             |
| Month 2  | $7012233.61              | $712747882.51                              |
| Month 3  | $30723246.79             | $436279167.33                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Media Corp-Liberty Formula One            | LIBERTY MEDIA-C                             | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83194 | NS      | $5069842.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | UNITED AIRLINES                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    140758 | NS      | $6217280.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                          | DIGITAL REALTY                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |    123796 | NS      | $13922098.16  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                    | TEMPUR SEALY INT                            | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     74014 | NS      | $2351424.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | GENERAL MOTORS C                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    631629 | NS      | $25618872.24  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                            | LIBERTY BR-C                                | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     32902 | NS      | $2989475.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                            | BOSTON BEER-A                               | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       237 | NS      | $91095.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                  | SKECHERS USA-A                              | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     48689 | NS      | $2053215.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | EBAY INC                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    206718 | NS      | $9393265.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | HILTON WORLDWIDE                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     32424 | NS      | $4624310.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                    | MSA SAFETY INC                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      9794 | NS      | $1381051.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    107337 | NS      | $8174785.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    335127 | NS      | $33489241.11  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | CHEMED CORP                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      4098 | NS      | $2130960.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | EQUINIX INC                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      9731 | NS      | $6720715.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT                            | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     11682 | NS      | $1959305.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | THERMO FISHER                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    149572 | NS      | $83793225.84  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    235892 | NS      | $6821996.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                       | AVANTOR INC                                 | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |     18675 | NS      | $416079.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                      | TERADYNE INC                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      6338 | NS      | $592286.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     40993 | NS      | $4932687.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                              | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    165567 | NS      | $3170608.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                              | ONEMAIN HOLDINGS                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     51306 | NS      | $2019404.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                      | EXELIXIS INC                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     19486 | NS      | $332820.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    159172 | NS      | $12681233.24  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    312599 | NS      | $15933171.03  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     91447 | NS      | $10982784.70  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                             | UBER TECHNOLOGIE                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    111219 | NS      | $3240921.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    209091 | NS      | $22673828.04  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |    581806 | NS      | $45985946.24  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     89222 | NS      | $7116346.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                             | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      5237 | NS      | $1614462.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                | ALBERTSONS COS-A                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     74101 | NS      | $1552415.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                        | WATSCO INC                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      6690 | NS      | $1799476.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                      | MSC INDL DIRECT                             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     20424 | NS      | $1752991.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB FINANCIAL GR                            | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      9415 | NS      | $2182208.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | ALIGN TECHNOLOGY                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      8603 | NS      | $1691865.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     87570 | NS      | $3693702.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE                            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    597138 | NS      | $89069104.08  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    237123 | NS      | $16650777.06  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                  | SENSATA TECHNOLO                            | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     66101 | NS      | $2981155.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    150039 | NS      | $10271669.94  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc               | ALEXANDRIA REAL                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     70638 | NS      | $10991979.18  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                             | ELEMENT SOLUTION                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    100702 | NS      | $1969731.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                             | ARROW ELECTRONIC                            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     26523 | NS      | $2884111.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                         | ESAB CORP                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     24141 | NS      | $1142834.94   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                | RH                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5469 | NS      | $1568673.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                              | ALASKA AIR GROUP                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     53709 | NS      | $2547954.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                           | EXTRA SPACE STOR                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51007 | NS      | $8196314.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ                            | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    337564 | NS      | $24962857.80  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX CORP                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    696814 | NS      | $22778849.66  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P GLOBAL INC                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    145084 | NS      | $51185635.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                               | BANK OF HAWAII                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     17100 | NS      | $1379457.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | WABTEC CORP                                 | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     78387 | NS      | $7924141.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                         | AXIS CAPITAL                                | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34089 | NS      | $1962162.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc/old                               | MATCH GROUP INC                             | CUSIP: 57667L107<br>LEI: 549300BIJKT86CPCKK96 | Long             | EC               | CORP              | US        |      7534 | NS      | $380919.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                       | MARKEL CORP                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      4469 | NS      | $5920709.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     51083 | NS      | $7755931.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                             | RIVIAN AUTOMOT-A                            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224664 | NS      | $7198234.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                       | GODADDY INC-A                               | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     58213 | NS      | $4606394.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                             | ENVISTA HOLDINGS                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     70734 | NS      | $2413444.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                            | AMERCO                                      | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      3798 | NS      | $240413.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Home & Security Inc                | FORTUNE BRANDS H                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     37346 | NS      | $2440187.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   3116080 | NS      | $60078022.40  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                          | UNITED THERAPEUT                            | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     19524 | NS      | $5464572.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    108252 | NS      | $6094587.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     37067 | NS      | $10615988.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | BROWN & BROWN                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     94570 | NS      | $5635426.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                    | PERRIGO CO PLC                              | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |     58300 | NS      | $1879009.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    156297 | NS      | $5801744.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                      | NORDSON CORP                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     19470 | NS      | $4604460.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                       | COGNEX CORP                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      4930 | NS      | $245415.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                      | AMEDISYS INC                                | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     13931 | NS      | $1268974.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                      | KKR & CO INC                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    248400 | NS      | $12896928.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     55723 | NS      | $10215697.59  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | CONAGRA BRANDS I                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    204916 | NS      | $7782709.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                     | SNOWFLAKE INC-A                             | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      8726 | NS      | $1246945.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     88485 | NS      | $10288150.95  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     10758 | NS      | $776620.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    128732 | NS      | $2984007.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                           | ARAMARK                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     99848 | NS      | $4153676.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                  | DT MIDSTREAM                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41820 | NS      | $2523000.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                  | COPA HOLDIN-CL A                            | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | US        |     13144 | NS      | $1151808.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     96139 | NS      | $5692390.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    182141 | NS      | $31311859.31  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                       | KOHLS CORP                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     56340 | NS      | $1807387.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    625642 | NS      | $9684938.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                              | HAYWARD HOLDINGS                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31378 | NS      | $299659.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                      | DOXIMITY INC-A                              | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25946 | NS      | $881904.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                           | IAC INC                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     33976 | NS      | $1763014.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     98581 | NS      | $4189692.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     89425 | NS      | $1047166.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA- A                            | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5087 | NS      | $222912.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                          | PROCORE TECHNOLO                            | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |      7877 | NS      | $385736.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | TRANE TECHNOLOGI                            | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |     42280 | NS      | $7543597.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                                | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    294494 | NS      | $9020351.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-MOBILE US INC                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    258851 | NS      | $39205572.46  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                    | ROYAL GOLD INC                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     26264 | NS      | $2950235.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                             | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     65919 | NS      | $16964254.65  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                        | ADV MICRO DEVICE                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    149446 | NS      | $11601492.98  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                   | OLD REPUB INTL                              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    122131 | NS      | $2992209.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | MANPOWERGROUP IN                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     22841 | NS      | $1999044.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE                            | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36764 | NS      | $1463574.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-B                               | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      7002 | NS      | $508415.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                                 | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     39222 | NS      | $3930828.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    554760 | NS      | $68518407.60  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                  | WYNN RESORTS LTD                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     39330 | NS      | $3290347.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                      | OSHKOSH CORP                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     28675 | NS      | $2640107.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | STRYKER CORP                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     71119 | NS      | $16634022.91  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | AMPHENOL CORP-A                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     62968 | NS      | $5064516.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    462105 | NS      | $31256782.20  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                          | WESTERN ALLIANCE                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     17522 | NS      | $1200957.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                   | OGE ENERGY CORP                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     87193 | NS      | $3527828.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                            | LIBERTY BR-A                                | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       158 | NS      | $14251.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                  | CARLISLE COS INC                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      3401 | NS      | $894837.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     62327 | NS      | $8847317.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA                            | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |     47689 | NS      | $11739124.24  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                                   | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | US        |     99644 | NS      | $4936363.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                | IPG PHOTONICS                               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     14397 | NS      | $1310558.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                               | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    201506 | NS      | $14312971.18  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                         | GATES INDUSTRIAL                            | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |     43904 | NS      | $510164.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1712362 | NS      | $23801831.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     59482 | NS      | $5073814.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                       | PREMIER INC-CL A                            | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50225 | NS      | $1675003.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                      | LESLIE'S INC                                | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8446 | NS      | $123311.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                            | COUSINS PROP                                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     64010 | NS      | $1688583.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                         | OPENDOOR TECHNOL                            | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    144927 | NS      | $268114.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                  | FIRST CITIZENS-A                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      3967 | NS      | $3238896.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                             | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     49239 | NS      | $5714678.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |    142259 | NS      | $13673935.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-C                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    310828 | NS      | $31533500.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                 | KIMCO REALTY                                | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |    261211 | NS      | $5986956.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                             | LUMENTUM HOL                                | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     30111 | NS      | $1654298.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     33303 | NS      | $4400991.45   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                           | ESSENTIAL UTILIT                            | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    100051 | NS      | $4826460.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                     | TIMKEN CO                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     26741 | NS      | $2031781.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                               | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    163370 | NS      | $17648861.10  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    150095 | NS      | $12436871.70  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                               | QUANTA SERVICES                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     28164 | NS      | $4221220.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                | SEI INVESTMENTS                             | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     45297 | NS      | $2821097.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |    111571 | NS      | $4230772.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                    | AIR LEASE C                                 | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     44290 | NS      | $1710479.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                       | CERTARA INC                                 | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16539 | NS      | $280832.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    162073 | NS      | $12656280.57  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                              | AGNC INVESTMENT                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    232409 | NS      | $2321765.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    926618 | NS      | $74388893.04  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    109632 | NS      | $36056868.48  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                       | TRIMBLE INC                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    108161 | NS      | $6462619.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     16472 | NS      | $5815110.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMOUR-A                              | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     83741 | NS      | $837410.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP                            | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     97562 | NS      | $12186469.42  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                            | JONES LANG LASAL                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     21147 | NS      | $3556290.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                  | BLACK KNIGHT                                | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     60544 | NS      | $3753122.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HollyFrontier Corp                                | HF SINCLAIR CORP                            | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |     62751 | NS      | $3911897.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                     | INGREDION INC                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     28795 | NS      | $2821046.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                      | WYNDHAM HOTELS &                            | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     11560 | NS      | $847579.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    159393 | NS      | $6759857.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                         | AMCOR PLC                                   | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |    650113 | NS      | $8028895.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | HARLEY-DAVIDSON                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     59012 | NS      | $2781235.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                   | AZEK CO INC/THE                             | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     48116 | NS      | $930563.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                         | HERTZ GLOBAL HLD                            | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     89554 | NS      | $1540328.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | ROKU INC                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     37647 | NS      | $2235102.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    144883 | NS      | $55946570.45  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | HANOVER INSURANC                            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     15233 | NS      | $2243820.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    584990 | NS      | $26552696.10  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | CAPITAL ONE FINA                            | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    165861 | NS      | $17123489.64  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | COMMERCE BCSHS                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47354 | NS      | $3547761.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    246477 | NS      | $31048707.69  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       782 | NS      | $2016778.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | YUM! BRANDS INC                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    110447 | NS      | $14210111.02  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     75076 | NS      | $7802648.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    127935 | NS      | $4151490.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14304 | NS      | $2693300.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                               | SUN COMMUNITIES                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     53151 | NS      | $7807881.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    171868 | NS      | $11501406.56  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     59306 | NS      | $8043672.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                               | AFFIRM HOLDINGS                             | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76908 | NS      | $1070559.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                        | STANLEY BLACK &                             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     63747 | NS      | $5209404.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH CORP                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     29061 | NS      | $1952317.98   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    272615 | NS      | $19609196.95  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    213141 | NS      | $9032915.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     70560 | NS      | $5306112.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                             | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     38468 | NS      | $28916395.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    785752 | NS      | $92797311.20  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX CORP                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     27113 | NS      | $6439066.37   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     70819 | NS      | $5637192.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                       | GROCERY OUTLET                              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35496 | NS      | $1074463.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                    | NATIONAL RETAIL                             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     76813 | NS      | $3561050.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                              | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    854743 | NS      | $72396732.10  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    123311 | NS      | $8173053.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)                            | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    293938 | NS      | $24261642.52  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     11921 | NS      | $521066.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                 | AGILON HEALTH IN                            | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4759 | NS      | $83568.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                    | PDC ENERGY INC                              | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     19063 | NS      | $1416762.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    207189 | NS      | $45488344.95  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                      | EVERCORE INC                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     15728 | NS      | $1811551.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One            | LIBERTY MEDIA-A                             | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1086 | NS      | $59697.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     93903 | NS      | $2841504.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                         | CUBESMART                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96771 | NS      | $4005351.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                       | ENOVIS CORP                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     22663 | NS      | $1226748.19   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    161569 | NS      | $5128200.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                              | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    318856 | NS      | $14635490.40  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp                         | BROOKFIELD-A                                | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55447 | NS      | $1808126.67   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PACCAR Inc                                        | PACCAR INC                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    148604 | NS      | $15738649.64  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                           | PELOTON INTERA-A                            | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    129966 | NS      | $1479013.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                | HCA HEALTHCARE I                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     89461 | NS      | $21490321.42  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                               | MERCURY SYSTEMS                             | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     25486 | NS      | $1295198.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                 | FIRST IND REALTY                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56694 | NS      | $2865881.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | VENTAS INC                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    173421 | NS      | $8069279.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                         | DOUBLEVERIFY HOL                            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3282 | NS      | $85988.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                     | ROBERT HALF INTL                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      5920 | NS      | $466377.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L                            | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |     59062 | NS      | $3387205.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     44747 | NS      | $1635502.85   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    223637 | NS      | $21648061.60  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                                | STORE CAPITAL                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    109590 | NS      | $3495921.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    615265 | NS      | $31716910.75  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      8541 | NS      | $1476055.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -B                             | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     40195 | NS      | $2935038.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                            | SKYWORKS SOLUTIO                            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     69902 | NS      | $6684029.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BIOMARIN PHARMAC                            | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     79835 | NS      | $8061738.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                           | DARLING INGREDIE                            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     64489 | NS      | $4632244.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                            | DOLBY LABORATO-A                            | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     26751 | NS      | $2002847.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                             | STIFEL FINANCIAL                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     44924 | NS      | $2886367.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                      | XYLEM INC                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     66717 | NS      | $7495654.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund              | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    140344 | NS      | $14033026.66  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                      | ILLUMINA INC                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     68194 | NS      | $14871747.52  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    156264 | NS      | $27580596.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                           | VF CORP                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    152455 | NS      | $5003573.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     57349 | NS      | $4114217.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                      | AVANGRID INC                                | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     29897 | NS      | $1278694.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                                   | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |    181004 | NS      | $39746668.36  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                      | ALLEGION PLC                                | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |      7971 | NS      | $905904.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     76617 | NS      | $4222362.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | BRIGHTHOUSE FINA                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     31217 | NS      | $1740035.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |    173715 | NS      | $28393716.75  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    105714 | NS      | $26681156.46  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    113114 | NS      | $14793048.92  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                            | MARVELL TECHNOLO                            | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    368508 | NS      | $17142992.16  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BLACKROCK INC                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     65242 | NS      | $46713272.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     83862 | NS      | $2329686.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     63271 | NS      | $19308411.07  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | COOPER COS INC                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     21025 | NS      | $6651258.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                        | TWILIO INC - A                              | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     45842 | NS      | $2247174.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                             | AVIS BUDGET GROU                            | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     13111 | NS      | $2931619.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     64969 | NS      | $3366693.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                | REGAL REXNORD CO                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     28829 | NS      | $3779770.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                    | NEWMARKET CORP                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2636 | NS      | $833028.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    419131 | NS      | $14334280.20  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                         | SPIRIT REALTY                               | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     58123 | NS      | $2407454.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    639580 | NS      | $70430549.60  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                             | CARLYLE GROUP IN                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     90875 | NS      | $2832573.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      5702 | NS      | $1031434.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | RELIANCE STEEL                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     26191 | NS      | $5533896.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                           | WEX INC                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      5311 | NS      | $898302.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    111415 | NS      | $2899018.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                      | SITEONE LANDSCAP                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      7405 | NS      | $929549.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | PUBLIC STORAGE                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     13978 | NS      | $4164884.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                     | SEMPRA ENERGY                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    136877 | NS      | $22747588.63  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                        | AZENTA INC                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     32319 | NS      | $1945926.99   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    361822 | NS      | $22110942.42  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    135645 | NS      | $4984953.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    259009 | NS      | $22093467.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | LOWE'S COS INC                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     37950 | NS      | $8066272.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     15069 | NS      | $3980325.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    159924 | NS      | $3671855.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                        | HEICO CORP                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2634 | NS      | $427524.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                      | MEDICAL PROPERTI                            | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    259954 | NS      | $3410596.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                          | FMC CORP                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     35845 | NS      | $4682790.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                         | DICK'S SPORTING                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     23427 | NS      | $2801400.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne Inc                                   | SENTINELONE IN-A                            | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24834 | NS      | $360093.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    236776 | NS      | $9764642.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     77510 | NS      | $9060919.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                       | EQUIFAX INC                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     26245 | NS      | $5179975.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                 | MIDDLEBY CORP                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     21738 | NS      | $3134402.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                              | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     67590 | NS      | $7499786.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     57105 | NS      | $3587336.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    185112 | NS      | $10464381.36  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                        | UIPATH INC -CL A                            | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    148435 | NS      | $1850984.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                 | DISH NETWORK-A                              | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |    109282 | NS      | $1753976.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | SCOTTS MIRACLE                              | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     11424 | NS      | $638944.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    206157 | NS      | $17117215.71  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                             | ENCOMPASS HEALTH                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     42711 | NS      | $2497739.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                    | AMC ENTERTAINMEN                            | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    226748 | NS      | $1639388.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ball Corp                                         | BALL CORP                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     81443 | NS      | $4567323.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                              | UNIVAR SOLUTIONS                            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     72682 | NS      | $2407954.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | DELL TECHN-C                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     96711 | NS      | $4331685.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | US STEEL CORP                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    103256 | NS      | $2714600.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     86959 | NS      | $5056665.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | CROWN HOLDINGS I                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      6191 | NS      | $508962.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                          | COTY INC-CL A                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    149068 | NS      | $1173165.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     44558 | NS      | $6862377.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                        | LAZARD LTD-CL A                             | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     38150 | NS      | $1396671.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1781715 | NS      | $53576170.05  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                      | CARTER'S INC                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     16632 | NS      | $1214801.28   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM                            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     96211 | NS      | $29840803.76  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                               | VULCAN MATERIALS                            | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     29256 | NS      | $5363502.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust Inc                        | Americold Realty Trust Inc                  | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |    117537 | NS      | $3508479.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                     | DR HORTON INC                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     66152 | NS      | $5689072.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions Inc              | BRIGHT HORIZONS                             | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18407 | NS      | $1365799.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W                            | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     79130 | NS      | $12008768.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | HEALTHPEAK PROPE                            | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    233020 | NS      | $6119105.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                            | TYLER TECHNOLOG                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2220 | NS      | $760882.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc      | CHARLES RIVER LA                            | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1441 | NS      | $329369.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                              | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71929 | NS      | $2877879.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |    125683 | NS      | $5907101.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     44507 | NS      | $1326308.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | PIONEER NATURAL                             | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     46326 | NS      | $10932472.74  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                           | ZEBRA TECH CORP                             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     13255 | NS      | $3582561.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     53351 | NS      | $4534835.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                       | POLARIS INC                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      6156 | NS      | $702153.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                   | MORNINGSTAR INC                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       991 | NS      | $242923.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    140546 | NS      | $10733498.02  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     13744 | NS      | $2657127.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                       | NUTANIX INC - A                             | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     43054 | NS      | $1216706.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                            | COLUMBIA SPORTSW                            | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     15541 | NS      | $1392318.19   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                       | PENTAIR PLC                                 | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |     72152 | NS      | $3302397.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                         | PERFORMANCE FOOD                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     45920 | NS      | $2800201.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                | HOME DEPOT INC                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    188852 | NS      | $61186159.48  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    214668 | NS      | $8133770.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                               | GLOBALFOUNDRIES                             | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |     20592 | NS      | $1325095.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                        | GRAND CANYON EDU                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     13509 | NS      | $1527462.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                 | CLEAN HARBORS                               | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     22419 | NS      | $2690280.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                              | TRADEWEB MARKE-A                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17432 | NS      | $1071370.72   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     62195 | NS      | $4321930.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA-C                             | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67174 | NS      | $2944236.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                        | CIENA CORP                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     64366 | NS      | $2893895.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 INC                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     25928 | NS      | $4008728.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | TELEFLEX INC                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     20539 | NS      | $4808590.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    102031 | NS      | $4331215.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    139193 | NS      | $10784673.64  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |     31375 | NS      | $2291002.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-A                            | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      8844 | NS      | $202350.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corp                                       | KEMPER CORP                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     27636 | NS      | $1573041.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | GAP INC/THE                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     83520 | NS      | $1214380.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | WESTLAKE CORP                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     14548 | NS      | $1566092.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                         | CAESARS ENTERTAI                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     27827 | NS      | $1413889.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                     | ULTRAGENYX PHARM                            | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      6982 | NS      | $253446.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    154593 | NS      | $15156297.72  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    319041 | NS      | $32605990.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                        | SUNRUN INC                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     90640 | NS      | $2953051.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    114000 | NS      | $17094300.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     61390 | NS      | $15418712.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |    109255 | NS      | $9306340.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | EMERSON ELEC CO                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    174993 | NS      | $16759079.61  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95728 | NS      | $894099.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                     | DUN & BRADSTREET                            | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109015 | NS      | $1467341.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                          | MANHATTAN ASSOC                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     10244 | NS      | $1290129.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     23238 | NS      | $4024356.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    292113 | NS      | $22405067.10  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                                  | 10X GENOMICS I-A                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      3673 | NS      | $141998.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                        | VIASAT INC                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     31816 | NS      | $1084607.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                      | GRAPHIC PACKAGIN                            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29584 | NS      | $679840.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                           | WINTRUST FINL                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     25744 | NS      | $2353773.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                         | QORVO INC                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     44352 | NS      | $4401936.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   2459502 | NS      | $123294835.26 | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    324903 | NS      | $10627577.13  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI INTL-A                                 | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     10107 | NS      | $3156416.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                         | ANSYS INC                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     18458 | NS      | $4693869.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | REINSURANCE GROU                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     29241 | NS      | $4222400.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | ENHABIT INC                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     21249 | NS      | $304073.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                         | HESS CORP                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     26437 | NS      | $3804548.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     91457 | NS      | $6528200.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | GENTEX CORP                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    103113 | NS      | $2979965.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    115257 | NS      | $2708539.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                      | VONTIER CORP                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     25601 | NS      | $502547.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E CORP                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    676301 | NS      | $10617925.70  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                          | NCR CORP                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     52795 | NS      | $1260216.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     90537 | NS      | $15126016.59  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | VALMONT INDS                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7928 | NS      | $2684896.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                 | QUANTUMSCAPE COR                            | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104877 | NS      | $785528.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG Industries Inc                                | PPG INDS INC                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     47800 | NS      | $6463516.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                 | DXC TECHNOLOGY C                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    101429 | NS      | $3009398.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                     | GAMESTOP CORP-A                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    117633 | NS      | $3083160.93   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Post Holdings Inc                                 | POST HOLDINGS IN                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     24078 | NS      | $2253941.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                | KILROY REALTY                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     50495 | NS      | $2182393.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                          | MICROCHIP TECH                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     34281 | NS      | $2714712.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                            | PENN ENTERTAINME                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67341 | NS      | $2369729.79   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                   | SPIRIT AEROSYS-A                            | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1520 | NS      | $39839.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    111389 | NS      | $9949265.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                 | TOLL BROTHERS                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     22785 | NS      | $1091629.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                          | CERIDIAN HCM HOL                            | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     48099 | NS      | $3291895.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     73055 | NS      | $38932470.60  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                   | PERKINELMER INC                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     54502 | NS      | $7615564.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     67387 | NS      | $4814801.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                      | CATALENT INC                                | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50015 | NS      | $2507251.95   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    627094 | NS      | $95581667.48  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                               | MKS INSTRUMENTS                             | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     25030 | NS      | $2099015.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    161501 | NS      | $10474954.86  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                                | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     63497 | NS      | $1937928.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    331065 | NS      | $20893512.15  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                          | SLM CORP                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    109766 | NS      | $1916514.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2461 | NS      | $1136440.58   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    124987 | NS      | $7632956.09   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP INC                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     21657 | NS      | $2393748.21   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                              | SL GREEN REALTY                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     28295 | NS      | $1187258.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                     | LIVE NATION ENTE                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     33593 | NS      | $2444226.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                           | KBR INC                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     21113 | NS      | $1090908.71   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                              | BWX TECHNOLOGIES                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     23946 | NS      | $1458071.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp                | WILLSCOT MOBILE                             | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     42226 | NS      | $2035715.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                         | ARDAGH METAL PAC                            | CUSIP: L02235106<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | US        |     50212 | NS      | $224447.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Regions Financial Corp                            | REGIONS FINANCIA                            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    407770 | NS      | $9464341.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                             | ROBINHOOD MARK-A                            | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    243204 | NS      | $2332326.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | ROLLINS INC                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      7717 | NS      | $312075.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT                            | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     16073 | NS      | $387198.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                | GLOBUS MEDICAL I                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     30543 | NS      | $2256822.27   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    601553 | NS      | $40670998.33  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                | TELADOC HEALTH I                            | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     62748 | NS      | $1788945.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |    106768 | NS      | $9574954.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                          | UGI CORP                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     91646 | NS      | $3542117.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                    | SMITH (A.O.)CORP                            | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     41173 | NS      | $2500848.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | BOYD GAMING CORP                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     33305 | NS      | $2042595.65   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                | FRONTIER COMMUNI                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106811 | NS      | $2752519.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                    | ROCKET COS INC-A                            | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19981 | NS      | $165842.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                     | M&T BANK CORP                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     75818 | NS      | $12890576.36  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | ANNALY CAPITAL M                            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    186511 | NS      | $4041693.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    140230 | NS      | $4661245.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-B                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    243437 | NS      | $4888214.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | HENRY SCHEIN INC                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     59118 | NS      | $4783828.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL                            | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     52726 | NS      | $4567126.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | PARKER HANNIFIN                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     42915 | NS      | $12829010.10  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    348164 | NS      | $27299539.24  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                       | HEALTHCARE REALT                            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    165876 | NS      | $3405434.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | WESTERN UNION                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    111836 | NS      | $1639515.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP                            | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |    103537 | NS      | $6202901.67   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     80038 | NS      | $15936366.18  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    175325 | NS      | $4898580.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | HUDSON PACIFIC P                            | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57748 | NS      | $667566.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                     | WOLFSPEED INC                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     49848 | NS      | $4532180.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                      | DOORDASH INC-A                              | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     12590 | NS      | $733367.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    111161 | NS      | $6039377.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     26885 | NS      | $834779.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                    | NY COMM BANCORP                             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    195937 | NS      | $1832010.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     16157 | NS      | $13968372.78  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     10411 | NS      | $829444.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                              | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     54970 | NS      | $1069166.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP                            | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |     11716 | NS      | $3959305.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | ASSURED GUARANTY                            | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |     25749 | NS      | $1714110.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    170660 | NS      | $22803589.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                | BOK FINL CORP                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     12783 | NS      | $1338507.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware Inc                                        | VMWARE INC-CL A                             | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     46436 | NS      | $5641509.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                               | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     39053 | NS      | $9400057.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                  | VAIL RESORTS                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       804 | NS      | $207062.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                           | NEXSTAR MEDIA                               | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     14833 | NS      | $2811743.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                        | ALCOA CORP                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     77163 | NS      | $3868181.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B                            | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     79326 | NS      | $10122790.86  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    175840 | NS      | $9490084.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                | DOMINO'S PIZZA                              | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      4084 | NS      | $1587573.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME                            | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |     24766 | NS      | $791521.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                        | CASEY'S GENERAL                             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     16140 | NS      | $3922342.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA FINL CORP                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |     12660 | NS      | $539062.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI                            | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     45924 | NS      | $20155584.36  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                         | LEAR CORP                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     26613 | NS      | $3838659.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                     | COHERENT CORP                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     47031 | NS      | $1724626.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      4729 | NS      | $192895.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     89791 | NS      | $6849257.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                            | CREDIT ACCEPTANC                            | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2576 | NS      | $1220920.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Prosperity Bancshares Inc                         | PROSPERITY BNCSH                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37751 | NS      | $2852843.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    170458 | NS      | $5856936.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                     | ZOOM VIDEO COM-A                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     53991 | NS      | $4072541.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | JEFFERIES FINANC                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     88510 | NS      | $3362494.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    402249 | NS      | $7566303.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                     | PRIMERICA INC                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     15885 | NS      | $2367341.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | JAZZ PHARMACEUTI                            | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |     26727 | NS      | $4193733.57   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                              | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     21512 | NS      | $2158083.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61000 | NS      | $2731580.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WeWork Inc                                        | WEWORK INC-CL A                             | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55618 | NS      | $153505.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Schneider National Inc                            | SCHNEIDER NATL-B                            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     23106 | NS      | $595210.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | ROYAL CARIBBEAN                             | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |     96324 | NS      | $5772697.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    111058 | NS      | $11752157.56  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                      | WOODWARD INC                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     25505 | NS      | $2443379.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     21034 | NS      | $1966468.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | THOR INDUSTRIES                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     23204 | NS      | $1998792.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                            | BOSTON SCIENTIFC                            | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    619946 | NS      | $28064955.42  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    562558 | NS      | $9439723.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | FISERV INC                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    232502 | NS      | $24263908.72  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Dec22                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        31 | NC      | $219850.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                             | SOFI TECHNOLOGIE                            | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    348027 | NS      | $1680970.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eli Lilly & Co                                    | ELI LILLY & CO                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     68101 | NS      | $25270919.08  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                    | APTARGROUP INC                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     28423 | NS      | $3016817.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                          | ELANCO ANIMAL HE                            | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    194554 | NS      | $2503909.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                        | HEICO CORP-A                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       353 | NS      | $44753.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA                            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    265619 | NS      | $19278627.02  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                | FIRST HORIZON CO                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    229915 | NS      | $5713387.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                               | TRANSDIGM GROUP                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13636 | NS      | $8570226.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    424014 | NS      | $26971530.54  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     88955 | NS      | $8282600.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     57584 | NS      | $4714402.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    618838 | NS      | $24629752.40  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                    | ARMSTRONG WORLD                             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      8908 | NS      | $680660.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | CLOROX CO                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      9052 | NS      | $1345579.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                    | EPR PROPERTIES                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     32916 | NS      | $1369634.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    647656 | NS      | $69674832.48  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                  | QUIDELORTHO CORP                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     21600 | NS      | $1892376.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      8322 | NS      | $1957084.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                      | WP CAREY INC                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     83668 | NS      | $6593038.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO INTL                                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      8945 | NS      | $1153189.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                            | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    207286 | NS      | $7789807.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                               | COINBASE GLOBA-A                            | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     68264 | NS      | $3121712.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Properties Inc                             | BOSTON PROPERTIE                            | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     67546 | NS      | $4868715.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                | TFS FINANCIAL CO                            | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22775 | NS      | $310878.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                       | PENSKE AUTOMOTIV                            | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     11766 | NS      | $1487810.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                       | INVESCO LTD                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    162232 | NS      | $3100253.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                           | RXO INC                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     41083 | NS      | $780577.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     57889 | NS      | $3298515.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                      | VERISIGN INC                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     36341 | NS      | $7261295.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     29516 | NS      | $6977877.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                                    | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |    140750 | NS      | $6594137.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    529599 | NS      | $18377085.30  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    367435 | NS      | $16284719.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                       | WIX.COM LTD                                 | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | US        |      4931 | NS      | $446206.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY                            | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    453332 | NS      | $3137057.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     35204 | NS      | $2331560.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    144301 | NS      | $1148635.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    842878 | NS      | $40803723.98  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                         | BUNGE LTD                                   | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |     60786 | NS      | $6372804.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                        | SIGNATURE BANK                              | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     25795 | NS      | $3598402.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                | PLANET FITNESS-A                            | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      9498 | NS      | $744263.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                | RITHM CAPITAL CO                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    189001 | NS      | $1710459.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                            | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |    111236 | NS      | $9456172.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL                            | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    239805 | NS      | $25973279.55  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                 | TAKE-TWO INTERAC                            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     12224 | NS      | $1291954.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     22878 | NS      | $3352313.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       375 | NS      | $1739628.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings Inc                      | GINKGO BIOWORKS                             | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    310220 | NS      | $617337.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vornado Realty Trust                              | VORNADO RLTY TST                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77902 | NS      | $1970141.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1906322 | NS      | $69847638.08  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Switch Inc                                        | SWITCH INC- A                               | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |     25861 | NS      | $885739.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                        | APARTMENT INCOME                            | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60360 | NS      | $2296698.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    126276 | NS      | $22787766.96  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                           | IAA INC                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      9309 | NS      | $347877.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                          | TANDEM DIABETES                             | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1730 | NS      | $72746.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | MARRIOTT VACATIO                            | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     16785 | NS      | $2500629.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    216901 | NS      | $26420710.81  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    285251 | NS      | $14031496.69  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | BANK OZK                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     49036 | NS      | $2263011.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                            | INTUITIVE SURGIC                            | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     12455 | NS      | $3367707.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO                            | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     13781 | NS      | $3134764.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                             | BILL.COM HOLDING                            | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     42214 | NS      | $5083409.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                | DOUGLAS EMMETT                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75279 | NS      | $1303832.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     22797 | NS      | $5484958.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                        | MASCO CORP                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     91874 | NS      | $4665361.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    272777 | NS      | $8486092.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                     | CLARIVATE PLC                               | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | US        |    207648 | NS      | $2032873.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                | BROADRIDGE FINL                             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      4595 | NS      | $685160.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                              | JBG SMITH PROPER                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46776 | NS      | $964053.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    113683 | NS      | $4588245.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     24552 | NS      | $6825210.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     49591 | NS      | $8176564.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                             | MONSTER BEVERAGE                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     12318 | NS      | $1267029.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                   | TRIPADVISOR INC                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     40602 | NS      | $827874.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     32090 | NS      | $4749961.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                              | UMPQUA HOLDINGS                             | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     94259 | NS      | $1910629.93   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B                            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    785247 | NS      | $250179694.20 | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMO-C                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     95124 | NS      | $829481.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                          | LENNOX INTL INC                             | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     13936 | NS      | $3629352.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    864421 | NS      | $16527729.52  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                | FIRST HAWAIIA                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     54875 | NS      | $1456931.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                          | CULLEN/FROST                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     25403 | NS      | $3685213.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC                            | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1828895 | NS      | $71290327.10  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                             | BURLINGTON STORE                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1776 | NS      | $347527.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    674293 | NS      | $67206783.31  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     46633 | NS      | $2153511.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    129340 | NS      | $1775838.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | CLEVELAND-CLIFFS                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    219078 | NS      | $3391327.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                    | PETCO HEALTH AND                            | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     33450 | NS      | $369288.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | AGILENT TECH INC                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     13429 | NS      | $2081226.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                    | SALESFORCE INC                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    330020 | NS      | $52885705.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                   | FED REALTY INVS                             | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |     34865 | NS      | $3873501.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                      | UBIQUITI INC                                | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1730 | NS      | $519051.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     99928 | NS      | $1282076.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                        | MATTEL INC                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     79338 | NS      | $1446331.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                     | PINTEREST INC -A                            | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198624 | NS      | $5049022.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     22397 | NS      | $1412802.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     50754 | NS      | $19371786.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | JANUS HENDERSON                             | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |     59447 | NS      | $1503414.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                             | AMERICAN HOMES-A                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    131075 | NS      | $4334650.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                          | OKTA INC                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     55523 | NS      | $2960486.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | REALTY INCOME                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |    268607 | NS      | $16941043.49  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | APTIV PLC                                   | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87775 | NS      | $9362959.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                  | COSTAR GROUP INC                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145970 | NS      | $11829408.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                            | BERRY GLOBAL GRO                            | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     27683 | NS      | $1622223.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    412411 | NS      | $11968167.22  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                 | GAMING AND LEISU                            | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    105582 | NS      | $5554669.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                         | TELEDYNE TECH                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     20226 | NS      | $8496942.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                   | ARDAGH GROUP SA                             | CUSIP: L0223L101<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | US        |      8833 | NS      | $88837.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                         | BLOCK INC                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    229117 | NS      | $15527259.09  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A                            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     42851 | NS      | $950435.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc          | KNIGHT-SWIFT TRA                            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67567 | NS      | $3745238.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                            | SIRIUS XM HOLDIN                            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    302713 | NS      | $1964607.37   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Coterra Energy Inc                                | COTERRA ENERGY I                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    283956 | NS      | $7925211.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |    415393 | NS      | $4124852.49   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO CORP                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     23718 | NS      | $3147852.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | CIRRUS LOGIC INC                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     24465 | NS      | $1827780.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                      | RAYONIER INC                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     62388 | NS      | $2238481.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    125292 | NS      | $3359078.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      5459 | NS      | $1838427.43   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                      | FRESHPET INC                                | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      8587 | NS      | $575500.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL                            | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     51740 | NS      | $11749119.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     83786 | NS      | $4496794.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     95955 | NS      | $3624220.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                                 | JAMF HOLDING COR                            | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      4165 | NS      | $88631.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RENAISSANCERE                               | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | US        |      8569 | NS      | $1618769.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     46169 | NS      | $5856075.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                       | HEXCEL CORP                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     36571 | NS      | $2192431.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6119 | NS      | $1936051.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1814849 | NS      | $202065287.66 | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    132765 | NS      | $3585982.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    262832 | NS      | $71860897.12  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                     | TOPBUILD COR                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1960 | NS      | $301996.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      6232 | NS      | $728520.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                      | SPECTRUM BRANDS                             | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     17351 | NS      | $924287.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    117173 | NS      | $15689464.70  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | OVINTIV INC                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32530 | NS      | $1813872.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     63448 | NS      | $9535599.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                   | CORE & MAIN IN-A                            | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20527 | NS      | $426961.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | AVNET INC                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     39960 | NS      | $1804993.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                   | PINNACLE FINL                               | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     32542 | NS      | $2729948.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     24628 | NS      | $3718581.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                        | NATERA INC                                  | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2324 | NS      | $95562.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | COREBRIDGE FINAN                            | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |       606 | NS      | $13477.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     23450 | NS      | $5957707.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE                            | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      9573 | NS      | $372102.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                 | LITHIA MOTORS                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     11795 | NS      | $2822661.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                     | AFFIL MANAGERS                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     16580 | NS      | $2659763.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                                   | INFORMATICA IN-A                            | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12386 | NS      | $212791.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    243536 | NS      | $66434185.44  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | TETRA TECH INC                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     13590 | NS      | $2100878.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     56862 | NS      | $2024855.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A                            | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |    158674 | NS      | $6976895.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                               | LANDSTAR SYSTEM                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1581 | NS      | $273481.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     31740 | NS      | $1724434.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software Inc                                | COUPA SOFTWARE I                            | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     14394 | NS      | $910276.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | MARTIN MAR MTLS                             | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     24727 | NS      | $9061950.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AUTONATION INC                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16600 | NS      | $2056906.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                       | ASHLAND INC                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     22134 | NS      | $2476130.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     56329 | NS      | $30039692.41  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                | VOYA FINANCIAL I                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     41700 | NS      | $2751366.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                               | EXACT SCIENCES                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     62328 | NS      | $2801643.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp                 | MADISON SQUARE G                            | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4039 | NS      | $657710.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    577382 | NS      | $27027251.42  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    217596 | NS      | $15342693.96  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    855227 | NS      | $156771661.37 | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | WALGREENS BOOTS                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    312205 | NS      | $12956507.50  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                 | HUNTINGTON INGAL                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     13466 | NS      | $3123573.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     89849 | NS      | $409711.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US FOODS HOLDING                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     86534 | NS      | $3165413.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                          | ACADIA HEALTHCAR                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     38914 | NS      | $3465680.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | BOEING CO/THE                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    164075 | NS      | $29349736.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                 | SYNEOS HEALTH IN                            | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     36984 | NS      | $1304795.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    136840 | NS      | $13566317.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                | NORWEGIAN CRUISE                            | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169305 | NS      | $2783374.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                     | FIRST AMERICAN F                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     43819 | NS      | $2394708.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    647230 | NS      | $63894545.60  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    216933 | NS      | $13135293.15  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     39937 | NS      | $5427038.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | BUILDERS FIRSTSO                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     67826 | NS      | $4336116.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     59778 | NS      | $7185315.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | LINCOLN NATL CRP                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     57717 | NS      | $2247499.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                  | LIFE STORAGE INC                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     36349 | NS      | $3907154.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     34336 | NS      | $6514569.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    373107 | NS      | $14428047.69  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC                            | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    450890 | NS      | $38763013.30  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    242501 | NS      | $7284730.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | NETFLIX INC                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    104447 | NS      | $31911691.91  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    123684 | NS      | $30839368.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    102994 | NS      | $19549291.14  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                             | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     42282 | NS      | $2594846.34   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    130047 | NS      | $19363998.30  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                 | ALLISON TRANSMIS                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      9553 | NS      | $427974.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                          | HORIZON THERAPEU                            | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |      6589 | NS      | $660810.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    545519 | NS      | $50771453.33  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | CONCENTRIX CORP                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18660 | NS      | $2283610.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    271005 | NS      | $3089457.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp           | SCIENCE APPLICAT                            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     24221 | NS      | $2666974.31   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    440916 | NS      | $2411810.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                              | UPSTART HOLDINGS                            | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     25944 | NS      | $507205.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Corning Inc                                       | CORNING INC                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    309912 | NS      | $10577296.56  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     68140 | NS      | $9671110.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | GLOBAL PAYMENTS                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    119916 | NS      | $12444882.48  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FEDEX CORP                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    104160 | NS      | $18980035.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    163941 | NS      | $10928307.06  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                                 | CRANE HOLDINGS C                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     20316 | NS      | $2152277.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                         | NCINO INC                                   | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24999 | NS      | $652973.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | VERTIV HOLDINGS                             | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    110702 | NS      | $1533222.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87959 | NS      | $2769828.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                               | SILGAN HOLDINGS                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     36132 | NS      | $1911382.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | EAGLE MATERIALS                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      2711 | NS      | $369617.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | HOWMET AEROSPACE                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    146151 | NS      | $5505508.17   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    146597 | NS      | $10044826.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    388342 | NS      | $22387916.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                          | MSCI INC                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      8441 | NS      | $4286593.03   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    570524 | NS      | $58124985.12  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                   | EQUITY LIFESTYLE                            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     29787 | NS      | $1978452.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     63901 | NS      | $2692149.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     71683 | NS      | $19512112.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                               | AXON ENTERPRISE                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      6921 | NS      | $1273671.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                            | LOUISIANA-PACIFI                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     28841 | NS      | $1840055.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                       | STARWOOD PROPERT                            | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    127503 | NS      | $2729839.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI                            | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    118764 | NS      | $12869267.04  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B                            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     27681 | NS      | $3622058.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    306228 | NS      | $5799958.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                        | ECOLAB INC                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     12813 | NS      | $1919771.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                     | OWENS CORNING                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     42637 | NS      | $3787871.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                             | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     10351 | NS      | $270782.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                                  | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |     52385 | NS      | $4654931.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                           | MIRATI THERAPEUT                            | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     18528 | NS      | $1693088.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | FORTIVE CORP                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    155448 | NS      | $10500512.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    139914 | NS      | $5802233.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | NORFOLK SOUTHERN                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    101993 | NS      | $26161204.50  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | ASSURANT INC                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     21476 | NS      | $2753652.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |     67418 | NS      | $6269199.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   1269186 | NS      | $175376121.48 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                             | EURONET WORLDWID                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      5132 | NS      | $477019.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                    | LITTELFUSE INC                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     10472 | NS      | $2581348.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    247068 | NS      | $21507269.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1650392 | NS      | $79136296.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                            | WEBSTER FINL                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     75701 | NS      | $4113592.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                        | AXALTA COATING S                            | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     72796 | NS      | $1953844.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                 | GXO LOGISTIC                                | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     41039 | NS      | $1923087.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                 | BRUNSWICK CORP                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     26197 | NS      | $1943817.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     28072 | NS      | $6186507.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    318759 | NS      | $9409765.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |    138232 | NS      | $24316391.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Logistics Inc                                 | XPO LOGISTICS IN                            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     41083 | NS      | $1586625.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    117864 | NS      | $9449156.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     38739 | NS      | $4647130.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                       | VIATRIS INC                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    523477 | NS      | $5773951.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43110 | NS      | $8007251.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | ZILLOW GROUP I-A                            | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     62232 | NS      | $2327476.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                  | DONALDSON CO INC                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     44343 | NS      | $2701375.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                    | STERICYCLE INC                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     39033 | NS      | $2034790.29   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                        | MASTEC INC                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     26718 | NS      | $2426795.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   3056221 | NS      | $115677964.85 | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                   | HANESBRANDS INC                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    149805 | NS      | $1006689.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                            | HOWARD HUGHE                                | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     16270 | NS      | $1212765.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                    | SSR MINING INC                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     92618 | NS      | $1404088.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                             | OAK STREET HEALT                            | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     50587 | NS      | $1093690.94   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                         | GRACO INC                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     22896 | NS      | $1602033.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                    | PAYCOR HCM INC                              | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19731 | NS      | $570620.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive L3HARRIS TECHNOL Pay Overnight Rate | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     32000 | NC      | $-620480.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    165121 | NS      | $2141619.37   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    100247 | NS      | $14277177.74  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX CORP                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     18084 | NS      | $1849993.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     58854 | NS      | $6434507.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                       | WAYFAIR INC- A                              | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     12410 | NS      | $454702.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                        | DEFINITIVE HEALT                            | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5709 | NS      | $64911.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     83896 | NS      | $9732774.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                              | SOUTHERN COPPER                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |     12694 | NS      | $774587.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    243248 | NS      | $23716680.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | JACOBS SOLUTIONS                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55288 | NS      | $6996143.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -A                             | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1086 | NS      | $79267.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                           | NOV INC                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    171221 | NS      | $3845623.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                        | KIRBY CORP                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     26254 | NS      | $1832266.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                              | DECKERS OUTDOOR                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1251 | NS      | $498998.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | FIRST SOLAR INC                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     45917 | NS      | $7922060.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                          | EASTGROUP PROP                              | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     17922 | NS      | $2782211.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | ZILLOW GRO-C                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     26779 | NS      | $1017066.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                    | OMEGA HEALTHCARE                            | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    102663 | NS      | $3108635.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | LYFT INC-A                                  | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     25913 | NS      | $290743.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     16221 | NS      | $8919927.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc            | CCC INTELLIGENT                             | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43000 | NS      | $395600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     93349 | NS      | $17317172.99  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    108088 | NS      | $9493369.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS                            | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    302670 | NS      | $20109394.80  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                    | FLOWSERVE CORP                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     56097 | NS      | $1759201.92   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    151081 | NS      | $2130242.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    546731 | NS      | $48019383.73  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | ANTERO MIDSTREAM                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145010 | NS      | $1642963.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                   | ICU MEDICAL                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      6970 | NS      | $1109833.10   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    256342 | NS      | $10230609.22  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | PLAYTIKA HOLDING                            | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      5515 | NS      | $52116.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP                            | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     36647 | NS      | $20073760.72  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    432013 | NS      | $17872377.81  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                       | GENPACT LTD                                 | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     36959 | NS      | $1704179.49   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                     | NORDSTROM INC                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      7747 | NS      | $162454.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cable One Inc                                     | CABLE ONE INC                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       938 | NS      | $679384.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     73427 | NS      | $8770120.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                        | DRIVEN BRANDS HO                            | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22061 | NS      | $670875.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                             | RPM INTL INC                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     52274 | NS      | $5416631.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     14136 | NS      | $2077850.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    304608 | NS      | $11986324.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    788735 | NS      | $36739276.30  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                            | AMERCO-NON VOTIN                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     34616 | NS      | $2186692.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                            | CHESAPEAKE ENERG                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     52366 | NS      | $5419881.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                            | VICTORIA'S SECRE                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     10034 | NS      | $461564.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                     | REPLIGEN CORP                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      6831 | NS      | $1221656.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    130812 | NS      | $6710655.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Asset Management Inc                       | APOLLO GLOBAL MA                            | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |     47739 | NS      | $3312609.21   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA COMM CORP                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     35932 | NS      | $10754447.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                | UNITY SOFTWARE I                            | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     35224 | NS      | $1391700.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                               | AMERICAN TOWER C                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     47228 | NS      | $10449195.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                         | NATL INSTRUMENTS                            | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     49223 | NS      | $2019127.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                    | PLUG POWER INC                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    114493 | NS      | $1827308.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | ROSS STORES INC                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     86829 | NS      | $10217168.43  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     81429 | NS      | $2446941.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     21543 | NS      | $1620895.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                                | SIGNIFY HEALTH-A                            | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29132 | NS      | $833757.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                             | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |      1226 | NS      | $1665962.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                             | MOHAWK INDS                                 | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     22949 | NS      | $2325422.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    314619 | NS      | $21129812.04  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    294819 | NS      | $10719618.84  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                     | REXFORD INDUSTRI                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     73940 | NS      | $4088142.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                             | EAST WEST BNCRP                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61735 | NS      | $4334414.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     76529 | NS      | $1861950.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                   | PACWEST BANCORP                             | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     52743 | NS      | $1377647.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                               | CURTISS-WRIGHT                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     16509 | NS      | $2916314.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   1144850 | NS      | $203783300.00 | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                              | INVITATION HOMES                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266176 | NS      | $8685322.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE                            | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    280211 | NS      | $4043444.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                  | HAWAIIAN ELEC                               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     48205 | NS      | $1980261.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     74840 | NS      | $4971621.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3989 | NS      | $733537.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     38959 | NS      | $1124746.33   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | BIO-RAD LABS-A                              | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      9201 | NS      | $3815746.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BORGWARNER INC                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    102647 | NS      | $4363523.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                   | AMER FINL GROUP                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     28979 | NS      | $4121393.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                | INTEGRA LIFESCIE                            | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     31694 | NS      | $1741268.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62231 | NS      | $4316342.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     49291 | NS      | $3860471.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1809265 | NS      | $89956655.80  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                             | NEW YORK TIMES-A                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     71047 | NS      | $2603872.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                   | LUCID GROUP INC                             | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13972 | NS      | $141676.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ollie's Bargain Outlet Holdings Inc               | OLLIE'S BARGAIN                             | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     25698 | NS      | $1565008.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                       | DROPBOX INC-A                               | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      7786 | NS      | $183438.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                           | ROCKWELL AUTOMAT                            | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     16532 | NS      | $4368085.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | MOODY'S CORP                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      3888 | NS      | $1159673.76   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | TERADATA CORP                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     20380 | NS      | $695977.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | AMERICAN EXPRESS                            | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    245853 | NS      | $38743974.27  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     16955 | NS      | $5628212.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE                            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     96320 | NS      | $5178163.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    226627 | NS      | $14098465.67  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    401012 | NS      | $47235203.48  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     90764 | NS      | $4251385.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     83694 | NS      | $11657737.26  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                            | GUIDEWIRE SOFTWA                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     36286 | NS      | $2152122.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                       | MASIMO CORP                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      5074 | NS      | $735425.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN                            | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     60887 | NS      | $10649136.30  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     46630 | NS      | $5003399.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    335758 | NS      | $33908200.42  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                               | MISTER CAR WASH                             | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13332 | NS      | $136519.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT Corp                                          | ITT INC                                     | CUSIP: 45073V108<br>LEI: YB2O5TUONPB3W1X7WJ88 | Long             | EC               | CORP              | US        |     36321 | NS      | $3069850.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                               | CHENIERE ENERGY                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     46209 | NS      | $8103210.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    345981 | NS      | $16423718.07  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                     | INTERACTIVE BROK                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     40630 | NS      | $3262589.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                     | SEABOARD CORP                               | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       110 | NS      | $434813.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                           | AKAMAI TECHNOLOG                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     67715 | NS      | $6423444.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                              | LAMAR ADVERTIS-A                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      4609 | NS      | $461545.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     49116 | NS      | $3583012.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | LINDE PLC                                   | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |    172896 | NS      | $58176046.08  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC FINANCIAL SE                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    179856 | NS      | $30262570.56  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM RESORTS INTE                            | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |    142024 | NS      | $5235004.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                | WALT DISNEY CO/T                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    740752 | NS      | $72497398.24  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                 | RALPH LAUREN COR                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     18663 | NS      | $2111158.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                 | ERIE INDEMNITY-A                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      2925 | NS      | $825990.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD SCOTTSDALE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer