# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001752724-23-041123
**Filing Date:** 2023-2
**Character Count:** 112208
**Document Hash:** b7fcea4e88455ff58be8fdb7b065e416
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041123.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041123

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0001091439
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 23670946

**BUSINESS ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297
- **BUSINESS PHONE:** 763-765-6551

**MAIL ADDRESS:**
- **STREET 1:** 5701 GOLDEN HILLS DRIVE
- **CITY:** MINNEAPOLIS
- **STATE:** MN
- **ZIP:** 55416-1297

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 19990721

## Series and Classes Contracts Data

### AZL Gateway Fund (Series ID: S000028739)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000087884 | AZL Gateway Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Allianz Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-09491

- **c. CIK number of Registrant:** 0001091439

- **d. LEI of Registrant:** 549300446YVO0C3VKW34

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

  - **Street Address 1:** 5701 Golden Hills Drive

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

  - **Telephone number:** 800-624-0197

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

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

- **b. EDGAR series identifier (if any):** S000028739

- **c. LEI of Series:** 5493000BD6A5QVCJM651

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $112808071.72

**Total Liabilities:** $2142294.99

**Net Assets:** $110665776.73

**Cash Not Reported:** $583.82

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087884 | 4.43%                | 2.91%                | -2.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1304288.90              | $7006152.57                                |
| Month 2  | $12537.06                | $5847137.27                                |
| Month 3  | $-16.33                  | $-7038834.49                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                              | Title                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTUITIVE SURGICAL, INC.                                          | INTUITIVE SURGICAL INC                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1792 | NS      | $475507.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                        | 3M CO                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3306 | NS      | $396455.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                                                 | ALCOA CORP                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       491 | NS      | $22325.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                   | CSX CORP                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     13934 | NS      | $431675.32    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORPORATION                                                  | GATX CORP                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       679 | NS      | $72204.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      7751 | NS      | $658990.02    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                                  | MEDTRONIC PLC                               | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5987 | NS      | $465309.64    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     19937 | NS      | $785517.80    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC.                                             | GENERAC HOLDINGS INC                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       237 | NS      | $23856.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                             | KEURIG DR PEPPER INC                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     11429 | NS      | $407558.14    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                                      | CASEY S GENERAL STORES INC                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       418 | NS      | $93778.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                               | HUNT JB TRANSPORTATION SERVICES INC         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       789 | NS      | $137570.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS, INC.                                              | CROWN HOLDINGS INC                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1000 | NS      | $82210.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS, INC.                                                | VAIL RESORTS INC                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       251 | NS      | $59825.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                                       | RENAISSANCERE HOLDINGS LTD                  | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       441 | NS      | $81245.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                                 | CONSTELLATION ENERGY CORP                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1537 | NS      | $132504.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                                               | ALLY FINANCIAL INC                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2123 | NS      | $51907.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                 | JOHNSON JOHNSON                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      9538 | NS      | $1684887.70   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                         | ZOOMINFO TECHNOLOGIES INC                   | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       670 | NS      | $20173.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3723 | NS      | $1973860.14   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                          | MATERCARD INC CLASS A                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3221 | NS      | $1120038.33   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                    | KROGER CO                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      4575 | NS      | $203953.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE, INC.                                                | MERCADOLIBRE INC                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        58 | NS      | $49081.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                       | DISCOVER FINANCIAL SERVICES                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3031 | NS      | $296522.73    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN, INC.                                                    | VERISIGN INC                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      1176 | NS      | $241597.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                         | CUBESMART                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2565 | NS      | $103241.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP, INC.                                                | ZILLOW GROUP INC C                          | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       865 | NS      | $27861.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS, INC.                                          | PALO ALTO NETWORKS INC                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       666 | NS      | $92933.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                           | WASTE CONNECTIONS INC                       | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      1178 | NS      | $156155.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT, INC.                                              | DOUGLAS EMMETT INC                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2981 | NS      | $46742.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares | DREYFUS TREASURY SECURITIES CASH MANAGEMENT | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3544427 | NS      | $3544426.64   | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     25832 | NS      | $6195030.24   | 5.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                               | NEWMONT CORP                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      2982 | NS      | $140750.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      1740 | NS      | $43030.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                                  | NATIONAL RETAIL PROPERTIES INC              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      3442 | NS      | $157505.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1381 | NS      | $708411.57    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                       | UNITED PARCEL SERVICE INC CLASS B           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3591 | NS      | $624259.44    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                                        | TRANSUNION                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |       817 | NS      | $46364.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                                | NVIDIA CORP                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      8617 | NS      | $1259288.38   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2225 | NS      | $584374.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BANK                                                    | SIGNATURE BANK                              | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       410 | NS      | $47240.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY                                                   | DEERE CO                                    | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1299 | NS      | $556959.24    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      6570 | NS      | $612258.30    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD.                                           | ARCH CAPITAL GROUP LTD                      | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      3886 | NS      | $243963.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP.                                            | US FOODS HOLDING CORP                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1996 | NS      | $67903.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV, INC.                                                     | AUTOLIV INC                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       659 | NS      | $50466.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2605 | NS      | $496226.45    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU, INC.                                                        | ROKU INC                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       111 | NS      | $4517.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS, INC.                                       | IONIS PHARMACEUTICALS INC                   | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       844 | NS      | $31877.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC.                                            | RPM INC                                     | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      1577 | NS      | $153678.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                  | SALESFORCE INC                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3508 | NS      | $465125.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                                | EPAM SYSTEMS INC                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       267 | NS      | $87506.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE CO                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     12799 | NS      | $1716345.90   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INCORPORATED                                                | AFLAC INCORPORATED                          | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      9635 | NS      | $693141.90    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                       | PFIZER INC                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     20613 | NS      | $1056210.12   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS & ENTERTAINMENT LIMITED                             | MELCO RESORTS ENTERTAINMENT LTD             | CUSIP: 585464100<br>LEI: 529900NRV6LBR3T6B421 | Long             |  | CORP              | KY        |      2975 | NS      | $34212.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                                        | ADOBE INC                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1990 | NS      | $669694.70    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                               | CISCO SYSTEMS INC                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     20334 | NS      | $968711.76    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE, INC.                                   | OLD DOMINION FREIGHT LINE INC               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       701 | NS      | $198929.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                         | CONSOLIDATED EDISON INC                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      5781 | NS      | $550987.11    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR, INC.                                                 | FIRST SOLAR INC                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       258 | NS      | $38645.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-203050.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                           | MOLINA HEATHCARE INC                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       268 | NS      | $88498.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                                  | WESTROCK COMPANY                            | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      2157 | NS      | $75840.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                              | CELANESE CORP SERIES A                      | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1171 | NS      | $119723.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC.                                 | FNF GROUP                                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1245 | NS      | $46836.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                                     | NETFLIX COM INC                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1836 | NS      | $541399.68    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                           | MICRON TECHNOLOGY INC                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      5019 | NS      | $250849.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                                           | MARVELL TECHNOLOGY INC                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2546 | NS      | $94303.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                               | TOLL BROTHERS INC                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      2068 | NS      | $103234.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                       | DICK S SPORTING GOODS INC                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       326 | NS      | $39214.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                            | DXC TECHNOLOGY CO                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1984 | NS      | $52576.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                                            | DELL TECHNOLOGIES INC                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1086 | NS      | $43678.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                    | CONOCOPHILLIPS                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      7217 | NS      | $851606.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-234825.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| XPO, INC.                                                         | XPO INC                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       629 | NS      | $20939.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL PLC                                                | LIBERTY GLOBAL PLC C                        | CUSIP: G5480U120<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | GB        |      5251 | NS      | $102026.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                             | AMERICAN ELECTRIC POWER CO INC              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      6782 | NS      | $643950.90    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                 | RAYTHEON TECHNOLOGIES                       | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      9028 | NS      | $911105.76    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-433380.00   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     34939 | NS      | $1157179.68   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                                    | PENTAIR PLC                                 | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1935 | NS      | $87036.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-173445.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORPORATION                                                 | CIENA CORP                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       465 | NS      | $23705.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                             | CAMDEN PROPERTY TRUST                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1436 | NS      | $160659.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                                           | SIRIUS XM HOLDINGS INC                      | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      8669 | NS      | $50626.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | AMERICAN HOMES 4 RENT A                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      3862 | NS      | $116400.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION                                               | INSULET CORP                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |        55 | NS      | $16191.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                                  | OLIN CORP                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1087 | NS      | $57545.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                                             | WILLIAMS SONOMA INC                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       287 | NS      | $32982.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                       | PARKER HANNIFIN CORP                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1507 | NS      | $438537.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORPORATION                                                 | HEICO CORP                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       704 | NS      | $108162.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP CLASS A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     18347 | NS      | $641594.59    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM CORP                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      3613 | NS      | $227582.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                        | AMERICAN TOWER CORP REIT                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2277 | NS      | $482405.22    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                                    | ILLUMINA INC                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       868 | NS      | $175509.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC.                                                       | TWILIO INC                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       156 | NS      | $7637.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                          | HORMEL FOODS CORP                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      4697 | NS      | $213948.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                      | CADENCE DESIGN SYSTEMS INC                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2250 | NS      | $361440.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                 | MERCK CO INC                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      9791 | NS      | $1086311.45   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY                       | HORIZON THERAPEUTICS PLC                    | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |       444 | NS      | $50527.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                                     | STERIS PLC                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       904 | NS      | $166959.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK, INC.                                                       | Block Inc                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       772 | NS      | $48512.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                      | BIOMARIN PHARMACEUTICALS INC                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |       426 | NS      | $44086.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES, INC.                                             | SUN COMMUNITIES INC                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      1102 | NS      | $157586.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                                  | OGE ENERGY CORP                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      2651 | NS      | $104847.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC.                                                       | SEAGEN INC                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $57958.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC.                                                      | CUMMINS INC                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1462 | NS      | $354227.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7997 | NS      | $962358.98    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                                   | UGI CORP                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1211 | NS      | $44891.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                                     | FACTSET RESEARCH SYSTEMS INC                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       481 | NS      | $192982.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                            | GENERAL MOTORS CO                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      6475 | NS      | $217819.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                                         | KILROY REALTY CORP                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1058 | NS      | $40912.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                                         | O REILLY AUTOMOTIVE INC                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       447 | NS      | $377281.41    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                                        | F G ANNUITIES LIFE INC                      | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $1680.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                    | LYONDELLBASELL INDUSTRIES NV CL A           | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      2694 | NS      | $223682.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     52380 | NS      | $6805733.40   | 6.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                               | CHEVRON CORP                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7078 | NS      | $1270430.22   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                                | AMEREN CORP                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      5247 | NS      | $466563.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      6582 | NS      | $1063717.02   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-419430.00   | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC.                                         | CERIDIAN HCM HOLDINGS INC                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      1350 | NS      | $86602.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORPORATION                                    | ZEBRA TECHNOLOGIES CORP CLASS A             | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       547 | NS      | $140256.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                 | SERVICE CORP INTERNATIONAL US               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      1149 | NS      | $79441.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS, INC.                                        | LAMB WESTON HOLDING INC                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1292 | NS      | $115453.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                                                | MANPOWERGROUP INC                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1006 | NS      | $83709.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                                   | AUTOMATIC DATA PROCESSING INC               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2332 | NS      | $557021.52    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                             | BOOKING HOLDINGS INC                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       211 | NS      | $425224.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC.                                                      | SHOPIFY INC                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      1201 | NS      | $41686.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                           | APPLIED MATERIALS INC                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2601 | NS      | $253285.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP, INC.                                            | ALASKA AIR GROUP INC                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      2713 | NS      | $116496.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                              | STEEL DYNAMICS INC                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       794 | NS      | $77573.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                       | JETBLUE AIRWAYS CORP                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     11608 | NS      | $75219.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC.                                             | INVITATION HOMES INC                        | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |      6940 | NS      | $205701.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     13489 | NS      | $616582.19    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                               | POST HOLDINGS INC                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       905 | NS      | $81685.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX PUT OPTION                                          | S P 500 INDEX PUT OPTION                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        40 | NC      | $95200.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                      | COSTCO WHOLESALE CORP                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1779 | NS      | $812113.50    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                                | GOODYEAR TIRE RUBBER CO                     | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      1865 | NS      | $18929.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                              | HEALTHCARE REALTY TRUST INC                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      4178 | NS      | $80510.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                                                | TIMKEN CO                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1101 | NS      | $77807.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                                    | AMERICAN FINANCIAL GROUP INC                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1031 | NS      | $141535.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                                   | EQT CORP                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2045 | NS      | $69182.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, INC.                                                         | RXO INC                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       629 | NS      | $10818.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                                   | S P GLOBAL INC                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1570 | NS      | $525855.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                     | ENBRIDGE INC                                | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       652 | NS      | $25493.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7415 | NS      | $243656.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd.                                                      | NUTRIEN LTD                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       609 | NS      | $44475.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORPORATION                                               | DANAHER CORP                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2451 | NS      | $650544.42    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                                        | NIKE INC CL B                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5342 | NS      | $625067.42    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                                    | PROLOGIS INC                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      2875 | NS      | $324098.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                                         | NVR INC                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        41 | NS      | $189115.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | INTERCONTINENTAL EXCHANGE INC               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4074 | NS      | $417951.66    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC.                                          | LULULEMON ATHLETICA INC                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       257 | NS      | $82337.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. CAREY INC.                                                   | WP CAREY INC                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1711 | NS      | $133714.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                                    | VALVOLINE INC                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      3199 | NS      | $104447.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                          | EASTMAN CHEMICAL CO                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      2128 | NS      | $173304.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE, INC.                                                    | TERADYNE INC                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1753 | NS      | $153124.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      3497 | NS      | $293013.63    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES, INC.                                           | BURLINGOTN STORES INC                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       301 | NS      | $61030.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORPORATION                                                  | PG E CORP                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      8112 | NS      | $131901.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                                   | ANNALY CAPITAL MANAGEMENT INC               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      2365 | NS      | $49854.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                   | UNIVERSAL HEALTH SERVICES INC CLASS B       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1059 | NS      | $149202.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                          | LUMEN TECHNOLOGIES INC                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     11761 | NS      | $61392.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                                | CLOROX CO                                   | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1225 | NS      | $171904.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                   | LIVE NATION ENTERTAINMENT INC               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1339 | NS      | $93381.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CLASS C                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     29397 | NS      | $2608395.81   | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1642 | NS      | $918091.46    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON COMPANY                                               | HALLIBURTON CO                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     11765 | NS      | $462952.75    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY, INC.                                            | ASPEN TECHNOLOGY INC                        | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |       230 | NS      | $47242.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                                         | MSCI INC COMMON                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       688 | NS      | $320036.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                      | FIDELITY NATIONAL INFORMATION SERVICES INC  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3223 | NS      | $218680.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORPORATION                                     | LIBERTY BROADBAND CLASS C                   | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       582 | NS      | $44389.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY                       | JAZZ PHARMACEUTICALS PLC                    | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       248 | NS      | $39508.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORPORATION                                                | TARGET CORP                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2484 | NS      | $370215.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                                     | BUNGE LTD                                   | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | BM        |      1028 | NS      | $102563.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX PUT OPTION                                          | S P 500 INDEX PUT OPTION                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        40 | NC      | $63800.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX PUT OPTION                                          | S P 500 INDEX PUT OPTION                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        40 | NC      | $220800.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                                     | GARTNER GROUP INC                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       634 | NS      | $213112.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC.                                                  | CATERPILLAR INC                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      2720 | NS      | $651603.20    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6835 | NS      | $558692.90    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                                              | INGEVITY CORP                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       898 | NS      | $63255.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO CO                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     21166 | NS      | $873944.14    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                       | L3HARRIS TECHNOLOGIES INC                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1640 | NS      | $341464.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC.                                       | HILTON GRAND VACATIONS                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      2798 | NS      | $107834.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                      | MONDELEZ INTERNATIONAL INC                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     11503 | NS      | $766674.95    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-14415.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                      | PROCTER GAMBLE CO                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     10789 | NS      | $1635180.84   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS, INC.                                     | ALNYLAM PHARMACEUTICALS INC                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |       129 | NS      | $30656.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY, INC.                                             | CHENIERE ENERGY INC                         | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       817 | NS      | $122517.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                               | VERTEX PHARMACEUTICALS INC                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1213 | NS      | $350290.14    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PUBLIC LIMITED COMPANY                          | EATON CORP PLC                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2943 | NS      | $461903.85    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE S COS INC                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3445 | NS      | $686381.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WENDY'S COMPANY                                               | THE WENDY S COMPANY                         | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      4006 | NS      | $90655.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT, INC.                                                        | LYFT INC                                    | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       809 | NS      | $8915.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                                     | MODERNA INC                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1259 | NS      | $226141.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                                 | FIRSTENERGY CORP                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      5905 | NS      | $247655.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INCORPORATED                                              | CORNING INC                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6358 | NS      | $203074.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                   | CARLISLE CO                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       235 | NS      | $55377.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX PUT OPTION                                          | S P 500 INDEX PUT OPTION                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        38 | NC      | $130150.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                    | THE CHARLES SCHWAB CORP                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      6947 | NS      | $578407.22    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS, INC.                                  | SS C TECHNOLOGIES HOLDINGS INC              | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |       366 | NS      | $19053.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                              | HOME DEPOT INC                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4200 | NS      | $1326612.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                                   | CDW CORP OF DELAWARE                        | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1598 | NS      | $285370.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                                      | SABRA HEALTHCARE REIT INC                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      7189 | NS      | $89359.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                          | HERBALIFE NUTRITION LTD                     | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      2072 | NS      | $30831.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                                   | AMERICAN EAGLE OUTFITTERS INC               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2912 | NS      | $40651.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, INC.                                                         | UDR INC                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      4534 | NS      | $175601.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                                         | LENNOX INTERNATIONAL INC                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       357 | NS      | $85405.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                                              | HUBBELL INC                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       850 | NS      | $199478.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                                | FORD MOTOR CO                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     19487 | NS      | $226633.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                        | ALLIANT ENERGY CORP                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      5329 | NS      | $294214.09    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORPORATION                                       | SOUTHERN COPPER CORP                        | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      1912 | NS      | $115465.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES, INC.                                 | EQUITY LIFESTYLE PROPERTIES INC             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      2308 | NS      | $149096.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                                      | HONEYWELL INTERNATIONAL INC                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3546 | NS      | $759907.80    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -32 | NC      | $-21120.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                           | HF SINCLAIR CORP                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $50748.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                                          | DOW INC                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      4853 | NS      | $244542.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                    | UNITED AIRLINES HOLDINGS INC                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2475 | NS      | $93307.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                                  | ACCENTURE PLC                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2482 | NS      | $662296.88    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS, INC.                                   | ZOOM VIDEO COMMUNICATIONS INC               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |       450 | NS      | $30483.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                                         | VALERO ENERGY CORP                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1744 | NS      | $221243.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORPORATION                                      | MONSTER BEVERAGE CORP                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3501 | NS      | $355456.53    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC CLASS A                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      9322 | NS      | $822480.06    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX PUT OPTION                                          | S P 500 INDEX PUT OPTION                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        41 | NC      | $247640.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE, INC.                                                      | VMWARE INC CLASS A                          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       794 | NS      | $97471.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                                      | WALMART INC                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5571 | NS      | $789912.09    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PUBLIC LIMITED COMPANY                                       | ICON PLC                                    | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |       499 | NS      | $96930.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                   | MARTIN MARIETTA MATERIALS INC               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       782 | NS      | $264292.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2660 | NS      | $307389.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy Inc.                                               | CENOVUS ENERGY INC                          | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      5525 | NS      | $107240.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                            | WASTE MANAGEMENT INC                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3368 | NS      | $528371.84    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORPORATION                                        | EXACT SCIENCES CORP                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       294 | NS      | $14555.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE, INC.                                              | HCA HEALTHCARE INC                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1456 | NS      | $349381.76    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     15805 | NS      | $417726.15    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX PUT OPTION                                          | S P 500 INDEX PUT OPTION                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        41 | NC      | $187575.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                    | BLACKSTONE INC                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       682 | NS      | $50597.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                                       | BIOGEN INC                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       692 | NS      | $191628.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                                   | NORDSTROM INC                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      1768 | NS      | $28535.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                                      | COPART INC                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      3976 | NS      | $242098.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc.                                                | SUNCOR ENERGY INC                           | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      2069 | NS      | $65649.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                                        | AVERY DENNISON CORP                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       876 | NS      | $158556.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                                     | PEPSICO INC                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6985 | NS      | $1261910.10   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                    | TEXAS INSTRUMENTS INC                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4241 | NS      | $700698.02    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                | TELEDYNE TECHNOLOGIES INC                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       440 | NS      | $175960.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                           | BOOZ ALLEN HAMILTON HOLDING CORP            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       820 | NS      | $85706.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      4110 | NS      | $270027.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                         | ARTHUR J GALLAGHER CO                       | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3063 | NS      | $577498.02    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD S CORP                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3323 | NS      | $875710.19    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS, INC.                                               | GXO LOGISTICS INC                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       568 | NS      | $24247.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                                 | MATCH GROUP INC                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       810 | NS      | $33606.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                           | EXXON MOBIL CORPORATION                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     15763 | NS      | $1738658.90   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                          | SONOCO PRODUCTS CO                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      2073 | NS      | $125851.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX PUT OPTION                                          | S P 500 INDEX PUT OPTION                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        40 | NC      | $124000.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                             | PAYPAL HOLDINGS INC                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      4953 | NS      | $352752.66    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                     | BOSTON SCIENTIFIC CORP                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      9195 | NS      | $425452.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                      | LINCOLN NATIONAL CORP                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2562 | NS      | $78704.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                                  | SERVICENOW INC                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       876 | NS      | $340124.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                              | ASSOCIATED BANC CORP                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      4184 | NS      | $96608.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                               | ABBOTT LABORATORIES                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7535 | NS      | $827267.65    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                                     | THERMO FISHER SCIENTIFIC INC                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1658 | NS      | $913044.02    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, INC.                                                        | ETSY INC                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       746 | NS      | $89355.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                             | GENUINE PARTS CO                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1753 | NS      | $304163.03    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP.                                             | TARGA RESOURCES CORPORATION                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1826 | NS      | $134211.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR, INC.                                                     | AVANTOR INC                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2514 | NS      | $53020.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                                              | VOYA FINANCIAL INC                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2150 | NS      | $132203.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                                                | COSTAR GROUP INC                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1659 | NS      | $128207.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY CO                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3078 | NS      | $1126055.52   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-306435.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.,                                          | BERKSHIRE HATHAWAY INC CLASS B              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7098 | NS      | $2192572.20   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMIN DE FER CANADIEN PACIFIQUE LIMITEE                          | CANADIAN PACIFIC RAILWAY LTD                | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1878 | NS      | $140080.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                                | VEEVA SYSTEMS INC                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       568 | NS      | $91663.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                                     | CORTEVA INC                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      5563 | NS      | $326993.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC.                                       | LPL FINANCIAL HOLDINGS INC                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       293 | NS      | $63337.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                                | MOSAIC CO THE                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2112 | NS      | $92653.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                      | EVERGY INC                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2195 | NS      | $138131.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                           | AON PLC                                     | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1688 | NS      | $506636.32    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                                      | ADVANCED MICRO DEVICES INC                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6462 | NS      | $418543.74    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC.                                    | HILTON WORLDWIDE HOLDINGS INC               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      3120 | NS      | $394243.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO. INC.                                                    | KKR CO INC A                                | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      1390 | NS      | $64523.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S P 500 INDEX CALL OPTION                                         | S P 500 INDEX CALL OPTION                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -31 | NC      | $-233430.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT, INC.                                                | BLACK KNIGHT INC                            | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       525 | NS      | $32418.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                                 | FEDEX CORP                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       555 | NS      | $96126.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                                  | EDWARDS LIFESCIENCES CORP                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3594 | NS      | $268148.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                             | TELEFLEX INC                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       405 | NS      | $101100.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                                    | MEDICAL PROPERTIES TRUST INC                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      7335 | NS      | $81711.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                        | CARRIER GLOBAL CORP                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      5718 | NS      | $235867.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                        | UNUM GROUP                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      3962 | NS      | $162560.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES, INC.                                              | ANALOG DEVICES INC                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      2821 | NS      | $462728.63    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                             | QUALCOMM INC                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4387 | NS      | $482306.78    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                                | MARKEL CORP                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |        50 | NS      | $65874.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                                         | VISA INC CLASS A                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6174 | NS      | $1282710.24   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                         | BAXTER INTERNATIONAL INC                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      3051 | NS      | $155509.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                            | WEC ENERGY GROUP                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5050 | NS      | $473488.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON COM INC                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     29736 | NS      | $2497824.00   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                           | WALT DISNEY CO THE                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      7773 | NS      | $675318.24    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                           | HELMERICH PAYNE INC                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1692 | NS      | $83872.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                                      | ASHLAND INC                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1367 | NS      | $146993.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                      | BRISTOL MYERS SQUIBB CO                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9549 | NS      | $687050.55    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC.                                                      | POLARIS INC                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       331 | NS      | $33431.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                      | PUBLIC SERVICE ENTERPRISE GROUP INC         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      5693 | NS      | $348810.11    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                                     | WORKDAY INC CLASS A                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       458 | NS      | $76637.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                                                 | FOOT LOCKER INC                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      1818 | NS      | $68702.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                                       | TESLA INC                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8451 | NS      | $1040994.18   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Allianz Variable Insurance Products Trust

**Signature:** Bashir C. Asad

**Name of Signer:** Bashir C. Asad

**Title:** Treasurer