# EDGAR Filing Document

**Accession Number:** 0000778206
**File Stem:** 0001387131-23-001867
**Filing Date:** 2023-2
**Character Count:** 284964
**Document Hash:** d047b08183aa7ffc57f27a4311817437
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001387131-23-001867.hdr.sgml**: 20230213

**ACCESSION NUMBER**: 0001387131-23-001867

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230213

**DATE AS OF CHANGE**: 20230213

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHELTON FUNDS
- **CENTRAL INDEX KEY:** 0000778206
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04417
- **FILM NUMBER:** 23616267

**BUSINESS ADDRESS:**
- **STREET 1:** 1875 LAWRENCE STREET
- **STREET 2:** SUITE 300
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202-1805
- **BUSINESS PHONE:** 4153982727

**MAIL ADDRESS:**
- **STREET 1:** 1875 LAWRENCE STREET
- **STREET 2:** SUITE 300
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202-1805

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALIFORNIA INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALIFORNIA INVESTMENT TRUST I
- **DATE OF NAME CHANGE:** 19870115

## Series and Classes Contracts Data

### S&P 500 Index Fund (Series ID: S000016022)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000044029 | Investor Shares | SPFIX           |
| C000044030 | K Shares        | SPXKX           |

## Nport-Ex

**Green CALIFORNIA TAX FREE INCOME FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **SECURITY DESCRIPTION** | **Par Value** | **Value** |
| **Municipal Bonds (92.85%)** |  |  |
| CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY |  |  |
| California Educational Facilities Authority, 5.000%, 4/1/2051 | $1500000 | $1772867 |
| CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY |  |  |
| California Health Facilities Financing Authority, 5.000%, 11/1/2027 | 1700000 | 1889421 |
| CALIFORNIA HOUSING FINANCE AGENCY |  |  |
| California Housing Finance Agency, 4.000%, 3/20/2033 | 357677 | 347173 |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK |  |  |
| California Infrastructure & Economic Development Bank, 5.000%, 10/1/2033 | 1200000 | 1287178 |
| CALIFORNIA MUNICIPAL FINANCE AUTHORITY |  |  |
| California Municipal Finance Authority, 5.000%, 5/15/2038 | 800000 | 808596 |
| California Municipal Finance Authority, 5.000%, 10/1/2044 | 480000 | 505193 |
| CITY OF LOS ANGELES CA WASTEWATER SYSTEM REVENUE |  |  |
| City of Los Angeles CA Wastewater System Revenue, 5.000%, 6/1/2044 | 500000 | 517060 |
| City of Los Angeles CA Wastewater System Revenue, 5.250%, 6/1/2047 | 1500000 | 1603958 |
| CITY OF ROSEVILLE CA ELECTRIC SYSTEM REVENUE |  |  |
| City of Roseville CA Electric System Revenue, 5.000%, 2/1/2025 | 750000 | 762420 |
| CITY OF SAN FRANCISCO CA PUBLIC UTILITIES COMMISSION WATER REVENUE |  |  |
| City of San Francisco CA Public Utilities Commission Water Revenue, 5.000%, 11/1/2034 | 1000000 | 1090942 |
| EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE |  |  |
| East Bay Municipal Utility District Water System Revenue, 5.000%, 6/1/2026 | 2050000 | 2171344 |
| East Bay Municipal Utility District Water System Revenue, 5.000%, 6/1/2032 | 150000 | 164950 |
| EAST SIDE UNION HIGH SCHOOL DISTRICT |  |  |
| East Side Union High School District, 5.250%, 9/1/2023 | 975000 | 994738 |
| FOOTHIL-DE ANZA COMMUNITY COLLEGE DISTRICT |  |  |
| Foothill-De Anza Community College District, 0.000%, 8/1/2027 | 2000000 | 1739133 |
| LA MIRADA REDEVELOPMENT AGENCY SUCCESSOR AGENCY |  |  |
| La Mirada Redevelopment Agency Successor Agency, 5.000%, 8/15/2023 | 1000000 | 1016191 |
| LOS ANGELES COMMUNITY COLLEGE DISTRICT/CA |  |  |
| Los Angeles Community College District/CA, 5.000%, 8/1/2028 | 865000 | 900940 |
| LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY SALES TAXE REVENUE |  |  |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 4.000%, 7/1/2028 | 500000 | 516576 |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue, 5.000%, 7/1/2023 | 1500000 | 1522731 |
| LOS RIOS COMMUNITY COLLEGE DISTRICT |  |  |
| Los Rios Community College District, 5.000%, 8/1/2032 | 2500000 | 2539237 |
| MILPITAS UNIFIED SCHOOL DISTRICT/CA |  |  |
| Milpitas Unified School District/CA, 3.000%, 8/1/2034 | 2000000 | 1881655 |
| MOUNT SAN ANTONIO COMMUNITY COLLEGE DISTRICT |  |  |
| Mount San Antonio Community College District, 5.000%, 8/1/2034 | 345000 | 350828 |
| PENINSULA CORRIDOR JOINT POWERS BOARD/CA |  |  |
| Peninsula Corridor Joint Powers Board/CA, 5.000%, 6/1/2036 | 200000 | 227820 |
| PORT OF LOS ANGELES |  |  |
| Port of Los Angeles, 4.000%, 8/1/2023 | 290000 | 293060 |
| SACRAMENTO MUNICIPAL UTILITY DISTRICT |  |  |
| Sacramento Municipal Utility District, 5.250%, 7/1/2024 | 525000 | 540241 |
| SAN DIEGO COMMUNITY COLLEGE DISTRICT |  |  |
| San Diego Community College District, 5.000%, 8/1/2027 | 1175000 | 1195475 |

---

---

| | | |
|:---|:---|:---|
| SAN FRANCISCO BAY AREA RAPID TRANSIT DISTRICT |  |  |
| San Francisco Bay Area Rapid Transit District, 4.000%, 8/1/2034 | 645000.0 | 670348 |
| San Francisco Bay Area Rapid Transit District, 5.000%, 8/1/2036 | 2300000.0 | 2492230 |
| SAN FRANCISO CITY & COUNTY PUBLIC UTILITIES COMMISSION POWER REVENUE |  |  |
| San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/1/2030 | 680000.0 | 718904 |
| San Francisco City & County Public Utilities Commission Power Revenue, 5.000%, 11/1/2036 | 1170000.0 | 1224467 |
| SAN MATEO FOSTER CITY PUBLIC FINANCING AUTHORITY |  |  |
| San Mateo Foster City Public Financing Authority, 4.000%, 8/1/2044 | 2000000.0 | 1966023 |
| SANTA CLARA VALLEY TRANSPORTATION AUTHORITY |  |  |
| Santa Clara Valley Transportation Authority, 5.000%, 4/1/2034 | 1000000.0 | 1055600 |
| SANTA MARIA JOINT UNION HIGH SCHOOL DISTRICT |  |  |
| Santa Maria Joint Union High School District, 0.000%, 8/1/2029 | 2500000.0 | 2011774 |
| STATE OF CALIFORNIA |  |  |
| State of California, 3.000%, 10/1/2028 | 900000.0 | 902191 |
| TURLOCK IRRIGATION DISTRICT |  |  |
| Turlock Irrigation District, 5.000%, 1/1/2036 | 300000.0 | 333737 |
| UNIVERSITY OF CALIFORNIA |  |  |
| University of California, 5.000%, 5/15/2029 | 925000.0 | 957161 |
| WALNUT VALLEY UNIFIED SCHOOL DISTRICT |  |  |
| Walnut Valley Unified School District, 5.000%, 8/1/2036 | 835000.0 | 958133 |
| WILLIAM S HART UNION HIGH SCHOOL DISTRICT |  |  |
| William S Hart Union High School District, 0.000%, 9/1/2029 | 3595000.0 | 2919561 |
| **Total Municipal Bonds (Cost $43,465,531)** |  | 42849856 |
| **Variable Rate Demand Notes\* (6.07%)** |  |  |
| Los Angeles Department of Water & Power Water System Revenue, 0.600%, 7/1/2045<sup>\*,\*\*,\*\*\*</sup> | 1000000.0 | 1000000 |
| Orange County Water District, 1.460%, 8/1/2042<sup>\*,\*\*,\*\*\*</sup> | 1500000.0 | 1500000 |
| Santa Clara Valley Transportation Authority, 0.700%, 4/1/2036<sup>\*,\*\*,\*\*\*</sup> | 300000.0 | 300000 |
| **Total Variable Rate Demand Notes (Cost $2,800,000)** |  | 2800000 |
| **Total Investments (Cost $46,265,531) (98.92%)** |  | $45649856 |
| **Other Net Assets (1.08%)** |  | 500057 |
| **Net Assets (100.00%)** |  | $46149913 |

---

\* Stated maturity reflects next reset date.

\*\* In accordance with the offering documents, daily interest rates are determined by the Remarketing Agents.

\*\*\* Rate Effective as of November 30, 2022

**U.S. GOVERNMENT SECURITIES FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Par Value** | **Value** |
| **Government National Mortgage Association (2.11%)** |  |  |
| 3.500%, 11/20/2044 | 105794 | $99859 |
| 5.000%, 3/15/2038 | 81936 | 83363 |
| 5.500%, 1/15/2025 | 7730 | 7888 |
| 5.500%, 4/15/2036 | 57299 | 58579 |
| 6.000%, 1/15/2026 | 40549 | 42720 |
| 6.000%, 6/15/2038 | 27007 | 28603 |
| **Total Government National Mortgage Association (Cost $323,443)** |  | 321012 |
| **United States Treasury Bonds (12.19%)** |  |  |
| 5.000%, 5/15/2037 | 500000 | 569102 |
| 6.000%, 2/15/2026 | 800000 | 845094 |
| 6.375%, 8/15/2027 | 400000 | 441438 |
| **Total United States Treasury Bonds (Cost $1,966,861)** |  | 1855634 |
| **United States Treasury Notes (76.79%)** |  |  |
| 2.000%, 2/15/2025 | 800000 | 761219 |
| 2.125%, 2/29/2024 | 1300000 | 1260441 |
| 2.125%, 5/15/2025 | 2200000 | 2091977 |
| 2.250%, 8/15/2027 | 3800000 | 3534442 |
| 2.375%, 4/30/2026 | 800000 | 757438 |
| 2.375%, 5/15/2029 | 500000 | 459004 |
| 2.500%, 8/15/2023 | 1700000 | 1673562 |
| 3.125%, 11/15/2028 | 1200000 | 1153406 |
| **Total United States Treasury Notes (Cost $12,527,749)** |  | 11691489 |
| **United States Treasury Bills (8.29%)** |  |  |
| 0.375%, 8/15/2024 | 500000 | 466289 |
| 0.625%, 7/31/2026 | 900000 | 796430 |
| **Total United States Treasury Bills (Cost $1,396,079)** |  | 1262719 |
| **Total Investments (Cost $16,214,132) (99.38%)** |  | $15130854 |
| **Other Net Assets (0.62%)** |  | 94162 |
| **Net Assets (100.00%)** |  | $15225016 |

---

**THE UNITED STATES TREASURY TRUST** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Par Value** | **Value** |
| **United States Treasury Bills, DN<sup>(a)</sup> (99.51%)** |  |  |
| 12/1/2022 | $1500000 | $1500000 |
| 12/6/2022 | 2000000 | 1999033 |
| 12/8/2022 | 3700000 | 3697360 |
| 12/13/2022 | 2400000 | 2397640 |
| 12/20/2022 | 3800000 | 3793039 |
| 12/22/2022 | 1100000 | 1098451 |
| 01/19/2023 | 1400000 | 1394712 |
| 01/31/2023 | 1300000 | 1292128 |
| 02/2/2023 | 2200000 | 2187996 |
| 02/9/2023 | 2200000 | 2182461 |
| 03/7/2023 | 1500000 | 1483328 |
| **Total United States Treasury Bills, DN (Cost $23,026,148)** |  | 23026148 |
| **Total Investments (Cost $23,026,148) (99.51%)** |  | $23026148 |
| **Other Net Assets (0.49%)** |  | 113508 |
| **Net Assets (100.00%)** |  | $23139656 |

---

(a) Discount Note. Yield to maturity is between 3.11% - 4.36%.

**S&P 500 INDEX FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Common Stock (103.08%)** |  |  |
| **Basic Materials (2.29%)** |  |  |
| Air Products and Chemicals Inc | 1404 | $435465 |
| Albemarle Corp | 729 | 202655 |
| CF Industries Holdings Inc | 1316 | 142378 |
| Celanese Corp | 763 | 81870 |
| Dow Inc | 4596 | 234258 |
| DuPont de Nemours Inc<sup>#</sup> | 3319 | 234023 |
| Eastman Chemical Co | 893 | 77352 |
| Ecolab Inc | 1564 | 234334 |
| FMC Corp | 795 | 103859 |
| Freeport-McMoRan Inc | 9035 | 359593 |
| International Flavors & Fragrances Inc<sup>#</sup> | 1613 | 170688 |
| International Paper Co | 2339 | 86824 |
| Linde PLC | 3177 | 1068997 |
| LyondellBasell Industries NV | 1667 | 141712 |
| The Mosaic Co | 2068 | 106088 |
| Newmont Corp | 5010 | 237825 |
| Nucor Corp | 1728 | 259114 |
| PPG Industries Inc | 1558 | 210673 |
| The Sherwin-Williams Co | 1539 | 383488 |
| **Total Basic Materials** |  | 4771196 |
| **Communications (11.65%)** |  |  |
| Alphabet Inc - A\* | 37827 | 3820149 |
| Alphabet Inc - C\* | 34683 | 3518590 |
| Amazon.com Inc\*<sup>,(a)</sup> | 55024 | 5312017 |
| Arista Networks Inc\* | 1464 | 203935 |
| AT&T Inc | 45311 | 873596 |
| Booking Holdings Inc\* | 255 | 530260 |
| CDW Corp | 853 | 160910 |
| Charter Communications Inc\* | 731 | 286033 |
| Cisco Systems Inc | 26226 | 1303957 |
| Comcast Corp | 28224 | 1034127 |
| Corning Inc | 4990 | 170309 |
| DISH Network Corp\* | 1784 | 28633 |
| eBay Inc<sup>#</sup> | 3534 | 160585 |
| Etsy Inc\*<sup>,#</sup> | 797 | 105276 |
| Expedia Group Inc\* | 887 | 94767 |
| F5 Inc\* | 424 | 65555 |
| FactSet Research Systems Inc | 239 | 110248 |
| Fox Corp | 913 | 27865 |
| Gen Digital Inc | 4015 | 92184 |
| The Interpublic Group of Cos Inc | 2667 | 91638 |
| Juniper Networks Inc | 2302 | 76518 |
| Lumen Technologies Inc | 6449 | 35276 |
| Match Group Inc\* | 1756 | 88783 |
| Meta Platforms Inc\*<sup>,(a)</sup> | 14479 | 1709970 |
| Motorola Solutions Inc | 1074 | 292343 |
| Netflix Inc\* | 2808 | 857928 |
| News Corp | 2672 | 51169 |
| News Corp<sup>#</sup> | 910 | 17700 |
| Omnicom Group Inc | 1397 | 111425 |
| Paramount Global<sup>#</sup> | 3816 | 76625 |
| T-Mobile US Inc\* | 3719 | 563280 |
| VeriSign Inc\* | 617 | 123283 |
| Verizon Communications Inc | 26273 | 1024122 |
| Warner Bros Discovery Inc\* | 13955 | 159087 |
| The Walt Disney Co\* | 11531 | 1128539 |
| **Total Communications** |  | 24306682 |
| **Consumer, Cyclical (9.60%)** |  |  |
| Advance Auto Parts Inc | 415 | 62661 |
| Alaska Air Group Inc\* | 808 | 38332 |
| American Airlines Group Inc\* | 3057 | 44113 |
| Aptiv PLC\* | 1715 | 182939 |
| AutoZone Inc\* | 27 | 69633 |
| Bath & Body Works Inc | 1525 | 64813 |
| Best Buy Co Inc | 1278 | 109013 |
| BorgWarner Inc | 1412 | 60024 |
| Caesars Entertainment Inc\* | 945 | 48015 |
| CarMax Inc\* | 1034 | 71718 |
| Carnival Corp\* | 5174 | 51378 |
| Copart Inc\* | 2814 | 187300 |
| Costco Wholesale Corp | 2805 | 1512596 |
| Cummins Inc | 904 | 227049 |
| Darden Restaurants Inc | 850 | 124942 |
| Delta Air Lines Inc\* | 4086 | 144522 |
| Dollar General Corp | 1444 | 369202 |
| Dollar Tree Inc\*<sup>,#</sup> | 1421 | 213562 |
| Domino's Pizza Inc | 233 | 90574 |

---

---

| | | |
|:---|:---|:---|
| DR Horton Inc<sup>#</sup> | 2022 | 173892 |
| Fastenal Co | 3749.0 | 193111 |
| Ford Motor Co | 24832.0 | 345165 |
| General Motors Co | 9176.0 | 372179 |
| Genuine Parts Co | 908.0 | 166464 |
| Hasbro Inc | 832.0 | 52266 |
| Hilton Worldwide Holdings Inc | 1779.0 | 253721 |
| The Home Depot Inc<sup>#</sup> | 6523.0 | 2113387 |
| Las Vegas Sands Corp\* | 2145.0 | 100472 |
| Lennar Corp<sup>#</sup> | 1632.0 | 143339 |
| Live Nation Entertainment Inc\* | 836.0 | 60827 |
| LKQ Corp | 1642.0 | 89210 |
| Lowe's Cos Inc | 4173.0 | 886971 |
| Marriott International Inc | 1737.0 | 287213 |
| McDonald's Corp | 4668.0 | 1273384 |
| MGM Resorts International | 2232.0 | 82272 |
| Newell Brands Inc<sup>#</sup> | 2691.0 | 34902 |
| NIKE Inc | 8010.0 | 878617 |
| Norwegian Cruise Line Holdings Ltd\* | 1599.0 | 26288 |
| NVR Inc\* | 21.0 | 97419 |
| O'Reilly Automotive Inc\* | 414.0 | 357920 |
| PACCAR Inc | 2262.0 | 239568 |
| Pool Corp<sup>#</sup> | 269.0 | 88611 |
| PulteGroup Inc | 1500.0 | 67170 |
| Ralph Lauren Corp | 314.0 | 35520 |
| Ross Stores Inc<sup>#</sup> | 2209.0 | 259933 |
| Royal Caribbean Cruises Ltd\* | 1236.0 | 74073 |
| Southwest Airlines Co\* | 3416.0 | 136333 |
| Starbucks Corp | 7240.0 | 739928 |
| Tapestry Inc<sup>#</sup> | 1811.0 | 68401 |
| Target Corp | 2919.0 | 487677 |
| Tesla Inc\* | 15831.0 | 3082296 |
| The TJX Cos Inc | 7414.0 | 593491 |
| Tractor Supply Co | 706.0 | 159775 |
| Ulta Beauty Inc\* | 329.0 | 152932 |
| United Airlines Holdings Inc\* | 1732.0 | 76502 |
| VF Corp | 2109.0 | 69217 |
| Walgreens Boots Alliance Inc | 4694.0 | 194801 |
| Walmart Inc | 8832.0 | 1346173 |
| Whirlpool Corp | 354.0 | 51872 |
| WW Grainger Inc | 277.0 | 167048 |
| Wynn Resorts Ltd\* | 526.0 | 44005 |
| Yum! Brands Inc | 1794.0 | 230816 |
| **Total Consumer, Cyclical** |  | 20027547 |
| **Consumer, Non-Cyclical (23.36%)** |  |  |
| Abbott Laboratories | 11054.0 | 1189189 |
| AbbVie Inc | 11112.0 | 1791032 |
| ABIOMED Inc\* | 310.0 | 117115 |
| Align Technology Inc\* | 473.0 | 93020 |
| Altria Group Inc | 11430.0 | 532409 |
| AmerisourceBergen Corp | 952.0 | 162497 |
| Amgen Inc | 3372.0 | 965741 |
| Archer-Daniels-Midland Co<sup>#</sup> | 3634.0 | 354315 |
| Automatic Data Processing Inc | 2637.0 | 696537 |
| Avery Dennison Corp | 514.0 | 99372 |
| Baxter International Inc | 3172.0 | 179313 |
| Becton Dickinson and Co | 1799.0 | 448563 |
| Biogen Inc\* | 924.0 | 281977 |
| Bio-Rad Laboratories Inc\* | 147.0 | 60962 |
| Bio-Techne Corp | 984.0 | 83630 |
| Boston Scientific Corp\* | 9036.0 | 409060 |
| Bristol-Myers Squibb Co | 13441.0 | 1079043 |
| Brown-Forman Corp | 1153.0 | 84192 |
| Campbell Soup Co | 1162.0 | 62365 |
| Cardinal Health Inc | 1714.0 | 137411 |
| Catalent Inc\* | 1096.0 | 54942 |
| Centene Corp\* | 3700.0 | 322085 |
| Charles River Laboratories International Inc\* | 322.0 | 73600 |
| Church & Dwight Co Inc | 1558.0 | 127553 |
| Cigna Corp | 2003.0 | 658767 |
| Cintas Corp | 549.0 | 253517 |
| The Clorox Co | 779.0 | 115798 |
| The Coca-Cola Co<sup>#</sup> | 24654.0 | 1568241 |
| Colgate-Palmolive Co | 5290.0 | 409869 |
| Conagra Brands Inc | 3029.0 | 115041 |
| Constellation Brands Inc | 1027.0 | 264298 |
| Corteva Inc | 4568.0 | 306787 |
| CVS Health Corp | 8246.0 | 840102 |
| Danaher Corp | 4032.0 | 1102389 |
| DaVita Inc\* | 482.0 | 35538 |
| DENTSPLY SIRONA Inc | 1160.0 | 35102 |
| Dexcom Inc\* | 2508.0 | 291630 |
| Edwards Lifesciences Corp\*<sup>,#</sup> | 3955.0 | 305524 |
| Elevance Health Inc | 1522.0 | 811104 |
| Eli Lilly & Co | 4978.0 | 1847236 |
| The Estee Lauder Cos Inc | 1489.0 | 351091 |
| Equifax Inc | 794.0 | 156712 |
| FleetCor Technologies Inc\* | 488.0 | 95746 |

---

---

| | | |
|:---|:---|:---|
| Gartner Inc\* | 508.0 | 177988 |
| General Mills Inc | 3801.0 | 324225 |
| Gilead Sciences Inc | 7918.0 | 695438 |
| Global Payments Inc | 1777.0 | 184417 |
| HCA Healthcare Inc | 1436.0 | 344956 |
| Henry Schein Inc\* | 871.0 | 70481 |
| her The Hershey Co | 941.0 | 221295 |
| Hologic Inc\* | 1678.0 | 127796 |
| Hormel Foods Corp | 1912.0 | 89864 |
| Humana Inc | 798.0 | 438820 |
| IDEXX Laboratories Inc\* | 539.0 | 229544 |
| Illumina Inc\* | 953.0 | 207830 |
| Incyte Corp\* | 1229.0 | 97914 |
| Intuitive Surgical Inc\* | 2274.0 | 614867 |
| IQVIA Holdings Inc\* | 1146.0 | 249851 |
| The J M Smucker Co | 745.0 | 114737 |
| Johnson & Johnson | 16547.0 | 2945366 |
| Kellogg Co | 1661.0 | 121170 |
| Keurig Dr Pepper Inc | 4656.0 | 180048 |
| Kimberly-Clark Corp | 2137.0 | 289841 |
| The Kraft Heinz Co | 4282.0 | 168497 |
| The Kroger Co | 4315.0 | 212255 |
| Laboratory Corp of America Holdings | 585.0 | 140810 |
| Lamb Weston Holdings Inc | 955.0 | 82990 |
| MarketAxess Holdings Inc | 260.0 | 69659 |
| McCormick & Co Inc | 1581.0 | 134670 |
| McKesson Corp<sup>#</sup> | 917.0 | 350001 |
| Medtronic PLC | 8528.0 | 674053 |
| Merck & Co Inc | 15965.0 | 1758066 |
| Moderna Inc\* | 2228.0 | 391927 |
| Molina Healthcare Inc\* | 371.0 | 124942 |
| Molson Coors Beverage Co | 1200.0 | 66132 |
| Mondelez International Inc | 8737.0 | 590709 |
| Monster Beverage Corp\* | 2413.0 | 248201 |
| Moody's Corp | 1013.0 | 302148 |
| Organon & Co | 1633.0 | 42491 |
| PayPal Holdings Inc\* | 7282.0 | 570982 |
| PepsiCo Inc | 8695.0 | 1613009 |
| PerkinElmer Inc | 796.0 | 111225 |
| Pfizer Inc | 35284.0 | 1768787 |
| The Procter & Gamble Co | 15147.0 | 2259327 |
| Philip Morris International Inc | 9786.0 | 975371 |
| Quanta Services Inc | 883.0 | 132344 |
| Quest Diagnostics Inc | 775.0 | 117668 |
| Regeneron Pharmaceuticals Inc\* | 673.0 | 505894 |
| ResMed Inc | 946.0 | 217769 |
| Robert Half International Inc | 808.0 | 63654 |
| Rollins Inc | 693.0 | 28025 |
| S&P Global Inc | 2191.0 | 772985 |
| STERIS PLC | 603.0 | 112001 |
| Stryker Corp | 2135.0 | 499355 |
| Sysco Corp | 3216.0 | 278216 |
| Teleflex Inc | 318.0 | 74450 |
| Thermo Fisher Scientific Inc | 2471.0 | 1384304 |
| Tyson Foods Inc<sup>#</sup> | 1921.0 | 127324 |
| United Rentals Inc\* | 459.0 | 162041 |
| UnitedHealth Group Inc | 5899.0 | 3231234 |
| Universal Health Services Inc | 423.0 | 55350 |
| Verisk Analytics Inc | 996.0 | 182975 |
| Vertex Pharmaceuticals Inc\* | 1614.0 | 510670 |
| Viatris Inc | 4634.0 | 51113 |
| Waters Corp\* | 405.0 | 140373 |
| West Pharmaceutical Services Inc | 474.0 | 111229 |
| Zimmer Biomet Holdings Inc | 1338.0 | 160694 |
| Zoetis Inc<sup>#</sup> | 3007.0 | 463499 |
| **Total Consumer, Non-Cyclical** |  | 48736282 |
| **Energy (5.42%)** |  |  |
| APA Corp | 2135.0 | 100025 |
| Baker Hughes Co | 5905.0 | 171363 |
| Coterra Energy Inc | 5087.0 | 141978 |
| Chevron Corp | 11172.0 | 2047939 |
| ConocoPhillips | 8165.0 | 1008459 |
| Devon Energy Corp | 3875.0 | 265515 |
| Diamondback Energy Inc | 1031.0 | 152609 |
| EOG Resources Inc | 3697.0 | 524715 |
| Enphase Energy Inc\* | 825.0 | 264487 |
| Exxon Mobil Corp | 26595.0 | 2961087 |
| Halliburton Co | 5694.0 | 215746 |
| Hess Corp<sup>#</sup> | 1743.0 | 250835 |
| Kinder Morgan Inc | 12716.0 | 243130 |
| Marathon Oil Corp | 4467.0 | 136824 |
| Marathon Petroleum Corp | 3415.0 | 415981 |
| Occidental Petroleum Corp | 5528.0 | 384141 |
| ONEOK Inc | 2916.0 | 195139 |
| Phillips 66 | 2852.0 | 309271 |
| Pioneer Natural Resources Co<sup>#</sup> | 1420.0 | 335106 |
| Schlumberger Ltd | 9092.0 | 468693 |
| SolarEdge Technologies Inc\*<sup>,#</sup> | 334.0 | 99819 |

---

---

| | | |
|:---|:---|:---|
| Valero Energy Corp | 2566 | 342869 |
| The Williams Cos Inc | 7926.0 | 275032 |
| **Total Energy** |  | 11310763 |
| **Financial (16.00%)** |  |  |
| Aflac Inc | 3741.0 | 269090 |
| Alexandria Real Estate Equities Inc | 937.0 | 145807 |
| The Allstate Corp | 1736.0 | 232450 |
| American Express Co | 3835.0 | 604358 |
| American International Group Inc | 5001.0 | 315613 |
| American Tower Corp | 2901.0 | 641846 |
| Ameriprise Financial Inc | 721.0 | 239336 |
| Aon PLC | 1340.0 | 413095 |
| Arthur J Gallagher & Co | 1256.0 | 250082 |
| Assurant Inc | 341.0 | 43723 |
| AvalonBay Communities Inc | 882.0 | 154262 |
| Bank of America Corp | 44761.0 | 1694204 |
| The Bank of New York Mellon Corp | 4700.0 | 215730 |
| Berkshire Hathaway Inc\*<sup>,#,(a)</sup> | 11377.0 | 3624712 |
| BlackRock Inc<sup>#</sup> | 908.0 | 650128 |
| Boston Properties Inc | 925.0 | 66674 |
| Brown & Brown Inc | 1483.0 | 88372 |
| Camden Property Trust | 649.0 | 78094 |
| Capital One Financial Corp | 2481.0 | 256138 |
| Cboe Global Markets Inc | 706.0 | 89549 |
| CBRE Group Inc\* | 2058.0 | 163817 |
| The Charles Schwab Corp | 9527.0 | 786359 |
| Chubb Ltd | 2675.0 | 587403 |
| Cincinnati Financial Corp | 941.0 | 104413 |
| Citigroup Inc | 12259.0 | 593458 |
| Citizens Financial Group Inc | 2789.0 | 118198 |
| CME Group Inc | 2279.0 | 402244 |
| Comerica Inc<sup>#</sup> | 908.0 | 65140 |
| Crown Castle Inc | 2725.0 | 385397 |
| Digital Realty Trust Inc | 1797.0 | 202091 |
| Discover Financial Services | 1773.0 | 192122 |
| Equinix Inc | 581.0 | 401268 |
| Equity Residential | 2236.0 | 145027 |
| Essex Property Trust Inc | 425.0 | 93662 |
| Everest Re Group Ltd | 280.0 | 94623 |
| Extra Space Storage Inc | 844.0 | 135622 |
| Federal Realty Investment Trust | 449.0 | 49884 |
| Fifth Third Bancorp | 4528.0 | 164638 |
| First Republic Bank | 1159.0 | 147900 |
| Franklin Resources Inc | 1991.0 | 53379 |
| Globe Life Inc | 628.0 | 75335 |
| The Goldman Sachs Group Inc | 2139.0 | 825975 |
| The Hartford Financial Services Group Inc | 2076.0 | 158544 |
| Healthpeak Properties Inc | 3020.0 | 79305 |
| Host Hotels & Resorts Inc | 4539.0 | 85969 |
| Huntington Bancshares Inc | 7104.0 | 109970 |
| Intercontinental Exchange Inc | 3524.0 | 381684 |
| Invesco Ltd | 2486.0 | 47507 |
| Iron Mountain Inc | 1369.0 | 74378 |
| JPMorgan Chase & Co | 18542.0 | 2562134 |
| KeyCorp | 6069.0 | 114158 |
| Kimco Realty Corp | 2994.0 | 68622 |
| Lincoln National Corp | 1186.0 | 46183 |
| M&T Bank Corp | 1177.0 | 200114 |
| Marsh & McLennan Cos Inc | 3158.0 | 546902 |
| Mastercard Inc | 5421.0 | 1932044 |
| MetLife Inc | 4363.0 | 334642 |
| Mid-America Apartment Communities Inc | 732.0 | 120692 |
| Morgan Stanley<sup>#</sup> | 8835.0 | 822273 |
| Nasdaq Inc | 2247.0 | 153830 |
| Northern Trust Corp | 1359.0 | 126536 |
| The PNC Financial Services Group Inc | 2611.0 | 439327 |
| Principal Financial Group Inc | 1584.0 | 142053 |
| Prologis Inc | 5883.0 | 692959 |
| The Progressive Corp | 3713.0 | 490673 |
| Prudential Financial Inc | 2454.0 | 265106 |
| Public Storage | 964.0 | 287233 |
| Raymond James Financial Inc | 1273.0 | 148814 |
| Realty Income Corp | 3496.0 | 220493 |
| Regency Centers Corp | 1109.0 | 73671 |
| Regions Financial Corp | 6273.0 | 145596 |
| SBA Communications Corp | 680.0 | 203524 |
| Signature Bank | 386.0 | 53847 |
| Simon Property Group Inc | 2085.0 | 249032 |
| State Street Corp | 2304.0 | 183560 |
| SVB Financial Group\* | 354.0 | 82050 |
| Synchrony Financial | 3166.0 | 118978 |
| T Rowe Price Group Inc | 1478.0 | 184617 |
| The Travelers Cos Inc | 1514.0 | 287372 |
| Truist Financial Corp | 8471.0 | 396528 |
| UDR Inc | 1770.0 | 73402 |
| US Bancorp | 8502.0 | 385906 |
| Ventas Inc | 2564.0 | 119303 |
| VICI Properties Inc | 6079.0 | 207902 |

---

---

| | | |
|:---|:---|:---|
| Visa Inc<sup>#</sup> | 10389.0 | 2254413 |
| Vornado Realty Trust | 1028.0 | 25998 |
| W R Berkley Corp | 1335.0 | 101834 |
| Wells Fargo & Co | 23929.0 | 1147396 |
| Welltower Inc | 2792.0 | 198316 |
| Weyerhaeuser Co | 4832.0 | 158055 |
| Willis Towers Watson PLC | 703.0 | 173050 |
| Zions Bancorp NA | 1054.0 | 54618 |
| **Total Financial** |  | 33392331 |
| **Industrial (8.59%)** |  |  |
| 3M Co | 3484.0 | 438879 |
| A O Smith Corp | 942.0 | 57217 |
| Agilent Technologies Inc | 1952.0 | 302521 |
| Allegion plc | 601.0 | 68304 |
| Amcor PLC | 9487.0 | 117164 |
| AMETEK Inc | 1502.0 | 213915 |
| Amphenol Corp | 3796.0 | 305312 |
| Ball Corp<sup>#</sup> | 2136.0 | 119787 |
| The Boeing Co\* | 3466.0 | 619998 |
| Carrier Global Corp | 5321.0 | 235827 |
| Caterpillar Inc | 3367.0 | 795992 |
| CH Robinson Worldwide Inc<sup>#</sup> | 835.0 | 83684 |
| CSX Corp | 13726.0 | 448703 |
| Deere & Co | 1762.0 | 777042 |
| Dover Corp | 941.0 | 133575 |
| Eaton Corp PLC | 2529.0 | 413365 |
| Emerson Electric Co | 3793.0 | 363256 |
| Expeditors International of Washington Inc<sup>#</sup> | 1105.0 | 128246 |
| FedEx Corp | 1505.0 | 274241 |
| Fortive Corp | 2032.0 | 137262 |
| Fortune Brands Home & Security Inc | 957.0 | 62530 |
| Generac Holdings Inc\*<sup>,#</sup> | 285.0 | 30073 |
| General Dynamics Corp | 1455.0 | 367227 |
| General Electric Co | 6927.0 | 595514 |
| Honeywell International Inc | 4297.0 | 943406 |
| Howmet Aerospace Inc | 2478.0 | 93346 |
| Huntington Ingalls Industries Inc | 281.0 | 65181 |
| IDEX Corp | 523.0 | 124207 |
| Illinois Tool Works Inc | 1818.0 | 413540 |
| Ingersoll Rand Inc | 2562.0 | 138271 |
| Jacobs Solutions Inc | 846.0 | 107053 |
| JB Hunt Transport Services Inc | 529.0 | 97278 |
| Johnson Controls International PLC | 4519.0 | 300242 |
| Keysight Technologies Inc\* | 1144.0 | 206938 |
| L3Harris Technologies Inc | 1217.0 | 276356 |
| Lockheed Martin Corp | 1495.0 | 725359 |
| Martin Marietta Materials Inc | 396.0 | 145126 |
| Mettler-Toledo International Inc\* | 143.0 | 210147 |
| Mohawk Industries Inc\* | 390.0 | 39519 |
| Nordson Corp | 343.0 | 81116 |
| Norfolk Southern Corp | 1504.0 | 385776 |
| Northrop Grumman Corp | 922.0 | 491693 |
| Old Dominion Freight Line Inc | 595.0 | 180053 |
| Otis Worldwide Corp | 2659.0 | 207641 |
| Packaging Corp of America | 651.0 | 88464 |
| Parker-Hannifin Corp | 810.0 | 242141 |
| Pentair PLC | 1156.0 | 52910 |
| Raytheon Technologies Corp | 9389.0 | 926882 |
| Republic Services Inc | 1333.0 | 185674 |
| Rockwell Automation Inc | 758.0 | 200279 |
| Sealed Air Corp | 922.0 | 49078 |
| Snap-on Inc | 354.0 | 85172 |
| Stanley Black & Decker Inc | 953.0 | 77879 |
| TE Connectivity Ltd | 2081.0 | 262456 |
| Teledyne Technologies Inc\* | 318.0 | 133592 |
| Textron Inc | 1451.0 | 103572 |
| Trane Technologies PLC | 1507.0 | 268879 |
| TransDigm Group Inc | 326.0 | 204891 |
| Trimble Inc\* | 1634.0 | 97632 |
| Union Pacific Corp | 3964.0 | 861893 |
| United Parcel Service Inc | 4621.0 | 876742 |
| Vulcan Materials Co | 865.0 | 158580 |
| Waste Management Inc | 2458.0 | 412256 |
| Westinghouse Air Brake Technologies Corp | 1153.0 | 116557 |
| Westrock Co | 1715.0 | 65033 |
| Xylem Inc<sup>#</sup> | 1143.0 | 128416 |
| **Total Industrial** |  | 17920860 |
| **Technology (23.14%)** |  |  |
| Accenture PLC | 3983.0 | 1198604 |
| Activision Blizzard Inc | 4949.0 | 365979 |
| Adobe Inc\* | 2983.0 | 1028926 |
| Advanced Micro Devices Inc\*<sup>,#</sup> | 10230.0 | 794155 |
| Analog Devices Inc | 3303.0 | 567819 |
| ANSYS Inc\* | 560.0 | 142408 |
| Apple Inc<sup>(a)</sup> | 94091.0 | 13928291 |
| Applied Materials Inc | 5577.0 | 611239 |
| Autodesk Inc\* | 1396.0 | 281922 |

---

---

| | | |
|:---|:---|:---|
| Broadcom Inc | 2577 | 1420004 |
| Broadridge Financial Solutions Inc | 788.0 | 117499 |
| Cadence Design Systems Inc\* | 1756.0 | 302102 |
| Ceridian HCM Holding Inc\* | 855.0 | 58516 |
| Cognizant Technology Solutions Corp | 3335.0 | 207470 |
| DXC Technology Co\* | 1730.0 | 51329 |
| Electronic Arts Inc | 1768.0 | 231219 |
| EPAM Systems Inc\* | 359.0 | 132320 |
| Fidelity National Information Services Inc | 3855.0 | 279796 |
| Fiserv Inc\* | 3670.0 | 383001 |
| Fortinet Inc\* | 4205.0 | 223538 |
| Hewlett Packard Enterprise Co | 8406.0 | 141053 |
| HP Inc | 6878.0 | 206615 |
| Intel Corp | 25746.0 | 774182 |
| International Business Machines Corp | 5688.0 | 846943 |
| Intuit Inc | 1757.0 | 716136 |
| Jack Henry & Associates Inc | 460.0 | 87101 |
| KLA Corp | 942.0 | 370347 |
| Lam Research Corp | 875.0 | 413333 |
| Leidos Holdings Inc | 915.0 | 100037 |
| Microchip Technology Inc | 3286.0 | 260218 |
| Micron Technology Inc | 7124.0 | 410699 |
| Microsoft Corp<sup>(a)</sup> | 47031.0 | 11999489 |
| Monolithic Power Systems Inc | 267.0 | 101983 |
| MSCI Inc | 510.0 | 258993 |
| NetApp Inc | 1421.0 | 96074 |
| NVIDIA Corp | 15746.0 | 2664696 |
| NXP Semiconductors NV | 1526.0 | 268332 |
| ON Semiconductor Corp\*<sup>,#</sup> | 2743.0 | 206274 |
| Oracle Corp | 10009.0 | 831047 |
| Paychex Inc | 2089.0 | 259099 |
| Paycom Software Inc\* | 305.0 | 103426 |
| PTC Inc\* | 681.0 | 86630 |
| Qorvo Inc\* | 744.0 | 73842 |
| QUALCOMM Inc | 7070.0 | 894284 |
| Roper Technologies Inc | 684.0 | 300201 |
| Salesforce Inc\* | 6236.0 | 999319 |
| Seagate Technology Holdings PLC | 1368.0 | 72463 |
| ServiceNow Inc\* | 1243.0 | 517461 |
| Skyworks Solutions Inc | 1059.0 | 101262 |
| Synopsys Inc\* | 962.0 | 326637 |
| Take-Two Interactive Software Inc\* | 778.0 | 82227 |
| Teradyne Inc<sup>#</sup> | 1007.0 | 94104 |
| Texas Instruments Inc | 5821.0 | 1050458 |
| Tyler Technologies Inc\* | 246.0 | 84314 |
| Western Digital Corp\* | 1916.0 | 70413 |
| Zebra Technologies Corp\* | 348.0 | 94057 |
| **Total Technology** |  | 48289886 |
| **Utilities (3.03%)** |  |  |
| The AES Corp | 4344.0 | 125628 |
| Alliant Energy Corp | 1583.0 | 89123 |
| Ameren Corp | 1682.0 | 150236 |
| American Electric Power Co Inc | 3242.0 | 313826 |
| American Water Works Co Inc | 1183.0 | 179532 |
| Atmos Energy Corp<sup>#</sup> | 820.0 | 98564 |
| CenterPoint Energy Inc | 2979.0 | 92677 |
| CMS Energy Corp | 1870.0 | 114201 |
| Consolidated Edison Inc | 2227.0 | 218335 |
| Constellation Energy Corp | 2068.0 | 198776 |
| Dominion Energy Inc | 5130.0 | 313494 |
| DTE Energy Co | 1258.0 | 145941 |
| Duke Energy Corp | 4806.0 | 480264 |
| Edison International | 2433.0 | 162184 |
| Entergy Corp | 1304.0 | 151616 |
| Evergy Inc | 1567.0 | 92782 |
| Eversource Energy | 2170.0 | 179806 |
| Exelon Corp | 6205.0 | 256701 |
| FirstEnergy Corp | 3716.0 | 153248 |
| NextEra Energy Inc | 12449.0 | 1054430 |
| NiSource Inc | 2050.0 | 57277 |
| NRG Energy Inc | 1663.0 | 70594 |
| Pinnacle West Capital Corp | 806.0 | 63126 |
| PPL Corp | 4645.0 | 137120 |
| Public Service Enterprise Group Inc | 3151.0 | 190793 |
| Sempra Energy | 1939.0 | 322242 |
| The Southern Co | 6719.0 | 454473 |
| WEC Energy Group Inc | 2060.0 | 204228 |
| Xcel Energy Inc | 3432.0 | 240995 |
| **Total Utilities** |  | 6312212 |
| **Total Common Stock (Cost $71,066,219)** |  | 215067759 |
| **United States Treasury Bills (0.19%)** |  |  |
| United States Treasury Bill (Cost $399,201) | 400000.0 | 399219 |
| **Collateral Received for Securities on Loan (4.34%)** |  |  |
| Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $9,063,299) |  | 9063299 |

---

---

| | |
|:---|:---|
| **Total Investments (Cost $83,220,032) (107.61%)** | $224530277 |
| **Liabilities in Excess of Other Assets (-7.61%)** | (15882266) |
| **Net Assets (100.00%)** | $208648011 |

---

\* Non-income producing security.

# Loaned security; a portion of the security is on loan at November 30, 2022.

(a) A portion of these securities, a total of $11,754,612, have been pledged or segregated in connection with obligations for futures contracts.

**Futures contracts at November 30, 2022:** 

Contracts - $50 times premium / delivery month / commitment / exchange

---

| | | | |
|:---|:---|:---|:---|
| **S&P 500 E-MINI** | **Notional Amount** | **Value** | **Unrealized Appreciation** |
| 3 / DEC 2022 / Long / CME | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591,050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612,188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21,138 |

---

**S&P MIDCAP INDEX FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Common Stock (106.51%)** |  |  |
| **Basic Materials (6.15%)** |  |  |
| Alcoa Corp | 9686 | $485559 |
| Ashland Inc | 2550 | 285269 |
| Avient Corp | 4377 | 151488 |
| Cabot Corp | 2965 | 218283 |
| The Chemours Co | 7944 | 246661 |
| Cleveland-Cliffs Inc\* | 25413 | 393393 |
| Commercial Metals Co | 6169 | 303638 |
| Ingevity Corp\* | 1831 | 143312 |
| MP Materials Corp\* | 3918 | 130274 |
| NewMarket Corp | 355 | 112187 |
| Olin Corp | 6912 | 393846 |
| Reliance Steel & Aluminum Co<sup>(a)</sup> | 3087 | 652252 |
| Royal Gold Inc | 3477 | 390571 |
| RPM International Inc<sup>(a)</sup> | 6606 | 684514 |
| Sensient Technologies Corp | 2152 | 160776 |
| Steel Dynamics Inc<sup>(a)</sup> | 8975 | 932772 |
| United States Steel Corp | 12147 | 319345 |
| Valvoline Inc | 9064 | 298931 |
| Westlake Corp | 1769 | 190433 |
| **Total Basic Materials** |  | 6493504 |
| **Communications (2.40%)** |  |  |
| Cable One Inc | 262 | 189764 |
| Calix Inc\* | 2919 | 208125 |
| Ciena Corp\* | 7666 | 344663 |
| Frontier Communications Parent Inc\* | 11416 | 294190 |
| Iridium Communications Inc\* | 6514 | 345893 |
| The New York Times Co | 8025 | 294116 |
| TEGNA Inc | 11717 | 231294 |
| TripAdvisor Inc\* | 5427 | 110657 |
| Viasat Inc\* | 3475 | 118463 |
| World Wrestling Entertainment Inc | 2214 | 176854 |
| Ziff Davis Inc\* | 2375 | 219118 |
| **Total Communications** |  | 2533137 |
| **Consumer, Cyclical (16.24%)** |  |  |
| Adient PLC\* | 4855 | 189054 |
| AutoNation Inc\* | 1871 | 231836 |
| BJ's Wholesale Club Holdings Inc\* | 7095 | 533828 |
| Boyd Gaming Corp | 4204 | 257831 |
| Brunswick Corp | 3808 | 282554 |
| Capri Holdings Ltd\* | 7068 | 405350 |
| Carter's Inc | 2119 | 154772 |
| Casey's General Stores Inc | 1907 | 463439 |
| Choice Hotels International Inc | 1485 | 182982 |
| Churchill Downs Inc | 1698 | 376888 |
| Columbia Sportswear Co | 1749 | 156693 |
| Cracker Barrel Old Country Store Inc | 1166 | 133857 |
| Crocs Inc\* | 3156 | 318756 |
| Dana Inc | 6533 | 115046 |
| Deckers Outdoor Corp\* | 1358 | 541679 |
| Dick's Sporting Goods Inc | 2914 | 348456 |
| FirstCash Holdings Inc | 2071 | 194384 |
| Five Below Inc\* | 2841 | 457003 |
| Foot Locker Inc | 4393 | 174841 |
| Fox Factory Holding Corp\* | 2181 | 231404 |
| GameStop Corp\*<sup>,#</sup> | 12308 | 322593 |
| The Gap Inc | 11312 | 164476 |
| Gentex Corp | 12040 | 347956 |
| The Goodyear Tire & Rubber Co\* | 13550 | 152031 |
| Hanesbrands Inc | 18591 | 124932 |
| Harley-Davidson Inc | 6881 | 324302 |
| IAA Inc\* | 7144 | 266971 |
| JetBlue Airways Corp\* | 16855 | 134166 |
| KB Home | 4326 | 135793 |
| Kohl's Corp | 6763 | 216957 |
| Lear Corp | 3046 | 439355 |
| Leggett & Platt Inc | 7100 | 252831 |
| Light & Wonder Inc\* | 4830 | 312839 |
| Lithia Motors Inc | 1409 | 337188 |
| Macy's Inc | 13812 | 324582 |
| Marriott Vacations Worldwide Corp | 2090 | 311368 |
| Mattel Inc\* | 18495 | 337164 |
| MSC Industrial Direct Co Inc | 2536 | 217665 |
| Murphy USA Inc | 1100 | 325391 |
| Nordstrom Inc<sup>#</sup> | 6132 | 128588 |

---

---

| | | |
|:---|:---|:---|
| Nu Skin Enterprises Inc | 2657 | 110823 |
| Ollie's Bargain Outlet Holdings Inc\* | 3186.0 | 194027 |
| Papa John's International Inc | 1724.0 | 143540 |
| Penn Entertainment Inc\* | 8119.0 | 285708 |
| Polaris Inc | 2866.0 | 326896 |
| PVH Corp | 3428.0 | 230293 |
| RH\* | 865.0 | 248108 |
| The Scotts Miracle-Gro Co | 2158.0 | 120697 |
| Skechers USA Inc\* | 7149.0 | 301473 |
| Taylor Morrison Home Corp\* | 5820.0 | 176870 |
| Tempur Sealy International Inc | 9212.0 | 292665 |
| Texas Roadhouse Inc | 3423.0 | 339972 |
| Thor Industries Inc | 2934.0 | 252735 |
| Toll Brothers Inc | 5475.0 | 262307 |
| Topgolf Callaway Brands Corp\* | 6451.0 | 135148 |
| Travel + Leisure Co | 4573.0 | 177753 |
| Under Armour Inc\* | 4953.0 | 49530 |
| Under Armour Inc\* | 5322.0 | 46408 |
| Univar Solutions Inc\* | 8541.0 | 282963 |
| Victoria's Secret & Co\* | 3564.0 | 163944 |
| Visteon Corp\* | 1440.0 | 211392 |
| Watsco Inc | 1747.0 | 469908 |
| The Wendy's Co | 9014.0 | 203356 |
| Williams-Sonoma Inc | 3521.0 | 411605 |
| Wingstop Inc | 1531.0 | 253396 |
| Wyndham Hotels & Resorts Inc | 4625.0 | 339105 |
| YETI Holdings Inc\* | 4150.0 | 186294 |
| **Total Consumer, Cyclical** |  | 17144717 |
| **Consumer, Non-Cyclical (17.64%)** |  |  |
| Acadia Healthcare Co Inc\* | 4932.0 | 439244 |
| Amedisys Inc\* | 1661.0 | 151300 |
| Arrowhead Pharmaceuticals Inc\* | 5525.0 | 177905 |
| ASGN Inc\* | 2570.0 | 232842 |
| Avis Budget Group Inc\* | 1494.0 | 334058 |
| Azenta Inc | 3937.0 | 237047 |
| BellRing Brands Inc\* | 5935.0 | 147841 |
| The Boston Beer Co Inc\* | 514.0 | 197566 |
| The Brink's Co | 2467.0 | 147403 |
| Bruker Corp | 5158.0 | 347701 |
| Celsius Holdings Inc\* | 1513.0 | 168457 |
| Chemed Corp | 787.0 | 409240 |
| Coca-Cola Consolidated Inc | 121.0 | 59508 |
| Coty Inc\* | 17865.0 | 140598 |
| Darling Ingredients Inc\* | 8212.0 | 589868 |
| Encompass Health Corp | 5273.0 | 308365 |
| Envista Holdings Corp\* | 8546.0 | 291590 |
| Euronet Worldwide Inc\* | 2411.0 | 224102 |
| Exelixis Inc\* | 16697.0 | 285185 |
| Flowers Foods Inc | 9880.0 | 296894 |
| FTI Consulting Inc\* | 1812.0 | 313150 |
| Globus Medical Inc\* | 3944.0 | 291422 |
| Graham Holdings Co | 198.0 | 127449 |
| Grand Canyon Education Inc\* | 1699.0 | 192106 |
| Grocery Outlet Holding Corp\* | 4882.0 | 147778 |
| GXO Logistics Inc\* | 5224.0 | 244797 |
| H&R Block Inc | 8393.0 | 366858 |
| Haemonetics Corp\* | 2627.0 | 224109 |
| Halozyme Therapeutics Inc\* | 7274.0 | 416509 |
| HealthEquity Inc\* | 4363.0 | 276963 |
| Helen of Troy Ltd\* | 1277.0 | 125836 |
| ICU Medical Inc\* | 1078.0 | 171650 |
| Inari Medical Inc\* | 1706.0 | 125527 |
| Ingredion Inc | 3355.0 | 328689 |
| Insperity Inc | 1902.0 | 225482 |
| Integra LifeSciences Holdings Corp\* | 3953.0 | 217178 |
| Jazz Pharmaceuticals PLC\* | 3129.0 | 490971 |
| John Wiley & Sons Inc | 2306.0 | 109327 |
| Lancaster Colony Corp | 1051.0 | 217704 |
| Lantheus Holdings Inc\* | 3520.0 | 218522 |
| LHC Group Inc\* | 1631.0 | 266522 |
| LivaNova PLC\* | 2820.0 | 156143 |
| ManpowerGroup Inc | 2649.0 | 231840 |
| Masimo Corp\* | 2474.0 | 358582 |
| Medpace Holdings Inc\* | 1285.0 | 269709 |
| Neogen Corp\* | 11308.0 | 187260 |
| Neurocrine Biosciences Inc\* | 4897.0 | 622213 |
| NuVasive Inc\* | 2872.0 | 111548 |
| Omnicell Inc\* | 2324.0 | 119942 |
| Option Care Health Inc\* | 7340.0 | 221007 |
| Patterson Cos Inc | 4569.0 | 129942 |
| Paylocity Holding Corp\* | 2089.0 | 455047 |
| Penumbra Inc\* | 1871.0 | 391993 |
| Performance Food Group Co\* | 8145.0 | 496682 |
| Perrigo Co PLC | 7087.0 | 228414 |
| Pilgrim's Pride Corp\* | 2700.0 | 70632 |

---

---

| | | |
|:---|:---|:---|
| Post Holdings Inc\* | 2784 | 260610 |
| Progyny Inc\* | 3648.0 | 133626 |
| QuidelOrtho Corp\* | 2295.0 | 201065 |
| R1 RCM Inc\* | 7094.0 | 64201 |
| Repligen Corp\* | 2642.0 | 472495 |
| Sabre Corp\* | 16503.0 | 100833 |
| Service Corp International | 8074.0 | 576887 |
| Shockwave Medical Inc\* | 1882.0 | 477275 |
| Sotera Health Co\* | 2599.0 | 21676 |
| Sprouts Farmers Market Inc\* | 5502.0 | 188884 |
| STAAR Surgical Co\* | 2560.0 | 146202 |
| Syneos Health Inc\* | 5484.0 | 193476 |
| Tandem Diabetes Care Inc\* | 3340.0 | 140447 |
| Tenet Healthcare Corp\* | 5708.0 | 263595 |
| United Therapeutics Corp\* | 2379.0 | 665858 |
| WEX Inc\* | 2262.0 | 382595 |
| **Total Consumer, Non-Cyclical** |  | 18625942 |
| **Energy (5.55%)** |  |  |
| Antero Midstream Corp | 17306.0 | 196077 |
| Antero Resources Corp\* | 14670.0 | 536189 |
| ChampionX Corp | 10391.0 | 320458 |
| CNX Resources Corp\* | 10236.0 | 177799 |
| DT Midstream Inc | 5076.0 | 306235 |
| Equitrans Midstream Corp | 20127.0 | 168866 |
| First Solar Inc\*<sup>,(a)</sup> | 5076.0 | 875762 |
| HF Sinclair Corp | 7439.0 | 463747 |
| Matador Resources Co | 5862.0 | 389002 |
| Murphy Oil Corp | 7675.0 | 362260 |
| NOV Inc | 20114.0 | 451760 |
| PDC Energy Inc | 4931.0 | 366472 |
| Range Resources Corp | 13142.0 | 379410 |
| Southwestern Energy Co\* | 58705.0 | 406239 |
| SunPower Corp\* | 4397.0 | 106627 |
| Sunrun Inc\* | 10914.0 | 355578 |
| **Total Energy** |  | 5862481 |
| **Financial (24.34%)** |  |  |
| *Banks (7.66%)* |  |  |
| Associated Banc-Corp | 7874.0 | 193700 |
| Bank of Hawaii Corp | 2220.0 | 179087 |
| Bank OZK | 5938.0 | 274039 |
| Cadence Bank | 9650.0 | 278306 |
| Cathay General Bancorp | 3810.0 | 177051 |
| Commerce Bancshares Inc | 5586.0 | 418503 |
| Cullen/Frost Bankers Inc | 3002.0 | 435500 |
| East West Bancorp Inc | 7216.0 | 506635 |
| First Financial Bankshares Inc | 6790.0 | 250891 |
| First Horizon Corp<sup>(a)</sup> | 27478.0 | 682828 |
| FNB Corp | 17881.0 | 252122 |
| Fulton Financial Corp | 8643.0 | 160673 |
| Glacier Bancorp Inc | 5299.0 | 306812 |
| Hancock Whitney Corp | 4389.0 | 240693 |
| Home BancShares Inc | 8489.0 | 216045 |
| International Bancshares Corp | 2788.0 | 146872 |
| Old National Bancorp | 15533.0 | 296836 |
| PacWest Bancorp | 6472.0 | 169049 |
| Pinnacle Financial Partners Inc | 4033.0 | 338328 |
| Prosperity Bancshares Inc | 4670.0 | 352912 |
| Synovus Financial Corp | 7444.0 | 313616 |
| Texas Capital Bancshares Inc\* | 2554.0 | 153214 |
| UMB Financial Corp | 2226.0 | 190368 |
| Umpqua Holdings Corp | 11390.0 | 230875 |
| United Bankshares Inc | 6634.0 | 284532 |
| Valley National Bancorp | 21550.0 | 272823 |
| Webster Financial Corp | 9004.0 | 489277 |
| Wintrust Financial Corp | 3023.0 | 276393 |
|  |  | 8087980 |
| *Diversified Financial Service (2.75%)* |  |  |
| Affiliated Managers Group Inc | 2034.0 | 326294 |
| Evercore Inc | 1844.0 | 212392 |
| Federated Hermes Inc | 4336.0 | 164595 |
| Interactive Brokers Group Inc | 4471.0 | 359021 |
| Janus Henderson Group PLC | 6856.0 | 173388 |
| Jefferies Financial Group Inc | 9522.0 | 361741 |
| Navient Corp | 5666.0 | 93886 |
| SEI Investments Co | 5272.0 | 328340 |
| SLM Corp | 12872.0 | 224745 |
| Stifel Financial Corp | 5553.0 | 356780 |
| The Western Union Co | 20303.0 | 297642 |
|  |  | 2898824 |
| *Insurance (4.98%)* |  |  |
| American Financial Group Inc | 3503.0 | 498197 |
| Brighthouse Financial Inc\* | 3677.0 | 204956 |
| CNO Financial Group Inc | 6090.0 | 142993 |

---

---

| | | |
|:---|:---|:---|
| Essent Group Ltd | 5514 | 221056 |
| First American Financial Corp | 5333.0 | 291448 |
| The Hanover Insurance Group Inc | 1892.0 | 278692 |
| Kemper Corp | 3169.0 | 180379 |
| Kinsale Capital Group Inc | 1102.0 | 339647 |
| MGIC Investment Corp | 15538.0 | 213337 |
| Old Republic International Corp | 15070.0 | 369215 |
| Primerica Inc | 1917.0 | 285691 |
| Reinsurance Group of America Inc | 3431.0 | 495436 |
| RenaissanceRe Holdings Ltd | 2238.0 | 422781 |
| RLI Corp | 2095.0 | 272497 |
| Selective Insurance Group Inc | 3089.0 | 296915 |
| Unum Group | 9745.0 | 411044 |
| Voya Financial Inc | 5014.0 | 330824 |
|  |  | 5255108 |
| *Real Estate (8.61%)* |  |  |
| Annaly Capital Management Inc | 22074.0 | 478346 |
| Apartment Income REIT Corp | 8250.0 | 313913 |
| Brixmor Property Group Inc | 15740.0 | 364853 |
| Corporate Office Properties Trust | 5953.0 | 165315 |
| Cousins Properties Inc | 7880.0 | 207874 |
| Douglas Emmett Inc | 9604.0 | 166341 |
| EastGroup Properties Inc | 2141.0 | 332369 |
| EPR Properties | 4167.0 | 173389 |
| First Industrial Realty Trust Inc | 6844.0 | 345964 |
| Healthcare Realty Trust Inc | 19987.0 | 410333 |
| Highwoods Properties Inc | 5523.0 | 164585 |
| Independence Realty Trust Inc | 11696.0 | 211932 |
| JBG SMITH Properties | 5705.0 | 117580 |
| Jones Lang LaSalle Inc\* | 2453.0 | 412521 |
| Kilroy Realty Corp | 5682.0 | 245576 |
| Kite Realty Group Trust | 11573.0 | 263864 |
| Lamar Advertising Co | 4460.0 | 446624 |
| Life Storage Inc | 4366.0 | 469301 |
| The Macerich Co | 9276.0 | 117805 |
| Medical Properties Trust Inc | 31572.0 | 414225 |
| National Retail Properties Inc | 9304.0 | 431333 |
| National Storage Affiliates Trust | 3823.0 | 152194 |
| Omega Healthcare Investors Inc | 11988.0 | 362997 |
| Park Hotels & Resorts Inc | 12264.0 | 157347 |
| Pebblebrook Hotel Trust | 6963.0 | 115934 |
| Physicians Realty Trust | 11481.0 | 171411 |
| PotlatchDeltic Corp | 3706.0 | 177110 |
| Rayonier Inc | 7791.0 | 279541 |
| Rexford Industrial Realty Inc | 8064.0 | 445859 |
| Sabra Health Care REIT Inc | 11960.0 | 154404 |
| SL Green Realty Corp | 3571.0 | 149839 |
| Spirit Realty Capital Inc | 6787.0 | 281118 |
| STORE Capital Corp | 12450.0 | 397155 |
|  |  | 9098952 |
| *Savings & Loans (0.34%)* |  |  |
| New York Community Bancorp Inc | 24647.0 | 230449 |
| Washington Federal Inc | 3601.0 | 127007 |
|  |  | 357456 |
| **Total Financial** |  | 25698320 |
| **Industrial (21.76%)** |  |  |
| Acuity Brands Inc | 1675.0 | 315386 |
| AECOM | 7151.0 | 607835 |
| AGCO Corp | 3170.0 | 420722 |
| AptarGroup Inc | 3441.0 | 365228 |
| Arrow Electronics Inc\* | 3286.0 | 357320 |
| Avnet Inc | 5137.0 | 232038 |
| Axon Enterprise Inc\* | 3457.0 | 636192 |
| Belden Inc | 2251.0 | 181070 |
| Builders FirstSource Inc\* | 8090.0 | 517194 |
| Carlisle Cos Inc<sup>(a)</sup> | 2648.0 | 696715 |
| Chart Industries Inc\*<sup>,#</sup> | 1893.0 | 270680 |
| Clean Harbors Inc\* | 2652.0 | 318240 |
| Cognex Corp | 8879.0 | 441997 |
| Coherent Corp\* | 6619.0 | 242719 |
| Crane Holdings Co | 2500.0 | 264850 |
| Curtiss-Wright Corp | 2022.0 | 357186 |
| Donaldson Co Inc | 6327.0 | 385441 |
| Dycom Industries Inc\* | 1554.0 | 141632 |
| Eagle Materials Inc | 1929.0 | 263000 |
| EMCOR Group Inc | 2526.0 | 391277 |
| Energizer Holdings Inc | 3289.0 | 112122 |
| EnerSys | 2082.0 | 157358 |
| Enovis Corp\* | 2165.0 | 117191 |
| Esab Corp | 2165.0 | 102491 |
| Flowserve Corp | 6904.0 | 216509 |
| Fluor Corp\* | 7046.0 | 236816 |
| GATX Corp | 1807.0 | 203739 |

---

---

| | | |
|:---|:---|:---|
| Graco Inc | 8660 | 605940 |
| Greif Inc | 1407.0 | 98926 |
| Hexcel Corp | 4444.0 | 266418 |
| Hubbell Inc<sup>(a)</sup> | 2748.0 | 698157 |
| ITT Inc | 4382.0 | 370367 |
| Jabil Inc | 7043.0 | 508434 |
| Kennametal Inc | 4431.0 | 117067 |
| Kirby Corp\* | 3067.0 | 214046 |
| Knight-Swift Transportation Holdings Inc | 8227.0 | 456023 |
| Landstar System Inc | 1865.0 | 322608 |
| Lennox International Inc | 1651.0 | 429970 |
| Lincoln Electric Holdings Inc | 3053.0 | 451478 |
| Littelfuse Inc | 1304.0 | 321436 |
| Louisiana-Pacific Corp | 3782.0 | 241292 |
| MasTec Inc\* | 3003.0 | 272762 |
| MDU Resources Group Inc | 10687.0 | 336534 |
| Mercury Systems Inc\* | 2953.0 | 150071 |
| The Middleby Corp\* | 2759.0 | 397820 |
| MSA Safety Inc | 1931.0 | 272290 |
| National Instruments Corp | 6872.0 | 281889 |
| Novanta Inc\* | 1873.0 | 295466 |
| nVent Electric PLC | 8525.0 | 341085 |
| Oshkosh Corp | 3453.0 | 317918 |
| Owens Corning | 4928.0 | 437804 |
| Regal Rexnord Corp | 3404.0 | 446298 |
| RXO Inc\* | 5224.0 | 99256 |
| Ryder System Inc | 2687.0 | 251208 |
| Saia Inc\* | 1395.0 | 339808 |
| Silgan Holdings Inc | 4332.0 | 229163 |
| Simpson Manufacturing Co Inc | 2135.0 | 198662 |
| Sonoco Products Co | 4993.0 | 306420 |
| Stericycle Inc\* | 4720.0 | 246054 |
| TD SYNNEX Corp | 2202.0 | 225265 |
| Terex Corp | 3471.0 | 159354 |
| Tetra Tech Inc | 2730.0 | 422031 |
| The Timken Co | 3540.0 | 268969 |
| TopBuild Corp\* | 1687.0 | 259933 |
| The Toro Co | 5354.0 | 594240 |
| Trex Co Inc\* | 5646.0 | 259095 |
| Universal Display Corp | 2297.0 | 258688 |
| Valmont Industries Inc | 1124.0 | 380654 |
| Vicor Corp\* | 1141.0 | 61603 |
| Vishay Intertechnology Inc | 7033.0 | 162040 |
| Vontier Corp | 8087.0 | 158748 |
| Watts Water Technologies Inc | 1449.0 | 229594 |
| Werner Enterprises Inc | 2668.0 | 117339 |
| Woodward Inc | 3080.0 | 295064 |
| Worthington Industries Inc | 755.0 | 42839 |
| XPO Logistics Inc\* | 5224.0 | 201751 |
| **Total Industrial** |  | 22972825 |
| **Technology (8.23%)** |  |  |
| ACI Worldwide Inc\* | 5840.0 | 122056 |
| Amkor Technology Inc | 5309.0 | 148758 |
| Aspen Technology Inc\* | 1511.0 | 348286 |
| Blackbaud Inc\* | 2228.0 | 132054 |
| CACI International Inc\* | 1199.0 | 374448 |
| Cirrus Logic Inc\* | 2864.0 | 213969 |
| CommVault Systems Inc\* | 2294.0 | 151404 |
| Concentrix Corp | 2269.0 | 277680 |
| Dynatrace Inc\* | 10299.0 | 399086 |
| Envestnet Inc\* | 3017.0 | 178063 |
| ExlService Holdings Inc\* | 1693.0 | 316930 |
| Fair Isaac Corp\*<sup>,(a)</sup> | 1309.0 | 811213 |
| Genpact Ltd | 8644.0 | 398575 |
| IPG Photonics Corp\* | 1370.0 | 124711 |
| KBR Inc | 7120.0 | 367890 |
| Kyndryl Holdings Inc\* | 9501.0 | 111257 |
| Lattice Semiconductor Corp\* | 7031.0 | 512068 |
| Lumentum Holdings Inc\* | 3621.0 | 198938 |
| MACOM Technology Solutions Holdings Inc\* | 2571.0 | 176602 |
| Manhattan Associates Inc\* | 3211.0 | 404393 |
| Maximus Inc | 3258.0 | 229037 |
| MKS Instruments Inc | 2939.0 | 246465 |
| NCR Corp\* | 7171.0 | 171172 |
| Power Integrations Inc | 2928.0 | 235645 |
| Qualys Inc\* | 1539.0 | 189789 |
| Science Applications International Corp | 2858.0 | 314694 |
| Semtech Corp\* | 3441.0 | 105776 |
| Silicon Laboratories Inc\* | 1752.0 | 254811 |
| SiTime Corp\* | 786.0 | 82892 |
| Synaptics Inc\* | 2090.0 | 221477 |
| Teradata Corp\* | 5506.0 | 188030 |
| Wolfspeed Inc\* | 6331.0 | 575615 |
| Xerox Holdings Corp | 6258.0 | 102068 |

---

---

| | | |
|:---|:---|:---|
| **Total Technology** |  | 8685852 |
| **Utilities (4.20%)** |  |  |
| ALLETE Inc | 2880.0 | 190656 |
| Black Hills Corp | 3364.0 | 240963 |
| Essential Utilities Inc | 11853.0 | 571789 |
| Hawaiian Electric Industries Inc | 5793.0 | 237976 |
| IDACORP Inc | 2677.0 | 295889 |
| National Fuel Gas Co | 4832.0 | 320023 |
| New Jersey Resources Corp | 5111.0 | 254272 |
| NorthWestern Corp | 2732.0 | 159576 |
| OGE Energy Corp | 10251.0 | 414755 |
| ONE Gas Inc | 2835.0 | 246503 |
| Ormat Technologies Inc | 2357.0 | 213144 |
| PNM Resources Inc | 4449.0 | 218001 |
| Portland General Electric Co | 4692.0 | 230987 |
| Southwest Gas Holdings Inc | 3218.0 | 220304 |
| Spire Inc | 2739.0 | 202960 |
| UGI Corp | 10721.0 | 414367 |
| **Total Utilities** |  | 4432165 |
| **Total Common Stock (Cost $78,124,712)** |  | 112448943 |
| **United States Treasury Bills (0.85%)** |  |  |
| United States Treasury Bill (Cost $898,206) | 900000.0 | 898243 |
| **Collateral Received for Securities on Loan (0.67%)** |  |  |
| Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $711,178) |  | 711178 |
| **Total Investments (Cost $79,734,096) (108.03%)** |  | $114058364 |
| **Liabilities in Excess of Other Assets (-8.03%)** |  | (8482797) |
| **Net Assets (100.00%)** |  | $105575566 |

---

\* Non-income producing security.

# Loaned security; a portion of the security is on loan at November 30, 2022.

(a) A portion of these securities, a total of $6,034,214, have been pledged or segregated in connection with obligations for futures contracts.

**Futures contracts at November 30, 2022:** 

Contracts - $100 times premium / delivery month / commitment / exchange

---

| | | | |
|:---|:---|:---|:---|
| **S&P MidCap E-MINI** | **Notional Amount** | **Value** | **Unrealized Appreciation** |
| 3 / DEC 2022 / Long / CME | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752,700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773,940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21,240 |

---

**S&P SMALLCAP INDEX FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Common Stock (108.05%)** |  |  |
| **Basic Materials (5.26%)** |  |  |
| AdvanSix Inc | 1786 | $73512 |
| American Vanguard Corp | 1902 | 43746 |
| Arconic Corp\* | 6331 | 150868 |
| ATI Inc\* | 7754 | 236575 |
| Balchem Corp | 2039 | 287091 |
| Carpenter Technology Corp | 2804 | 115132 |
| Clearwater Paper Corp\* | 1183 | 46172 |
| Compass Minerals International Inc | 2139 | 94865 |
| Hawkins Inc | 1183 | 49213 |
| Haynes International Inc | 896 | 44764 |
| HB Fuller Co | 3369 | 270564 |
| Innospec Inc | 1552 | 172101 |
| Kaiser Aluminum Corp | 1057 | 95553 |
| Koppers Holdings Inc | 1482 | 44149 |
| Livent Corp\*<sup>,(a)</sup> | 9782 | 273798 |
| Mativ Holdings Inc | 3544 | 73609 |
| Mercer International Inc | 2519 | 34762 |
| Quaker Chemical Corp | 854 | 168059 |
| Rogers Corp\* | 1190 | 129758 |
| Stepan Co | 1381 | 154078 |
| Sylvamo Corp | 2257 | 122081 |
| Trinseo PLC | 2275 | 56079 |
| **Total Basic Materials** |  | 2736529 |
| **Communications (4.09%)** |  |  |
| A10 Networks Inc | 3745 | 70069 |
| ADTRAN Holdings Inc | 3950 | 80067 |
| AMC Networks Inc\* | 1982 | 39561 |
| ATN International Inc | 779 | 37711 |
| Cars.com Inc\* | 4119 | 60879 |
| Clearfield Inc\* | 714 | 93977 |
| Cogent Communications Holdings Inc | 2695 | 156445 |
| Consolidated Communications Holdings Inc\* | 5162 | 23848 |
| ePlus Inc\* | 1798 | 89289 |
| Extreme Networks Inc\* | 7992 | 167592 |
| The EW Scripps Co\* | 3903 | 58467 |
| Gogo Inc\* | 4207 | 66008 |
| Harmonic Inc\* | 6868 | 105355 |
| HealthStream Inc\* | 1518 | 38557 |
| InterDigital Inc | 1985 | 99587 |
| Liquidity Services Inc\* | 1928 | 32178 |
| NETGEAR Inc\* | 1998 | 39421 |
| Perficient Inc\* | 2092 | 148637 |
| QuinStreet Inc\* | 3238 | 46077 |
| Scholastic Corp | 1976 | 81253 |
| Shenandoah Telecommunications Co | 3229 | 62869 |
| Shutterstock Inc | 1461 | 78631 |
| TechTarget Inc\* | 1557 | 71093 |
| Telephone and Data Systems Inc | 6350 | 66929 |
| Thryv Holdings Inc\* | 1075 | 20619 |
| Viavi Solutions Inc\* | 14231 | 161237 |
| Yelp Inc\* | 4191 | 129711 |
| **Total Communications** |  | 2126067 |
| **Consumer, Cyclical (15.58%)** |  |  |
| Abercrombie & Fitch Co\* | 3149 | 75513 |
| Academy Sports & Outdoors Inc | 5334 | 269260 |
| Allegiant Travel Co\* | 873 | 72119 |
| American Axle & Manufacturing Holdings Inc\* | 7476 | 77825 |
| America's Car-Mart Inc\* | 397 | 28886 |
| Asbury Automotive Group Inc\* | 1392 | 261167 |
| Bed Bath & Beyond Inc\* | 4987 | 16956 |
| Big Lots Inc | 1911 | 37265 |
| BJ's Restaurants Inc\* | 1372 | 44014 |
| Bloomin' Brands Inc | 5042 | 113546 |
| Boot Barn Holdings Inc\* | 1856 | 125002 |
| Brinker International Inc\* | 2790 | 93326 |
| The Buckle Inc | 1891 | 83109 |
| Caleres Inc | 2523 | 60956 |
| Cavco Industries Inc\* | 542 | 124459 |
| The Cheesecake Factory Inc | 3118 | 109255 |
| Century Communities Inc | 1701 | 81920 |
| Chico's FAS Inc\* | 8496 | 49872 |

---

---

| | | |
|:---|:---|:---|
| The Children's Place Inc\* | 804.0 | 28542 |
| Chuy's Holdings Inc\* | 1345.0 | 42623 |
| Cinemark Holdings Inc\* | 6765.0 | 92072 |
| Dave & Buster's Entertainment Inc\* | 2448.0 | 97088 |
| Designer Brands Inc | 3952.0 | 60466 |
| Dine Brands Global Inc | 1098.0 | 81900 |
| Dorman Products Inc\* | 1768.0 | 158484 |
| Ethan Allen Interiors Inc | 1450.0 | 41253 |
| Genesco Inc\* | 894.0 | 46667 |
| Gentherm Inc\* | 2093.0 | 149838 |
| G-III Apparel Group Ltd\* | 2872.0 | 62121 |
| GMS Inc\* | 2688.0 | 131981 |
| Golden Entertainment Inc\* | 1277.0 | 56584 |
| Green Brick Partners Inc\* | 1442.0 | 34868 |
| Group 1 Automotive Inc | 1036.0 | 200300 |
| Guess? Inc | 2510.0 | 52108 |
| Hawaiian Holdings Inc\* | 3036.0 | 42200 |
| Healthcare Services Group Inc | 4744.0 | 66179 |
| Hibbett Inc | 761.0 | 50728 |
| HNI Corp | 2445.0 | 70905 |
| Installed Building Products Inc | 1478.0 | 125527 |
| Interface Inc | 4184.0 | 45313 |
| iRobot Corp\* | 1698.0 | 88449 |
| Jack in the Box Inc | 1301.0 | 94062 |
| KAR Auction Services Inc\* | 7573.0 | 104053 |
| Kontoor Brands Inc | 2904.0 | 126179 |
| La-Z-Boy Inc | 2792.0 | 76026 |
| LCI Industries | 1627.0 | 160845 |
| LGI Homes Inc\* | 1345.0 | 133612 |
| M/I Homes Inc\* | 1897.0 | 85706 |
| MarineMax Inc\* | 1369.0 | 45218 |
| MDC Holdings Inc | 3636.0 | 117915 |
| Meritage Homes Corp\* | 2292.0 | 198052 |
| Methode Electronics Inc | 2332.0 | 106526 |
| Monarch Casino & Resort Inc\* | 854.0 | 72462 |
| Movado Group Inc | 1175.0 | 37823 |
| National Vision Holdings Inc\* | 5124.0 | 207317 |
| The ODP Corp\* | 2734.0 | 131587 |
| Oxford Industries Inc | 1009.0 | 113876 |
| Patrick Industries Inc | 1365.0 | 76344 |
| PC Connection Inc | 791.0 | 43940 |
| PetMed Express Inc | 1445.0 | 28611 |
| PriceSmart Inc | 1558.0 | 110680 |
| Resideo Technologies Inc\* | 8667.0 | 140405 |
| Ruth's Hospitality Group Inc | 1944.0 | 34039 |
| Sally Beauty Holdings Inc\* | 6888.0 | 81003 |
| ScanSource Inc\* | 1608.0 | 48015 |
| Shake Shack Inc\* | 2372.0 | 124767 |
| Shoe Carnival Inc | 1280.0 | 33805 |
| Signet Jewelers Ltd | 2982.0 | 193830 |
| Six Flags Entertainment Corp\* | 4859.0 | 117053 |
| SkyWest Inc\* | 3356.0 | 61918 |
| Sleep Number Corp\* | 1501.0 | 43904 |
| Sonic Automotive Inc | 1220.0 | 64831 |
| Sonos Inc\* | 8012.0 | 140450 |
| Standard Motor Products Inc | 1301.0 | 49971 |
| Steven Madden Ltd | 4819.0 | 166448 |
| Titan International Inc\* | 3341.0 | 47877 |
| Tri Pointe Homes Inc\* | 6461.0 | 119141 |
| Tupperware Brands Corp\* | 3285.0 | 15210 |
| UniFirst Corp | 959.0 | 185816 |
| Urban Outfitters Inc\* | 4003.0 | 115847 |
| Veritiv Corp | 911.0 | 122566 |
| Vista Outdoor Inc\* | 3609.0 | 100944 |
| Wabash National Corp | 3062.0 | 76764 |
| Winnebago Industries Inc | 2107.0 | 123449 |
| Wolverine World Wide Inc | 5154.0 | 57725 |
| World Fuel Services Corp | 4080.0 | 116076 |
| XPEL Inc\* | 1041.0 | 71361 |
| Xperi Inc\* | 2616.0 | 28017 |
| **Total Consumer, Cyclical** |  | 8102712 |
| **Consumer, Non-Cyclical (19.58%)** |  |  |
| The Aaron's Co Inc | 2245.0 | 27367 |
| ABM Industries Inc | 4177.0 | 197071 |
| AdaptHealth Corp\* | 6123.0 | 136604 |
| Addus HomeCare Corp\* | 991.0 | 109287 |
| Adtalem Global Education Inc\* | 2841.0 | 118186 |
| Alarm.com Holdings Inc\* | 2918.0 | 145608 |
| AMN Healthcare Services Inc\*<sup>,(a)</sup> | 2814.0 | 348092 |
| Amphastar Pharmaceuticals Inc\* | 2454.0 | 72368 |
| The Andersons Inc | 2041.0 | 78579 |
| AngioDynamics Inc\* | 2422.0 | 31365 |

---

---

| | | |
|:---|:---|:---|
| ANI Pharmaceuticals Inc\* | 753 | 31588 |
| Arcus Biosciences Inc\* | 2864 | 100727 |
| Arlo Technologies Inc\* | 5260 | 20093 |
| Artivion Inc\* | 2686 | 34354 |
| Avanos Medical Inc\* | 3101 | 83417 |
| Avid Bioservices Inc\* | 3882 | 60792 |
| B&G Foods Inc<sup>#</sup> | 4291 | 56984 |
| BioLife Solutions Inc\* | 1847 | 39101 |
| Calavo Growers Inc | 1095 | 38281 |
| Cal-Maine Foods Inc | 2229 | 129906 |
| Cardiovascular Systems Inc\* | 2591 | 36300 |
| Central Garden & Pet Co\* | 702 | 28817 |
| Central Garden & Pet Co\* | 2610 | 101973 |
| The Chefs' Warehouse Inc\* | 1825 | 70901 |
| Coherus Biosciences Inc\* | 4320 | 29635 |
| CONMED Corp | 1871 | 155012 |
| Corcept Therapeutics Inc\* | 5978 | 151124 |
| CoreCivic Inc\* | 7761 | 103066 |
| CorVel Corp\* | 591 | 90405 |
| Cross Country Healthcare Inc\* | 2325 | 83189 |
| Cutera Inc\* | 1019 | 48484 |
| Cytokinetics Inc\* | 5392 | 229160 |
| Deluxe Corp | 2788 | 53920 |
| Dynavax Technologies Corp\* | 7524 | 93373 |
| Edgewell Personal Care Co | 3298 | 142507 |
| elf Beauty Inc\* | 2547 | 139983 |
| Embecta Corp | 3576 | 117722 |
| Emergent BioSolutions Inc\* | 3037 | 37355 |
| Enanta Pharmaceuticals Inc\* | 1144 | 50096 |
| The Ensign Group Inc<sup>(a)</sup> | 3306 | 314070 |
| EVERTEC Inc | 3795 | 128157 |
| Forrester Research Inc\* | 760 | 26737 |
| Fresh Del Monte Produce Inc | 1961 | 54280 |
| Fulgent Genetics Inc\* | 1246 | 45192 |
| The GEO Group Inc\* | 6097 | 72067 |
| Glaukos Corp\* | 2792 | 130023 |
| Green Dot Corp\* | 3393 | 69149 |
| Harmony Biosciences Holdings Inc\* | 1410 | 84276 |
| Heidrick & Struggles International Inc | 1373 | 40778 |
| Heska Corp\* | 688 | 44273 |
| Hostess Brands Inc\* | 8716 | 230102 |
| Innoviva Inc\* | 4184 | 54936 |
| Inogen Inc\* | 1194 | 26650 |
| Integer Holdings Corp\* | 2079 | 154511 |
| Inter Parfums Inc | 1165 | 111013 |
| Ironwood Pharmaceuticals Inc\* | 9681 | 117237 |
| iTeos Therapeutics Inc\* | 1290 | 25994 |
| J & J Snack Foods Corp | 935 | 153359 |
| John B Sanfilippo & Son Inc | 629 | 53270 |
| Kelly Services Inc | 2377 | 40385 |
| Korn Ferry | 3367 | 192020 |
| LeMaitre Vascular Inc | 1174 | 55002 |
| Ligand Pharmaceuticals Inc\* | 1059 | 77201 |
| LiveRamp Holdings Inc\* | 4290 | 94208 |
| Medifast Inc | 695 | 87605 |
| Meridian Bioscience Inc\* | 2867 | 91744 |
| Merit Medical Systems Inc\* | 3169 | 228168 |
| MGP Ingredients Inc | 782 | 97797 |
| ModivCare Inc\* | 822 | 63294 |
| Monro Inc | 2095 | 95260 |
| Myriad Genetics Inc\* | 4997 | 101239 |
| National Beverage Corp | 1539 | 79305 |
| Nektar Therapeutics\* | 11864 | 33219 |
| NeoGenomics Inc\* | 7328 | 82147 |
| OmniAb Inc\* | 5189 | 18369 |
| Omniab Inc-12.5\*<sup>, (b)</sup> | 401 |  |
| Omniab Inc-15<sup>\*, (b)</sup> | 401 |  |
| Orthofix Medical Inc\* | 1364 | 24538 |
| Owens & Minor Inc | 4502 | 92786 |
| Pacira BioSciences Inc\* | 2858 | 137899 |
| Pediatrix Medical Group Inc\* | 5538 | 88497 |
| The Pennant Group Inc\* | 1684 | 17413 |
| Perdoceo Education Corp\* | 4611 | 66168 |
| Prestige Consumer Healthcare Inc\* | 3220 | 197901 |
| PROG Holdings Inc\* | 3561 | 70116 |
| Quanex Building Products Corp | 2085 | 49560 |
| RadNet Inc\* | 2988 | 59073 |
| REGENXBIO Inc\* | 1997 | 47728 |
| Rent-A-Center Inc | 3361 | 80966 |
| Resources Connection Inc | 2156 | 41611 |
| Select Medical Holdings Corp | 6446 | 158443 |
| The Simply Good Foods Co\* | 5356 | 213704 |
| SpartanNash Co | 2264 | 74372 |

---

---

| | | |
|:---|:---|:---|
| Strategic Education Inc | 1425 | 116565 |
| Stride Inc\* | 2690.0 | 95253 |
| Supernus Pharmaceuticals Inc\* | 3336.0 | 122498 |
| Surmodics Inc\* | 970.0 | 35046 |
| Tootsie Roll Industries Inc | 1145.0 | 51468 |
| TreeHouse Foods Inc\* | 3542.0 | 175081 |
| TrueBlue Inc\* | 2078.0 | 44843 |
| uniQure NV\* | 2283.0 | 60408 |
| United Natural Foods Inc\* | 3630.0 | 173078 |
| Universal Corp | 1631.0 | 92820 |
| US Physical Therapy Inc | 855.0 | 73881 |
| USANA Health Sciences Inc\* | 735.0 | 40454 |
| Vanda Pharmaceuticals Inc\* | 3820.0 | 41676 |
| Varex Imaging Corp\* | 2748.0 | 58368 |
| Vector Group Ltd | 8486.0 | 94195 |
| Vericel Corp\* | 2991.0 | 68285 |
| Viad Corp\* | 1286.0 | 38078 |
| Vir Biotechnology Inc\* | 4602.0 | 129868 |
| WD-40 Co | 853.0 | 142878 |
| Xencor Inc\* | 3681.0 | 109399 |
| **Total Consumer, Non-Cyclical** |  | 10180746 |
| **Energy (5.37%)** |  |  |
| Archrock Inc | 8479.0 | 73852 |
| Bristow Group Inc\* | 1489.0 | 38714 |
| Callon Petroleum Co\* | 3051.0 | 127898 |
| Civitas Resources Inc | 3210.0 | 216226 |
| CONSOL Energy Inc | 1985.0 | 153738 |
| Core Laboratories NV | 2961.0 | 64194 |
| Dril-Quip Inc\* | 2345.0 | 55201 |
| Green Plains Inc\* | 3445.0 | 119059 |
| Helix Energy Solutions Group Inc\* | 9162.0 | 58454 |
| Helmerich & Payne Inc<sup>(a)</sup> | 6602.0 | 337230 |
| Laredo Petroleum Inc\* | 645.0 | 41170 |
| Nabors Industries Ltd\* | 420.0 | 66499 |
| NOW Inc\* | 5519.0 | 68877 |
| Oceaneering International Inc\* | 6554.0 | 99555 |
| Par Pacific Holdings Inc\* | 2639.0 | 61832 |
| Patterson-UTI Energy Inc | 12535.0 | 225003 |
| PBF Energy Inc | 5984.0 | 237984 |
| ProPetro Holding Corp\* | 5328.0 | 58501 |
| Ranger Oil Corp | 964.0 | 42001 |
| REX American Resources Corp\* | 990.0 | 29215 |
| RPC Inc | 3687.0 | 34142 |
| SM Energy Co<sup>(a)</sup> | 7601.0 | 327679 |
| SunCoke Energy Inc | 5463.0 | 46217 |
| Talos Energy Inc\* | 1436.0 | 28217 |
| US Silica Holdings Inc\* | 4697.0 | 61484 |
| Warrior Met Coal Inc | 3238.0 | 119223 |
| **Total Energy** |  | 2792165 |
| **Financial (28.41%)** |  |  |
| *Banks (11.72%)* |  |  |
| Ameris Bancorp | 4211.0 | 222678 |
| BancFirst Corp | 1006.0 | 102552 |
| The Bancorp Inc\* | 3287.0 | 98511 |
| BankUnited Inc | 5147.0 | 188998 |
| Banner Corp | 2195.0 | 155011 |
| Central Pacific Financial Corp | 1761.0 | 37316 |
| City Holding Co | 952.0 | 97028 |
| Columbia Banking System Inc | 4632.0 | 157766 |
| Community Bank System Inc | 3367.0 | 219326 |
| Customers Bancorp Inc\* | 1891.0 | 61023 |
| CVB Financial Corp | 8024.0 | 230128 |
| Dime Community Bancshares Inc | 1639.0 | 58463 |
| Eagle Bancorp Inc | 2012.0 | 94886 |
| FB Financial Corp | 2073.0 | 88745 |
| First BanCorp/Puerto Rico | 12629.0 | 194234 |
| First Bancorp | 2219.0 | 107910 |
| First Commonwealth Financial Corp | 5896.0 | 86789 |
| First Financial Bancorp | 5905.0 | 156069 |
| First Hawaiian Inc | 7746.0 | 205656 |
| Flagstar Bancorp Inc | 3398.0 | 127561 |
| Hanmi Financial Corp | 1915.0 | 51801 |
| Heritage Financial Corp | 2370.0 | 77973 |
| Hilltop Holdings Inc | 3128.0 | 93214 |
| HomeStreet Inc | 1321.0 | 36063 |
| Hope Bancorp Inc | 7571.0 | 103117 |
| Independent Bank Corp | 2922.0 | 264496 |
| Independent Bank Group Inc | 2326.0 | 153376 |
| Lakeland Financial Corp | 1632.0 | 128863 |
| National Bank Holdings Corp | 1877.0 | 87299 |
| NBT Bancorp Inc | 2730.0 | 126017 |

---

---

| | | |
|:---|:---|:---|
| OFG Bancorp | 3140 | 90966 |
| Park National Corp | 928.0 | 140434 |
| Pathward Financial Inc | 1867.0 | 81271 |
| Preferred Bank | 877.0 | 66292 |
| Renasant Corp | 3511.0 | 143143 |
| S&T Bancorp Inc | 2541.0 | 95084 |
| Seacoast Banking Corp of Florida | 3573.0 | 122840 |
| ServisFirst Bancshares Inc | 3052.0 | 231403 |
| Simmons First National Corp | 7916.0 | 183730 |
| Southside Bancshares Inc | 2091.0 | 75987 |
| Stellar Bancorp Inc | 1704.0 | 57612 |
| Tompkins Financial Corp | 798.0 | 66665 |
| Triumph Financial Inc\* | 1485.0 | 88744 |
| TrustCo Bank Corp NY | 1199.0 | 46569 |
| Trustmark Corp | 3968.0 | 145149 |
| United Community Banks Inc | 6727.0 | 262151 |
| Veritex Holdings Inc | 3196.0 | 104381 |
| Walker & Dunlop Inc | 1860.0 | 166117 |
| Westamerica BanCorp | 1692.0 | 104481 |
|  |  | 6085888 |
| *Diversified Financial Service (2.01%)* |  |  |
| B Riley Financial Inc | 1016.0 | 44623 |
| Blucora Inc\* | 3171.0 | 79434 |
| Brightsphere Investment Group Inc | 2258.0 | 45973 |
| Encore Capital Group Inc\* | 1562.0 | 78725 |
| Enova International Inc\* | 2136.0 | 86166 |
| EZCORP Inc\* | 3353.0 | 33597 |
| Mr Cooper Group Inc\* | 4570.0 | 206381 |
| Piper Sandler Cos | 918.0 | 131880 |
| PRA Group Inc\* | 2485.0 | 85434 |
| StoneX Group Inc\* | 1067.0 | 108268 |
| Virtus Investment Partners Inc | 449.0 | 87079 |
| WisdomTree Inc | 7365.0 | 41023 |
| World Acceptance Corp\* | 265.0 | 18791 |
|  |  | 1047374 |
| *Insurance (3.14%)* |  |  |
| Ambac Financial Group Inc\* | 2813.0 | 45739 |
| American Equity Investment Life Holding Co | 4861.0 | 196919 |
| AMERISAFE Inc | 1293.0 | 76765 |
| Assured Guaranty Ltd | 4033.0 | 268477 |
| Employers Holdings Inc | 1761.0 | 81834 |
| Genworth Financial Inc\* | 32702.0 | 164491 |
| Horace Mann Educators Corp | 2613.0 | 100836 |
| James River Group Holdings Ltd | 2043.0 | 49073 |
| NMI Holdings Inc\* | 5506.0 | 118544 |
| Palomar Holdings Inc\* | 1266.0 | 79429 |
| ProAssurance Corp | 3557.0 | 71104 |
| Safety Insurance Group Inc | 874.0 | 80181 |
| SiriusPoint Ltd\* | 5736.0 | 37399 |
| Stewart Information Services Corp | 1698.0 | 75153 |
| Trupanion Inc\* | 2205.0 | 115255 |
| United Fire Group Inc | 1524.0 | 46558 |
| Universal Insurance Holdings Inc | 2188.0 | 24046 |
|  |  | 1631803 |
| *Real Estate (9.44%)* |  |  |
| Acadia Realty Trust | 5770.0 | 88743 |
| Agree Realty Corp<sup>(a)</sup> | 4485.0 | 313726 |
| Alexander & Baldwin Inc | 4568.0 | 90218 |
| American Assets Trust Inc | 3246.0 | 95075 |
| Anywhere Real Estate Inc\* | 7684.0 | 58014 |
| Apollo Commercial Real Estate Finance Inc | 8591.0 | 106185 |
| Armada Hoffler Properties Inc | 3969.0 | 48223 |
| ARMOUR Residential REIT Inc | 4218.0 | 24802 |
| Brandywine Realty Trust | 10779.0 | 74483 |
| CareTrust REIT Inc | 6061.0 | 120008 |
| Centerspace | 832.0 | 53664 |
| Chatham Lodging Trust\* | 3361.0 | 44937 |
| Community Healthcare Trust Inc | 1456.0 | 51339 |
| DiamondRock Hospitality Co | 13438.0 | 126452 |
| Easterly Government Properties Inc | 5311.0 | 84126 |
| Ellington Financial Inc | 3507.0 | 47835 |
| Elme Communities | 5482.0 | 108324 |
| Essential Properties Realty Trust Inc | 8667.0 | 201161 |
| Four Corners Property Trust Inc | 4936.0 | 133963 |
| Franklin BSP Realty Trust Inc | 3736.0 | 54546 |
| Getty Realty Corp | 2449.0 | 80866 |
| Global Net Lease Inc | 5985.0 | 80977 |
| Granite Point Mortgage Trust Inc | 3929.0 | 25185 |
| Industrial Logistics Properties Trust | 4361.0 | 17749 |
| Innovative Industrial Properties Inc | 1708.0 | 207027 |
| Invesco Mortgage Capital Inc | 2004.0 | 26313 |
| iStar Inc | 4376.0 | 35139 |
| KKR Real Estate Finance Trust Inc | 2854.0 | 47234 |

---

---

| | | |
|:---|:---|:---|
| LTC Properties Inc | 2465 | 96850 |
| LXP Industrial Trust | 17951.0 | 193153 |
| Marcus & Millichap Inc | 1681.0 | 62600 |
| New York Mortgage Trust Inc | 24542.0 | 68963 |
| NexPoint Residential Trust Inc | 1473.0 | 70837 |
| Office Properties Income Trust | 3225.0 | 49310 |
| Orion Office REIT Inc | 3501.0 | 32524 |
| Outfront Media Inc | 8904.0 | 162854 |
| PennyMac Mortgage Investment Trust | 5744.0 | 87711 |
| RE/MAX Holdings Inc | 1277.0 | 26562 |
| Ready Capital Corp | 2655.0 | 35577 |
| Redwood Trust Inc | 7449.0 | 58847 |
| Retail Opportunity Investments Corp | 7888.0 | 120292 |
| RPT Realty | 5757.0 | 64478 |
| Safehold Inc | 1281.0 | 37815 |
| Saul Centers Inc | 843.0 | 36333 |
| Service Properties Trust | 10635.0 | 83485 |
| SITE Centers Corp | 11541.0 | 156842 |
| The St Joe Co | 2077.0 | 79819 |
| Summit Hotel Properties Inc | 6976.0 | 59645 |
| Sunstone Hotel Investors Inc | 13489.0 | 148244 |
| Tanger Factory Outlet Centers Inc | 6168.0 | 119968 |
| Two Harbors Investment Corp | 5061.0 | 83000 |
| Uniti Group Inc | 14870.0 | 113309 |
| Universal Health Realty Income Trust | 828.0 | 43462 |
| Urban Edge Properties | 6914.0 | 108757 |
| Urstadt Biddle Properties Inc | 2141.0 | 40957 |
| Veris Residential Inc\* | 5085.0 | 81665 |
| Whitestone REIT | 2907.0 | 28285 |
| Xenia Hotels & Resorts Inc | 7194.0 | 110931 |
|  |  | 4909389 |
| *Savings & Loans (2.10%)* |  |  |
| Axos Financial Inc\* | 3322.0 | 133245 |
| Banc of California Inc | 3213.0 | 54525 |
| Berkshire Hills Bancorp Inc | 3076.0 | 95910 |
| Brookline Bancorp Inc | 5218.0 | 74200 |
| Capitol Federal Financial Inc | 8349.0 | 69881 |
| Northfield Bancorp Inc | 2687.0 | 42858 |
| Northwest Bancshares Inc | 7972.0 | 121892 |
| Pacific Premier Bancorp Inc | 5653.0 | 208878 |
| Provident Financial Services Inc | 4301.0 | 96902 |
| WSFS Financial Corp | 4043.0 | 196126 |
|  |  | 1094417 |
| **Total Financial** |  | 14768871 |
| **Industrial (19.35%)** |  |  |
| AAON Inc | 2637.0 | 209009 |
| AAR Corp\* | 2190.0 | 101966 |
| Advanced Energy Industries Inc | 2372.0 | 219742 |
| Aerojet Rocketdyne Holdings Inc\* | 4783.0 | 248716 |
| AeroVironment Inc\* | 1474.0 | 135593 |
| Alamo Group Inc | 650.0 | 97825 |
| Albany International Corp | 1967.0 | 199395 |
| American Woodmark Corp\* | 1115.0 | 60433 |
| Apogee Enterprises Inc | 1386.0 | 66875 |
| Applied Industrial Technologies Inc<sup>(a)</sup> | 2422.0 | 320891 |
| ArcBest Corp | 1556.0 | 128790 |
| Arcosa Inc | 3115.0 | 190327 |
| Astec Industries Inc | 1504.0 | 66537 |
| Atlas Air Worldwide Holdings Inc\* | 1637.0 | 164960 |
| AZZ Inc | 1564.0 | 65109 |
| Badger Meter Inc | 1884.0 | 218205 |
| Barnes Group Inc | 2934.0 | 124959 |
| Benchmark Electronics Inc | 2194.0 | 63341 |
| Boise Cascade Co | 2535.0 | 187691 |
| Brady Corp | 3056.0 | 146382 |
| Comfort Systems USA Inc | 2255.0 | 285844 |
| CTS Corp | 2004.0 | 85170 |
| Dorian LPG Ltd | 2072.0 | 40342 |
| DXP Enterprises Inc\* | 1147.0 | 29627 |
| Encore Wire Corp | 1275.0 | 186290 |
| Enerpac Tool Group Corp | 3859.0 | 96629 |
| EnPro Industries Inc | 1297.0 | 154084 |
| ESCO Technologies Inc | 1684.0 | 158313 |
| Exponent Inc<sup>(a)</sup> | 3237.0 | 334738 |
| Fabrinet\* | 2343.0 | 312580 |
| FARO Technologies Inc\* | 1177.0 | 35216 |
| Federal Signal Corp | 3821.0 | 185662 |
| Forward Air Corp | 1722.0 | 193501 |
| Franklin Electric Co Inc | 2481.0 | 206667 |
| Frontdoor Inc\* | 5176.0 | 120963 |
| Gibraltar Industries Inc\* | 2180.0 | 110330 |

---

---

| | | |
|:---|:---|:---|
| Granite Construction Inc | 2886 | 103954 |
| The Greenbrier Cos Inc | 2166.0 | 83153 |
| Griffon Corp | 3050.0 | 107696 |
| Harsco Corp\* | 5252.0 | 39285 |
| Heartland Express Inc | 2909.0 | 48697 |
| Hillenbrand Inc | 4479.0 | 223950 |
| Hub Group Inc\* | 2139.0 | 179997 |
| Ichor Holdings Ltd\* | 1611.0 | 47976 |
| Insteel Industries Inc | 1310.0 | 38632 |
| Itron Inc\* | 2868.0 | 152520 |
| John Bean Technologies Corp | 1987.0 | 182526 |
| Kaman Corp | 1860.0 | 37888 |
| Knowles Corp\* | 6051.0 | 94396 |
| Lindsay Corp | 685.0 | 120896 |
| Marten Transport Ltd | 3797.0 | 80914 |
| Materion Corp | 1281.0 | 103197 |
| Matson Inc | 2532.0 | 161440 |
| Matthews International Corp | 2048.0 | 64840 |
| Mesa Laboratories Inc | 287.0 | 48552 |
| Moog Inc | 1811.0 | 157611 |
| Mueller Industries Inc | 3631.0 | 249704 |
| Myers Industries Inc | 2544.0 | 59377 |
| MYR Group Inc\* | 1085.0 | 103650 |
| NV5 Global Inc\* | 742.0 | 107226 |
| O-I Glass Inc\* | 10182.0 | 167087 |
| OSI Systems Inc\* | 1028.0 | 90957 |
| PGT Innovations Inc\* | 3924.0 | 77656 |
| Plexus Corp\* | 1779.0 | 196081 |
| Proto Labs Inc\* | 1786.0 | 47365 |
| Sanmina Corp\* | 3800.0 | 251142 |
| SPX Technologies Inc\* | 2841.0 | 190063 |
| Standex International Corp | 817.0 | 85826 |
| Sturm Ruger & Co Inc | 1189.0 | 65312 |
| Tennant Co | 1234.0 | 78396 |
| TimkenSteel Corp\* | 2857.0 | 53426 |
| Trinity Industries Inc | 4405.0 | 134925 |
| Triumph Group Inc\* | 3587.0 | 41071 |
| TTM Technologies Inc\* | 6638.0 | 106673 |
| UFP Industries Inc | 3958.0 | 324002 |
| **Total Industrial** |  | 10060761 |
| **Technology (7.93%)** |  |  |
| 3D Systems Corp\* | 8262.0 | 83777 |
| 8x8 Inc\* | 6972.0 | 29840 |
| Adeia Inc | 6541.0 | 72278 |
| Agilysys Inc\* | 1224.0 | 81274 |
| Allscripts Healthcare Solutions Inc\* | 7247.0 | 137258 |
| Alpha & Omega Semiconductor Ltd\* | 1334.0 | 46797 |
| Apollo Medical Holdings Inc\* | 2391.0 | 68048 |
| Axcelis Technologies Inc\* | 2091.0 | 166987 |
| Cerence Inc\* | 2459.0 | 50434 |
| CEVA Inc\* | 1480.0 | 40212 |
| Cohu Inc\* | 2793.0 | 100045 |
| Computer Programs and Systems Inc\* | 894.0 | 26462 |
| Consensus Cloud Solutions Inc\* | 1021.0 | 57983 |
| Corsair Gaming Inc\* | 2073.0 | 34972 |
| CSG Systems International Inc | 1943.0 | 120155 |
| Digi International Inc\* | 2028.0 | 86129 |
| Digital Turbine Inc\* | 5553.0 | 101398 |
| Diodes Inc\* | 2808.0 | 258982 |
| Donnelley Financial Solutions Inc\* | 1747.0 | 66700 |
| Ebix Inc | 1594.0 | 30270 |
| FormFactor Inc\* | 4926.0 | 113643 |
| Insight Enterprises Inc\* | 2197.0 | 228290 |
| Kulicke & Soffa Industries Inc | 3721.0 | 178422 |
| LivePerson Inc\* | 4137.0 | 48568 |
| MaxLinear Inc\* | 4450.0 | 162870 |
| NetScout Systems Inc\* | 4707.0 | 175477 |
| NextGen Healthcare Inc\* | 3468.0 | 72134 |
| Onto Innovation Inc\* | 3158.0 | 252482 |
| PDF Solutions Inc\* | 1992.0 | 62489 |
| Photronics Inc\* | 4101.0 | 77099 |
| Pitney Bowes Inc | 9991.0 | 38166 |
| Progress Software Corp | 2733.0 | 145724 |
| Rambus Inc\* | 6889.0 | 264400 |
| Simulations Plus Inc | 871.0 | 35354 |
| SMART Global Holdings Inc\* | 2976.0 | 50324 |
| SPS Commerce Inc\*<sup>,(a)</sup> | 2276.0 | 323784 |
| TTEC Holdings Inc | 1178.0 | 56485 |
| Ultra Clean Holdings Inc\* | 2695.0 | 96023 |
| Unisys Corp\* | 3709.0 | 15949 |
| Veeco Instruments Inc\* | 3181.0 | 63238 |
| **Total Technology** |  | 4120922 |

---

---

| | | |
|:---|:---|:---|
| **Utilities (2.48%)** |  |  |
| American States Water Co | 2308.0 | 226161 |
| Avista Corp | 4542.0 | 187494 |
| California Water Service Group | 3304.0 | 214529 |
| Chesapeake Utilities Corp | 1108.0 | 132661 |
| Middlesex Water Co | 1127.0 | 105318 |
| Northwest Natural Holding Co | 2034.0 | 101924 |
| South Jersey Industries Inc | 7646.0 | 265316 |
| Unitil Corp | 1026.0 | 56245 |
| **Total Utilities** |  | 1289648 |
| **Total Common Stock (Cost $40,319,774)** |  | 56178421 |
| **United States Treasury Bills (0.58%)** |  |  |
| United States Treasury Bill (Cost $299,400) | 300000.0 | 299414 |
| **Right (0.01%)** |  |  |
| Lantheus Holdings Inc\*<sup>,(b)</sup> | 6190.0 | 7119 |
| **Collateral Received for Securities on Loan (0.11%)** |  |  |
| Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $59,472) |  | 59472 |
| **Total Investments (Cost $40,678,646) (108.75%)** |  | $56544426 |
| **Liabilities in Excess of Other Assets (-8.75%)** |  | (4549887) |
| **Net Assets (100.00%)** |  | $51994539 |

---

\* Non-income producing security.

# Loaned security; a portion of the security is on loan at November 30, 2022.

(a) A portion of these securities, a total of $2,894,008, have been pledged or segregated in connection with obligations for futures contracts.

(b) Level 3 security fair valued under procedures established by the Board of Trustees, represents 0.01% of net assets. The total value of the fair value securities is $7,119.

**Futures contracts at November 30, 2022:** 

Contracts - $50 times premium / delivery month / commitment / exchange

---

| | | | |
|:---|:---|:---|:---|
| **Russell 2000 MINI** | **Notional Amount** | **Value** | **Unrealized Appreciation** |
| 3 / DEC 2022 / Long / CME | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270,770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283,125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12,355 |

---

**SHELTON EQUITY INCOME FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Common Stock (87.21%)** |  |  |
| **Basic Materials (0.97%)** |  |  |
| Dow Inc<sup>(a)</sup> | 17600 | $897072 |
| Newmont Corp<sup>(a)</sup> | 44200 | 2098174 |
| Sensient Technologies Corp<sup>(a)</sup> | 8500 | 635035 |
| **Total Basic Materials** |  | 3630281 |
| **Communications (12.85%)** |  |  |
| Alphabet Inc - A\*<sup>,(a)</sup> | 40600 | 4100194 |
| Alphabet Inc - C\*<sup>,(a)</sup> | 40600 | 4118870 |
| Amazon.com Inc\*<sup>,(a)</sup> | 72800 | 7028112 |
| AT&T Inc<sup>(a)</sup> | 274600 | 5294288 |
| Booking Holdings Inc\*<sup>,(a)</sup> | 1900 | 3950955 |
| Cisco Systems Inc<sup>(a)</sup> | 55500 | 2759460 |
| Comcast Corp<sup>(a)</sup> | 140000 | 5129600 |
| eBay Inc<sup>#,(a)</sup> | 20000 | 908800 |
| Meta Platforms Inc\*<sup>,(a)</sup> | 19000 | 2243900 |
| Motorola Solutions Inc<sup>(a)</sup> | 4600 | 1252120 |
| T-Mobile US Inc\*<sup>,(a)</sup> | 23800 | 3604748 |
| Verizon Communications Inc<sup>(a)</sup> | 110300 | 4299494 |
| The Walt Disney Co\*<sup>,(a)</sup> | 33500 | 3278645 |
| Warner Bros Discovery Inc\*<sup>,(a)</sup> | 30191 | 344177 |
| **Total Communications** |  | 48313363 |
| **Consumer, Cyclical (9.70%)** |  |  |
| Amerityre Corp\* | 20000000 | 820000 |
| Costco Wholesale Corp<sup>(a)</sup> | 16500 | 8897625 |
| DR Horton Inc<sup>#</sup>,<sup>(a)</sup> | 41300 | 3551800 |
| Ford Motor Co<sup>(a)</sup> | 54000 | 750600 |
| Hilton Worldwide Holdings Inc<sup>(a)</sup> | 16500 | 2353230 |
| LKQ Corp<sup>(a)</sup> | 20300 | 1102899 |
| McDonald's Corp<sup>(a)</sup> | 4700 | 1282113 |
| NIKE Inc<sup>(a)</sup> | 34600 | 3795274 |
| PACCAR Inc<sup>(a)</sup> | 14000 | 1482740 |
| Southwest Airlines Co\*<sup>,(a)</sup> | 33900 | 1352949 |
| Starbucks Corp<sup>(a)</sup> | 21000 | 2146200 |
| Target Corp<sup>(a)</sup> | 23500 | 3926145 |
| The TJX Cos Inc<sup>(a)</sup> | 36000 | 2881800 |
| Walmart Inc | 14000 | 2133880 |
| **Total Consumer, Cyclical** |  | 36477255 |
| **Consumer, Non-Cyclical (23.26%)** |  |  |
| Abbott Laboratories<sup>(a)</sup> | 29200 | 3141336 |
| AbbVie Inc<sup>(a)</sup> | 32400 | 5222232 |
| AmerisourceBergen Corp<sup>(a)</sup> | 19000 | 3243110 |
| Archer-Daniels-Midland Co<sup>#,(a)</sup> | 16000 | 1560000 |
| Biogen Inc\*<sup>,(a)</sup> | 6800 | 2075156 |
| Bristol-Myers Squibb Co<sup>(a)</sup> | 35800 | 2874024 |
| Centene Corp\*<sup>,(a)</sup> | 30000 | 2611500 |
| The Coca-Cola Co<sup>#,(a)</sup> | 67800 | 4312758 |
| Colgate-Palmolive Co<sup>(a)</sup> | 3400 | 263432 |
| Conagra Brands Inc<sup>(a)</sup> | 92800 | 3524544 |
| CVS Health Corp<sup>(a)</sup> | 31000 | 3158280 |
| Eli Lilly & Co<sup>(a)</sup> | 15200 | 5640416 |
| The Estee Lauder Cos Inc<sup>(a)</sup> | 6400 | 1509056 |
| Gilead Sciences Inc<sup>(a)</sup> | 29000 | 2547070 |
| HCA Healthcare Inc<sup>(a)</sup> | 13000 | 3122860 |
| Johnson & Johnson<sup>(a)</sup> | 39000 | 6942000 |
| McKesson Corp<sup>#,(a)</sup> | 13300 | 5076344 |
| Merck & Co Inc<sup>(a)</sup> | 19300 | 2125316 |
| Organon & Co<sup>(a)</sup> | 1000 | 26020 |
| PayPal Holdings Inc\*<sup>,(a)</sup> | 35300 | 2767873 |
| Pfizer Inc<sup>(a)</sup> | 149000 | 7469370 |
| The Procter & Gamble Co<sup>(a)</sup> | 59500 | 8875020 |
| Sprouts Farmers Market Inc\*<sup>,(a)</sup> | 50000 | 1716500 |
| UnitedHealth Group Inc<sup>(a)</sup> | 14000 | 7668640 |
| **Total Consumer, Non-Cyclical** |  | 87472857 |
| **Energy (4.36%)** |  |  |
| BP PLC<sup>(a)</sup> | 25200 | 904680 |
| Chevron Corp<sup>(a)</sup> | 15000 | 2749650 |
| ConocoPhillips<sup>(a)</sup> | 29000 | 3581790 |
| Devon Energy Corp<sup>(a)</sup> | 40000 | 2740800 |
| Exxon Mobil Corp<sup>(a)</sup> | 47700 | 5310918 |

---

---

| | | |
|:---|:---|:---|
| Schlumberger Ltd | 10000.0 | 515500 |
| Shell PLC<sup>(a)</sup> | 10000.0 | 584700 |
| **Total Energy** |  | 16388038 |
| **Financial (12.00%)** |  |  |
| *Banks (3.15%)* |  |  |
| Bank of America Corp | 58000.0 | 2195300 |
| Citigroup Inc<sup>(a)</sup> | 16800.0 | 813288 |
| The Goldman Sachs Group Inc<sup>(a)</sup> | 3200.0 | 1235680 |
| JPMorgan Chase & Co<sup>(a)</sup> | 34400.0 | 4753392 |
| Morgan Stanley<sup>#,(a)</sup> | 17100.0 | 1591497 |
| Wells Fargo & Co<sup>(a)</sup> | 26500.0 | 1270675 |
|  |  | 11859832 |
| *Diversified Financial Service (5.51%)* |  |  |
| American Express Co<sup>(a)</sup> | 1800.0 | 283662 |
| The Charles Schwab Corp<sup>(a)</sup> | 76000.0 | 6273040 |
| Discover Financial Services<sup>(a)</sup> | 4500.0 | 487620 |
| Intercontinental Exchange Inc<sup>(a)</sup> | 39000.0 | 4224090 |
| Mastercard Inc<sup>(a)</sup> | 14500.0 | 5167800 |
| Visa Inc<sup>#,(a)</sup> | 19600.0 | 4253200 |
|  |  | 20689412 |
| *Insurance (1.38%)* |  |  |
| Aflac Inc<sup>(a)</sup> | 28000.0 | 2014040 |
| Berkshire Hathaway Inc\*<sup>,#,(a)</sup> | 10000.0 | 3186000 |
|  |  | 5200040 |
| *Real Estate (1.96%)* |  |  |
| American Tower Corp<sup>(a)</sup> | 5800.0 | 1283250 |
| CBRE Group Inc\*<sup>,(a)</sup> | 27500.0 | 2189000 |
| Extra Space Storage Inc<sup>(a)</sup> | 24300.0 | 3904767 |
|  |  | 7377017 |
| **Total Financial** |  | 45126301 |
| **Industrial (7.88%)** |  |  |
| Atlas Corp<sup>(a)</sup> | 25000.0 | 384250 |
| The Boeing Co\*<sup>,(a)</sup> | 32000.0 | 5724160 |
| Caterpillar Inc<sup>(a)</sup> | 7200.0 | 1702152 |
| Deere & Co<sup>(a)</sup> | 2200.0 | 970200 |
| General Dynamics Corp<sup>(a)</sup> | 22500.0 | 5678775 |
| Lockheed Martin Corp<sup>(a)</sup> | 6000.0 | 2911140 |
| Masco Corp<sup>(a)</sup> | 24000.0 | 1218720 |
| Packaging Corp of America<sup>(a)</sup> | 20000.0 | 2717800 |
| Raytheon Technologies Corp<sup>(a)</sup> | 41700.0 | 4116624 |
| Union Pacific Corp<sup>(a)</sup> | 15700.0 | 3413651 |
| Westrock Co<sup>(a)</sup> | 21200.0 | 803904 |
| **Total Industrial** |  | 29641376 |
| **Technology (13.56%)** |  |  |
| Adobe Inc\*<sup>,(a)</sup> | 12000.0 | 4139160 |
| Apple Inc<sup>(a)</sup> | 44100.0 | 6528123 |
| Fiserv Inc\*<sup>,(a)</sup> | 6500.0 | 678340 |
| Intel Corp<sup>(a)</sup> | 98000.0 | 2946860 |
| Intuit Inc<sup>(a)</sup> | 4400.0 | 1793396 |
| Microsoft Corp<sup>(a)</sup> | 37900.0 | 9669806 |
| NetApp Inc<sup>(a)</sup> | 37700.0 | 2548897 |
| NVIDIA Corp<sup>(a)</sup> | 40500.0 | 6853815 |
| Oracle Corp<sup>(a)</sup> | 50500.0 | 4193015 |
| Salesforce Inc\*<sup>,(a)</sup> | 23900.0 | 3829975 |
| Seagate Technology Holdings PLC<sup>(a)</sup> | 40000.0 | 2118800 |
| Texas Instruments Inc<sup>(a)</sup> | 31600.0 | 5702536 |
| **Total Technology** |  | 51002723 |
| **Utilities (2.63%)** |  |  |
| American Water Works Co Inc<sup>(a)</sup> | 23000.0 | 3490480 |
| Dominion Energy Inc<sup>(a)</sup> | 10400.0 | 635544 |
| Duke Energy Corp<sup>(a)</sup> | 9000.0 | 899370 |
| NextEra Energy Inc<sup>(a)</sup> | 11300.0 | 957110 |
| Public Service Enterprise Group Inc<sup>(a)</sup> | 16500.0 | 999075 |
| The Southern Co<sup>(a)</sup> | 43000.0 | 2908520 |
| **Total Utilities** |  | 9890099 |
| **Total Common Stock (Cost $339,625,928)** |  | 327942293 |
| **United States Treasury Bills (13.83%)** |  |  |
| United States Treasury Bill (Cost $51,997,369) | 52100000.0 | 51998305 |
| **Total Investments (Cost $391,623,296) (101.04%)** |  | $379940598 |
| **Other Net Assets (-1.04%)** |  | (3921255) |
| **Net Assets (100.00%)** |  | $376019343 |

---

\* Non-income producing security.

# Loaned security; a portion of the security is on loan at November 30, 2022.

(a) A portion of these securities, a total of $291,128,551, have been pledged or segregated in connection with written options.

**Written Call Options** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Expiration Date** | **Contracts** | **Strike Price** | **Notional Amount** | **Value** |
| Apple Inc | 12/16/2022 | (175) | $155.00 | $2712500 | $(21350) |
| AbbVie Inc | 12/16/2022 | (134) | 160.00 | 2144000 | (42880) |
| AmerisourceBergen Corp | 12/16/2022 | (100) | 172.50 | 1725000 | (23500) |
| Abbott Laboratories | 12/16/2022 | (172) | 110.00 | 1892000 | (15652) |
| Adobe Inc | 12/16/2022 | (20) | 350.00 | 700000 | (25320) |
| Archer-Daniels-Midland Co | 12/16/2022 | (50) | 100.00 | 500000 | (5400) |
| Aflac Inc | 12/16/2022 | (115) | 74.00 | 851000 | (5175) |
| American Tower Corp | 12/16/2022 | (20) | 230.00 | 460000 | (4200) |
| Amazon.com Inc | 12/16/2022 | (135) | 115.00 | 1552500 | (1890) |
| American Water Works Co Inc | 12/16/2022 | (150) | 160.00 | 2400000 | (8250) |
| American Express Co | 12/16/2022 | (18) | 170.00 | 306000 | (576) |
| The Boeing Co | 12/16/2022 | (75) | 190.00 | 1425000 | (13500) |
| Bank of America Corp | 12/16/2022 | (300) | 39.00 | 1170000 | (9000) |
| Biogen Inc | 12/16/2022 | (20) | 320.00 | 640000 | (4800) |
| Booking Holdings Inc | 12/16/2022 | (4) | 2080.00 | 832000 | (21400) |
| Bristol-Myers Squibb Co | 12/16/2022 | (190) | 81.00 | 1539000 | (13680) |
| BP PLC | 12/16/2022 | (90) | 33.00 | 297000 | (28350) |
| Berkshire Hathaway Inc | 12/16/2022 | (60) | 325.00 | 1950000 | (13260) |
| Citigroup Inc | 12/16/2022 | (60) | 50.00 | 300000 | (3120) |
| Conagra Brands Inc | 12/16/2022 | (500) | 38.00 | 1900000 | (27500) |
| Caterpillar Inc | 12/16/2022 | (30) | 245.00 | 735000 | (6420) |
| CBRE Group Inc | 12/16/2022 | (120) | 80.00 | 960000 | (21000) |
| Colgate-Palmolive Co | 12/16/2022 | (34) | 77.50 | 263500 | (3570) |
| Comcast Corp | 12/16/2022 | (200) | 35.00 | 700000 | (40600) |
| Centene Corp | 12/16/2022 | (90) | 85.00 | 765000 | (31500) |
| ConocoPhillips | 12/16/2022 | (150) | 135.00 | 2025000 | (8850) |
| Costco Wholesale Corp | 12/16/2022 | (25) | 520.00 | 1300000 | (66250) |
| Salesforce Inc | 12/16/2022 | (117) | 185.00 | 2164500 | (8775) |
| Cisco Systems Inc | 12/16/2022 | (225) | 49.50 | 1113750 | (23175) |
| CVS Health Corp | 12/16/2022 | (130) | 100.00 | 1300000 | (37700) |
| Chevron Corp | 12/16/2022 | (45) | 195.00 | 877500 | (2835) |
| Dominion Energy Inc | 12/16/2022 | (50) | 65.00 | 325000 | (750) |
| Deere & Co | 12/16/2022 | (5) | 430.00 | 215000 | (7650) |
| Discover Financial Services | 12/16/2022 | (45) | 110.00 | 495000 | (9338) |
| DR Horton Inc | 12/16/2022 | (130) | 80.00 | 1040000 | (76440) |
| The Walt Disney Co | 12/16/2022 | (110) | 105.00 | 1155000 | (5500) |
| Dow Inc | 12/16/2022 | (70) | 52.50 | 367500 | (4410) |
| Duke Energy Corp | 12/16/2022 | (25) | 100.00 | 250000 | (4250) |
| Devon Energy Corp | 12/16/2022 | (90) | 80.00 | 720000 | (990) |
| eBay Inc | 12/16/2022 | (100) | 46.50 | 465000 | (8300) |
| The Estee Lauder Cos Inc | 12/16/2022 | (34) | 230.00 | 782000 | (35020) |
| Extra Space Storage Inc | 12/16/2022 | (80) | 160.00 | 1280000 | (19600) |
| Ford Motor Co | 12/16/2022 | (240) | 14.50 | 348000 | (5040) |
| Fiserv Inc | 12/16/2022 | (65) | 105.00 | 682500 | (15600) |
| General Dynamics Corp | 12/16/2022 | (140) | 260.00 | 3640000 | (16100) |
| Gilead Sciences Inc | 12/16/2022 | (100) | 87.50 | 875000 | (17000) |
| Alphabet Inc | 12/16/2022 | (130) | 105.00 | 1365000 | (17550) |
| Alphabet Inc | 12/16/2022 | (130) | 105.00 | 1365000 | (15600) |
| The Goldman Sachs Group Inc | 12/16/2022 | (12) | 400.00 | 480000 | (3072) |
| HCA Healthcare Inc | 12/16/2022 | (80) | 250.00 | 2000000 | (16000) |
| Hilton Worldwide Holdings Inc | 12/16/2022 | (65) | 145.00 | 942500 | (14365) |
| Intercontinental Exchange Inc | 12/16/2022 | (130) | 105.00 | 1365000 | (50440) |
| Intel Corp | 12/16/2022 | (350) | 32.50 | 1137500 | (4550) |
| Intuit Inc | 12/16/2022 | (15) | 470.00 | 705000 | (600) |
| Johnson & Johnson | 12/16/2022 | (120) | 180.00 | 2160000 | (13680) |
| JPMorgan Chase & Co | 12/16/2022 | (125) | 140.00 | 1750000 | (22500) |
| The Coca-Cola Co | 12/16/2022 | (56) | 60.00 | 336000 | (21392) |
| LKQ Corp | 12/16/2022 | (203) | 55.00 | 1116500 | (8120) |
| Eli Lilly & Co | 12/16/2022 | (42) | 380.00 | 1596000 | (26250) |
| Lockheed Martin Corp | 12/16/2022 | (10) | 500.00 | 500000 | (2820) |
| Southwest Airlines Co | 12/16/2022 | (139) | 40.50 | 562950 | (10425) |
| Mastercard Inc | 12/16/2022 | (40) | 325.00 | 1300000 | (93520) |
| Masco Corp | 12/16/2022 | (240) | 50.00 | 1200000 | (34800) |
| McDonald's Corp | 12/16/2022 | (27) | 280.00 | 756000 | (2943) |
| McKesson Corp | 12/16/2022 | (38) | 370.00 | 1406000 | (45600) |
| Meta Platforms Inc | 12/16/2022 | (45) | 130.00 | 585000 | (4185) |
| Merck & Co Inc | 12/16/2022 | (50) | 100.00 | 500000 | (50500) |
| Morgan Stanley | 12/16/2022 | (71) | 92.50 | 656750 | (18389) |
| Microsoft Corp | 12/16/2022 | (180) | 270.00 | 4860000 | (20340) |
| Motorola Solutions Inc | 12/16/2022 | (46) | 280.00 | 1288000 | (8970) |
| NextEra Energy Inc | 12/16/2022 | (40) | 87.50 | 350000 | (3040) |
| Newmont Corp | 12/16/2022 | (100) | 47.50 | 475000 | (12100) |
| NIKE Inc | 12/16/2022 | (80) | 105.00 | 840000 | (44880) |
| NetApp Inc | 12/16/2022 | (177) | 80.00 | 1416000 | (885) |
| NVIDIA Corp | 12/16/2022 | (160) | 155.00 | 2480000 | (268480) |
| NVIDIA Corp | 12/16/2022 | (15) | 160.00 | 240000 | (19365) |
| Organon & Co | 12/16/2022 | (10) | 25.00 | 25000 | (1150) |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Oracle Corp | 12/16/2022 | (205) | 87.5 | 1793750 | (22755) |
| PACCAR Inc | 12/16/2022 | (70) | 110.0 | 770000 | (3850) |
| Public Service Enterprise Group Inc | 12/16/2022 | (165) | 60.0 | 990000 | (21450) |
| Pfizer Inc | 12/16/2022 | (300) | 51.0 | 1530000 | (16800) |
| The Procter & Gamble Co | 12/16/2022 | (70) | 140.0 | 980000 | (65240) |
| Packaging Corp of America | 12/16/2022 | (70) | 135.0 | 945000 | (28700) |
| PayPal Holdings Inc | 12/16/2022 | (153) | 87.5 | 1338750 | (9333) |
| Raytheon Technologies Corp | 12/16/2022 | (117) | 100.0 | 1170000 | (14976) |
| Starbucks Corp | 12/16/2022 | (110) | 105.0 | 1155000 | (12650) |
| The Charles Schwab Corp | 12/16/2022 | (260) | 85.0 | 2210000 | (21320) |
| Sprouts Farmers Market Inc | 12/16/2022 | (200) | 34.0 | 680000 | (24000) |
| Shell PLC | 12/16/2022 | (30) | 57.5 | 172500 | (5730) |
| Schlumberger Ltd | 12/16/2022 | (40) | 55.0 | 220000 | (1920) |
| The Southern Co | 12/16/2022 | (230) | 67.5 | 1552500 | (31740) |
| Seagate Technology Holdings PLC | 12/16/2022 | (150) | 60.0 | 900000 | (1800) |
| Sensient Technologies Corp | 12/16/2022 | (85) | 75.0 | 637500 | (12538) |
| AT&T Inc | 12/16/2022 | (600) | 19.5 | 1170000 | (12600) |
| Target Corp | 12/16/2022 | (51) | 180.0 | 918000 | (4029) |
| The TJX Cos Inc | 12/16/2022 | (160) | 85.0 | 1360000 | (3840) |
| T-Mobile US Inc | 12/16/2022 | (65) | 155.0 | 1007500 | (9295) |
| Texas Instruments Inc | 12/16/2022 | (226) | 180.0 | 4068000 | (106220) |
| UnitedHealth Group Inc | 12/16/2022 | (45) | 560.0 | 2520000 | (16875) |
| Union Pacific Corp | 12/16/2022 | (83) | 220.0 | 1826000 | (31374) |
| Visa Inc | 12/16/2022 | (58) | 215.0 | 1247000 | (31320) |
| Verizon Communications Inc | 12/16/2022 | (300) | 40.0 | 1200000 | (7800) |
| Wells Fargo & Co | 12/16/2022 | (165) | 49.0 | 808500 | (9900) |
| Westrock Co | 12/16/2022 | (62) | 37.5 | 232500 | (7285) |
| Exxon Mobil Corp | 12/16/2022 | (100) | 120.0 | 1200000 | (3500) |
| **Total Written Call Options** |  |  |  | $120501950 | $(2160817) |
| **(Premiums Received $1,704,761)** |  |  |  |  |  |

---

**NASDAQ 100 INDEX FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Common Stock (102.34%)** |  |  |
| **Communications (25.31%)** |  |  |
| *Internet (19.32%)* |  |  |
| Airbnb Inc\* | 33338 | $3405143 |
| Alphabet Inc - A\* | 312014 | 31510294 |
| Alphabet Inc - C\* | 320705 | 32535522 |
| Amazon.com Inc\*<sup>,(a)</sup> | 530131 | 51178847 |
| Baidu Inc\* | 15987 | 1736188 |
| Booking Holdings Inc\* | 3427 | 7126275 |
| eBay Inc<sup>#</sup> | 48827 | 2218699 |
| JD.com Inc | 44198 | 2527242 |
| Match Group Inc\* | 24310 | 1229114 |
| MercadoLibre Inc\* | 4345 | 4045130 |
| Meta Platforms Inc\*<sup>,(a)</sup> | 177710 | 20987551 |
| Netflix Inc\* | 38392 | 11729908 |
| Okta Inc\* | 12676 | 675884 |
| Palo Alto Networks Inc\* | 26067 | 4428783 |
| Pinduoduo Inc\* | 38481 | 3156981 |
| VeriSign Inc\* | 9260 | 1850241 |
|  |  | 180341802 |
| *Media (2.33%)* |  |  |
| Charter Communications Inc\* | 14110 | 5521102 |
| Comcast Corp | 380194 | 13930308 |
| Sirius XM Holdings Inc<sup>#</sup> | 344861 | 2238148 |
|  |  | 21689558 |
| *Telecommunications (3.66%)* |  |  |
| Cisco Systems Inc | 357503 | 17775049 |
| T-Mobile US Inc\* | 108265 | 16397817 |
|  |  | 34172866 |
| **Total Communications** |  | 236204226 |
| **Consumer, Cyclical (10.24%)** |  |  |
| Copart Inc\* | 41256 | 2745999 |
| Costco Wholesale Corp | 38242 | 20621999 |
| Dollar Tree Inc\*<sup>,#</sup> | 19744 | 2967326 |
| Fastenal Co | 50023 | 2576685 |
| Lucid Group Inc\*<sup>,#</sup> | 141385 | 1433644 |
| Lululemon Athletica Inc\* | 10837 | 4121419 |
| Marriott International Inc | 28019 | 4632942 |
| O'Reilly Automotive Inc\* | 5466 | 4725576 |
| PACCAR Inc | 30194 | 3197847 |
| Ross Stores Inc<sup>#</sup> | 30906 | 3636709 |
| Starbucks Corp | 100029 | 10222964 |
| Tesla Inc\* | 161733 | 31489415 |
| Walgreens Boots Alliance Inc | 75284 | 3124286 |
| **Total Consumer, Cyclical** |  | 95496811 |
| **Consumer, Non-Cyclical (14.96%)** |  |  |
| Align Technology Inc\* | 6858 | 1348694 |
| Amgen Inc | 46182 | 13226525 |
| AstraZeneca PLC | 49607 | 3371788 |
| Automatic Data Processing Inc | 35872 | 9475230 |
| Biogen Inc\* | 12488 | 3810963 |
| Cintas Corp | 8993 | 4152788 |
| Dexcom Inc\* | 34512 | 4013055 |
| Gilead Sciences Inc | 109396 | 9608251 |
| IDEXX Laboratories Inc\* | 7374 | 3140365 |

---

---

| | | |
|:---|:---|:---|
| Illumina Inc\* | 13593.0 | 2964361 |
| Intuitive Surgical Inc\* | 30830.0 | 8336124 |
| Keurig Dr Pepper Inc | 124730.0 | 4823309 |
| The Kraft Heinz Co | 106457.0 | 4189083 |
| Moderna Inc\* | 33773.0 | 5941008 |
| Mondelez International Inc | 118325.0 | 7999953 |
| Monster Beverage Corp\* | 46573.0 | 4790499 |
| PayPal Holdings Inc\* | 99842.0 | 7828611 |
| PepsiCo Inc | 119131.0 | 22099992 |
| Regeneron Pharmaceuticals Inc\* | 9254.0 | 6956232 |
| Seagen Inc\* | 15903.0 | 1930465 |
| Verisk Analytics Inc | 14016.0 | 2574879 |
| Vertex Pharmaceuticals Inc\* | 22141.0 | 7005412 |
| **Total Consumer, Non-Cyclical** |  | 139587587 |
| **Industrial (2.34%)** |  |  |
| CSX Corp | 184860.0 | 6043073 |
| Honeywell International Inc | 58162.0 | 12769467 |
| Old Dominion Freight Line Inc | 9988.0 | 3022469 |
| **Total Industrial** |  | 21835009 |
| **Technology (47.99%)** |  |  |
| *Computers (14.37%)* |  |  |
| Apple Inc<sup>(a)</sup> | 836303.0 | 123797933 |
| Cognizant Technology Solutions Corp | 45682.0 | 2841877 |
| Crowdstrike Holdings Inc\* | 18608.0 | 2189231 |
| Fortinet Inc\* | 68075.0 | 3618867 |
| Zscaler Inc\* | 12027.0 | 1605003 |
|  |  | 134052911 |
| *Semiconductors (15.77%)* |  |  |
| Advanced Micro Devices Inc\*<sup>,#</sup> | 139369.0 | 10819215 |
| Analog Devices Inc | 44404.0 | 7633492 |
| Applied Materials Inc | 75333.0 | 8256497 |
| ASML Holding NV | 7471.0 | 4543265 |
| Broadcom Inc | 34963.0 | 19265662 |
| Intel Corp | 354484.0 | 10659334 |
| KLA Corp | 12455.0 | 4896683 |
| Lam Research Corp | 11826.0 | 5586366 |
| Marvell Technology Inc | 73376.0 | 3413452 |
| Microchip Technology Inc | 47650.0 | 3773404 |
| Micron Technology Inc | 95238.0 | 5490471 |
| NVIDIA Corp | 182350.0 | 30859091 |
| NXP Semiconductors NV | 22837.0 | 4015658 |
| QUALCOMM Inc | 96952.0 | 12263458 |
| Skyworks Solutions Inc | 14384.0 | 1375398 |
| Texas Instruments Inc | 78883.0 | 14235226 |
|  |  | 147086672 |
| *Software (17.85%)* |  |  |
| Activision Blizzard Inc | 68192.0 | 5042798 |
| Adobe Inc\* | 41381.0 | 14273548 |
| ANSYS Inc\* | 7588.0 | 1929628 |
| Atlassian Corp\* | 12572.0 | 1653847 |
| Autodesk Inc\* | 18880.0 | 3812816 |
| Cadence Design Systems Inc\* | 24103.0 | 4146680 |
| Datadog Inc\*<sup>,#</sup> | 24691.0 | 1871084 |
| DocuSign Inc\*<sup>,#</sup> | 17109.0 | 805321 |
| Electronic Arts Inc | 24596.0 | 3216665 |
| Fiserv Inc\* | 55217.0 | 5762446 |
| Intuit Inc | 24352.0 | 9925632 |
| Microsoft Corp | 388087.0 | 99016515 |
| NetEase Inc | 14220.0 | 1011326 |
| Paychex Inc | 31361.0 | 3889705 |
| Splunk Inc\* | 13549.0 | 1052486 |
| Synopsys Inc\* | 13450.0 | 4566813 |
| Workday Inc\* | 17044.0 | 2861688 |
| Zoom Video Communications Inc\* | 22131.0 | 1669341 |

---

---

| | | |
|:---|:---|:---|
|  |  | 166508339 |
| **Total Technology** |  | 447647922 |
| **Utilities (1.50%)** |  |  |
| American Electric Power Co Inc | 44789.0 | 4335575 |
| Constellation Energy Corp | 28005.0 | 2691841 |
| Exelon Corp | 86188.0 | 3565598 |
| Xcel Energy Inc | 47890.0 | 3362836 |
| **Total Utilities** |  | 13955850 |
| **Total Common Stock (Cost $474,369,254)** |  | 954727405 |
| **United States Treasury Bills (0.51%)** |  |  |
| United States Treasury Bill (Cost $4,790,396) | 4800000.0 | 4790631 |
| **Collateral Received for Securities on Loan (0.92%)** |  |  |
| Mount Vernon Liquid Assets Portfolio, 7-Day Yield: 4.07% (Cost $8,590,252) |  | 8590252 |
| **Total Investments (Cost $525,840,881) (103.78%)** |  | $968108288 |
| **Liabilities in Excess of Other Assets (-3.78%)** |  | (35227120) |
| **Net Assets (100.00%)** |  | $932881168 |

---

\* Non-income producing security.

# Loaned security; a portion of the security is on loan at November 30, 2022.

(a) A portion of these securities, a total of $46,681,231, have been pledged or segregated in connection with obligations for futures contracts.

**Futures contracts at November 30, 2022:** 

Contracts - $20 times premium / delivery month / commitment / exchange

---

| | | | |
|:---|:---|:---|:---|
| **Nasdaq 100 E-MINI** | **Notional Amount** | **Value** | **Unrealized Appreciation** |
| 23 / DEC 2022 / Long / CME | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5,141,100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5,539,458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398,358 |

---

**SHELTON GREEN ALPHA FUND** 

**Portfolio of Investments (Unaudited)** 

**November 30, 2022** 

---

| | | |
|:---|:---|:---|
| **Security Description** | **Shares** | **Value** |
| **Common Stock (96.52%)** |  |  |
| **Basic Materials (0.63%)** |  |  |
| Daqo New Energy Corp\* | 25000 | $1422750 |
| **Communications (5.39%)** |  |  |
| SK Telecom Co Ltd | 34210 | 733805 |
| Switch Inc | 334157 | 11444877 |
| **Total Communications** |  | 12178682 |
| **Consumer, Cyclical (5.54%)** |  |  |
| Interface Inc | 78600 | 851238 |
| QuantumScape Corp\* | 127100 | 951979 |
| Rivian Automotive Inc\* | 40000 | 1281600 |
| Steelcase Inc | 119200 | 945256 |
| Tesla Inc\* | 43550 | 8479185 |
| **Total Consumer, Cyclical** |  | 12509258 |
| **Consumer, Non-Cyclical (15.85%)** |  |  |
| Block Inc\* | 15800 | 1070766 |
| Caribou Biosciences Inc\* | 160700 | 1496117 |
| CRISPR Therapeutics AG\* | 74850 | 4101032 |
| Danaher Corp | 30000 | 8202300 |
| Danone SA | 87300 | 914031 |
| Darling Ingredients Inc\* | 40000 | 2873200 |
| Editas Medicine Inc\* | 135200 | 1433120 |
| Moderna Inc\* | 56720 | 9977615 |
| Natural Grocers by Vitamin Cottage Inc | 240200 | 2421216 |
| Sprouts Farmers Market Inc\* | 96600 | 3316278 |
| **Total Consumer, Non-Cyclical** |  | 35805675 |
| **Energy (20.24%)** |  |  |
| Canadian Solar Inc\* | 107700 | 3861045 |
| Enphase Energy Inc\* | 26200 | 8399458 |
| First Solar Inc\* | 57322 | 9889763 |
| JinkoSolar Holding Co Ltd\* | 110556 | 5669312 |
| Maxeon Solar Technologies Ltd\* | 5208 | 119888 |
| SolarEdge Technologies Inc\*<sup>,#</sup> | 8135 | 2431226 |
| SunPower Corp\* | 200536 | 4862998 |
| Sunrun Inc\* | 38100 | 1241298 |
| Vestas Wind Systems A/S | 1095500 | 9256975 |
| **Total Energy** |  | 45731963 |
| **Financial (11.30%)** |  |  |
| Alexandria Real Estate Equities Inc | 26400 | 4108104 |
| Digital Realty Trust Inc | 23900 | 2687794 |
| Equinix Inc | 4770 | 3294401 |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | 219500 | 7120580 |
| Horizon Technology Finance Corp | 362400 | 4765560 |

---

---

| | | |
|:---|:---|:---|
| Kilroy Realty Corp | 57100.0 | 2467862 |
| Vornado Realty Trust | 42900.0 | 1084941 |
| **Total Financial** |  | 25529242 |
| **Industrial (13.76%)** |  |  |
| ABB Ltd | 93500.0 | 2944315 |
| Accelleron Industries AG\* | 4875.0 | 99938 |
| Advanced Energy Industries Inc | 17700.0 | 1639728 |
| AECOM | 40000.0 | 3400000 |
| Ag Growth International Inc | 10000.0 | 324422 |
| Deere & Co | 10000.0 | 4410000 |
| Energy Recovery Inc\* | 50000.0 | 1159000 |
| Li-Cycle Holdings Corp\* | 79500.0 | 506415 |
| Schneider Electric SE | 30000.0 | 4435693 |
| Siemens AG | 30000.0 | 4165678 |
| Trex Co Inc\* | 17200.0 | 789308 |
| Valmont Industries Inc | 8000.0 | 2709280 |
| Xylem Inc<sup>#</sup> | 40000.0 | 4494000 |
| **Total Industrial** |  | 31077777 |
| **Technology (17.45%)** |  |  |
| Analog Devices Inc | 8230.0 | 1414819 |
| Apple Inc | 17900.0 | 2649737 |
| Applied Materials Inc | 75960.0 | 8325216 |
| Fortinet Inc\* | 51450.0 | 2735082 |
| Infineon Technologies AG | 40000.0 | 1348800 |
| International Business Machines Corp | 60100.0 | 8948890 |
| Lam Research Corp | 13199.0 | 6234944 |
| QUALCOMM Inc | 42880.0 | 5423891 |
| Rapid7 Inc\* | 15100.0 | 443940 |
| Taiwan Semiconductor Manufacturing Co Ltd | 22800.0 | 1891944 |
| **Total Technology** |  | 39417263 |
| **Utilities (6.36%)** |  |  |
| Brookfield Renewable Corp | 336700.0 | 10979787 |
| NextEra Energy Inc | 40000.0 | 3388000 |
| **Total Utilities** |  | 14367787 |
| **Total Common Stock (Cost $166,564,977)** |  | 218040397 |
| **Total Investments (Cost $166,564,977) (96.52%)** |  | $218040397 |
| **Other Net Assets (3.48%)** |  | 7860121 |
| **Net Assets (100.00%)** |  | $225900518 |

---

\* Non-income producing security.

# Loaned security; a portion of the security is on loan at November 30, 2022.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SHELTON FUNDS

- **b. Investment Company Act file number:** 811-04417

- **c. CIK number of Registrant:** 0000778206

- **d. LEI of Registrant:** 254900S73SCF59AAL583

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

  - **Street Address 1:** 1875 Lawrence Street, Suite 300

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202-1805

  - **Telephone number:** 800-955-9888

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

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

- **b. EDGAR series identifier (if any):** S000016022

- **c. LEI of Series:** 254900RZ4OG9RYV7LZ19

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $215901529.62

**Total Liabilities:** $7253518.85

**Net Assets:** $208648010.77

**Cash Not Reported:** $55295.20

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000044029 | 5.59%                | 8.12%                | -9.23%               |
| Class ID C000044030 | 5.56%                | 8.08%                | -9.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-35.12                  | $11075358.37                               |
| Month 2  | $1039818.20              | $14218440.90                               |
| Month 3  | $8266.16                 | $-19583505.33                              |

### Schedule of Portfolio Investments

| Name                                           | Title                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Howmet Aerospace Inc                           | Howmet Aerospace Inc COM                                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      2478 | NS      | $93346.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                 | Archer-Daniels-Midland Company COM                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3634 | NS      | $354315.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| West Pharmaceutical Services Incorporated      | West Pharmaceutical Services Incorporated COM                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       474 | NS      | $111228.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                | Fox Corporation CL B COM                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       913 | NS      | $27864.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc. COM                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1558 | NS      | $127553.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc COM                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     45311 | NS      | $873596.08    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                   | Ametek, Inc. COM                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1502 | NS      | $213914.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                 | Quest Diagnostics Incorporated COM                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       775 | NS      | $117668.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                     | Davita Inc COM                                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       482 | NS      | $35537.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                                  | QUALCOMM Inc. COM                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      7070 | NS      | $894284.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                            | Vici Properties Inc COM                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      6079 | NS      | $207901.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                   | Norfolk Southern Corporation COM                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1504 | NS      | $385776.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp COM                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       729 | NS      | $202654.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | Marathon Oil Corporation COM                                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      4467 | NS      | $136824.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | Avery Dennison Corporation COM                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       514 | NS      | $99371.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                      | Valero Energy Corporation COM                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      2566 | NS      | $342868.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                      | Union Pacific Corporation COM                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      3964 | NS      | $861892.52    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                    | Fiserv Inc. COM                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3670 | NS      | $383001.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                            | Dentsply Sirona Inc COM                                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1160 | NS      | $35101.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                               | Grainger W W Inc COM                                           | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       277 | NS      | $167047.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                        | MasterCard Incorporated CL A                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      5421 | NS      | $1932044.40   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | Moderna Inc COM                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2228 | NS      | $391927.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                       | Vulcan Materials Company COM                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       865 | NS      | $158580.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                          | Freeport-McMoRan Inc. CL B                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      9035 | NS      | $359593.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                           | McKesson Corporation COM                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       917 | NS      | $350000.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Welltower OP LLC                               | Welltower OP LLC COM                                           | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2792 | NS      | $198315.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                            | Cisco Systems, Inc. COM                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     26226 | NS      | $1303956.72   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fleetcor Technologies Inc                      | Fleetcor Technologies Inc COM                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       488 | NS      | $95745.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                              | Hormel Foods Corp COM                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1912 | NS      | $89864.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                | T-Mobile US Inc COM                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      3719 | NS      | $563279.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                       | Illinois Tool Works Inc. COM                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      1818 | NS      | $413540.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc COM                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2085 | NS      | $249032.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                      | Healthpeak Properties Inc COM                                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      3020 | NS      | $79305.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                | BorgWarner Inc. COM                                            | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1412 | NS      | $60024.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                     | Iron Mountain Incorporated COM                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1369 | NS      | $74377.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Inc                              | Dominos Pizza Inc COM                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       233 | NS      | $90574.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                 | Signature Bank COM                                             | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       386 | NS      | $53847.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | Monolithic Power Systems Inc. COM                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       267 | NS      | $101983.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | Evergy Inc COM                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1567 | NS      | $92782.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                              | Cigna Corporation COM                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2003 | NS      | $658766.67    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | Cincinnati Financial Corporation COM                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       941 | NS      | $104413.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                            | Chevron Corporation COM                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11172 | NS      | $2047939.32   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                   | Autodesk Inc COM                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1396 | NS      | $281922.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                          | Comerica Incorporated COM                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       908 | NS      | $65139.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                            | Abbott Laboratories COM                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     11054 | NS      | $1189189.32   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | Pool Corporation COM                                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       269 | NS      | $88611.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamondback Energy Inc                         | Diamondback Energy Inc COM                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1031 | NS      | $152608.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | Stanley Black & Decker, Inc. COM                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       953 | NS      | $77879.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp. COM                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      3496 | NS      | $220492.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                         | Lumen Technologies Inc COM                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      6449 | NS      | $35276.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc. COM                                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2302 | NS      | $76518.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp. COM                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2743 | NS      | $206273.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| eBay Inc.                                      | eBay Inc. COM                                                  | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3534 | NS      | $160584.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| The Mosaic Company                             | The Mosaic Company COM                                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2068 | NS      | $106088.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc COM                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      8832 | NS      | $1346173.44   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                    | AbbVie Inc. COM                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     11112 | NS      | $1791032.16   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | Globe Life Inc COM                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       628 | NS      | $75334.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                        | Exxon Mobil Corporation COM                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     26595 | NS      | $2961087.30   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                        | Intuitive Surgical Inc. COM NEW                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2274 | NS      | $614866.86    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                    | Corteva Inc COM                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      4568 | NS      | $306786.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation               | Occidental Petroleum Corporation COM                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      5528 | NS      | $384140.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                       | Atmos Energy Corporation COM                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       820 | NS      | $98564.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corporation                                | LKQ Corporation COM                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1642 | NS      | $89209.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                             | Aflac Incorporated COM                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3741 | NS      | $269090.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                             | Waters Corporation COM                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       405 | NS      | $140373.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                   | Lincoln National Corporation COM                               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1186 | NS      | $46182.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                    | C.H. Robinson Worldwide Inc COM NEW                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       835 | NS      | $83683.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc. COM                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2227 | NS      | $218335.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc. COM                                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       882 | NS      | $154261.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                            | Delta Air Lines Inc COM NEW                                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      4086 | NS      | $144521.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | News Corporation CL A                                          | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2672 | NS      | $51168.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc COM                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2471 | NS      | $1384303.62   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                 | SBA Communications Corporation CL A                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       680 | NS      | $203524.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | Halliburton Company COM                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      5694 | NS      | $215745.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                             | Ameren Corporation COM                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1682 | NS      | $150236.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | Generac Holdings Inc. COM                                      | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       285 | NS      | $30073.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CDW Corp                                       | CDW Corp COM                                                   | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       853 | NS      | $160909.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                   | Honeywell International Inc. COM                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4297 | NS      | $943406.35    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                 | Citigroup Inc. COM NEW                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     12259 | NS      | $593458.19    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                      | MSCI Inc. COM                                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       510 | NS      | $258993.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                   | Henry Jack & Associates Inc. COM                               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       460 | NS      | $87101.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                             | The Clorox Company COM                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       779 | NS      | $115798.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                | Deere & Company COM                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1762 | NS      | $777042.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                    | American Airlines Group Inc COM                                | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3057 | NS      | $44112.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                     | Solaredge Technologies Inc COM                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       334 | NS      | $99819.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliant Energy Corporation                     | Alliant Energy Corporation COM                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1583 | NS      | $89122.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                           | Keurig Dr Pepper Inc COM                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      4656 | NS      | $180047.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                      | MarketAxess Holdings Inc. COM                                  | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       260 | NS      | $69659.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                    | Pfizer Inc. COM                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     35284 | NS      | $1768786.92   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                          | Campbell Soup Company COM                                      | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1162 | NS      | $62364.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Limited                           | Wynn Resorts Limited COM                                       | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       526 | NS      | $44005.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                     | Carrier Global Corporation COM                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      5321 | NS      | $235826.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                          | Microsoft Corporation COM                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     47031 | NS      | $11999489.34  | 5.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust            | Equity Residential Properties Trust SH BEN INT                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2236 | NS      | $145026.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co. COM                                     | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3416 | NS      | $136332.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perkinelmer, Inc.                              | Perkinelmer, Inc. COM                                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       796 | NS      | $111225.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | Zebra Technologies Corporation CL A                            | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       348 | NS      | $94057.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co (The)                               | Hershey Co (The) COM                                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       941 | NS      | $221294.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International COM                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      2433 | NS      | $162183.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM Brands Inc                                 | YUM Brands Inc COM                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1794 | NS      | $230816.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated              | McCormick & Company, Incorporated COM NON VTG                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1581 | NS      | $134669.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                   | Advanced Micro Devices, Inc. COM                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     10230 | NS      | $794154.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Prologis Inc.                                  | Prologis Inc. COM                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      5883 | NS      | $692958.57    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                          | Teleflex Incorporated COM                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       318 | NS      | $74450.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                       | Extra Space Storage Inc. COM                                   | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |       844 | NS      | $135622.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | Teledyne Technologies Inc COM                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       318 | NS      | $133591.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                         | DXC Technology Company COM                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1730 | NS      | $51329.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust SH BEN INT NEW                 | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $49883.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley COM NEW                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      8835 | NS      | $822273.47    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock, Inc.                                | BlackRock, Inc. COM                                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       908 | NS      | $650128.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Philip Morris International Inc.               | Philip Morris International Inc. COM                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      9786 | NS      | $975370.62    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | Pulte Group Inc COM                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $67170.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy COM                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2170 | NS      | $179806.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.            | Broadridge Financial Solutions Inc. COM                        | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       788 | NS      | $117498.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                | Eli Lilly & Co. COM                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4978 | NS      | $1847236.24   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                       | State Street Corporation COM                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2304 | NS      | $183559.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                 | CME Group Inc. COM                                             | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2279 | NS      | $402243.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc. COM                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       937 | NS      | $145806.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                               | Hess Corporation COM                                           | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      1743 | NS      | $250835.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| The Kraft Heinz Company                        | The Kraft Heinz Company COM                                    | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4282 | NS      | $168496.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                   | B 0 12/20/22                                                   | CUSIP: 912796YZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399219.23    | 0.19%             | 2022-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                     | Oneok Inc. COM                                                 | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2916 | NS      | $195138.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                       | The Allstate Corporation COM                                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1736 | NS      | $232450.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                | Dollar Tree Inc COM                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1421 | NS      | $213562.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Carnival Corporation                           | Carnival Corporation COM USD0.01                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      5174 | NS      | $51377.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                | Kellogg Company COM                                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1661 | NS      | $121169.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                           | Corning Incorporated COM                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4990 | NS      | $170308.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | Mohawk Industries, Inc. COM                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       390 | NS      | $39518.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | Textron Inc. COM                                               | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1451 | NS      | $103572.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                    | Rollins Inc COM                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       693 | NS      | $28024.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                          | NXP Semiconductors NV EUR0.20                                  | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      1526 | NS      | $268331.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                 | Servicenow Inc COM                                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1243 | NS      | $517460.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc COM                                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     15831 | NS      | $3082295.70   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                  | Equinix, Inc. COM                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       581 | NS      | $401267.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc. COM                                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2454 | NS      | $265105.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                             | Oracle Corporation COM                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     10009 | NS      | $831047.27    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                             | Ford Motor Company COM                                         | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     24832 | NS      | $345164.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company             | Hewlett Packard Enterprise Company COM                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      8406 | NS      | $141052.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA Corp. COM                                                  | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2135 | NS      | $100024.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                 | Old Dominion Freight Line Inc. COM                             | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       595 | NS      | $180052.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc. CL A                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1027 | NS      | $264298.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation               | Edwards Lifesciences Corporation COM                           | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      3955 | NS      | $305523.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorola Solutions Inc                         | Motorola Solutions Inc COM NEW                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1074 | NS      | $292342.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                     | STERIS PLC ORD USD0.001                                        | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       603 | NS      | $112001.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                            | Analog Devices Inc. COM                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3303 | NS      | $567818.73    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                            | Newmont Corporation COM                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      5010 | NS      | $237824.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                       | Kimco Realty Corporation COM                                   | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      2994 | NS      | $68622.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | Etsy Inc COM                                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |       797 | NS      | $105275.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastman Chemical Company                       | Eastman Chemical Company COM                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       893 | NS      | $77351.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                         | General Motors Company COM                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      9176 | NS      | $372178.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation              | Pinnacle West Capital Corporation COM                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       806 | NS      | $63125.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp. CL B                                        | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1153 | NS      | $84192.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | The J M Smucker Company COM NEW                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       745 | NS      | $114737.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                             | Newell Brands Inc. COM                                         | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      2691 | NS      | $34902.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyson Foods, Inc.                              | Tyson Foods, Inc. CL A                                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1921 | NS      | $127323.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Realty Trust Inc                       | Digital Realty Trust Inc COM                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1797 | NS      | $202090.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                    | The Progressive Corporation COM                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      3713 | NS      | $490672.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                              | D.R. Horton, Inc. COM                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2022 | NS      | $173892.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Amgen Inc.                                     | Amgen Inc. COM                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3372 | NS      | $965740.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                    | Ecolab Inc. COM                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      1564 | NS      | $234334.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | V.F. Corp COM                                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      2109 | NS      | $69217.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | International Paper Company COM                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2339 | NS      | $86823.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp COM                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8246 | NS      | $840102.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | Wabtec Corp COM                                                | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1153 | NS      | $116556.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                      | Travelers Companies, Inc. COM                                  | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1514 | NS      | $287372.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                             | DTE Energy Company COM                                         | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1258 | NS      | $145940.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | Martin Marietta Materials Inc COM                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       396 | NS      | $145126.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                  | U.S. Bancorp. COM NEW                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      8502 | NS      | $385905.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                       | General Electric Company COM NEW                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      6927 | NS      | $595514.19    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                        | Berkshire Hathaway Inc. CL B NEW                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     11377 | NS      | $3624712.20   | 1.74%             |  |  |  | No            |                  1 | On Loan: —       |
| Copart Inc                                     | Copart Inc COM                                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      2814 | NS      | $187299.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                   | Costco Wholesale Corporation COM                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2805 | NS      | $1512596.25   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                        | UnitedHealth Group Inc. COM                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5899 | NS      | $3231236.24   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc COM                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2089 | NS      | $259098.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                   | Bristol-Myers Squibb Company COM                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13441 | NS      | $1079043.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5 Inc COM                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       424 | NS      | $65554.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                  | Medtronic PLC USD0.0001                                        | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      8528 | NS      | $674053.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC Inc COM                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       681 | NS      | $86630.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | Vornado Realty Trust SH BEN INT                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1028 | NS      | $25998.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International COM                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2232 | NS      | $82271.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | Nordson Corp COM                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       343 | NS      | $81116.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc.                            | IQVIA Holdings Inc. COM                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1146 | NS      | $249850.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc. COM                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1059 | NS      | $101261.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc. COM                                | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1144 | NS      | $206938.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                       | O'Reilly Automotive Inc. COM                                   | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       414 | NS      | $357919.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation              | Raytheon Technologies Corporation COM                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      9389 | NS      | $926882.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                      | Goldman Sachs Group, Inc. COM                                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2139 | NS      | $825974.85    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                           | Snap-On Incorporated COM                                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       354 | NS      | $85172.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                             | Cintas Corporation COM                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $253517.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                     | Dollar General Corporation COM                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1444 | NS      | $369201.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                    | Bank of America Corporation COM                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     44761 | NS      | $1694203.85   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc New                  | Caesars Entertainment Inc New COM                              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       945 | NS      | $48015.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                        | Cboe Global Markets Inc COM                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       706 | NS      | $89549.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abiomed Inc                                    | Abiomed Inc COM                                                | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |       310 | NS      | $117114.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                  | NiSource Inc. COM                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2050 | NS      | $57277.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                              | Intel Corporation COM                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     25746 | NS      | $774182.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc                                 | Home Depot Inc COM                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      6523 | NS      | $2113386.77   | 1.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HP Inc                                         | HP Inc COM                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6878 | NS      | $206615.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                 | Air Products & Chemicals, Inc. COM                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1404 | NS      | $435464.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                         | Waste Management, Inc. COM                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      2458 | NS      | $412255.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                       | Visa Inc COM CL A                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10389 | NS      | $2254413.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Dover Corporation                              | Dover Corporation COM                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       941 | NS      | $133574.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | Packaging Corporation of America COM                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       651 | NS      | $88464.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                            | Danaher Corporation COM                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4032 | NS      | $1102389.12   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | Gen Digital Inc COM                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      4015 | NS      | $92184.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust SH BEN INT                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       649 | NS      | $78094.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                              | FedEx Corporation COM                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1505 | NS      | $274241.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc COM                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      2209 | NS      | $259933.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| EOG Resources, Inc.                            | EOG Resources, Inc. COM                                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3697 | NS      | $524715.21    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                 | Public Storage COM                                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       964 | NS      | $287233.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | Tapestry Inc COM                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1811 | NS      | $68401.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hologic Inc                                    | Hologic Inc COM                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1678 | NS      | $127796.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | Principal Financial Group COM                                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1584 | NS      | $142053.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services COM                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1773 | NS      | $192122.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                         | Sempra COM                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      1939 | NS      | $322242.41    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                         | Applied Materials Inc. COM                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5577 | NS      | $611239.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                         | McDonald's Corporation COM                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4668 | NS      | $1273383.72   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                         | Verisk Analytics, Inc. COM                                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       996 | NS      | $182975.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc. COM                                         | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     11430 | NS      | $532409.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                               | Ball Corporation COM                                           | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2136 | NS      | $119786.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Dominion Energy Inc                            | Dominion Energy Inc COM                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      5130 | NS      | $313494.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                 | Walgreens Boots Alliance, Inc. COM                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      4694 | NS      | $194801.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                              | Sysco Corporation COM                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      3216 | NS      | $278216.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                     | Nike, Inc. CL B                                                | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      8010 | NS      | $878616.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                              | Nucor Corporation COM                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1728 | NS      | $259113.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                           | PPG Industries, Inc. COM                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1558 | NS      | $210672.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                      | Aptiv PLC COM USD0.01                                          | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      1715 | NS      | $182939.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc. COM NEW                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      5001 | NS      | $315613.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                  | FactSet Research Systems Inc. COM                              | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       239 | NS      | $110248.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                | The Estee Lauder Companies Inc. CL A                           | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1489 | NS      | $351091.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                             | Nextera Energy Inc COM                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12449 | NS      | $1054430.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                           | Transdigm Group Inc. COM                                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $204891.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                             | Franklin Resources COM                                         | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1991 | NS      | $53378.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                       | Lam Research Corporation COM                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       875 | NS      | $413332.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | Zions Bancorporation Natl Assn Global Bank COM                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1054 | NS      | $54618.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                              | Brown & Brown Inc COM                                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1483 | NS      | $88371.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                   | Fastenal Co. COM                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      3749 | NS      | $193110.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc. COM                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       732 | NS      | $120692.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                       | American Express Company COM                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3835 | NS      | $604357.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                           | Weyerhaeuser Company COM NEW                                   | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      4832 | NS      | $158054.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | Cardinal Health, Inc. COM                                      | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1714 | NS      | $137411.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc COM                                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       255 | NS      | $530259.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation.                            | Incyte Corporation. COM                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1229 | NS      | $97914.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                 | Salesforce Inc COM                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      6236 | NS      | $999319.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                     | Nasdaq Inc COM                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2247 | NS      | $153829.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                   | United Airlines Holdings Inc COM                               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      1732 | NS      | $76502.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | ConocoPhillips Co. COM                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8165 | NS      | $1008459.15   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | Otis Worldwide Corp. COM                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2659 | NS      | $207641.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group                                     | CBRE Group CL A                                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2058 | NS      | $163816.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                            | Comcast Corporation CL A                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     28224 | NS      | $1034127.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                        | Aon PLC COM USD0.01 CL A                                       | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      1340 | NS      | $413095.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc               | PNC Financial Services Group Inc COM                           | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      2611 | NS      | $439326.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | Expedia Group Inc COM NEW                                      | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |       887 | NS      | $94767.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                  | Boston Scientific Corporation COM                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      9036 | NS      | $409059.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.             | American Water Works Company, Inc. COM                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1183 | NS      | $179532.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | Everest Re Group Ltd. COM STK USD0.01                          | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       280 | NS      | $94623.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                         | CMS Energy Corporation COM                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1870 | NS      | $114200.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                     | American Tower Corporation COM                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2901 | NS      | $641846.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | Raymond James Financial Inc. COM                               | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1273 | NS      | $148813.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated   | Public Service Enterprise Group Incorporated COM               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      3151 | NS      | $190793.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                            | TE Connectivity Ltd COM CHF0.57                                | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |      2081 | NS      | $262455.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp COM NEW                                       | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4806 | NS      | $480263.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc. COM                                      | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       883 | NS      | $132344.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP STK CL A                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     37827 | NS      | $3820148.73   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc COM                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1525 | NS      | $64812.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial COM                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3166 | NS      | $118978.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                             | The Boeing Company COM                                         | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3466 | NS      | $619998.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings            | Laboratory Corp of America Holdings COM NEW                    | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       585 | NS      | $140809.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                  | Hilton Worldwide Holdings Inc COM                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1779 | NS      | $253720.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                 | The Charles Schwab Corporation COM                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      9527 | NS      | $786358.58    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                            | Fortive Corporation COM                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2032 | NS      | $137261.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | Omnicom Group Inc COM                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1397 | NS      | $111424.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | The Hartford Financial Services Group, Inc. COM                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2076 | NS      | $158544.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                     | Zimmer Biomet Holdings Inc COM                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1338 | NS      | $160693.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                          | Royal Caribbean Group COM USD0.01                              | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      1236 | NS      | $74073.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                    | Pepsico Inc COM                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      8695 | NS      | $1613009.45   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | Leidos Holdings Inc COM                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       915 | NS      | $100036.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | Celanese Corporation COM                                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       763 | NS      | $81869.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                    | Zoetis Inc. CL A                                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3007 | NS      | $463498.98    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimberly-Clark Corporation                     | Kimberly-Clark Corporation COM                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2137 | NS      | $289841.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc. COM NEW                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1663 | NS      | $70594.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | Teradyne Inc. COM                                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1007 | NS      | $94104.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Services, Inc.                | Universal Health Services, Inc. CL B                           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       423 | NS      | $55349.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc     | Fidelity National Information Services Inc COM                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3855 | NS      | $279795.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc               | Mettler-Toledo International Inc COM                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       143 | NS      | $210147.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | Enphase Energy Inc COM                                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       825 | NS      | $264486.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group COM                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       354 | NS      | $82050.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | Assurant Inc. COM                                              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       341 | NS      | $43723.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                            | Global Payments Inc COM                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1777 | NS      | $184417.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                          | Align Technology Inc. COM                                      | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       473 | NS      | $93020.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow Inc COM                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      4596 | NS      | $234258.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion PLC                                   | Allegion PLC COM USD0.01                                       | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       601 | NS      | $68303.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                             | Target Corporation COM                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2919 | NS      | $487677.33    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                           | Emerson Electric Co. COM                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3793 | NS      | $363255.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                     | Biogen Inc COM                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       924 | NS      | $281977.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                   | Truist Financial Corporation COM                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      8471 | NS      | $396527.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | Regions Financial Corporation COM                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      6273 | NS      | $145596.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                    | ResMed Inc. COM                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |       946 | NS      | $217769.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc. COM                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       721 | NS      | $239335.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                          | Monster Beverage Corp COM                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      2413 | NS      | $248201.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                 | Verisign, Inc. COM                                             | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       617 | NS      | $123282.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                | CSX Corporation COM                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     13726 | NS      | $448702.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                          | The Coca-Cola Company COM                                      | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     24654 | NS      | $1568240.94   | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Elevance Health Inc.                           | Elevance Health Inc. COM                                       | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1522 | NS      | $811104.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                   | Cadence Design Systems, Inc. COM                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1756 | NS      | $302102.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                   | Cummins Inc. COM                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       904 | NS      | $227048.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | International Flavors & Fragrances Inc. COM                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1613 | NS      | $170687.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Qorvo Inc                                      | Qorvo Inc COM                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       744 | NS      | $73842.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                      | Host Hotels & Resorts Inc COM                                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      4539 | NS      | $85968.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Inc                                   | Best Buy Inc COM                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1278 | NS      | $109013.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp COM                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      4528 | NS      | $164638.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | Idex Corporation COM                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       523 | NS      | $124207.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | Ulta Beauty Inc COM                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       329 | NS      | $152932.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                    | United Parcel Service, Inc. CL B                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4621 | NS      | $876742.33    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                | KLA Corporation COM NEW                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       942 | NS      | $370347.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.    | Expeditors International Of Washington Inc. COM                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1105 | NS      | $128246.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Incorporated              | Microchip Technology Incorporated COM                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      3286 | NS      | $260218.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc. COM                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1333 | NS      | $185673.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson COM                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     16547 | NS      | $2945366.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                  | Chubb Limited ORD CHF24.15                                     | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2675 | NS      | $587403.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                    | Ventas Inc. COM                                                | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2564 | NS      | $119302.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                       | DISH Network Corporation CL A                                  | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      1784 | NS      | $28633.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp. COM                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2068 | NS      | $198776.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                           | Electronic Arts Inc. COM                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1768 | NS      | $231219.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation        | The Bank of New York Mellon Corporation COM                    | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4700 | NS      | $215730.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | Hasbro Inc COM                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       832 | NS      | $52266.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc. COM                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1143 | NS      | $128416.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEXX Laboratories Inc.                        | IDEXX Laboratories Inc. COM                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       539 | NS      | $229543.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | Robert Half International Inc. COM                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       808 | NS      | $63654.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                 | The Kroger Co. COM                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      4315 | NS      | $212254.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                      | Ansys Inc COM                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       560 | NS      | $142408.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                          | Starbucks Corporation COM                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      7240 | NS      | $739928.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc. COM                                   | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       850 | NS      | $124941.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GLOBEX                                     | E-mini S&P 500 Index Futures,Dec-2022,ETH                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               | CORP              | US        |         3 | NC      | $612187.50    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corporation                       | Ralph Lauren Corporation CL A                                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       314 | NS      | $35519.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                  | Intercontinental Exchange Inc COM                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3524 | NS      | $381684.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                            | Entergy Corporation COM                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1304 | NS      | $151616.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc COM                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1757 | NS      | $716135.63    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                     | Paccar Inc COM                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2262 | NS      | $239568.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                | Match Group Inc COM                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1756 | NS      | $88783.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | Bio-Techne Corp COM                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       984 | NS      | $83630.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp                                    | Moodys Corp COM                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1013 | NS      | $302147.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T Bank Corporation COM                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1177 | NS      | $200113.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                        | UDR Inc COM                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      1770 | NS      | $73401.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco              | First Republic Bank San Francisco COM                          | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1159 | NS      | $147899.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                           | Baker Hughes Company CL A                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5905 | NS      | $171363.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                     | 3M Company COM                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      3484 | NS      | $438879.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV COM EUR0.04 CLASS 'A'             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1667 | NS      | $141711.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Incorporation                  | Paypal Holdings Incorporation COM                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      7282 | NS      | $570981.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                | PPL Corporation COM                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      4645 | NS      | $137120.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                   | Northrop Grumman Corporation COM                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       922 | NS      | $491693.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                    | Lockheed Martin Corporation COM                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1495 | NS      | $725359.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | The Interpublic Group of Companies, Inc. COM                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2667 | NS      | $91638.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation    | International Business Machines Corporation COM                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5688 | NS      | $846943.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                | Seagate Technology Holdings PLC COM USD0.00001                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      1368 | NS      | $72462.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                   | Mondelez International, Inc. CL A                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      8737 | NS      | $590708.57    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.               | American Electric Power Co, Inc. COM                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      3242 | NS      | $313825.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                           | Amphenol Corporation CL A                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3796 | NS      | $305312.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                         | Sealed Air Corporation COM                                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |       922 | NS      | $49078.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                    | Viatris Inc COM                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      4634 | NS      | $51113.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                        | Advance Auto Parts Inc. COM                                    | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       415 | NS      | $62660.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc. COM                                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       459 | NS      | $162040.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                      | Agilent Technologies Inc. COM                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1952 | NS      | $302520.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | Henry Schein, Inc. COM                                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       871 | NS      | $70481.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc. COM                                    | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       371 | NS      | $124941.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                      | Rockwell Automation, Inc. COM                                  | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       758 | NS      | $200278.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | Gartner Incorporation COM                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       508 | NS      | $177987.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. COM             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       322 | NS      | $73599.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp. COM                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      3716 | NS      | $153247.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc.                              | EPAM Systems Inc. COM                                          | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       359 | NS      | $132320.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | Trimble Inc COM                                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1634 | NS      | $97631.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                    | Humana Inc. COM                                                | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       798 | NS      | $438820.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.               | Marsh & McLennan Companies, Inc. COM                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3158 | NS      | $546902.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                     | Marathon Petroleum Company COM                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3415 | NS      | $415981.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                   | Illumina Inc COM                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       953 | NS      | $207830.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc COM                                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       305 | NS      | $103425.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                 | Texas Instruments Incorporated COM                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      5821 | NS      | $1050457.66   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                          | WEC Energy Group Inc. COM                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      2060 | NS      | $204228.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp COM                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      6069 | NS      | $114157.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                      | Colgate-Palmolive Company COM                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      5290 | NS      | $409869.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                | Xcel Energy Inc COM                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      3432 | NS      | $240995.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Home & Security Inc             | Fortune Brands Home & Security Inc COM                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       957 | NS      | $62530.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                           | Schlumberger Limited COM USD0.01                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      9092 | NS      | $468692.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                  | Accenture PLC CLS'A'USD0.0000225                               | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3983 | NS      | $1198604.19   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | W.R. Berkley Corporation COM                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1335 | NS      | $101833.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc. COM                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     55024 | NS      | $5312016.96   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company    | Willis Towers Watson Public Limited Company COM USD0.000304635 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |       703 | NS      | $173050.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                             | Price T Rowe Group COM                                         | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1478 | NS      | $184616.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc CL A                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     14479 | NS      | $1709969.90   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                               | Gallagher Aj &Co COM                                           | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1256 | NS      | $250082.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | News Corporation CL B                                          | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       910 | NS      | $17699.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Take-Two Interactive Software Inc.             | Take-Two Interactive Software Inc. COM                         | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       778 | NS      | $82226.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                  | Becton, Dickinson and Company COM                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1799 | NS      | $448562.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                    | Warner Bros. Discovery Inc. COM SER A                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     13955 | NS      | $159087.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                         | Trane Technologies PLC COM USD1                                | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      1507 | NS      | $268878.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                            | General Mills, Inc. COM                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3801 | NS      | $324225.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | Huntington Bancshares Incorporated COM                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7104 | NS      | $109969.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International PLC             | Johnson Controls International PLC COM USD1.00                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |      4519 | NS      | $300242.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | J. B. Hunt Transport Services, Inc. COM                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       529 | NS      | $97277.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | Lamb Weston Holdings Inc COM                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       955 | NS      | $82989.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                         | Roper Technologies Inc COM                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       684 | NS      | $300200.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc. COM                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       836 | NS      | $60827.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                   | NVIDIA Corp. COM                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     15746 | NS      | $2664695.58   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated            | Vertex Pharmaceuticals Incorporated COM                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1614 | NS      | $510669.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                   | Organon & Co COMMON STOCK                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      1633 | NS      | $42490.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                  | Alphabet Inc. CAP STK CL C                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     34683 | NS      | $3518590.35   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                           | Las Vegas Sands Corp COM                                       | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2145 | NS      | $100471.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | Genuine Parts Co COM                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       908 | NS      | $166463.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                 | Autozone, Inc. COM                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        27 | NS      | $69633.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                    | Pentair PLC COM USD0.01                                        | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      1156 | NS      | $52910.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                        | Activision Blizzard Inc COM                                    | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      4949 | NS      | $365978.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                             | Exelon Corporation COM                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      6205 | NS      | $256700.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                        | Boston Properties, Inc. COM                                    | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       925 | NS      | $66674.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd             | Norwegian Cruise Line Holdings Ltd COM USD0.001                | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1599 | NS      | $26287.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.           | Cognizant Technology Solutions Corp. CL A                      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      3335 | NS      | $207470.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc COM                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      4205 | NS      | $223537.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                             | Ingersoll Rand Inc COM                                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      2562 | NS      | $138271.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc COM                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      2983 | NS      | $1028926.19   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                          | Wells Fargo & Company COM                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     23929 | NS      | $1147395.55   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                         | Centerpoint Energy Inc COM                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2979 | NS      | $92676.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                       | Devon Energy Corporation COM                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      3875 | NS      | $265515.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                   | The Procter & Gamble Company COM                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     15147 | NS      | $2259326.52   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | Molson Coors Beverage Company CL B                             | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1200 | NS      | $66132.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | Jacobs Engineering Group Inc. COM                              | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $107052.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                  | Smith(Ao)Corp COM                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |       942 | NS      | $57217.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc. COM                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       425 | NS      | $93661.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp. COM                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1109 | NS      | $73670.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc. COM                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7918 | NS      | $695437.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                    | Invesco Ltd COM STK USD0.20                                    | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      2486 | NS      | $47507.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                  | AmerisourceBergen Corporation COM                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       952 | NS      | $162496.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                     | Baxter International, Inc. COM                                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      3172 | NS      | $179313.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                               | Merck & Co., Inc COM                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     15965 | NS      | $1758065.80   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc COM                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      5087 | NS      | $141978.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co. COM                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     18542 | NS      | $2562133.56   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                       | Ceridian HCM Holding Inc COM                                   | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       855 | NS      | $58516.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                 | Alaska Air Group Incorporation COM                             | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       808 | NS      | $38331.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc. COM                        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       281 | NS      | $65180.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc. CL A                                | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       147 | NS      | $60962.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc COM                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2191 | NS      | $772984.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                              | Crown Castle Inc. COM                                          | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      2725 | NS      | $385396.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                          | Eaton Corporation PLC COM USD0.01                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2529 | NS      | $413365.05    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                          | Lowes Companies, Inc. COM                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4173 | NS      | $886971.15    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                   | Charter Communications, Inc. CL A                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       731 | NS      | $286032.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                      | Amcor PLC COM USD0.01                                          | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |      9487 | NS      | $117164.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WestRock Company COM                                           | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1715 | NS      | $65032.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                   | The Williams Companies, Inc. COM                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      7926 | NS      | $275032.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                             | HCA Healthcare Inc COM                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1436 | NS      | $344955.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                   | Catalent Inc COM                                               | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1096 | NS      | $54942.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                            | Stryker Corporation COM                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2135 | NS      | $499355.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                        | NVR Inc COM                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        21 | NS      | $97419.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NetApp Inc. COM                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1421 | NS      | $96073.81     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | Tractor Supply Co COM                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       706 | NS      | $159774.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                     | Northern Trust Corporation COM                                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1359 | NS      | $126536.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                   | Marriott International, Inc. CL A                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1737 | NS      | $287212.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                   | The Sherwin-Williams Company COM                               | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1539 | NS      | $383488.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                   | MetLife Inc. COM                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      4363 | NS      | $334642.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                            | Centene Corporation COM                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3700 | NS      | $322085.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global CLASS B COM                                   | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      3816 | NS      | $76625.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Walt Disney Company                            | Walt Disney Company COM                                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     11531 | NS      | $1128538.97   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc. COM                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2808 | NS      | $857928.24    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc COM                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2577 | NS      | $1420004.31   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company              | Pioneer Natural Resources Company COM                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1420 | NS      | $335105.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.                | Regeneron Pharmaceuticals, Inc. COM                            | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       673 | NS      | $505894.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                     | Carmax Inc COM                                                 | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      1034 | NS      | $71718.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp. COM                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1916 | NS      | $70413.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation              | Capital One Financial Corporation COM                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2481 | NS      | $256138.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF Industries Holdings, Inc. COM                               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1316 | NS      | $142378.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc COM                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      3029 | NS      | $115041.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group Inc COM                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      2789 | NS      | $118197.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                   | Southern Co. COM                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      6719 | NS      | $454473.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                     | DexCom Inc COM                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      2508 | NS      | $291630.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                         | Micron Technology Inc. COM                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      7124 | NS      | $410698.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                      | Linde PLC COM EUR0.001                                         | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      3177 | NS      | $1068996.96   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                   | Synopsys Inc COM                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       962 | NS      | $326637.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc COM                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      3367 | NS      | $795992.47    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                    | Parker-Hannifin Corporation COM                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       810 | NS      | $242141.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                     | Apple Inc. COM                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     94091 | NS      | $13928290.73  | 6.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                             | Lennar Corporation CL A                                        | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1632 | NS      | $143338.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| FMC Corporation                                | FMC Corporation COM NEW                                        | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       795 | NS      | $103858.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                          | Whirlpool Corporation COM                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       354 | NS      | $51871.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                            | The AES Corporation COM                                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      4344 | NS      | $125628.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                         | The TJX Companies Inc. COM                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7414 | NS      | $593490.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66 COM                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2852 | NS      | $309270.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                            | Arista Networks Inc COM                                        | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1464 | NS      | $203935.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                   | Equifax Inc. COM                                               | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       794 | NS      | $156711.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                        | Tyler Technologies Inc. COM                                    | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       246 | NS      | $84314.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                          | Dupont De Nemours Inc COM                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3319 | NS      | $234022.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| L3 Harris Technologies Inc                     | L3 Harris Technologies Inc COM                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1217 | NS      | $276356.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                   | General Dynamics Corporation COM                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1455 | NS      | $367227.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                    | Verizon Communications Inc. COM                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     26273 | NS      | $1024121.54   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc. COM                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     12716 | NS      | $243129.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                | Automatic Data Processing, Inc. COM                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2637 | NS      | $696537.18    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-13

**Name of Applicant:** SHELTON FUNDS

**Signature:** /s/ Gregory Pusch

**Name of Signer:** Gregory Pusch

**Title:** General Counsel and CCO