NPORT-P false 0001003239 XXXXXXXX S000008058 C000021864 C000021865 C000021866 SEASONS SERIES TRUST 811-07725 0001003239 549300O318N6OBWGKN57 21650 Oxnard Street Woodland Hills 91367 800-445-7862 SA Multi-Managed Large Cap Value Portfolio S000008058 549300SAUI5MHM7WII44 2023-03-31 2022-09-30 N 593017650.72 1563842.58 591453808.14 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 50000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4042294.30000000 N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 8226.00000000 NS USD 1373495.22000000 0.232223582145 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 423.00000000 0.000071518687 N/A DFE CH N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 80075.36000000 USD 78696.65000000 CHF 2022-12-30 423.00000000 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 1538.00000000 NS USD 162566.60000000 0.027485933434 Long EC CORP US N 1 N N N Nordson Corp 14OS6Q5N55N95WM84M53 655663102 264.00000000 NS USD 56039.28000000 0.009474836281 Long EC CORP US N 1 N N N Victoria's Secret & Co 5493006T3O70U3UWVF17 926400102 56804.00000000 NS USD 1654132.48000000 0.279672301916 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 243687.00000000 NS USD 9747480.00000000 1.648054313937 Long EC CORP US N 1 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 458.00000000 NS USD 121113.52000000 0.020477257620 Long EC CORP US N 1 N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X108 650.00000000 NS USD 94425.50000000 0.015964983013 Long EC CORP US N 1 N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 4738.00000000 NS USD 681513.92000000 0.115226905401 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 260557103 8770.00000000 NS USD 385266.10000000 0.065138831587 Long EC CORP US N 1 N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 16896.00000000 NS USD 3511495.68000000 0.593705819739 Long EC CORP US N 1 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 4954.00000000 NS USD 2726087.12000000 0.460912937321 Long EC CORP US N 1 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 171.00000000 NS USD 44803.71000000 0.007575183282 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 26975.00000000 NS USD 310212.50000000 0.052449150843 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 5094.00000000 NS USD 822884.76000000 0.139129167599 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 2772.00000000 NS USD 664891.92000000 0.112416542230 Long EC CORP US N 1 N N N DISH Network Corp 529900U350CWHH15G169 25470M109 3065.00000000 NS USD 42388.95000000 0.007166907950 Long EC CORP US N 1 N N N Accenture PLC N/A 000000000 3244.00000000 NS USD 834681.20000000 0.141123649643 Long EC CORP IE N 1 N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 2631.00000000 NS USD 74588.85000000 0.012611103178 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 4133.00000000 NS USD 277820.26000000 0.046972435746 Long EC US N 1 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 2803.00000000 NS USD 317888.23000000 0.053746924210 Long EC CORP US N 1 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 6273.00000000 NS USD 542300.85000000 0.091689467974 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 37045V100 17804.00000000 NS USD 571330.36000000 0.096597629795 Long EC CORP US N 1 N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 3824.00000000 NS USD 124471.20000000 0.021044957067 Long EC CORP US N 1 N N N Twitter Inc 549300I8RX485XMK6836 90184L102 4269.00000000 NS USD 187152.96000000 0.031642870064 Long EC CORP US N 1 N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 879.00000000 NS USD 62496.90000000 0.010566657808 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 440000.00000000 PA USD 440000.00000000 0.074392960860 Long RA CORP US N 2 Repurchase N 2.94000000 2022-10-03 503809.14270000 USD 448298.58480000 USD UST N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 572.00000000 NS USD 193032.84000000 0.032637010252 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 45500.00000000 NS USD 2926560.00000000 0.494807871675 Long EC US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 1727.00000000 NS USD 257875.64000000 0.043600300894 Long EC CORP US N 1 N N N Chipotle Mexican Grill Inc N/A 169656105 112.00000000 NS USD 168309.12000000 0.028456849492 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 14807.00000000 NS USD 126155.64000000 0.021329753611 Long EC CORP US N 1 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 31263.00000000 NS USD 3633073.23000000 0.614261533191 Long EC CORP US N 1 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 890.00000000 NS USD 162220.30000000 0.027427382792 Long EC CORP US N 1 N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 2220.00000000 NS USD 288955.20000000 0.048855074736 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 1253.00000000 NS USD 362793.62000000 0.061339299030 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 10166.00000000 NS USD 702572.26000000 0.118787342363 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 124571.00000000 NS USD 6830227.93000000 1.154820179699 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 4499.00000000 NS USD 876495.18000000 0.148193344592 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 85856.00000000 NS USD 14025436.16000000 2.371349371154 Long EC CORP US N 1 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 7541.00000000 NS USD 438886.20000000 0.074204645224 Long EC US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 4941.00000000 NS USD 1140086.34000000 0.192759996522 Long EC CORP US N 1 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2720.12000000 0.000459904047 N/A DFE GB N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 119814.25000000 USD 109590.55000000 GBP 2022-12-30 2720.12000000 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 778.00000000 NS USD 48119.30000000 0.008135766367 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 987.00000000 NS USD 107573.13000000 0.018187917385 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 19803.00000000 NS USD 10001307.12000000 1.690970111673 Long EC CORP US N 1 N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 1504.00000000 NS USD 193098.56000000 0.032648121855 Long EC CORP US N 1 N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 2298.00000000 NS USD 110281.02000000 0.018645753646 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 18929.00000000 NS USD 1571296.29000000 0.265666780461 Long EC CORP US N 1 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 342.00000000 NS USD 92381.04000000 0.015619316120 Long EC CORP US N 1 N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 11029.00000000 NS USD 1310355.49000000 0.221548237912 Long EC CORP US N 1 N N N Pentair PLC 549300EVR9D56WPSRP15 000000000 843.00000000 NS USD 34251.09000000 0.005790999995 Long EC CORP IE N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 4811.00000000 NS USD 514055.35000000 0.086913862574 Long EC CORP US N 1 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 3414.00000000 NS USD 228601.44000000 0.038650768133 Long EC CORP US N 1 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 46317.00000000 NS USD 1862869.74000000 0.314964535583 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 25677.00000000 NS USD 2196924.12000000 0.371444750167 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B109 4709.00000000 NS USD 71152.99000000 0.012030185455 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 6089.00000000 NS USD 604820.37000000 0.102259950257 Long EC CORP US N 1 N N N NextEra Energy Inc N/A 65339F101 23992.00000000 NS USD 1881212.72000000 0.318065873295 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 1976.00000000 NS USD 238345.12000000 0.040298179962 Long EC CORP US N 1 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 1678.00000000 NS USD 69989.38000000 0.011833448197 Long EC US N 1 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 7274.00000000 NS USD 557261.14000000 0.094218877675 Long EC CORP US N 1 N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 1815.00000000 NS USD 122240.25000000 0.020667759395 Long EC CORP US N 1 N N N Paychex Inc 529900K900DW6SUBM174 704326107 1838.00000000 NS USD 206241.98000000 0.034870344422 Long EC CORP US N 1 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 8274.00000000 NS USD 186826.92000000 0.031587744880 Long EC CORP US N 1 N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 239.00000000 NS USD 53175.11000000 0.008990576993 Long EC CORP US N 1 N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 17271.00000000 NS USD 620028.90000000 0.104831331114 Long EC CORP CW N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 9931.00000000 NS USD 1332839.51000000 0.225349721593 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 26217.00000000 NS USD 2311815.06000000 0.390869925627 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 3838.00000000 NS USD 185452.16000000 0.031355307455 Long EC CORP US N 1 N N N Seagate Technology Holdings PLC 635400RUXIFEZSRU8X70 000000000 644.00000000 NS USD 34280.12000000 0.005795908239 Long EC CORP IE N 1 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 2708.00000000 NS USD 630232.84000000 0.106556561362 Long EC CORP US N 1 N N N nVent Electric PLC N/A 000000000 81847.00000000 NS USD 2587183.67000000 0.437427848868 Long EC CORP IE N 1 N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 4881.00000000 NS USD 196069.77000000 0.033150478921 Long EC US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 2650.00000000 NS USD 1251515.50000000 0.211599871837 Long EC CORP US N 1 N N N Expedia Group Inc N/A 30212P303 1856.00000000 NS USD 173888.64000000 0.029400206340 Long EC CORP US N 1 N N N Everest Re Group Ltd 549300N24XF2VV0B3570 000000000 481.00000000 NS USD 126233.64000000 0.021342941454 Long EC CORP BM N 1 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 2233.00000000 NS USD 148650.81000000 0.025133122477 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 6323.00000000 NS USD 363193.12000000 0.061406844457 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 1432.00000000 NS USD 66860.08000000 0.011304362078 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 1543.00000000 NS USD 56797.83000000 0.009603088054 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 3852.00000000 NS USD 344484.36000000 0.058243662524 Long EC CORP US N 1 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 33173.00000000 NS USD 3706419.29000000 0.626662511761 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 6760.00000000 NS USD 746980.00000000 0.126295577054 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 7098.00000000 NS USD 589985.76000000 0.099751789891 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 1459.00000000 NS USD 177341.45000000 0.029983989883 Long EC CORP US N 1 N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 60912.00000000 NS USD 3051691.20000000 0.515964418184 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 1881.00000000 NS USD 101291.85000000 0.017125910528 Long EC US N 1 N N N H&R Block Inc 549300CE3KUCWLZBG404 093671105 51860.00000000 NS USD 2206124.40000000 0.373000286689 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 14879.00000000 NS USD 425985.77000000 0.072023506170 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 650.00000000 NS USD 130877.50000000 0.022128101670 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 23649.00000000 NS USD 985453.83000000 0.166615518648 Long EC CORP US N 1 N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 2982.00000000 NS USD 803917.38000000 0.135922259513 Long EC CORP IE N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 8759.00000000 NS USD 275032.60000000 0.046501112380 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 29098.00000000 NS USD 5292344.24000000 0.894802631610 Long EC CORP CH N 1 N N N iShares S&P 500 Value ETF 549300CBC7RH6BCDVO32 464287408 39200.00000000 NS USD 5037984.00000000 0.851796696658 Long EC RF US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 34030.00000000 NS USD 2146952.70000000 0.362995836775 Long EC CORP US N 1 N N N Amcor PLC 549300GSODGFCDQ3DI89 000000000 18350.00000000 NS USD 196895.50000000 0.033290089148 Long EC CORP JE N 1 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 22937.00000000 NS USD 3427246.54000000 0.579461403888 Long EC CORP US N 1 N N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 943.00000000 NS USD 30421.18000000 0.005143458302 Long EC CORP US N 1 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 20847.00000000 NS USD 4423107.99000000 0.747836589962 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 58463.00000000 NS USD 3741632.00000000 0.632616097572 Long EC CORP US N 1 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 680.00000000 NS USD 56283.60000000 0.009516144663 Long EC CORP US N 1 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 4216.00000000 NS USD 203759.28000000 0.034450582141 Long EC CORP US N 1 N N N Allegion plc 984500560CAC2E6FB757 000000000 1073.00000000 NS USD 96226.64000000 0.016269510598 Long EC CORP IE N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 91292.00000000 NS USD 2677594.36000000 0.452714028238 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 643.00000000 NS USD 51060.63000000 0.008633071475 Long EC CORP US N 1 N N N Celanese Corp 549300FHJQTDPPN41627 150870103 694.00000000 NS USD 62695.96000000 0.010600313860 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 2870.00000000 NS USD 317680.30000000 0.053711768464 Long EC CORP US N 1 N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 31060.00000000 NS USD 2467717.00000000 0.417229032265 Long EC CORP GG N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 5555.00000000 NS USD 76103.50000000 0.012867192492 Long EC CORP BM N 1 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 26623.00000000 NS USD 2711552.55000000 0.458455506191 Long EC CORP US N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 3369.00000000 NS USD 472131.66000000 0.079825618417 Long EC CORP US N 1 N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 655.00000000 NS USD 159237.05000000 0.026922990064 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 3742.00000000 NS USD 114804.56000000 0.019410570769 Long EC CORP US N 1 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 27247.00000000 NS 1536624.83000000 0.259804706445 Long EC CORP NL N 2 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 8990.00000000 NS USD 227896.50000000 0.038531580465 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 85497.00000000 NS USD 3202717.62000000 0.541499196711 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 1470.00000000 NS USD 157275.30000000 0.026591307357 Long EC CORP US N 1 N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 000000000 97264.00000000 NS USD 2048379.84000000 0.346329639239 Long EC CORP BM N 1 N N N Cintas Corp N/A 172908105 567.00000000 NS USD 220103.73000000 0.037214018570 Long EC CORP US N 1 N N N Unilever PLC 549300MKFYEKVRWML317 904767704 149827.00000000 NS USD 6568415.68000000 1.110554296819 Long EC CORP GB N 1 N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 916.00000000 NS USD 161371.72000000 0.027283909204 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 160609.00000000 NS USD 12969176.75000000 2.192762405366 Long EC CORP IE N 1 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 148.00000000 NS USD 48838.52000000 0.008257368424 Long EC CORP US N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 165884.00000000 NS USD 7222589.36000000 1.221158653574 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 8775.00000000 NS USD 501491.25000000 0.084789588484 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 17611.00000000 NS USD 232112.98000000 0.039244481446 Long EC CORP US N 1 N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097103 129429.00000000 NS USD 3380685.48000000 0.571589096810 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 19321.00000000 NS USD 3154346.46000000 0.533320847137 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 17088.00000000 NS USD 2644880.64000000 0.447182958939 Long EC CORP US N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 4389.00000000 NS USD 777423.57000000 0.131442820944 Long EC CORP US N 1 N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 844.00000000 NS USD 133107.24000000 0.022505094762 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 6496.00000000 NS USD 559110.72000000 0.094531595249 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 45012.00000000 NS USD 3502383.72000000 0.592165215913 Long EC CORP US N 1 N N N Duke Realty Corp 254900E47KH1NFFKNF25 264411505 1645.00000000 NS USD 79289.00000000 0.013405780622 Long EC US N 1 N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 1742.00000000 NS USD 130597.74000000 0.022080801273 Long EC US N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 1161.00000000 NS USD 250659.90000000 0.042380300295 Long EC CORP US N 1 N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 550241103 11631.00000000 NS USD 84673.68000000 0.014316194914 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 41406.00000000 NS USD 3342292.32000000 0.565097776698 Long EC CORP US N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 3508.00000000 NS USD 214093.24000000 0.036197795508 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 3526.00000000 NS USD 358241.60000000 0.060569666653 Long EC US N 1 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 32482.00000000 NS 1941525.03000000 0.328263171743 Long EC CORP DE N 2 N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187109 1892.00000000 NS USD 83077.72000000 0.014046358119 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 11380.00000000 NS USD 2021657.00000000 0.341811477443 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 15866.00000000 NS USD 190074.68000000 0.032136859613 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 12980.00000000 NS USD 882640.00000000 0.149232279487 Long EC CORP US N 1 N N N Sodexo SA 969500LCBOG12HXPYM84 000000000 22305.00000000 NS 1677543.18000000 0.283630463936 Long EC CORP FR N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 5053.00000000 NS 1647576.33000000 0.278563821438 Long EC CORP CH N 2 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 1944.00000000 NS USD 288275.76000000 0.048740198479 Long EC CORP US N 1 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 1500.00000000 NS USD 106575.00000000 0.018019158644 Long EC CORP US N 1 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 90888.00000000 NS USD 3520092.24000000 0.595159282357 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 60534.00000000 NS USD 6328829.70000000 1.070046318562 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 42828.00000000 NS USD 3445512.60000000 0.582549736358 Long EC CORP US N 1 N N N ResMed Inc 529900T3QE5253CCXF22 761152107 751.00000000 NS USD 163943.30000000 0.027718698864 Long EC CORP US N 1 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 12892.00000000 NS USD 5856062.08000000 0.990113175264 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 31703.00000000 NS USD 2363458.65000000 0.399601561013 Long EC CORP US N 1 N N N Baker Hughes Co N/A 05722G100 80726.00000000 NS USD 1692016.96000000 0.286077617002 Long EC CORP US N 1 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 1301.00000000 NS USD 178770.41000000 0.030225591168 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 1186.00000000 NS USD 174946.86000000 0.029579124792 Long EC CORP NL N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 1667.00000000 NS USD 145812.49000000 0.024653233776 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 32513.00000000 NS USD 2194952.63000000 0.371111420670 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 22054.00000000 NS USD 2179376.28000000 0.368477850680 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 1772.00000000 NS USD 473124.00000000 0.079993398214 Long EC CORP US N 1 N N N Gaming and Leisure Properties Inc 5493006GWRDBCZYWTM57 36467J108 62173.00000000 NS USD 2750533.52000000 0.465046210227 Long EC US N 1 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 7810.00000000 NS USD 730781.70000000 0.123556850922 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 281020107 35095.00000000 NS USD 1985675.10000000 0.335727840901 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 38136.00000000 NS USD 4814670.00000000 0.814039901973 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 1126.00000000 NS USD 90440.32000000 0.015291189059 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 4489.00000000 NS USD 272976.09000000 0.046153408134 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 2882.00000000 NS USD 1113287.78000000 0.188229032373 Long EC CORP US N 1 N N N ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO 549300WHU4EIHRP28H10 000000000 460000.00000000 PA USD 460000.00000000 0.077774459081 Long RA CORP US N 2 Repurchase N 2.96000000 2022-10-03 475935.56930000 USD 469582.18140000 USD UST N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 1585.00000000 NS USD 106860.70000000 0.018067463346 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 1722.00000000 NS USD 350444.22000000 0.059251325323 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 2678.00000000 NS USD 101496.20000000 0.017160460986 Long EC CORP LR N 1 N N N IDEX Corp 549300U5Y5EL6PHYLF13 45167R104 544.00000000 NS USD 108718.40000000 0.018381553809 Long EC CORP US N 1 N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 524.00000000 NS USD 44503.32000000 0.007524394870 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 677.00000000 NS USD 105666.16000000 0.017865496602 Long EC CORP US N 1 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 193.00000000 NS USD 67067.50000000 0.011339431596 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 9830.00000000 NS USD 2060859.50000000 0.348439636643 Long EC CORP US N 1 N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211K100 40433.00000000 NS USD 1799672.83000000 0.304279523646 Long EC CORP US N 1 N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 784.00000000 NS USD 38086.72000000 0.006439508796 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 6166.00000000 NS USD 117400.64000000 0.019849502764 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 3537.00000000 NS USD 233194.41000000 0.039427324127 Long EC CORP US N 1 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 25800.00000000 NS USD 5749014.00000000 0.972014030661 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 2786.00000000 NS USD 598154.20000000 0.101132868157 Long EC US N 1 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 24192.00000000 NS USD 3292531.20000000 0.556684419761 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 19108.00000000 NS USD 2145637.32000000 0.362773439019 Long EC CORP US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 615.00000000 NS USD 111401.10000000 0.018835131073 Long EC CORP US N 1 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 2932.00000000 NS USD 264906.20000000 0.044788992200 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 18955.00000000 NS USD 1552983.15000000 0.262570487944 Long EC CORP US N 1 N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 5369.00000000 NS USD 329925.05000000 0.055782048481 Long EC CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 677.00000000 NS USD 145629.47000000 0.024622289686 Long EC CORP US N 1 N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 3991.00000000 NS USD 332011.29000000 0.056134779323 Long EC CORP US N 1 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 3115.00000000 NS USD 216990.90000000 0.036687717115 Long EC CORP US N 1 N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313745101 516.00000000 NS USD 46501.92000000 0.007862307987 Long EC US N 1 N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 2426.00000000 NS USD 491362.04000000 0.083076993205 Long EC CORP US N 1 N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413106 488.00000000 NS USD 108092.00000000 0.018275645284 Long EC CORP US N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 2829.00000000 NS USD 409667.49000000 0.069264494430 Long EC CORP IE N 1 N N N Newmont Goldcorp Corp. 549300VSP3RIX7FGDZ51 651639106 9692.00000000 NS USD 407354.76000000 0.068873469811 Long EC CORP US N 1 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 1813.00000000 NS USD 254164.47000000 0.042972835156 Long EC US N 1 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 955.00000000 NS USD 48571.30000000 0.008212188226 Long EC CORP US N 1 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 45059.00000000 NS USD 2906756.09000000 0.491459527353 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 1946.00000000 NS USD 446957.28000000 0.075569262358 Long EC CORP US N 1 N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 1331.00000000 NS USD 72233.37000000 0.012212850607 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 1343.00000000 NS USD 269862.42000000 0.045626964656 Long EC CORP IE N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 440000.00000000 PA USD 440000.00000000 0.074392960860 Long RA CORP US N 2 Repurchase N 2.98000000 2022-10-03 639161.45910000 USD 447604.76980000 USD UST N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 2447.00000000 NS USD 154992.98000000 0.026205424306 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 31762.00000000 NS USD 4563246.54000000 0.771530502838 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 64326.00000000 NS USD 3166125.72000000 0.535312424474 Long EC CORP IE N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 11389.00000000 NS USD 182451.78000000 0.030848018473 Long EC CORP US N 1 N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 727.00000000 NS USD 79243.00000000 0.013398003176 Long EC CORP US N 1 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 2251.00000000 NS USD 360632.71000000 0.060973943364 Long EC CORP US N 1 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 2484.00000000 NS USD 249964.92000000 0.042262796614 Long EC CORP US N 1 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 9424.00000000 NS USD 2101552.00000000 0.355319717461 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 27803.00000000 NS USD 2673258.45000000 0.451980934640 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 41361.00000000 NS USD 2268237.24000000 0.383502009587 Long EC CORP GB N 1 N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376100 1523.00000000 NS USD 158239.70000000 0.026754363201 Long EC CORP US N 1 N N N Cigna Corp 549300VIWYMSIGT1U456 125523100 10501.00000000 NS USD 2913712.47000000 0.492635676683 Long EC CORP US N 1 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 1103.00000000 NS USD 61635.64000000 0.010421040350 Long EC CORP US N 1 N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 22434.00000000 NS USD 3955562.88000000 0.668786442078 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 24647.00000000 NS USD 3695571.18000000 0.624828368528 Long EC CORP US N 1 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 2494.00000000 NS USD 161062.52000000 0.027231631242 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 38879.00000000 NS USD 3707890.23000000 0.626911210811 Long EC CORP US N 1 N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 2908.00000000 NS USD 420351.40000000 0.071070875563 Long EC US N 1 N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614N102 6117.00000000 NS USD 308296.80000000 0.052125254036 Long EC CORP US N 1 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 978.00000000 NS USD 186592.62000000 0.031548130628 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 45640.00000000 NS USD 4305221.20000000 0.727904891429 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 923.00000000 NS USD 74126.13000000 0.012532868836 Long EC CORP CH N 1 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 803.00000000 NS USD 102294.17000000 0.017295377693 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 2548.00000000 NS USD 378097.72000000 0.063926838376 Long EC CORP US N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 2376.00000000 NS USD 354713.04000000 0.059973075685 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 2830.00000000 NS USD 204184.50000000 0.034522476174 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 37505.00000000 NS USD 4864398.50000000 0.822447743687 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 47527.00000000 NS USD 2662462.54000000 0.450155617117 Long EC CORP US N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 770323103 428.00000000 NS USD 32742.00000000 0.005535850737 Long EC CORP US N 1 N N N American Airlines Group Inc N/A 02376R102 7935.00000000 NS USD 95537.40000000 0.016152977406 Long EC CORP US N 1 N N N Ares Management Corp 529900JUV61FH7B8VW38 03990B101 44934.00000000 NS USD 2783661.30000000 0.470647286683 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 791.00000000 NS USD 231612.71000000 0.039159898340 Long EC US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 1805.00000000 NS USD 135754.05000000 0.022952603928 Long EC CORP US N 1 N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 4246.00000000 NS USD 355347.74000000 0.060080387531 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 109649.00000000 NS USD 9573454.19000000 1.618630915591 Long EC CORP US N 1 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 120023.00000000 NS USD 3483067.46000000 0.588899320972 Long EC CORP US N 1 N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 651229106 2160.00000000 NS USD 30002.40000000 0.005072653111 Long EC CORP US N 1 N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 1908.00000000 NS USD 41060.16000000 0.006942242899 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 3544.00000000 NS USD 206402.56000000 0.034897494471 Long EC CORP US N 1 N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 158037.00000000 NS USD 2509627.56000000 0.424315056469 Long EC US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 1497.00000000 NS USD 189101.04000000 0.031972241516 Long EC CORP US N 1 N N N Alaska Air Group Inc 529900G48RT4KWLC6C27 011659109 1548.00000000 NS USD 60604.20000000 0.010246649724 Long EC CORP US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 3059.00000000 NS USD 218014.93000000 0.036860854896 Long EC CORP US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 8693.00000000 NS USD 646237.62000000 0.109262568117 Long EC CORP US N 1 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 4330.00000000 NS USD 371340.80000000 0.062784412728 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912796T33 100000.00000000 PA USD 98595.67000000 0.016670054134 Long STIV UST US N 2 2023-02-23 None 0.00000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 320.00000000 NS USD 103068.80000000 0.017426348191 Long EC CORP US N 1 N N N CoStar Group Inc N/A 22160N109 2417.00000000 NS USD 168344.05000000 0.028462755279 Long EC CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 71980.00000000 NS USD 4471397.60000000 0.756001151478 Long EC CORP US N 1 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 1285.00000000 NS USD 85632.40000000 0.014478290412 Long EC CORP US N 1 N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 2254.00000000 NS USD 196007.84000000 0.033140008112 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 1755.00000000 NS USD 135801.90000000 0.022960694162 Long EC CORP US N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 43345.00000000 NS USD 11573981.90000000 1.956869960208 Long EC CORP US N 1 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 986.00000000 NS USD 217383.42000000 0.036754082399 Long EC CORP US N 1 N N N TransDigm Group Inc N/A 893641100 352.00000000 NS USD 184736.64000000 0.031234330975 Long EC CORP US N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 771195104 63785.00000000 NS USD 2590946.70000000 0.438064082831 Long EC CORP CH N 1 N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446R109 7552.00000000 NS USD 139032.32000000 0.023506877136 Long EC US N 1 N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 3939.00000000 NS USD 102886.68000000 0.017395556268 Long EC CORP US N 1 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 1352.00000000 NS USD 253418.88000000 0.042846774593 Long EC CORP US N 1 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 1298.00000000 NS USD 113393.28000000 0.019171958729 Long EC CORP US N 1 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 3028.00000000 NS USD 437303.76000000 0.073937094322 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 5522.00000000 NS USD 1570125.48000000 0.265468825864 Long EC CORP US N 1 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 1404.00000000 NS USD 191000.16000000 0.032293335062 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 87015.00000000 NS USD 1334810.10000000 0.225682898922 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 77289.00000000 NS USD 2383592.76000000 0.403005733870 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 2120.00000000 NS USD 941301.20000000 0.159150416658 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 3854.00000000 NS USD 868691.60000000 0.146873954997 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 47803.00000000 NS USD 1443650.60000000 0.244085096778 Long EC CORP US N 1 N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355L106 2807.00000000 NS USD 68715.36000000 0.011618043379 Long EC CORP US N 1 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 83417M104 170.00000000 NS USD 39348.20000000 0.006652793414 Long EC CORP US N 1 N N N Norwegian Cruise Line Holdings Ltd N/A 000000000 5146.00000000 NS USD 58458.56000000 0.009883875831 Long EC CORP BM N 1 N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 8447.00000000 NS 1043363.62000000 0.176406611241 Long EC CORP DE N 2 N N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 445.00000000 NS USD 107792.35000000 0.018224981987 Long EC US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 3534.00000000 NS USD 160584.96000000 0.027150887827 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 107422.00000000 NS USD 4331255.04000000 0.732306560612 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 2459.00000000 NS USD 115868.08000000 0.019590385319 Long EC CORP US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 13829.00000000 NS USD 3815974.26000000 0.645185508569 Long EC CORP US N 1 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 3064.00000000 NS USD 162361.36000000 0.027451232499 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 50138.00000000 NS USD 1292056.26000000 0.218454297227 Long EC CORP US N 1 N N N Knight-Swift Transportation Holdings Inc N/A 499049104 47159.00000000 NS USD 2307489.87000000 0.390138644513 Long EC CORP US N 1 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 2803.00000000 NS USD 166498.20000000 0.028150668354 Long EC CORP US N 1 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 122667.00000000 NS USD 4002624.21000000 0.676743332262 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 1384.00000000 NS USD 60854.48000000 0.010288965792 Long EC US N 1 N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 25332.00000000 NS USD 1360075.08000000 0.229954573168 Long EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 1967.00000000 NS USD 45555.72000000 0.007702329306 Long EC US N 1 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 82430.00000000 NS 2098993.30000000 0.354887105486 Long EC CORP NL N 2 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 2892.00000000 NS USD 90808.80000000 0.015353489782 Long EC CORP US N 1 N N N Jacobs Solutions Inc N/A 46982L108 873.00000000 NS USD 94711.77000000 0.016013384087 Long EC CORP US N 1 N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 3106.00000000 NS USD 72680.40000000 0.012288432164 Long EC CORP US N 1 N N N News Corp 549300ITS31QK8VRBQ14 65249B208 1459.00000000 NS USD 22497.78000000 0.003803810152 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 10051.00000000 NS USD 972534.76000000 0.164431228037 Long EC CORP US N 1 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 2919.00000000 NS USD 433383.93000000 0.073274349414 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 2530.00000000 NS USD 71320.70000000 0.012058541008 Long EC CORP US N 1 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 48226.00000000 NS USD 540131.20000000 0.091322634594 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6066.78000000 0.001025740288 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 303215.05000000 USD 313344.22000000 EUR 2022-12-30 6066.78000000 N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 3456.00000000 NS USD 165024.00000000 0.027901418120 Long EC CORP US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 580.00000000 NS USD 165097.00000000 0.027913760589 Long EC US N 1 N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 145.00000000 NS USD 44979.00000000 0.007604820424 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 1568.00000000 NS USD 379942.08000000 0.064238673379 Long EC CORP US N 1 N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 26147.00000000 NS USD 696556.08000000 0.117770157265 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD -72723.06000000 -0.01229564490 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESZ2 INDEX 2022-12-16 612948.06000000 USD -72723.06000000 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 24210.00000000 NS USD 402854.40000000 0.068112571845 Long EC CORP US N 1 N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 1264.00000000 NS USD 79669.92000000 0.013470184637 Long EC CORP US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 1030.00000000 NS USD 92257.10000000 0.015598360976 Long EC CORP US N 1 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 1583.00000000 NS USD 54898.44000000 0.009281948859 Long EC CORP US N 1 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 9779.00000000 NS USD 267260.07000000 0.045186972561 Long EC CORP US N 1 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 7687.00000000 NS USD 216619.66000000 0.036624949745 Long EC CORP US N 1 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 44738.00000000 NS USD 3163423.98000000 0.534855628024 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 990.00000000 NS USD 182348.10000000 0.030830488787 Long EC US N 1 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 195.00000000 NS USD 78021.45000000 0.013191469718 Long EC CORP US N 1 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 7424.00000000 NS USD 561031.68000000 0.094856381390 Long EC CORP US N 1 N N N Middleby Corp/The JDFO86U9VQRBKW5KYA35 596278101 21109.00000000 NS USD 2705540.53000000 0.457439024445 Long EC CORP US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 1354.00000000 NS USD 277231.50000000 0.046872891202 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 4421.00000000 NS USD 140145.70000000 0.023695121761 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 4957.00000000 NS USD 124866.83000000 0.021111848175 Long EC CORP US N 1 N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 6628.00000000 NS USD 245236.00000000 0.041463254885 Long EC CORP US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 13390.00000000 NS USD 828974.90000000 0.140158857478 Long EC CORP US N 1 N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 1794.00000000 NS USD 61336.86000000 0.010370524148 Long EC CORP US N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 1834.00000000 NS USD 612354.26000000 0.103533742039 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 33515.00000000 NS USD 4669980.10000000 0.789576470001 Long EC CORP US N 1 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 5967.00000000 NS USD 428848.29000000 0.072507486484 Long EC CORP US N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 101890.00000000 NS USD 6192874.20000000 1.047059654493 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 2030.00000000 NS USD 366719.50000000 0.062003066841 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 3984.00000000 NS USD 118404.48000000 0.020019226923 Long EC CORP US N 1 N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 44130.00000000 NS USD 2480106.00000000 0.419323701338 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 24919.00000000 NS USD 1942685.24000000 0.328459334146 Long EC CORP US N 1 N N N F5 Inc 54930015FPK9KT966303 315616102 38696.00000000 NS USD 5600472.08000000 0.946899318750 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 65304.00000000 NS USD 6074578.08000000 1.027058748527 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 19030.00000000 NS USD 2581990.40000000 0.436549797205 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 179993.00000000 NS USD 7876493.68000000 1.331717468312 Long EC CORP US N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 604.00000000 NS USD 104914.80000000 0.017738460477 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 4273.00000000 NS USD 360085.71000000 0.060881459387 Long EC CORP US N 1 N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 3155.00000000 NS USD 254135.25000000 0.042967894787 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 192590.00000000 NS USD 7312642.30000000 1.236384346394 Long EC CORP US N 1 N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 362.00000000 NS USD 119402.08000000 0.020187896054 Long EC CORP US N 1 N N N CarMax Inc N/A 143130102 913.00000000 NS USD 60276.26000000 0.010191203297 Long EC CORP US N 1 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 976.00000000 NS USD 31817.60000000 0.005379557889 Long EC CORP US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 75513E101 123941.00000000 NS USD 10145810.26000000 1.715401967214 Long EC CORP US N 1 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 2801.00000000 NS USD 231446.63000000 0.039131818379 Long EC CORP US N 1 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 1107.00000000 NS USD 110367.90000000 0.018660442875 Long EC CORP US N 1 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 486.00000000 NS USD 79072.20000000 0.013369125181 Long EC CORP US N 1 N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 887.00000000 NS USD 53645.76000000 0.009070152100 Long EC CORP US N 1 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 6816.00000000 NS USD 825281.28000000 0.139534359005 Long EC CORP US N 1 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 955.00000000 NS USD 178394.00000000 0.030161949681 Long EC CORP US N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 1030.00000000 NS USD 275906.10000000 0.046648799314 Long EC CORP IE N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 1718.00000000 NS USD 48963.00000000 0.008278414869 Long EC CORP US N 1 N N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 25703.00000000 NS USD 2151341.10000000 0.363737805115 Long EC CORP US N 1 N N N NortonLifeLock Inc YF6ZV0M6AU4FY94MK914 668771108 7230.00000000 NS USD 145612.20000000 0.024619369762 Long EC CORP US N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 47084.00000000 NS USD 5863370.52000000 0.991348849107 Long EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 947.00000000 NS USD 110401.26000000 0.018666083214 Long EC CORP US N 1 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 3327.00000000 NS USD 221844.36000000 0.037508315433 Long EC CORP US N 1 N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073E105 1898.00000000 NS USD 256856.34000000 0.043427962837 Long EC CORP US N 1 N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 23479.00000000 NS USD 2591142.44000000 0.438097177554 Long EC CORP CH N 1 N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 460000.00000000 PA USD 460000.00000000 0.077774459081 Long RA CORP US N 2 Repurchase N 2.91000000 2022-10-03 468866.15920000 USD 469561.93310000 USD UST N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 13601.00000000 NS USD 2126380.34000000 0.359517566838 Long EC CORP US N 1 N N N LPL Financial Holdings Inc 549300XROQ4Y8G2L7682 50212V100 10302.00000000 NS USD 2250780.96000000 0.380550590599 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 10277.00000000 NS USD 365450.12000000 0.061788446531 Long EC CORP US N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 1294.00000000 NS USD 465374.16000000 0.078683094705 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 3107.00000000 NS USD 233894.96000000 0.039545769556 Long EC CORP NL N 1 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 1038.00000000 NS USD 88510.26000000 0.014964864336 Long EC CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 21990.00000000 NS USD 887956.20000000 0.150131115529 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 11760.00000000 NS USD 351036.00000000 0.059351380474 Long EC US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 1814.00000000 NS USD 85530.10000000 0.014460994049 Long EC CORP US N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 6865.00000000 NS USD 578444.90000000 0.097800520013 Long EC CORP US N 1 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 48799.00000000 NS USD 3573062.78000000 0.604115271695 Long EC CORP US N 1 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 416.00000000 NS USD 65070.72000000 0.011001826195 Long EC CORP US N 1 N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 6052.00000000 NS USD 207946.72000000 0.035158573186 Long EC CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 1599.00000000 NS USD 143510.25000000 0.024263982753 Long EC US N 1 N N N ABIOMED Inc 5493001EZN4ZTB4Z5887 003654100 250.00000000 NS USD 61415.00000000 0.010383735661 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 1842.00000000 NS USD 195878.28000000 0.033118102767 Long EC CORP US N 1 N N N Nielsen Holdings PLC 549300ZVCBHQE0XHG367 000000000 4392.00000000 NS USD 121746.24000000 0.020584234698 Long EC CORP GB N 1 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 989.00000000 NS USD 75203.56000000 0.012715035217 Long EC CORP US N 1 N N N PulteGroup Inc N/A 745867101 2827.00000000 NS USD 106012.50000000 0.017924054007 Long EC CORP US N 1 N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 3113.00000000 NS USD 282753.79000000 0.047806571892 Long EC CORP US N 1 N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540R409 519.00000000 NS USD 106296.39000000 0.017972052683 Long EC CORP US N 1 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 138229.00000000 NS USD 5324581.08000000 0.900253072466 Long EC CORP US N 1 N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 645.00000000 NS USD 67467.00000000 0.011406977023 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 59610.00000000 NS USD 4709786.10000000 0.796306665910 Long EC CORP US N 1 N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 12053.00000000 NS USD 84732.59000000 0.014326155117 Long EC CORP PA N 1 N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 278.00000000 NS USD 111530.82000000 0.018857063470 Long EC CORP US N 1 N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 3105.00000000 NS USD 95913.45000000 0.016216558027 Long EC CORP US N 1 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 1282.00000000 NS USD 277591.46000000 0.046933751407 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 4923.00000000 NS USD 212968.98000000 0.036007711349 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 6446.00000000 NS USD 1057659.68000000 0.178823716314 Long EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 973.00000000 NS USD 93651.25000000 0.015834076763 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 24115.00000000 NS USD 2724512.70000000 0.460646742400 Long EC CORP US N 1 N N N Gentex Corp 549300S3UD8XV1MN0287 371901109 98889.00000000 NS USD 2357513.76000000 0.398596429265 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 15505.00000000 NS 1534583.86000000 0.259459629624 Long EC CORP DE N 2 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 89151E109 65189.00000000 NS USD 3032592.28000000 0.512735269984 Long EC CORP FR N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 2583.00000000 NS USD 150485.58000000 0.025443336052 Long EC CORP US N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 1270.00000000 NS USD 79159.10000000 0.013383817791 Long EC CORP US N 1 N N N Sonoco Products Co GKOMIK4RDJGHEF0VNP11 835495102 30247.00000000 NS USD 1715912.31000000 0.290117721178 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 9562.00000000 NS USD 2409145.90000000 0.407326128743 Long EC CORP US N 1 N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 1104.00000000 NS USD 202904.16000000 0.034306002803 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 118.00000000 NS USD 49222.52000000 0.008322293190 Long EC CORP US N 1 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 3079.00000000 NS USD 196440.20000000 0.033213109341 Long EC CORP US N 1 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 836.00000000 NS USD 88950.40000000 0.015039280967 Long EC CORP US N 1 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 8156.00000000 NS USD 184325.60000000 0.031164834423 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 1776.00000000 NS USD 835288.32000000 0.141226298403 Long EC CORP US N 1 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515104 3946.00000000 NS USD 244415.24000000 0.041324484961 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 20.00000000 NS USD 79741.60000000 0.013482303926 Long EC CORP US N 1 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 34782.00000000 NS USD 4024625.22000000 0.680463151071 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1755.00000000 NS USD 596471.85000000 0.100848424981 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 6275.00000000 NS USD 125939.25000000 0.021293167491 Long EC CORP US N 1 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 939.00000000 NS USD 160127.67000000 0.027073571561 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 1545.00000000 NS USD 749618.55000000 0.126741689660 Long EC CORP US N 1 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 3075.00000000 NS USD 87422.25000000 0.014780909142 Long EC CORP US N 1 N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 549.00000000 NS USD 86390.64000000 0.014606489773 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 7951.00000000 NS USD 347856.25000000 0.058813764526 Long EC CORP US N 1 N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 3990.00000000 NS USD 129794.70000000 0.021945027356 Long EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 4343.00000000 NS USD 253196.90000000 0.042809243345 Long EC CORP US N 1 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 2966.00000000 NS USD 211891.04000000 0.035825458739 Long EC CORP US N 1 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 616.00000000 NS USD 188194.16000000 0.031818910861 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 2558.00000000 NS USD 660705.82000000 0.111708777745 Long EC CORP US N 1 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 404.00000000 NS USD 89566.80000000 0.015143498742 Long EC CORP US N 1 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 544.00000000 NS USD 63849.28000000 0.010795311336 Long EC CORP US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 573.00000000 NS USD 115436.58000000 0.019517429495 Long EC CORP US N 1 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 4515.00000000 NS USD 139648.95000000 0.023611133799 Long EC CORP US N 1 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 6791.00000000 NS USD 1536056.29000000 0.259708580595 Long EC CORP US N 1 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 536.00000000 NS USD 83117.52000000 0.014053087300 Long EC US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320102 4542.00000000 NS USD 389612.76000000 0.065873742739 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 3510.00000000 NS USD 348121.80000000 0.058858662368 Long EC US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 911.00000000 NS USD 51635.48000000 0.008730264187 Long EC CORP US N 1 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 553.00000000 NS USD 270522.07000000 0.045738494921 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 8379.00000000 NS USD 267792.84000000 0.045277050602 Long EC CORP US N 1 N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 464287598 12363.00000000 NS USD 1681244.37000000 0.284256242306 Long EC RF US N 1 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 7350.00000000 NS USD 986149.50000000 0.166733138992 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 38641.00000000 NS USD 4348658.14000000 0.735248988196 Long EC CORP US N 1 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 102.00000000 NS USD 110580.24000000 0.018696344241 Long EC CORP US N 1 N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 4775.00000000 NS USD 122240.00000000 0.020667717126 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 2898.00000000 NS USD 443973.60000000 0.075064796927 Long EC CORP US N 1 N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 1354.00000000 NS USD 410735.90000000 0.069445135756 Long EC CORP US N 1 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 9726.00000000 NS USD 324362.10000000 0.054841493204 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 5243.00000000 NS USD 149740.08000000 0.025317290706 Long EC US N 1 N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 7830.00000000 NS USD 219709.80000000 0.037147414891 Long EC CORP US N 1 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 4012.00000000 NS USD 150530.24000000 0.025450886937 Long EC CORP US N 1 N N N Bank of America N.A. B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 38670.80000000 0.006538262070 N/A DFE US N 2 Bank of America N.A. B4TYDEB6GKMZO031MB27 3259424.70000000 GBP 3683068.43000000 USD 2022-12-30 38670.80000000 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 485.00000000 NS USD 796956.85000000 0.134745408522 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 827.00000000 NS USD 86843.27000000 0.014683018150 Long EC CORP US N 1 N N N Aptiv PLC N/A 000000000 1952.00000000 NS USD 152665.92000000 0.025811976843 Long EC CORP JE N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 75341.00000000 NS USD 2698714.62000000 0.456284934319 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 105789.00000000 NS USD 9110548.68000000 1.540365207665 Long EC CORP US N 1 N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 601.00000000 NS USD 341872.84000000 0.057802120012 Long EC US N 1 N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250P103 72948.00000000 NS USD 1671968.16000000 0.282687867926 Long EC US N 1 N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 602.00000000 NS USD 158867.80000000 0.026860559153 Long EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 4032.00000000 NS USD 120597.12000000 0.020389947336 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 24239.00000000 NS USD 1702789.75000000 0.287899025513 Long EC CORP US N 1 N N N Broadridge Financial Solutions Inc 549300KZDJZQ2YIHRC28 11133T103 802.00000000 NS USD 115744.64000000 0.019569514712 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 22063.00000000 NS USD 2706909.47000000 0.457670477853 Long EC CORP US N 1 N N N STERIS PLC N/A 000000000 708.00000000 NS USD 117726.24000000 0.019904553555 Long EC CORP IE N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 1623.00000000 NS USD 495583.05000000 0.083790660095 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 530.94000000 0.000089768633 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 83968.22000000 CHF 86421.56000000 USD 2022-12-30 530.94000000 N N N Oshkosh Corp 549300FEKNPCFSA2B506 688239201 31725.00000000 NS USD 2229950.25000000 0.377028640159 Long EC CORP US N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 666.00000000 NS USD 89783.46000000 0.015180130513 Long EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 190.00000000 NS USD 51210.70000000 0.008658444547 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 10838.00000000 NS USD 3504467.30000000 0.592517497016 Long EC CORP US N 1 N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 1438.00000000 NS USD 246214.36000000 0.041628671015 Long EC CORP US N 1 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 28741.00000000 NS USD 3105465.05000000 0.525056227089 Long EC CORP US N 1 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 39391.00000000 NS USD 2590746.07000000 0.438030161332 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 112270.00000000 NS USD 11732215.00000000 1.983623207515 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 11075.00000000 NS USD 272666.50000000 0.046101064233 Long EC CORP US N 1 N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 5556.00000000 NS USD 138455.52000000 0.023409354728 Long EC CORP US N 1 N N N Deutsche Bank Securities, Inc. 9J6MBOOO7BECTDTUZW19 000000000 470000.00000000 PA USD 470000.00000000 0.079465208192 Long RA CORP US N 2 Repurchase N 2.97000000 2022-10-03 495054.24650000 USD 479886.48240000 USD UST N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 2221.00000000 NS USD 180678.35000000 0.030548175954 Long EC CORP US N 1 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 2366.00000000 NS USD 272208.30000000 0.046023594108 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 2442.00000000 NS USD 121709.28000000 0.020577985689 Long EC CORP US N 1 N N N Catalent Inc N/A 148806102 875.00000000 NS USD 63315.00000000 0.010704977992 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 836.00000000 NS USD 187238.92000000 0.031657403743 Long EC CORP US N 1 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 315.00000000 NS USD 102627.00000000 0.017351650896 Long EC CORP US N 1 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -52024.41000000 -0.00879602249 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 11458176.74000000 EUR 11257601.36000000 USD 2022-12-30 -52024.41000000 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 3110.00000000 NS USD 159356.40000000 0.026943169154 Long EC CORP US N 1 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 793.00000000 NS USD 51164.36000000 0.008650609615 Long EC CORP US N 1 N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 644.00000000 NS USD 58726.36000000 0.009929154093 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 6150.00000000 NS USD 331239.00000000 0.056004204460 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 26074.00000000 NS USD 1853600.66000000 0.313397366707 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 7422.79000000 0.001255007558 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1392552.45000000 CHF 1431856.92000000 USD 2022-12-30 7422.79000000 N N N Invitation Homes Inc N/A 46187W107 3823.00000000 NS USD 129102.71000000 0.021828029209 Long EC US N 1 N N N American Express Co R4PP93JZOLY261QX3811 025816109 4102.00000000 NS USD 553400.82000000 0.093566194415 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 1513.00000000 NS USD 145717.03000000 0.024637093885 Long EC CORP US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 2437.00000000 NS USD 224618.29000000 0.037977317401 Long EC CORP US N 1 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 6092.00000000 NS USD 342553.16000000 0.057917145056 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874784 9285.00000000 NS USD 440851.80000000 0.074536978870 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 3649.00000000 NS USD 167999.96000000 0.028404578292 Long EC CORP US N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 4864.00000000 NS USD 648663.04000000 0.109672645787 Long EC CORP IE N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 15305.00000000 NS USD 944165.45000000 0.159634689472 Long EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 83610.00000000 NS USD 8556647.40000000 1.446714398020 Long EC CORP US N 1 N N N 2022-10-28 SEASONS SERIES TRUST Donna McManus Donna McManus Assistant Treasurer