NPORT-P/A false 0001752724-24-152466 0001217286 XXXXXXXX S000002614 C000081099 C000081100 C000007189 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 277 Park Avenue New York 10172 800-480-4111 JPMorgan Research Market Neutral Fund S000002614 5493003YB1CVJN6VG156 2024-10-31 2024-04-30 N 459943147 205880257 254062890 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 193371432.18000001 N N/A N/A Ball Corp. 0BGI85ALH27ZJP15DY16 058498106 -2588.00000000 NS USD -180047.16000000 -0.07086716206 Short EC CORP US N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 2026.00000000 NS USD 644794.76000000 0.253793365886 Long EC CORP IE N 1 N N N Monster Beverage Corp. 52990090AP0E7HCB6F33 61174X109 29808.00000000 NS USD 1593237.60000000 0.627103627767 Long EC CORP US N 1 N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 -93706.00000000 NS USD -4402307.88000000 -1.73276304933 Short EC CORP US N 1 N N N SL Green Realty Corp. 549300VQZPJU97H3GT17 78440X887 -7415.00000000 NS USD -369489.45000000 -0.14543227859 Short EC CORP US N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 18195.00000000 NS USD 2151922.65000000 0.847003924894 Long EC CORP US N 1 N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 631103108 -24591.00000000 NS USD -1471771.35000000 -0.57929410706 Short EC CORP US N 1 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 -5062.00000000 NS USD -1691821.64000000 -0.66590663437 Short EC CORP US N 1 N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 4812A2603 32868906.61400000 NS USD 32875480.40000000 12.93989862116 Long STIV RF US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 5662.00000000 NS USD 921660.36000000 0.362768588517 Long EC CORP US N 1 N N N International Paper Co. 824LMFJDH41EY779Q875 460146103 -29352.00000000 NS USD -1025558.88000000 -0.40366339216 Short EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 25688.00000000 NS USD 3527989.92000000 1.388628587197 Long EC CORP TW N 1 N N N Crowdstrike Holdings, Inc. 549300YBY08K9KM4HX32 22788C105 1900.00000000 NS USD 555826.00000000 0.218774965521 Long EC CORP US N 1 N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180101 -12299.00000000 NS USD -653076.90000000 -0.25705324378 Short EC CORP US N 1 N N N PulteGroup, Inc. N/A 745867101 -1117.00000000 NS USD -124456.14000000 -0.04898635137 Short EC CORP US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017104 14708.00000000 NS USD 1352841.84000000 0.532483055671 Long EC CORP US N 1 N N N AMETEK, Inc. 549300WZDEF9KKE40E98 031100100 4918.00000000 NS USD 858977.88000000 0.338096555541 Long EC CORP US N 1 N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 3684.00000000 NS USD 915989.76000000 0.360536621464 Long EC CORP CH N 1 N N N Warner Music Group Corp. N/A 934550203 59824.00000000 NS USD 1974192.00000000 0.777048548884 Long EC CORP US N 1 N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345Y106 -3218.00000000 NS USD -701395.28000000 -0.27607151914 Short EC CORP US N 1 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 2938.00000000 NS USD 2538490.76000000 0.999158420972 Long EC CORP US N 1 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 -30692.00000000 NS USD -2715935.08000000 -1.06900109653 Short EC CORP US N 1 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C108 57445.00000000 NS USD 982883.95000000 0.386866397528 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 18666.00000000 NS USD 3266550.00000000 1.285724963610 Long EC CORP US N 1 N N N Revvity, Inc. 549300IKL1SDPFI7N655 714046109 -2283.00000000 NS USD -233939.01000000 -0.09207917378 Short EC CORP US N 1 N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061G101 10313.00000000 NS USD 832877.88000000 0.327823508580 Long EC CORP US N 1 N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944T105 -15.00000000 NS USD -111582.75000000 -0.04391934217 Short EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 -21388.00000000 NS USD -1448181.48000000 -0.57000905563 Short EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 -2445.00000000 NS USD -230808.00000000 -0.09084679781 Short EC CORP US N 1 N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 -4329.00000000 NS USD -256926.15000000 -0.10112698867 Short EC CORP US N 1 N N N Hilton Worldwide Holdings, Inc. 549300HVGPK36ICB0B89 43300A203 3327.00000000 NS USD 656350.56000000 0.258341767268 Long EC CORP US N 1 N N N Henry Schein, Inc. VGO3WGL8H45T73F4RR92 806407102 -6820.00000000 NS USD -472489.60000000 -0.18597348081 Short EC CORP US N 1 N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807102 2785.00000000 NS USD 1350808.55000000 0.531682745953 Long EC CORP US N 1 N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 -32755.00000000 NS USD -6506780.75000000 -2.56109058272 Short EC CORP US N 1 N N N Williams-Sonoma, Inc. 549300IARG6YWVTZ1I92 969904101 -2907.00000000 NS USD -833669.46000000 -0.32813507710 Short EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 17071.00000000 NS USD 750099.74000000 0.295241756873 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851102 6879.00000000 NS USD 1696498.98000000 0.667747650985 Long EC CORP US N 1 N N N Stryker Corp. 5493002F0SC4JTBU5137 863667101 6827.00000000 NS USD 2297285.50000000 0.904219226979 Long EC CORP US N 1 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201108 48852.00000000 NS USD 3260871.00000000 1.283489690288 Long EC CORP US N 1 N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179M103 -9326.00000000 NS USD -477304.68000000 -0.18786871234 Short EC CORP US N 1 N N N Mobileye Global, Inc. N/A 60741F104 12878.00000000 NS USD 354788.90000000 0.139646093138 Long EC CORP US N 1 N N N Neurocrine Biosciences, Inc. 549300FECER0XBN49756 64125C109 8175.00000000 NS USD 1124389.50000000 0.442563453481 Long EC CORP US N 1 N N N Clorox Co. (The) 54930044KVSC06Z79I06 189054109 -1750.00000000 NS USD -258772.50000000 -0.10185371818 Short EC CORP US N 1 N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 26072.00000000 NS USD 1873794.64000000 0.737531813481 Long EC CORP US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 -13259.00000000 NS USD -803760.58000000 -0.31636284228 Short EC CORP US N 1 N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 461202103 3719.00000000 NS USD 2326680.78000000 0.915789307127 Long EC CORP US N 1 N N N Heartland Express, Inc. 5299005V45FZIQGLOG39 422347104 -22474.00000000 NS USD -223391.56000000 -0.08792766232 Short EC CORP US N 1 N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062X103 4523.00000000 NS USD 971630.86000000 0.382437143811 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 1493.00000000 NS USD 213812.53000000 0.084157324196 Long EC CORP US N 1 N N N Snowflake, Inc. 254900CJNSY1K7T53Z16 833445109 1529.00000000 NS USD 237300.80000000 0.093402385527 Long EC CORP US N 1 N N N Saia, Inc. 549300WNPG4N9GBOYB29 78709Y105 583.00000000 NS USD 231351.89000000 0.091060874730 Long EC CORP US N 1 N N N Everest Group Ltd. 549300N24XF2VV0B3570 N/A 1945.00000000 NS USD 712667.45000000 0.280508282811 Long EC CORP BM N 1 N N N Allegion plc 984500560CAC2E6FB757 N/A -2837.00000000 NS USD -344865.72000000 -0.13574029642 Short EC CORP IE N 1 N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 -3089.00000000 NS USD -489822.73000000 -0.19279585853 Short EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 7276.00000000 NS USD 1239321.08000000 0.487800906303 Long EC CORP US N 1 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 17330.00000000 NS USD 2645771.10000000 1.041384320236 Long EC CORP US N 1 N N N NextEra Energy, Inc. 254900RHL9MEUS5NKX63 65339F101 15563.00000000 NS USD 1042254.11000000 0.410234690316 Long EC CORP US N 1 N N N Illinois Tool Works, Inc. 76NA4I14SZCFAYMNSV04 452308109 -11297.00000000 NS USD -2757710.67000000 -1.08544410795 Short EC CORP US N 1 N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 -8139.00000000 NS USD -1115368.56000000 -0.43901278144 Short EC CORP US N 1 N N N Jack Henry & Associates, Inc. 529900X1QS8C54W0JB21 426281101 4165.00000000 NS USD 677603.85000000 0.266707133025 Long EC CORP US N 1 N N N Cheniere Energy, Inc. MIHC87W9WTYSYZWV1J40 16411R208 6270.00000000 NS USD 989531.40000000 0.389482855996 Long EC CORP US N 1 N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523100 -2069.00000000 NS USD -738715.76000000 -0.29076098441 Short EC CORP US N 1 N N N Hubbell, Inc. 54930088VDQ6840Y6597 443510607 -513.00000000 NS USD -190076.76000000 -0.07481484604 Short EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 -5905.00000000 NS USD -852622.95000000 -0.33559523392 Short EC CORP US N 1 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353T100 11924.00000000 NS USD 790203.48000000 0.311026722556 Long EC CORP US N 1 N N N Digital Realty Trust, Inc. 549300HKCZ31D08NEI41 253868103 21201.00000000 NS USD 2942274.78000000 1.158089156586 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 9102.00000000 NS USD 4106822.40000000 1.616458979900 Long EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 7866.00000000 NS USD 867777.12000000 0.341559965723 Long EC CORP US N 1 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T306 11534.00000000 NS USD 412917.20000000 0.162525585692 Long EC CORP US N 1 N N N Paycom Software, Inc. 254900LSB0HNJUDC6Q18 70432V102 -7237.00000000 NS USD -1360411.26000000 -0.53546240460 Short EC CORP US N 1 N N N PACCAR, Inc. KDTEY8BWE486IKZ3CC07 693718108 -3630.00000000 NS USD -385179.30000000 -0.15160785583 Short EC CORP US N 1 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370860 -84689.00000000 NS USD -1028971.35000000 -0.40500655172 Short EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 -1829.00000000 NS USD -1007120.56000000 -0.39640600797 Short EC CORP US N 1 N N N TransUnion 549300ZS772LUNUMRB03 89400J107 -17778.00000000 NS USD -1297794.00000000 -0.51081604243 Short EC CORP US N 1 N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940X102 -6027.00000000 NS USD -739934.79000000 -0.29124079868 Short EC CORP US N 1 N N N Arista Networks, Inc. 635400H1WKBLOQERUU95 040413106 2766.00000000 NS USD 709644.96000000 0.279318620676 Long EC CORP US N 1 N N N Waters Corp. 5T547R1474YC9HOD8Q74 941848103 -5690.00000000 NS USD -1758437.60000000 -0.69212689818 Short EC CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 1053.00000000 NS USD 155296.44000000 0.061125196206 Long EC CORP US N 1 N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162103 -1445.00000000 NS USD -132824.40000000 -0.05228012638 Short EC CORP US N 1 N N N Marvell Technology, Inc. N/A 573874104 21676.00000000 NS USD 1428665.16000000 0.562327367054 Long EC CORP US N 1 N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824C109 83019.00000000 NS USD 1411323.00000000 0.555501435097 Long EC CORP US N 1 N N N American Express Co. R4PP93JZOLY261QX3811 025816109 -4078.00000000 NS USD -954374.34000000 -0.37564492004 Short EC CORP US N 1 N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097103 -34151.00000000 NS USD -934371.36000000 -0.36777168046 Short EC CORP US N 1 N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730109 6267.00000000 NS USD 764574.00000000 0.300938873835 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 -11262.00000000 NS USD -1726014.12000000 -0.67936490842 Short EC CORP US N 1 N N N Werner Enterprises, Inc. 549300P6XRGOCHHJST37 950755108 -2027.00000000 NS USD -69323.40000000 -0.02728592121 Short EC CORP US N 1 N N N PTC, Inc. 54930050SSMU8SKDJ030 69370C100 1676.00000000 NS USD 297389.44000000 0.117053474436 Long EC CORP US N 1 N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 15763.00000000 NS USD 3282644.75000000 1.292059910835 Long EC CORP US N 1 N N N Toast, Inc. 549300TN1PZNLCD4I551 888787108 -76274.00000000 NS USD -1802354.62000000 -0.70941278358 Short EC CORP US N 1 N N N Essex Property Trust, Inc. 549300TR2H2VEFX0NC60 297178105 -1564.00000000 NS USD -385135.00000000 -0.15159041920 Short EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 N/A 759.00000000 NS USD 662204.73000000 0.260645988085 Long EC CORP NL N 1 N N N Bruker Corp. LEBZ6VLQ6I8XB1NHVY15 116794108 -14978.00000000 NS USD -1168433.78000000 -0.45989942883 Short EC CORP US N 1 N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421M106 -5504.00000000 NS USD -73148.16000000 -0.02879135949 Short EC CORP US N 1 N N N Orion Office REIT, Inc. 254900ZBXYX11W8ZL437 68629Y103 -0.10000000 NS USD -0.31000000 -0.00000012201 Short EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 -5367.00000000 NS USD -776014.53000000 -0.30544190456 Short EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 -42551.00000000 NS USD -718686.39000000 -0.28287735764 Short EC CORP US N 1 N N N Acuity Brands, Inc. N/A 00508Y102 -3361.00000000 NS USD -834536.30000000 -0.32847626821 Short EC CORP US N 1 N N N FactSet Research Systems, Inc. 549300ZSJE7NBK6K9P30 303075105 -3522.00000000 NS USD -1468286.58000000 -0.57792248997 Short EC CORP US N 1 N N N Maplebear, Inc. N/A 565394103 14405.00000000 NS USD 491642.65000000 0.193512185112 Long EC CORP US N 1 N N N Trane Technologies plc 549300BURLR9SLYY2705 N/A 10279.00000000 NS USD 3261937.86000000 1.283909609939 Long EC CORP IE N 1 N N N Dell Technologies, Inc. 549300TJB5YBRUPOG437 24703L202 -1058.00000000 NS USD -131869.12000000 -0.05190412499 Short EC CORP US N 1 N N N ARM Holdings plc 2138001E66EELTE7Y904 042068205 -26828.00000000 NS USD -2715261.88000000 -1.06873612277 Short EC CORP GB N 1 N N N Franklin Resources, Inc. RIFQSET379FOGTEFKS80 354613101 -25614.00000000 NS USD -585023.76000000 -0.23026730113 Short EC CORP US N 1 N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 -3249.00000000 NS USD -374674.68000000 -0.14747320240 Short EC CORP US N 1 N N N WW Grainger, Inc. 549300TWZSP6O1IH2V34 384802104 574.00000000 NS USD 528854.90000000 0.208159050698 Long EC CORP US N 1 N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 12458.00000000 NS USD 2643089.28000000 1.040328746949 Long EC CORP US N 1 N N N Fastenal Co. 529900PP0C7H2HHPSJ32 311900104 -23771.00000000 NS USD -1615001.74000000 -0.63567006578 Short EC CORP US N 1 N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 -12816.00000000 NS USD -918010.08000000 -0.36133182614 Short EC CORP US N 1 N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 171340102 6898.00000000 NS USD 744225.22000000 0.292929526228 Long EC CORP US N 1 N N N Chipotle Mexican Grill, Inc. N/A 169656105 579.00000000 NS USD 1829408.40000000 0.720061241529 Long EC CORP US N 1 N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 -75720.00000000 NS USD -862450.80000000 -0.33946350842 Short EC CORP US N 1 N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429109 -40173.00000000 NS USD -1836307.83000000 -0.72277688016 Short EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045V100 -12738.00000000 NS USD -567223.14000000 -0.22326091779 Short EC CORP US N 1 N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 -2065.00000000 NS USD -442013.25000000 -0.17397788791 Short EC CORP US N 1 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 1805.00000000 NS USD 706495.05000000 0.278078805605 Long EC CORP US N 1 N N N TransDigm Group, Inc. N/A 893641100 1864.00000000 NS USD 2326327.92000000 0.915650420256 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 N/A 10895.00000000 NS USD 1521268.85000000 0.598776487979 Long EC CORP LR N 1 N N N Ventas, Inc. ORQTRC074CWLT3DKHT41 92276F100 1382.00000000 NS USD 61194.96000000 0.024086540147 Long EC CORP US N 1 N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216101 -25641.00000000 NS USD -960768.27000000 -0.37816159219 Short EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A -36496.00000000 NS USD -2374794.72000000 -0.93472711421 Short EC CORP IE N 1 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 18208.00000000 NS USD 1338288.00000000 0.526754615756 Long EC CORP US N 1 N N N MSCI, Inc. 549300HTIN2PD78UB763 55354G100 4056.00000000 NS USD 1889244.24000000 0.743612827516 Long EC CORP US N 1 N N N Kimco Realty Corp. 254900ARY41P4V1JL861 49446R109 7464.00000000 NS USD 139054.32000000 0.054732243658 Long EC CORP US N 1 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278X109 1749.00000000 NS USD 351776.37000000 0.138460351293 Long EC CORP US N 1 N N N Kinsale Capital Group, Inc. 529900QTUQHNZ6HOA508 49714P108 -2868.00000000 NS USD -1041801.00000000 -0.41005634471 Short EC CORP US N 1 N N N Ulta Beauty, Inc. 529900CIV6HN8M28YM82 90384S303 -642.00000000 NS USD -259907.28000000 -0.10230037137 Short EC CORP US N 1 N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 -5635.00000000 NS USD -1543651.90000000 -0.60758653103 Short EC CORP US N 1 N N N Infosys Ltd. 335800TYLGG93MM7PR89 456788108 -23623.00000000 NS USD -394740.33000000 -0.15537110909 Short EC CORP IN N 1 N N N Exact Sciences Corp. 549300VM3X1FYD4N9Z14 30063P105 10108.00000000 NS USD 599909.80000000 0.236126496081 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 -11430.00000000 NS USD -1123111.80000000 -0.44206054650 Short EC CORP US N 1 N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 -1039.00000000 NS USD -148047.11000000 -0.05827183576 Short EC CORP US N 1 N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658300 -17990.00000000 NS USD -266611.80000000 -0.10493929278 Short EC CORP PA N 1 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457100 -13364.00000000 NS USD -512643.04000000 -0.20177800858 Short EC CORP US N 1 N N N Vornado Realty Trust N/A 929042109 -11957.00000000 NS USD -311240.71000000 -0.12250538045 Short EC CORP US N 1 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 534.00000000 NS USD 1578717.60000000 0.621388507388 Long EC CORP US N 1 N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 16731.00000000 NS USD 1525867.20000000 0.600586413859 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 -32902.00000000 NS USD -3035538.52000000 -1.19479807538 Short EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 -5077.00000000 NS USD -2360449.61000000 -0.92908083112 Short EC CORP US N 1 N N N On Holding AG N/A N/A -12014.00000000 NS USD -381444.50000000 -0.15013782611 Short EC CORP CH N 1 N N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 74144T108 -5394.00000000 NS USD -591020.58000000 -0.23262766947 Short EC CORP US N 1 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696106 876.00000000 NS USD 448038.96000000 0.176349627448 Long EC CORP US N 1 N N N Expeditors International of Washington, Inc. 984500B055A804AB6E40 302130109 -5864.00000000 NS USD -652721.84000000 -0.25691349098 Short EC CORP US N 1 N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887102 -9579.00000000 NS USD -294841.62000000 -0.11605064399 Short EC CORP US N 1 N N N Sarepta Therapeutics, Inc. 549300IKDPIED8J8IG21 803607100 9750.00000000 NS USD 1234935.00000000 0.486074530601 Long EC CORP US N 1 N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 8826.00000000 NS USD 3796680.42000000 1.494386063230 Long EC CORP US N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 5521.00000000 NS USD 443005.04000000 0.174368259764 Long EC CORP IE N 1 N N N Costco Wholesale Corp. 29DX7H14B9S6O3FD6V18 22160K105 2524.00000000 NS USD 1824599.60000000 0.718168481827 Long EC CORP US N 1 N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448C104 17076.00000000 NS USD 1050003.24000000 0.413284773703 Long EC CORP US N 1 N N N Old Dominion Freight Line, Inc. 5299009TWK32WE417T96 679580100 -1370.00000000 NS USD -248942.70000000 -0.09798467615 Short EC CORP US N 1 N N N Workday, Inc. 549300J0DYC0N31V7G13 98138H101 -5837.00000000 NS USD -1428489.01000000 -0.56225803382 Short EC CORP US N 1 N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658107 -1518.00000000 NS USD -246781.26000000 -0.09713392617 Short EC CORP US N 1 N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338L103 886.00000000 NS USD 131074.84000000 0.051591493743 Long EC CORP US N 1 N N N Robert Half, Inc. 529900VPCUY9H3HLIC08 770323103 -7550.00000000 NS USD -522007.00000000 -0.20546369444 Short EC CORP US N 1 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 35426.00000000 NS USD 951188.10000000 0.374390805363 Long EC CORP US N 1 N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271V100 7187.00000000 NS USD 242201.90000000 0.095331474817 Long EC CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741108 -22363.00000000 NS USD -580096.22000000 -0.22832780497 Short EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 9146.00000000 NS USD 348554.06000000 0.137192039341 Long EC CORP US N 1 N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 -13715.00000000 NS USD -2274632.75000000 -0.89530302910 Short EC CORP US N 1 N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 -18614.00000000 NS USD -1213632.80000000 -0.47768991370 Short EC CORP US N 1 N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429105 -9516.00000000 NS USD -2095328.04000000 -0.82472809783 Short EC CORP US N 1 N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573106 4548.00000000 NS USD 314175.84000000 0.123660657406 Long EC CORP US N 1 N N N Pinnacle West Capital Corp. TWSEY0NEDUDCKS27AH81 723484101 -9902.00000000 NS USD -729282.30000000 -0.28704794312 Short EC CORP US N 1 N N N Expedia Group, Inc. N/A 30212P303 8181.00000000 NS USD 1101408.03000000 0.433517870319 Long EC CORP US N 1 N N N Dexcom, Inc. 549300YSK3QDSFR5EU59 252131107 4227.00000000 NS USD 538477.53000000 0.211946549927 Long EC CORP US N 1 N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089100 -19552.00000000 NS USD -1332664.32000000 -0.52454111657 Short EC CORP US N 1 N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 363576109 -4287.00000000 NS USD -1006116.03000000 -0.39601062162 Short EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 48736.00000000 NS USD 2891019.52000000 1.137914915476 Long EC CORP US N 1 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680103 -6331.00000000 NS USD -500908.72000000 -0.19715934113 Short EC CORP US N 1 N N N Ryan Specialty Holdings, Inc. N/A 78351F107 -13376.00000000 NS USD -659971.84000000 -0.25976711514 Short EC CORP US N 1 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 -12637.00000000 NS USD -1519978.36000000 -0.59826854681 Short EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456B101 -39812.00000000 NS USD -727763.36000000 -0.28645008328 Short EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 31315.00000000 NS USD 453754.35000000 0.178599223995 Long EC CORP US N 1 N N N Harley-Davidson, Inc. ZDNAWZWXIKMWI51R2A08 412822108 -2686.00000000 NS USD -92371.54000000 -0.03635774591 Short EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 2127.00000000 NS USD 374160.57000000 0.147270846993 Long EC CORP US N 1 N N N Corning, Inc. 549300X2937PB0CJ7I56 219350105 33595.00000000 NS USD 1121401.10000000 0.441387209285 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 68296.00000000 NS USD 2490072.16000000 0.980100698689 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 -1781.00000000 NS USD -2315780.87000000 -0.91149906623 Short EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 5684.00000000 NS USD 373325.12000000 0.146942011090 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K107 -3066.00000000 NS USD -504786.24000000 -0.19868554592 Short EC CORP US N 1 N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473P105 28121.00000000 NS USD 783451.06000000 0.308368947546 Long EC CORP US N 1 N N N Simon Property Group, Inc. 529900GQL5X8H7AO3T64 828806109 -13692.00000000 NS USD -1924136.76000000 -0.75734663964 Short EC CORP US N 1 N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 N/A -8020.00000000 NS USD -750190.80000000 -0.29527759839 Short EC CORP BM N 1 N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 -21866.00000000 NS USD -2773046.12000000 -1.09148019216 Short EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 6711.00000000 NS USD 1101744.87000000 0.433650451665 Long EC CORP US N 1 N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 -35318.00000000 NS USD -2659798.58000000 -1.04690558310 Short EC CORP US N 1 N N N Corpay, Inc. 549300DG6RR0NQSFLN74 219948106 11646.00000000 NS USD 3518722.44000000 1.384980876191 Long EC CORP US N 1 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 -2983.00000000 NS USD -476892.21000000 -0.18770636278 Short EC CORP US N 1 N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 5535.00000000 NS USD 876633.30000000 0.345045787678 Long EC CORP US N 1 N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 -2762.00000000 NS USD -227561.18000000 -0.08956883864 Short EC CORP US N 1 N N N Fox Corp. 549300DDU6FDRBIELS05 35137L105 -99125.00000000 NS USD -3073866.25000000 -1.20988399761 Short EC CORP US N 1 N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 -13063.00000000 NS USD -1193958.20000000 -0.46994592559 Short EC CORP US N 1 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 3513.00000000 NS USD 1379941.53000000 0.543149583947 Long EC CORP US N 1 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661107 9761.00000000 NS USD 2225410.39000000 0.875928944207 Long EC CORP US N 1 N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 9300.00000000 NS USD 1865673.00000000 0.734335108917 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 -13501.00000000 NS USD -2243866.20000000 -0.88319321251 Short EC CORP US N 1 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834L100 -3851.00000000 NS USD -532131.18000000 -0.20944860542 Short EC CORP US N 1 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 -7584.00000000 NS USD -1207676.16000000 -0.47534536035 Short EC CORP US N 1 N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002101 -18118.00000000 NS USD -3081147.08000000 -1.21274975656 Short EC CORP US N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 -56860.00000000 NS USD -1730818.40000000 -0.68125588904 Short EC CORP US N 1 N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054109 13837.00000000 NS USD 1976061.97000000 0.777784575307 Long EC CORP US N 1 N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 -35249.00000000 NS USD -2394112.08000000 -0.94233049147 Short EC CORP US N 1 N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 -2849.00000000 NS USD -1963787.21000000 -0.77295318887 Short EC CORP US N 1 N N N Chevron Corp. N/A 166764100 4642.00000000 NS USD 748615.34000000 0.294657492087 Long EC CORP US N 1 N N N RenaissanceRe Holdings Ltd. EK6GB9U3U58PDI411C94 N/A 1736.00000000 NS USD 380618.00000000 0.149812512956 Long EC CORP BM N 1 N N N TC Energy Corp. 549300UGKOFV2IWJJG27 87807B107 12511.00000000 NS USD 448519.35000000 0.176538710553 Long EC CORP CA N 1 N N N Seagate Technology Holdings plc 635400RUXIFEZSRU8X70 N/A 29022.00000000 NS USD 2493280.02000000 0.981363323073 Long EC CORP IE N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 -35009.00000000 NS USD -1382505.41000000 -0.54415873565 Short EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 -12465.00000000 NS USD -1610727.30000000 -0.63398763195 Short EC CORP US N 1 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 -17232.00000000 NS USD -1482468.96000000 -0.58350472200 Short EC CORP US N 1 N N N IDEX Corp. 549300U5Y5EL6PHYLF13 45167R104 -2414.00000000 NS USD -532190.44000000 -0.20947193035 Short EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 8897.00000000 NS USD 1117641.14000000 0.439907276501 Long EC CORP US N 1 N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413106 -3845.00000000 NS USD -1064795.85000000 -0.41910719428 Short EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 -5732.00000000 NS USD -797837.08000000 -0.31403133295 Short EC CORP US N 1 N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355L106 -11727.00000000 NS USD -228559.23000000 -0.08996167444 Short EC CORP US N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 43846.00000000 NS USD 3242411.70000000 1.276224048305 Long EC CORP US N 1 N N N Lennar Corp. 529900G61XVRLX5TJX09 526057104 2316.00000000 NS USD 351151.92000000 0.138214565692 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 -3485.00000000 NS USD -584922.40000000 -0.23022740550 Short EC CORP US N 1 N N N Edwards Lifesciences Corp. YA13X31F3V31L8TMPR58 28176E108 6490.00000000 NS USD 549508.30000000 0.216288297751 Long EC CORP US N 1 N N N Vistra Corp. 549300KP43CPCUJOOG15 92840M102 7388.00000000 NS USD 560305.92000000 0.220538276959 Long EC CORP US N 1 N N N American Airlines Group, Inc. N/A 02376R102 -17980.00000000 NS USD -242909.80000000 -0.09561010661 Short EC CORP US N 1 N N N Dayforce, Inc. 549300T64GVCHFJ8L449 15677J108 -32307.00000000 NS USD -1982680.59000000 -0.78038968619 Short EC CORP US N 1 N N N Bill Holdings, Inc. 549300IBF9VZZIGOZW63 090043100 -4774.00000000 NS USD -297706.64000000 -0.11717832541 Short EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112103 29221.00000000 NS USD 3300804.16000000 1.299207515115 Long EC CORP US N 1 N N N Ingersoll Rand, Inc. 5299004C02FMZCUOIR50 45687V106 25453.00000000 NS USD 2375273.96000000 0.934915744680 Long EC CORP US N 1 N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 8402.00000000 NS USD 518991.54000000 0.204276799338 Long EC CORP US N 1 N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896100 15117.00000000 NS USD 916241.37000000 0.360635655998 Long EC CORP US N 1 N N N Monolithic Power Systems, Inc. 529900TB7O85LSZ1XU31 609839105 -1512.00000000 NS USD -1012026.96000000 -0.39833718336 Short EC CORP US N 1 N N N XPO, Inc. 54930096DB9LCLPN7H13 983793100 7490.00000000 NS USD 804875.40000000 0.316801639153 Long EC CORP US N 1 N N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762P102 1894.00000000 NS USD 1313167.02000000 0.516866914329 Long EC CORP US N 1 N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844108 7496.00000000 NS USD 1726478.72000000 0.679547776536 Long EC CORP US N 1 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076C106 3367.00000000 NS USD 1386496.93000000 0.545729811229 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912797KF3 10000000.00000000 PA USD 9929866.70000000 3.908428617811 Long STIV UST US N 2 2024-06-18 None 0.00000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334104 -19433.00000000 NS USD -1369249.18000000 -0.53894103936 Short EC CORP US N 1 N N N Dow, Inc. 5493003S21INSLK2IP73 260557103 12281.00000000 NS USD 698788.90000000 0.275045639290 Long EC CORP US N 1 N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177J102 4050.00000000 NS USD 76221.00000000 0.030000839555 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 -34982.00000000 NS USD -1314623.56000000 -0.51744021332 Short EC CORP US N 1 N N N Automatic Data Processing, Inc. HGBOLILQXWER4SAL2I23 053015103 -1856.00000000 NS USD -448947.84000000 -0.17670736564 Short EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 51635.00000000 NS USD 1938894.25000000 0.763155236878 Long EC CORP US N 1 N N N APA Corp. 549300VCIWLRHYVSHC79 03743Q108 -11248.00000000 NS USD -353637.12000000 -0.13919274869 Short EC CORP US N 1 N N N BlackRock, Inc. 549300LRIF3NWCU26A80 09247X101 -2738.00000000 NS USD -2066204.32000000 -0.81326490460 Short EC CORP US N 1 N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150104 -131138.00000000 NS USD -1766428.86000000 -0.69527228474 Short EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 -20875.00000000 NS USD -918082.50000000 -0.36136033090 Short EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 28670.00000000 NS USD 2037863.60000000 0.802109902788 Long EC CORP US N 1 N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 518439104 10673.00000000 NS USD 1565835.83000000 0.616318199796 Long EC CORP US N 1 N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579Y101 -24775.00000000 NS USD -2391035.25000000 -0.94111944093 Short EC CORP US N 1 N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044101 -70575.00000000 NS USD -3908443.50000000 -1.53837638389 Short EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 4910.00000000 NS USD 2095146.10000000 0.824656485644 Long EC CORP US N 1 N N N Kellanova LONOZNOJYIBXOHXWDB86 487836108 6479.00000000 NS USD 374874.94000000 0.147552025405 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 -13520.00000000 NS USD -1255196.80000000 -0.49404964259 Short EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 2395.00000000 NS USD 723505.55000000 0.284774195082 Long EC CORP US N 1 N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251V102 17247.00000000 NS USD 1364927.58000000 0.537240043203 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 8727.00000000 NS USD 3397682.91000000 1.337339313899 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 20209.00000000 NS USD 747935.09000000 0.294389743421 Long EC CORP US N 1 N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 4262.00000000 NS USD 434937.10000000 0.171192691699 Long EC CORP US N 1 N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748102 -4362.00000000 NS USD -869913.66000000 -0.34240091498 Short EC CORP US N 1 N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457108 -2855.00000000 NS USD -2230040.50000000 -0.87775137093 Short EC CORP US N 1 N N N UiPath, Inc. 5493000YP61KBELDHT53 90364P105 -10598.00000000 NS USD -201044.06000000 -0.07913161186 Short EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 -8608.00000000 NS USD -527928.64000000 -0.20779447167 Short EC CORP US N 1 N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423102 -21465.00000000 NS USD -1652161.05000000 -0.65029609401 Short EC CORP US N 1 N N N Paychex, Inc. 529900K900DW6SUBM174 704326107 -14431.00000000 NS USD -1714547.11000000 -0.67485145508 Short EC CORP US N 1 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058100 -34635.00000000 NS USD -1956531.15000000 -0.77009717948 Short EC CORP US N 1 N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 5699.00000000 NS USD 1098368.27000000 0.432321410655 Long EC CORP US N 1 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 -34757.00000000 NS USD -890474.34000000 -0.35049366713 Short EC CORP US N 1 N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284106 3707.00000000 NS USD 2176268.49000000 0.856586528634 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 -81063.00000000 NS USD -2469989.61000000 -0.97219614009 Short EC CORP US N 1 N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207105 22628.00000000 NS USD 1627858.32000000 0.640730458509 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 15732.00000000 NS USD 2558652.48000000 1.007094141139 Long EC CORP US N 1 N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284V101 -11354.00000000 NS USD -880162.08000000 -0.34643472724 Short EC CORP US N 1 N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802109 -159136.00000000 NS USD -2138787.84000000 -0.84183401991 Short EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 N/A 5041.00000000 NS USD 1291453.79000000 0.508320514656 Long EC CORP NL N 1 N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102105 41140.00000000 NS USD 2913946.20000000 1.146938933112 Long EC CORP US N 1 N N N Intuitive Surgical, Inc. 54930052SRG011710797 46120E602 -307.00000000 NS USD -113780.34000000 -0.04478432092 Short EC CORP US N 1 N N N Baker Hughes Co. N/A 05722G100 9176.00000000 NS USD 299321.12000000 0.117813790121 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 1861.00000000 NS USD 1657518.26000000 0.652404709715 Long EC CORP US N 1 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427108 -17361.00000000 NS USD -307810.53000000 -0.12115525018 Short EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599105 -9883.00000000 NS USD -653661.62000000 -0.25728339152 Short EC CORP US N 1 N N N Qorvo, Inc. 254900YAUJV2EUEVBR11 74736K101 7804.00000000 NS USD 911819.36000000 0.358895138128 Long EC CORP US N 1 N N N Dentsply Sirona, Inc. 9NHEHR1SOZCYXDO8HO28 24906P109 -14120.00000000 NS USD -423741.20000000 -0.16678594815 Short EC CORP US N 1 N N N United Rentals, Inc. 5323X5O7RN0NKFCDRY08 911363109 319.00000000 NS USD 213088.81000000 0.083872465593 Long EC CORP US N 1 N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417106 -32561.00000000 NS USD -1319697.33000000 -0.51943726610 Short EC CORP US N 1 N N N Hershey Co. (The) 21X2CX66SU2BR6QTAD08 427866108 1804.00000000 NS USD 349831.68000000 0.137694914829 Long EC CORP US N 1 N N N EPAM Systems, Inc. 549300XCR4R530HJP604 29414B104 -2909.00000000 NS USD -684371.34000000 -0.26937083963 Short EC CORP US N 1 N N N Donaldson Co., Inc. OZE6KXY9QQPR8EJ8WL20 257651109 -23361.00000000 NS USD -1686664.20000000 -0.66387664880 Short EC CORP US N 1 N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875P101 8044.00000000 NS USD 1062853.72000000 0.418342765446 Long EC CORP US N 1 N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 2381.00000000 NS USD 1151689.70000000 0.453308903161 Long EC CORP US N 1 N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556102 3767.00000000 NS USD 2142368.24000000 0.843243277284 Long EC CORP US N 1 N N N Moderna, Inc. 549300EI6OKH5K5Q2G38 60770K107 -16386.00000000 NS USD -1807539.66000000 -0.71145363260 Short EC CORP US N 1 N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369105 -1828.00000000 NS USD -676963.24000000 -0.26645498679 Short EC CORP US N 1 N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 -1812.00000000 NS USD -247392.36000000 -0.09737445716 Short EC CORP US N 1 N N N Liberty Media Corp-Liberty SiriusXM N/A 531229813 101985.00000000 NS USD 2453759.10000000 0.965807757284 Long EC CORP US N 1 N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103H107 870.00000000 NS USD 881536.20000000 0.346975585454 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 -11966.00000000 NS USD -1361132.50000000 -0.53574628707 Short EC CORP US N 1 N N N MongoDB, Inc. 549300TPTG69WKWE1Z37 60937P106 680.00000000 NS USD 248322.40000000 0.097740524009 Long EC CORP US N 1 N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 -6505.00000000 NS USD -630269.45000000 -0.24807615547 Short EC CORP US N 1 N N N N/A N/A N/A -50.00000000 NC USD 459438.50000000 0.180836524373 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short S&P 500 E-Mini Index US78378X1072 2024-06-21 -12661875.00000000 USD 459438.50000000 N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414H103 107437.00000000 NS USD 1413870.92000000 0.556504304898 Long EC CORP US N 1 N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055102 26649.00000000 NS USD 2229188.85000000 0.877416158652 Long EC CORP US N 1 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 4007.00000000 NS USD 561861.54000000 0.221150574174 Long EC CORP US N 1 N N N Kraft Heinz Co. (The) 9845007488EC87F5AF14 500754106 -26192.00000000 NS USD -1011273.12000000 -0.39804046942 Short EC CORP US N 1 N N N LPL Financial Holdings, Inc. 549300XROQ4Y8G2L7682 50212V100 -6528.00000000 NS USD -1756880.64000000 -0.69151407354 Short EC CORP US N 1 N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498101 17555.00000000 NS USD 2479643.75000000 0.975996041767 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106L109 -1008.00000000 NS USD -209684.16000000 -0.08253238400 Short EC CORP US N 1 N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 209.00000000 NS USD 53491.46000000 0.021054416880 Long EC CORP US N 1 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612G101 6359.00000000 NS USD 725307.54000000 0.285483464350 Long EC CORP US N 1 N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250N105 -38194.00000000 NS USD -1357414.76000000 -0.53428297221 Short EC CORP CA N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 -24755.00000000 NS USD -2623287.35000000 -1.03253464132 Short EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 19569.00000000 NS USD 997627.62000000 0.392669555164 Long EC CORP US N 1 N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364G103 6887.00000000 NS USD 734636.29000000 0.289155291431 Long EC CORP US N 1 N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637209 -6215.00000000 NS USD -297387.75000000 -0.11705280924 Short EC CORP US N 1 N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871R209 -16635.00000000 NS USD -952520.10000000 -0.37491508500 Short EC CORP US N 1 N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 -40911.00000000 NS USD -1568527.74000000 -0.61737774454 Short EC CORP US N 1 N N N Lennox International, Inc. S7DWAC87RDMPBF77GJ92 526107107 -3378.00000000 NS USD -1565432.76000000 -0.61615955010 Short EC CORP US N 1 N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123101 -1510.00000000 NS USD -505200.70000000 -0.19884867876 Short EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 1063.00000000 NS USD 182368.28000000 0.071780762629 Long EC CORP US N 1 N N N Accenture plc 5493000EWHDSR3MZWH98 N/A -1089.00000000 NS USD -327690.99000000 -0.12898026547 Short EC CORP IE N 1 N N N NetApp, Inc. QTX3D84DZDD5JYOCYH15 64110D104 -20760.00000000 NS USD -2121879.60000000 -0.83517888031 Short EC CORP US N 1 N N N Burlington Stores, Inc. 5299003Z37DVGKKC1W09 122017106 13065.00000000 NS USD 2350916.10000000 0.925328409827 Long EC CORP US N 1 N N N Booz Allen Hamilton Holding Corp. 529900JPV47PIUWMA015 099502106 1960.00000000 NS USD 289433.20000000 0.113921871864 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 10320.00000000 NS USD 1820654.40000000 0.716615637962 Long EC CORP US N 1 N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466L302 8721.00000000 NS USD 2345425.74000000 0.923167385838 Long EC CORP US N 1 N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 40593.00000000 NS USD 2757076.56000000 1.085194520144 Long EC CORP US N 1 N N N Solventum Corp. 254900I70403OSGY4M28 83444M101 -0.75000000 NS USD -48.76000000 -0.00001919209 Short EC CORP US N 1 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585A102 -1421.00000000 NS USD -258224.12000000 -0.10163787399 Short EC CORP US N 1 N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408103 5414.00000000 NS USD 179853.08000000 0.070790771529 Long EC CORP US N 1 N N N Teradyne, Inc. C3X4YJ278QNZHRJULN75 880770102 -9869.00000000 NS USD -1147962.08000000 -0.45184169950 Short EC CORP US N 1 N N N Block, Inc. 549300OHIIUWSTIZME52 852234103 46268.00000000 NS USD 3377564.00000000 1.329420443890 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 -36654.00000000 NS USD -2724125.28000000 -1.07222478654 Short EC CORP US N 1 N N N Linde plc 5299003QR1WT0EF88V51 N/A 514.00000000 NS USD 226653.44000000 0.089211549156 Long EC CORP IE N 1 N N N Best Buy Co., Inc. HL5XPTVRV0O8TUN5LL90 086516101 15376.00000000 NS USD 1132288.64000000 0.445672581304 Long EC CORP US N 1 N N N 2024-05-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer