| Name of Stock | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| 3M COMPANY CMN | 287,050 | 287,050 |
| ABBOTT LABORATORIES CMN | 382,531 | 382,531 |
| ABBVIE INC CMN | 308,306 | 308,306 |
| ABCAM PLC ADR CMN | 133,340 | 133,340 |
| ABM INDUSTRIES INC CMN | 320,836 | 320,836 |
| ACCENTURE PLC CMN CLASS A | 459,321 | 459,321 |
| ACCO BRANDS CORPORATION CMN | 92,512 | 92,512 |
| ACCOLADE, INC. CMN | 113,533 | 113,533 |
| ACTIVISION BLIZZARD, INC CMN | 152,354 | 152,354 |
| ADOBE INC CMN | 1,155,101 | 1,155,101 |
| ADOBE SYSTEMS INCORPORATED COM | 49,334 | 49,334 |
| AERCAP HOLDINGS NV ORD CMN | 386,501 | 386,501 |
| AES CORP. CMN | 38,102 | 38,102 |
| AGILENT TECHNOLOGIES, INC. CMN | 48,374 | 48,374 |
| AGILON HEALTH, INC. CMN | 204,471 | 204,471 |
| AIR PRODUCTS & CHEMICALS INC CMN | 188,960 | 188,960 |
| AKAMAI TECHNOLOGIES, INC. CMN | 75,725 | 75,725 |
| ALEXANDRIA REAL ESTATE EQUITIES, INC. | 62,527 | 62,527 |
| ALIGNMENT HEALTHCARE INC CMN | 84,149 | 84,149 |
| ALLISON TRANSMISSION HLDG INC. CMN | 97,273 | 97,273 |
| ALLSTATE CORPORATION COMMON STOCK | 247,771 | 247,771 |
| ALNYLAM PHARMACEUTICALS, INC. CMN | 678 | 678 |
| ALPHABET INC CAP STK | 112,985 | 112,985 |
| ALPHABET INC. CMN CLASS A | 4,519,382 | 4,519,382 |
| ALPHABET INC. CMN CLASS C | 4,733,913 | 4,733,913 |
| ALTRA INDUSTRIAL MOTION CORP CMN | 57,951 | 57,951 |
| ALTRIA GROUP, INC. CMN | 71,014 | 71,014 |
| AMAZON.COM INC CMN | 4,924,820 | 4,924,820 |
| AMCOR PLC CMN | 61,551 | 61,551 |
| AMEREN CORPORATION CMN | 82,334 | 82,334 |
| AMERICAN EAGLE OUTFITTERS INC (NEW) | 66,364 | 66,364 |
| AMERICAN ELECTRIC POWER INC CMN | 186,036 | 186,036 |
| AMERICAN TOWER CORP NEW COM | 39,488 | 39,488 |
| AMERICAN TOWER CORPORATION CMN | 1,095,346 | 1,095,346 |
| AMERICAN WATER WORKS CO, INC. CMN | 125,214 | 125,214 |
| AMERIS BANCORP CMN | 65,028 | 65,028 |
| AMGEN INC. CMN | 269,514 | 269,514 |
| AMPHENOL CORP CL-A (NEW) CMN CLASS A | 105,637 | 105,637 |
| ANALOG DEVICES, INC. CMN | 2,224,194 | 2,224,194 |
| ANGI INC CMN CLASS A | 203,081 | 203,081 |
| ANSYS, INC. CMN | 60,168 | 60,168 |
| ANYWHERE REAL ESTATE INC CMN | 141,960 | 141,960 |
| AON PUBLIC LIMITED COMPANY CMN | 1,430,365 | 1,430,365 |
| APPLE INC. CMN | 3,168,914 | 3,168,914 |
| APTIV PLC | 39,753 | 39,753 |
| ARCH CAPITAL GROUP LTD. CMN | 128,461 | 128,461 |
| ARCHER-DANIELS-MIDLAND COMPANY CMN | 247,041 | 247,041 |
| ARES COMMERCIAL REAL ESTATE CO CMN | 46,635 | 46,635 |
| ARMSTRONG WORLD INDUSTRIES, INC CMN | 584,780 | 584,780 |
| ARTHUR J GALLAGHER & CO CMN | 82,460 | 82,460 |
| ARTISAN PARTNERS ASSET MGMT IN CMN | 176,601 | 176,601 |
| ASCENDIS PHARMA A/S SPONSORED ADR CMN | 130,225 | 130,225 |
| ASGN INCORPORATED CMN | 306,032 | 306,032 |
| ASML HOLDING N V N Y REGISTRY SHS | 69,264 | 69,264 |
| ASSURED GUARANTY LTD. CMN | 371,028 | 371,028 |
| ASTRAZENECA PLC SPONSORED ADR | 44,736 | 44,736 |
| AT&T INC. CMN | 1,244,243 | 1,244,243 |
| AUTODESK INC COM | 39,085 | 39,085 |
| AUTODESK, INC. CMN | 659,953 | 659,953 |
| AUTOMATIC DATA PROCESSING INC CMN | 196,640 | 196,640 |
| AVALONBAY COMMUNITIES INC CMN | 67,358 | 67,358 |
| AVANGRID, INC. CMN | 18,235 | 18,235 |
| AVANTOR FUNDING, INC. CMN | 30,046 | 30,046 |
| AVNET INC. CMN | 121,628 | 121,628 |
| AXIS CAPITAL HOLDINGS LIMITED CMN | 266,869 | 266,869 |
| AZEK COMPANY INC. (THE) CMN | 331,864 | 331,864 |
| BALL CORPORATION CMN | 79,615 | 79,615 |
| BANKUNITED INC CMN | 208,800 | 208,800 |
| BAXTER INTERNATIONAL INC CMN | 104,820 | 104,820 |
| BAYERISCHE MOTOREN WERKE AKTIENGESELLSCHAFT | 22,712 | 22,712 |
| BECTON, DICKINSON AND COMPANY CMN | 183,832 | 183,832 |
| BECTOPN DICKINSON & CO COM | 33,447 | 33,447 |
| BELDEN INC CMN | 275,816 | 275,816 |
| BERKSHIRE HATHAWAY INC. CLASS B | 2,336,087 | 2,336,087 |
| BIOGEN INC. CMN | 95,728 | 95,728 |
| BIOHAVEN PHARMACEUTICAL HOLDIN CMN | 264,733 | 264,733 |
| BIOMARIN PHARMACEUTICAL INC. CMN | 28,537 | 28,537 |
| BIO-RAD LABORATORIES, INC CMN CLASS A | 578,011 | 578,011 |
| BLACKBAUD INC COM | 44,308 | 44,308 |
| BLACKLINE, INC. CMN | 216,606 | 216,606 |
| BLACKROCK ADVANTAGE SMALL CAP CORE FUND INSTITUTIONAL | 27,923,666 | 27,923,666 |
| BLACKSTONE MORTGAGE TRUST INC CMN | 210,589 | 210,589 |
| BLOCK, INC. CMN CLASS A | 453,843 | 453,843 |
| BLUEPRINT MEDICINES CORP CMN | 204,366 | 204,366 |
| BOSTON SCIENTIFIC CORP. COMMON STOCK | 102,547 | 102,547 |
| BRIGHT HEALTH GROUP, INC. CMN | 46,148 | 46,148 |
| BRIGHT HORIZONS FAMILY SOL INC CMN | 399,166 | 399,166 |
| BRIGHTVIEW HOLDINGS, INC. CMN | 100,714 | 100,714 |
| BRINK'S COMPANY (THE) CMN | 167,925 | 167,925 |
| BRISTOL-MYERS SQUIBB COMPANY CMN | 591,265 | 591,265 |
| BROADCOM INC. CMN | 775,868 | 775,868 |
| BROADRIDGE FINANCIAL SOLUTIONS IN CMN | 49,543 | 49,543 |
| BROWN FORMAN CORP CL B CMN CLASS B | 31,330 | 31,330 |
| BRUKER CORPORATION CMN | 225,214 | 225,214 |
| BURLINGTON STORES INC CMN | 21,863 | 21,863 |
| CACTUS, INC. CMN CLASS A | 278,196 | 278,196 |
| CADENCE DESIGN SYSTEMS INC CMN | 863,919 | 863,919 |
| CAPITAL ONE FINANCIAL CORP CMN | 460,080 | 460,080 |
| CARDINAL HEALTH, INC. CMN | 34,203 | 34,203 |
| CARTER'S, INC. CMN | 67,514 | 67,514 |
| CASEY'S GENERAL STORES,INC CMN | 335,495 | 335,495 |
| CATALENT, INC. CMN | 401,630 | 401,630 |
| CATERPILLAR INC (DELAWARE) CMN | 311,144 | 311,144 |
| CBOE GLOBAL MARKETS, INC CMN | 45,249 | 45,249 |
| CDW CORPORATION CMN | 296,931 | 296,931 |
| CENTENE CORPORATION CMN | 218,525 | 218,525 |
| CENTERPOINT ENERGY, INC CMN | 51,801 | 51,801 |
| CERNER CORPORATION CMN | 54,490 | 54,490 |
| CHAMPIONX CORPORATION CMN | 186,639 | 186,639 |
| CHANGE HEALTHCARE INC. CMN | 307,102 | 307,102 |
| CHARLES RIV LABS INTL INC CMN | 540,303 | 540,303 |
| CHARLES SCHWAB CORPORATION CMN | 417,809 | 417,809 |
| CHARTER COMMUNICATIONS, INC. CMN | 185,811 | 185,811 |
| CHEVRON CORPORATION CMN | 1,227,246 | 1,227,246 |
| CHIPOTLE MEXICAN GRILL, INC. CMN | 52,448 | 52,448 |
| CHOICE HOTELS INTERNATIONAL, I CMN | 222,130 | 222,130 |
| CHUBB LIMITED CMN | 575,825 | 575,825 |
| CHURCH & DWIGHT CO., INC. CMN | 66,523 | 66,523 |
| CHURCHILL DOWNS INCORPORATED CMN | 291,312 | 291,312 |
| CINCINNATI FINANCIAL CRP CMN | 79,291 | 79,291 |
| CISCO SYSTEMS, INC. CMN | 833,949 | 833,949 |
| CITIGROUP INC. CMN | 1,400,867 | 1,400,867 |
| CLARIVATE PLC CMN | 44,876 | 44,876 |
| CLARUS CORP CMN | 194,705 | 194,705 |
| CLOROX CO (THE) (DELAWARE) CMN | 11,508 | 11,508 |
| CLOUDFLARE, INC. CMN CLASS A | 6,838 | 6,838 |
| CMC MATERIALS INC CMN | 310,707 | 310,707 |
| CME GROUP INC. CMN CLASS A | 292,124 | 292,124 |
| CMS ENERGY CORPORATION CMN | 55,878 | 55,878 |
| COCA-COLA COMPANY (THE) CMN | 414,352 | 414,352 |
| COGENT COMMUNICATIONS HLDGS CMN | 282,768 | 282,768 |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP CLASS A | 195,273 | 195,273 |
| COLGATE-PALMOLIVE CO CMN | 24,151 | 24,151 |
| COLUMBIA BANKING SYSTEM, INC. CMN | 66,945 | 66,945 |
| COMCAST CORPORATION CMN CLASS A VOTING | 2,093,174 | 2,093,174 |
| COMMSCOPE HOLDING COMPANY, INC CMN | 83,264 | 83,264 |
| CONAGRA BRANDS INC CMN | 113,890 | 113,890 |
| CONCENTRIX CORPORATION CMN | 358,133 | 358,133 |
| CONSOLIDATED EDISON INC CMN | 176,868 | 176,868 |
| COOPER COMPANIES INC (NEW) CMN | 30,164 | 30,164 |
| CORNING INCORPORATED CMN | 101,377 | 101,377 |
| CORTEVA, INC. CMN | 221,223 | 221,223 |
| COSTAR GROUP, INC. CMN | 52,634 | 52,634 |
| COSTCO WHOLESALE CORPORATION CMN | 436,561 | 436,561 |
| COUCHBASE INC CMN | 95,921 | 95,921 |
| COUPA SOFTWARE INCORPORATED CMN | 6,164 | 6,164 |
| COUSINS PROPERTIES INCORPORATE CMN | 247,722 | 247,722 |
| CROWDSTRIKE HOLDINGS, INC. CMN | 9,214 | 9,214 |
| CROWN CASTLE INTL CORP CMN | 1,247,639 | 1,247,639 |
| CSX CORPORATION CMN | 275,232 | 275,232 |
| CUMMINS INC COMMON STOCK | 135,465 | 135,465 |
| CURTISS-WRIGHT CORP CMN | 281,223 | 281,223 |
| CVS HEALTH CORP CMN | 600,494 | 600,494 |
| DANAHER CORPORATION CMN | 1,336,640 | 1,336,640 |
| DATADOG, INC. CMN CLASS A | 15,852 | 15,852 |
| DAVITA INC CMN | 23,093 | 23,093 |
| DEERE & COMPANY CMN | 281,687 | 281,687 |
| DELEK US HOLDINGS INC CMN | 83,045 | 83,045 |
| DENTSPLY SIRONA INC CMN | 27,111 | 27,111 |
| DEXCOM, INC. CMN | 15,035 | 15,035 |
| DIGITAL REALTY TRUST, INC. CMN | 107,383 | 107,383 |
| DIGITALBRIDGE GROUP, INC. CMN | 133,313 | 133,313 |
| DISH NETWORK CORPORATION CMN CLASS A | 519,494 | 519,494 |
| DOCUSIGN, INC. CMN | 8,834 | 8,834 |
| DOLLAR GENERAL CORPORATION CMN | 208,238 | 208,238 |
| DOLLAR TREE STORES, INC. CMN | 1,318,078 | 1,318,078 |
| DOMINION ENERGY INC CMN | 231,281 | 231,281 |
| DTE ENERGY COMPANY CMN | 98,176 | 98,176 |
| DUKE ENERGY CORPORATION CMN | 381,312 | 381,312 |
| DUKE REALTY CORPORATION CMN | 39,450 | 39,450 |
| DYNATRACE HOLDINGS LLC CMN | 862,945 | 862,945 |
| EAST WEST BANCORP INC COM | 55,941 | 55,941 |
| EASTGROUP PROPERTIES INC CMN | 422,413 | 422,413 |
| EATON CORP PLC SHS | 31,108 | 31,108 |
| EBAY INC. CMN | 138,187 | 138,187 |
| ECOLAB INC. CMN | 668,978 | 668,978 |
| ECOVYST INC. CMN | 49,132 | 49,132 |
| EDISON INTERNATIONAL CMN | 137,004 | 137,004 |
| EDWARDS LIFESCIENCES CORPORATI CMN | 706,177 | 706,177 |
| ELANCO ANIMAL HEALTH INCORPORA CMN | 34,624 | 34,624 |
| ELECTRONIC ARTS CMN | 246,125 | 246,125 |
| ELEVANCE HEALTH INC CMN | 1,373,469 | 1,373,469 |
| ELI LILLY & CO CMN | 130,652 | 130,652 |
| EMCOR GROUP, INC. CMN | 81,402 | 81,402 |
| EMPLOYERS HOLDINGS, INC. CMN | 74,360 | 74,360 |
| ENCOMPASS HEALTH CORPORATION CMN | 178,531 | 178,531 |
| ENERGIZER HOLDINGS, INC. CMN | 255,718 | 255,718 |
| ENERPLUS CORPORATION CMN | 147,390 | 147,390 |
| ENERSYS CMN | 157,329 | 157,329 |
| ENPHASE ENERGY, INC. CMN | 309,900 | 309,900 |
| ENTEGRIS, INC. CMN | 347,559 | 347,559 |
| ENTERGY CORPORATION CMN | 94,964 | 94,964 |
| ENVESTNET, INC. CMN | 177,325 | 177,325 |
| ENVISTA HOLDINGS CORPORATION CMN | 352,009 | 352,009 |
| EPAM SYSTEMS, INC. CMN | 45,455 | 45,455 |
| EQUIFAX INC. CMN | 59,144 | 59,144 |
| EQUINIX, INC. REIT | 70,205 | 70,205 |
| EQUITY RESIDENTIAL CMN | 58,579 | 58,579 |
| ESSENT GROUP LTD. CMN | 199,012 | 199,012 |
| ESSEX PROPERTY TRUST INC CMN | 36,849 | 36,849 |
| ESTABLISHMENT LABS HOLDINGS IN CMN | 266,507 | 266,507 |
| ESTEE LAUDER COS INC CL-A CMN CLASS A | 130,681 | 130,681 |
| ETSY INC COM | 56,268 | 56,268 |
| ETSY, INC. CMN | 478,384 | 478,384 |
| EVERCORE INC CMN CLASS A | 335,142 | 335,142 |
| EVERGY, INC. CMN | 72,795 | 72,795 |
| EVERSOURCE ENERGY CMN | 124,643 | 124,643 |
| EVERTEC INC CMN | 153,888 | 153,888 |
| EVO PAYMENTS, INC. CMN CLASS A | 377,498 | 377,498 |
| EXACT SCIENCES CORPORATION CMN | 2,958 | 2,958 |
| EXELON CORPORATION CMN | 310,287 | 310,287 |
| EXPEDITORS INTERNATIONAL OF WA CMN | 53,447 | 53,447 |
| EXTRA SPACE STORAGE INC. CMN | 31,515 | 31,515 |
| FASTENAL COMPANY CMN | 55,860 | 55,860 |
| FATE THERAPEUTICS, INC. CMN | 37,154 | 37,154 |
| FEDERAL AGRICULTURAL MORTGAGE CORP CL-C | 159,870 | 159,870 |
| FEDEX CORPORATION CMN | 345,284 | 345,284 |
| FIDELITY NATL INFO SVCS INC CMN | 396,215 | 396,215 |
| FIRST AMERICAN FIN CORP CMN | 75,648 | 75,648 |
| FIRST HAWAIIAN, INC. CMN | 256,410 | 256,410 |
| FIRST MERCHANTS CORPORATION CMN | 117,669 | 117,669 |
| FIRST REPUBLIC BANK CMN SERIES | 106,972 | 106,972 |
| FIRST SOLAR INC COM | 19,785 | 19,785 |
| FIRST WATCH RESTAURANT GROUP, CMN | 54,571 | 54,571 |
| FIRSTENERGY CORP. CMN | 81,600 | 81,600 |
| FISERV, INC. CMN | 1,976,992 | 1,976,992 |
| FOOT LOCKER, INC. CMN | 218,455 | 218,455 |
| FORTINET, INC. CMN | 42,769 | 42,769 |
| FORTIVE CORPORATION CMN | 763,968 | 763,968 |
| FRESH DEL MONTE PRODUCE INC. ORDINARY SHARES | 137,558 | 137,558 |
| FRONTDOOR, INC. CMN | 148,139 | 148,139 |
| FTI CONSULTING, INC. CMN | 524,850 | 524,850 |
| GARMIN LTD CMN | 47,523 | 47,523 |
| GENERAL ELECTRIC COMPANY CMN | 1,194,167 | 1,194,167 |
| GENERAL MILLS INC CMN | 181,791 | 181,791 |
| GENERAL MOTORS COMPANY CMN | 623,882 | 623,882 |
| GENPACT LIMITED CMN | 668,436 | 668,436 |
| GILEAD SCIENCES CMN | 326,092 | 326,092 |
| GRAFTECH INTERNATIONAL LTD. CMN | 93,410 | 93,410 |
| GRAPHIC PACKAGING HLDGCO CMN | 581,378 | 581,378 |
| GRAY TELEVISION, INC. CMN | 79,632 | 79,632 |
| GS FINANCIAL SQUARE GOVERNMENT FUND | 3,188,364 | 3,188,364 |
| GS TACTICAL TILT OVERLAY FUND CLASS P | 66,145,652 | 66,145,652 |
| H & R BLOCK INC. CMN | 53,927 | 53,927 |
| H.B. FULLER COMPANY CMN | 303,021 | 303,021 |
| HAEMONETICS CORPORATION CMN | 62,587 | 62,587 |
| HANESBRANDS INC. CMN | 130,199 | 130,199 |
| HANNON ARMSTRONG SUST INFR CAP COM | 58,804 | 58,804 |
| HANOVER INSURANCE GROUP INC CMN | 263,824 | 263,824 |
| HARLEY-DAVIDSON INC CMN | 285,539 | 285,539 |
| HARSCO CORPORATION CMN | 111,907 | 111,907 |
| HARTFORD FINANCIAL SRVCS GROUP CMN | 173,112 | 173,112 |
| HEALTHEQUITY, INC. CMN | 168,687 | 168,687 |
| HEALTHPEAK PROPERTIES INC CMN | 34,466 | 34,466 |
| HELMERICH & PAYNE INC. CMN | 106,626 | 106,626 |
| HEXCEL CORP NEW COM | 25,434 | 25,434 |
| HILLENBRAND INC CMN | 101,017 | 101,017 |
| HILTON WORLDWIDE HOLDINGS INC. CMN | 1,032,186 | 1,032,186 |
| HOLLYFRONTIER CORP CMN | 223,494 | 223,494 |
| HOLOGIC INCORPORATED CMN | 28,557 | 28,557 |
| HORIZON THERAPEUTICS PLC CMN | 44,936 | 44,936 |
| HORMEL FOODS CORPORATION CMN | 49,640 | 49,640 |
| HUB GROUP, INC. CMN CLASS A | 88,452 | 88,452 |
| IAA, INC. CMN | 422,677 | 422,677 |
| IDEX CORPORATION COMMON STOCK | 97,364 | 97,364 |
| IDEXX LABORATORIES CMN | 924,478 | 924,478 |
| ILLINOIS TOOL WORKS CMN | 100,696 | 100,696 |
| ILLUMINA, INC CMN | 33,859 | 33,859 |
| INARI MEDICAL INC CMN | 106,603 | 106,603 |
| INCYTE CORPORATION CMN | 30,975 | 30,975 |
| INFINERA CORPORATION CMN | 207,115 | 207,115 |
| INGEVITY CORPORATION CMN | 119,667 | 119,667 |
| INSIGHT ENTERPRISES, INC. CMN | 471,385 | 471,385 |
| INSULET CORPORATION CMN | 4,257 | 4,257 |
| INTEL CORPORATION CMN | 1,271,741 | 1,271,741 |
| INTERCONTINENTAL EXCHANGE INC CMN | 1,373,718 | 1,373,718 |
| INTERDIGITAL INC CMN | 235,663 | 235,663 |
| INTERNATIONAL GAME TECHNOLOGY PLC CMN | 71,784 | 71,784 |
| INTERNATIONAL PAPER CO. CMN | 94,900 | 94,900 |
| INTL BUSINESS MACHINES CORP CMN | 489,606 | 489,606 |
| INTL.FLAVORS & FRAGRANCE CMN | 58,923 | 58,923 |
| INTUIT INC CMN | 1,267,787 | 1,267,787 |
| INVESTORS BANCORP, INC. CMN | 118,261 | 118,261 |
| INVITATION HOMES INC. CMN | 47,199 | 47,199 |
| IPG PHOTONICS CORP COM | 30,641 | 30,641 |
| ISHARES S&P 500 INDEX FUND CLASS G | 259,629,873 | 259,629,873 |
| ITRON INC COM | 38,097 | 38,097 |
| J B HUNT TRANS SVCS INC CMN | 44,968 | 44,968 |
| J. M. SMUCKER COMPANY (THE) CMN | 103,631 | 103,631 |
| JOHN BEAN TECHNOLOGIES CORPORA CMN | 163,234 | 163,234 |
| JOHNSON & JOHNSON CMN | 1,046,948 | 1,046,948 |
| JOHNSON CONTROLS INTERNATIONAL CMN | 187,216 | 187,216 |
| JPMORGAN CHASE & CO CMN | 2,093,070 | 2,093,070 |
| KAR AUCTION SERVICES, INC. CMN | 211,417 | 211,417 |
| KBC GROUP NV UNSPONSORED ADR | 51,246 | 51,246 |
| KELLOGG COMPANY CMN | 56,883 | 56,883 |
| KEURIG DR PEPPER INC CMN | 147,661 | 147,661 |
| KEYSIGHT TECHNOLOGIES, INC. CMN | 100,364 | 100,364 |
| KIMBERLY-CLARK CORPORATION CMN | 20,331 | 20,331 |
| KINDER MORGAN INC CMN CLASS P | 181,771 | 181,771 |
| KLA CORP CMN | 156,130 | 156,130 |
| KNIGHT-SWIFT TRANSPORTATION HO CMN | 157,408 | 157,408 |
| KORN FERRY CMN | 77,746 | 77,746 |
| KOSMOS ENERGY LTD. CMN | 172,111 | 172,111 |
| KROGER COMPANY CMN | 154,970 | 154,970 |
| L3HARRIS TECHNOLOGIES INC CMN | 232,432 | 232,432 |
| LABORATORY CORPORATION OF AMER CMN | 71,011 | 71,011 |
| LANDSTAR SYSTEM INC CMN | 60,867 | 60,867 |
| LAS VEGAS SANDS CORP. CMN | 22,057 | 22,057 |
| LATTICE SEMICONDUCTOR CORP CMN | 158,667 | 158,667 |
| LCI INDUSTRIES CMN | 257,186 | 257,186 |
| LESLIE'S, INC. CMN | 299,488 | 299,488 |
| LHC GROUP INC COM | 22,231 | 22,231 |
| LIBERTY BROADBAND CORPORATION CMN CLASS A | 12,389 | 12,389 |
| LIBERTY BROADBAND CORPORATION CMN CLASS C | 1,606,328 | 1,606,328 |
| LIBERTY GLOBAL, PLC CMN CLASS A | 28,350 | 28,350 |
| LIBERTY GLOBAL, PLC. CMN CLASS C | 56,686 | 56,686 |
| LINDE PLC CMN | 573,688 | 573,688 |
| LITTELFUSE, INC. CMN | 242,304 | 242,304 |
| LIVERAMP HOLDINGS, INC. CMN | 334,547 | 334,547 |
| LKQ CORPORATION CMN | 1,014,687 | 1,014,687 |
| LOCKHEED MARTIN CORPORATION CMN | 180,193 | 180,193 |
| LOEWS CORPORATION CMN | 84,445 | 84,445 |
| LOWES COMPANIES INC CMN | 729,431 | 729,431 |
| LULULEMON ATHLETICA INC. CMN | 58,718 | 58,718 |
| LUMEN TECHNOLOGIES INC CMN | 80,897 | 80,897 |
| LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A | 251,880 | 251,880 |
| MAKEMYTRIP LIMITED CMN | 197,572 | 197,572 |
| MANTECH INTERNATIONAL CORPORAT CMN CLASS A | 195,379 | 195,379 |
| MARKEL CORPORATION CMN | 99,954 | 99,954 |
| MARKETAXESS HOLDINGS INC. CMN | 15,217 | 15,217 |
| MARRIOTT INTERNATIONAL, INC CMN CLASS A | 1,358,934 | 1,358,934 |
| MARSH & MCLENNAN CO INC CMN | 181,990 | 181,990 |
| MARVELL TECHNOLOGY, INC. CMN | 794,584 | 794,584 |
| MASONITE INTL CORP NEW CMN | 120,899 | 120,899 |
| MASTERCARD INCORPORATED CL A | 81,566 | 81,566 |
| MATIV INC CMN | 148,065 | 148,065 |
| MAXIMUS INC CMN | 65,250 | 65,250 |
| MCCORMICK & CO NON VTG SHRS CMN | 108,272 | 108,272 |
| MEDTRONIC PUBLIC LIMITED COMPA CMN | 1,945,791 | 1,945,791 |
| MERCK & CO., INC. CMN | 595,254 | 595,254 |
| MERITAGE HOMES CORPORATION CMN | 149,279 | 149,279 |
| META PLATFORMS INC-CLASS A CMN CLASS A | 3,939,668 | 3,939,668 |
| METTLER-TOLEDO INTL CMN | 10,183 | 10,183 |
| MICROSOFT CORPORATION CMN | 9,354,068 | 9,354,068 |
| MID-AMERICA APT CMNTYS INC CMN | 40,611 | 40,611 |
| MIMECAST LIMITED CMN | 175,929 | 175,929 |
| MINERALS TECHNOLOGIES INC. CMN | 56,472 | 56,472 |
| MODERNA, INC. CMN | 53,590 | 53,590 |
| MONDELEZ INTERNATIONAL, INC. CMN | 400,160 | 400,160 |
| MONOLITHIC POWER SYSTEMS, INC. CMN | 707,802 | 707,802 |
| MONSTER BEVERAGE CORPORATION CMN | 72,510 | 72,510 |
| MOODY'S CORPORATION CMN | 45,698 | 45,698 |
| MORGAN STANLEY CMN | 1,522,363 | 1,522,363 |
| MR COOPER GROUP INC CMN | 139,394 | 139,394 |
| MSA SAFETY INC CMN | 169,679 | 169,679 |
| MSCI INC. CMN | 716,847 | 716,847 |
| MULTI-MANAGER INTERNATIONAL EQUITY FUND P | 95,212,284 | 95,212,284 |
| NASDAQ INC. CMN | 54,813 | 54,813 |
| NASPERS LTD SPONSORED ADR CMN | 144,972 | 144,972 |
| NATERA, INC. CMN | 45,201 | 45,201 |
| NATIONAL ENERGY SERVICES REUNITED CORP. | 45,842 | 45,842 |
| NATIONAL VISION HOLDINGS, INC. CMN | 187,737 | 187,737 |
| NAVIENT CORPORATION CMN | 243,669 | 243,669 |
| NCR CORPORATION CMN | 276,134 | 276,134 |
| NELNET, INC. CMN CLASS A | 133,040 | 133,040 |
| NEOGENOMICS, INC. CMN | 283,981 | 283,981 |
| NETFLIX, INC. CMN | 1,772,981 | 1,772,981 |
| NEUROCRINE BIOSCIENCES, INC. CMN | 187,970 | 187,970 |
| NEVRO CORP. CMN | 102,391 | 102,391 |
| NEW YORK TIMES CO CL A | 44,146 | 44,146 |
| NEWMONT CORP CMN | 295,215 | 295,215 |
| NEXSTAR MEDIA GROUP INC CMN | 250,325 | 250,325 |
| NEXTERA ENERGY, INC. CMN | 391,739 | 391,739 |
| NEXTIER OILFIELD SOLUTIONS INC CMN | 51,127 | 51,127 |
| NIKE CLASS-B CMN CLASS B | 1,047,188 | 1,047,188 |
| NIKE INC CL B | 63,335 | 63,335 |
| NMI HOLDINGS, INC. CMN CLASS A | 120,962 | 120,962 |
| NOMAD FOODS LTD CMN | 229,221 | 229,221 |
| NORFOLK SOUTHERN CORP CMN | 682,351 | 682,351 |
| NORTHERN TRUST CORP CMN | 110,221 | 110,221 |
| NORTHROP GRUMMAN CORP CMN | 259,724 | 259,724 |
| NUCOR CORPORATION CMN | 157,988 | 157,988 |
| NVIDIA CORPORATION CMN | 1,741,719 | 1,741,719 |
| OAK STREET HEALTH INC CMN | 70,621 | 70,621 |
| OKTA, INC. CMN CLASS A | 2,466 | 2,466 |
| OLD DOMINION FREIGHT LINE, INC CMN | 63,792 | 63,792 |
| OMNICELL INC COM | 62,071 | 62,071 |
| OMNICOM GROUP CMN | 50,610 | 50,610 |
| ORACLE CORPORATION CMN | 146,338 | 146,338 |
| O'REILLY AUTOMOTIVE, INC. CMN | 9,181 | 9,181 |
| ORMAT TECHNOLOGIES INC COM | 32,672 | 32,672 |
| ORTHO CLINICAL DIAGNOSTICS HOL CMN | 249,129 | 249,129 |
| ORTHOPEDIATRICS CORP CMN | 142,886 | 142,886 |
| OTIS WORLDWIDE CORPORATION CMN | 694,470 | 694,470 |
| PACCAR INC CMN | 157,816 | 157,816 |
| PACWEST BANCORP CMN | 162,251 | 162,251 |
| PALANTIR TECHNOLOGIES INC. CMN | 12,547 | 12,547 |
| PALO ALTO NETWORKS INC. CMN | 142,531 | 142,531 |
| PAYCHEX, INC. CMN | 63,882 | 63,882 |
| PAYPAL HOLDINGS, INC. CMN | 348,684 | 348,684 |
| PDC ENERGY INC CMN | 105,267 | 105,267 |
| PELOTON INTERACTIVE, INC. CMN CLASS A | 7,367 | 7,367 |
| PENNYMAC FINANCIAL SERVICS INC CMN | 127,837 | 127,837 |
| PENUMBRA INC COM | 41,374 | 41,374 |
| PEPSICO, INC. CMN | 495,459 | 495,459 |
| PERKINELMER, INC CMN | 30,561 | 30,561 |
| PETIQ INC CMN | 134,375 | 134,375 |
| PFIZER INC. CMN | 1,016,959 | 1,016,959 |
| PHREESIA INC CMN | 127,438 | 127,438 |
| PINTEREST INC CMN CLASS A | 22,428 | 22,428 |
| PNC FINANCIAL SERVICES GROUP, CMN | 472,826 | 472,826 |
| POOL CORP CMN | 31,130 | 31,130 |
| PPL CORPORATION CMN | 106,455 | 106,455 |
| PRA GROUP, INC. CMN | 138,981 | 138,981 |
| PREFERRED BANK CMN | 77,031 | 77,031 |
| PROASSURANCE CORPORATION CMN | 130,705 | 130,705 |
| PROCTER & GAMBLE COMPANY (THE) CMN | 1,033,826 | 1,033,826 |
| PROGYNY INC CMN | 62,736 | 62,736 |
| PROLOGIS INC CMN | 276,784 | 276,784 |
| PROS HOLDINGS, INC. CMN | 158,930 | 158,930 |
| PROSPERITY BANCSHARES, INC. CMN | 425,056 | 425,056 |
| PROSUS NV SPONSORED ADR CMN | 285,362 | 285,362 |
| PUBLIC STORAGE CMN | 1,236,797 | 1,236,797 |
| PUBLIC-SVC ENTERPRISE GROUP HOLDING CO | 142,268 | 142,268 |
| QORVO, INC. CMN | 78,351 | 78,351 |
| QUAKER HOUGHTON CMN | 276,705 | 276,705 |
| QUALCOMM INC CMN | 197,500 | 197,500 |
| QUEST DIAGNOSTICS INCORPORATED CMN | 57,439 | 57,439 |
| R1 RCM INC. CMN | 92,274 | 92,274 |
| RACKSPACE TECHNOLOGY, INC. CMN | 42,269 | 42,269 |
| RAYMOND JAMES FINANCIAL, INC. CMN | 82,529 | 82,529 |
| REALTY INCOME CORPORATION CMN | 63,072 | 63,072 |
| REGENERON PHARMACEUTICAL INC CMN | 184,404 | 184,404 |
| REPUBLIC SERVICES INC CMN | 86,744 | 86,744 |
| RESIDEO TECHNOLOGIES INC. CMN | 115,079 | 115,079 |
| RESMED INC. CMN | 30,737 | 30,737 |
| RINGCENTRAL, INC. CMN | 7,869 | 7,869 |
| ROCHE HLDG LTD SPONSORED ADR | 46,935 | 46,935 |
| ROLLINS INC. CMN | 8,074 | 8,074 |
| ROPER TECHNOLOGIES INC CMN | 141,656 | 141,656 |
| ROYALTY PHARMA PLC CMN | 38,415 | 38,415 |
| S&P GLOBAL INC. CMN | 1,038,718 | 1,038,718 |
| SAFRAN SA SPONSORED ADR CMN | 426,522 | 426,522 |
| SALESFORCE INC CMN | 489,200 | 489,200 |
| SALLY BEAUTY HOLDINGS, INC. CMN | 131,417 | 131,417 |
| SCIENCE APPLICATIONS INTL CORP CMN | 228,201 | 228,201 |
| SEAGATE TECHNOLOGY HOLDIN PLC CMN | 25,435 | 25,435 |
| SEAGEN INC. CMN | 9,740 | 9,740 |
| SEMPRA ENERGY CMN | 169,173 | 169,173 |
| SERVICENOW INC CMN | 810,089 | 810,089 |
| SHERWIN-WILLIAMS CO CMN | 158,120 | 158,120 |
| SI-BONE, INC. CMN | 165,376 | 165,376 |
| SIEMENS A G SPONSORED ADR | 27,712 | 27,712 |
| SIMPLY GOOD FOODS COMPANY(THE) CMN | 206,395 | 206,395 |
| SITEONE LANDSCAPE SUPPLY, INC. CMN | 257,544 | 257,544 |
| SKECHERS USA INC CL-A CMN CLASS A | 132,587 | 132,587 |
| SKYWORKS SOLUTIONS, INC. CMN | 1,186,356 | 1,186,356 |
| SLM CORPORATION CMN | 424,793 | 424,793 |
| SNAP INC. CMN CLASS A | 24,973 | 24,973 |
| SOLAREDGE TECHNOLOGIES | 31,985 | 31,985 |
| SOTERA HEALTH COMPANY CMN | 321,599 | 321,599 |
| SOUTHSTATE CORP CMN | 75,544 | 75,544 |
| SPECTRUM BRANDS HOLDINGS INC CMN | 241,382 | 241,382 |
| SPIRIT REALTY CAPITAL, INC. CMN | 80,371 | 80,371 |
| SPLUNK INC CMN | 6,133 | 6,133 |
| STARBUCKS CORP. CMN | 577,598 | 577,598 |
| STARWOOD PROPERTY TRUST, INC. CMN | 209,639 | 209,639 |
| STATE STREET CORPORATION (NEW) CMN | 221,574 | 221,574 |
| STATE STREET EMERGING MARKETS EQUITY INDEX FUND K CLASS | 28,997,652 | 28,997,652 |
| STATE STREET HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND CLASS K | 95,703,447 | 95,703,447 |
| STEELCASE INC. CLASS A COMMON STOCK | 68,070 | 68,070 |
| STERIS PUBLIC LIMITED COMPANY CMN | 37,242 | 37,242 |
| STEVEN MADDEN LTD CMN | 225,844 | 225,844 |
| STND MOTOR PROD INC CL-A CMN | 71,512 | 71,512 |
| STRIDE INC CMN | 277,939 | 277,939 |
| SUMO LOGIC INC CMN | 83,869 | 83,869 |
| SUN COMMUNITIES, INC CMN | 35,836 | 35,836 |
| SUNRUN INC | 19,002 | 19,002 |
| SVB FINANCIAL GROUP COM | 57,650 | 57,650 |
| SYNEOS HEALTH INC CL A | 40,045 | 40,045 |
| SYNEOS HEALTH INC CMN | 325,393 | 325,393 |
| SYNOPSYS INC. CMN | 86,966 | 86,966 |
| SYNOVUS FINANCIAL CORP CMN | 229,480 | 229,480 |
| SYSCO CORPORATION CMN | 1,549,556 | 1,549,556 |
| T. ROWE PRICE GROUP, INC. CMN | 123,097 | 123,097 |
| TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR | 53,538 | 53,538 |
| TAKE TWO INTERACTIVE SOFTWARE INC | 48,162 | 48,162 |
| TARGET CORPORATION CMN | 370,304 | 370,304 |
| TD SYNNEX CORP CMN | 232,151 | 232,151 |
| TEGNA INC. CMN | 224,849 | 224,849 |
| TELADOC HEALTH INC CMN | 39,574 | 39,574 |
| TELEFLEX INC. CMN | 21,680 | 21,680 |
| TEMPUR SEALY INTERNATIONAL INC CMN | 142,313 | 142,313 |
| TEREX CORP (NEW) CMN | 65,222 | 65,222 |
| TERMINIX GLOBAL HOLDINGS, INC. CMN | 264,776 | 264,776 |
| TEXAS INSTRUMENTS INC. CMN | 344,712 | 344,712 |
| THE BANK OF NY MELLON CORP CMN | 328,559 | 328,559 |
| THE HERSHEY COMPANY CMN | 82,418 | 82,418 |
| THE HOME DEPOT, INC. CMN | 769,014 | 769,014 |
| THE KRAFT HEINZ CO CMN | 171,782 | 171,782 |
| THE PROGRESSIVE CORPORATION CMN | 234,042 | 234,042 |
| THE SOUTHERN CO. CMN | 257,998 | 257,998 |
| THE TRAVELERS COMPANIES, INC CMN | 276,881 | 276,881 |
| THE WILLIAMS COMPANIES, INC. CMN | 99,082 | 99,082 |
| THERMO FISHER SCIENTIFIC INC CMN | 1,357,700 | 1,357,700 |
| T-MOBILE US, INC. CMN | 192,643 | 192,643 |
| TOLL BROTHERS, INC. CMN | 92,152 | 92,152 |
| TOPBUILD CORP. CMN | 273,703 | 273,703 |
| TOPGOLF CALLAWAY BRANDS CORP CMN | 235,353 | 235,353 |
| TPI COMPOSITES INC COM | 11,459 | 11,459 |
| TRACTOR SUPPLY COMPANY CMN | 68,478 | 68,478 |
| TRADEWEB MARKETS INC CMN | 43,561 | 43,561 |
| TRANE TECHNOLOGIES PLC SHS | 56,568 | 56,568 |
| TRAVEL + LEISURE CO. CMN | 162,328 | 162,328 |
| TRAVELERS COMPANIES INC COM | 45,208 | 45,208 |
| TTEC HOLDINGS, INC. CMN | 217,320 | 217,320 |
| TURNING POINT BRANDS INC CMN | 69,692 | 69,692 |
| TWITTER, INC. CMN | 40,454 | 40,454 |
| TYLER TECHNOLOGIES, INC. CMN | 32,277 | 32,277 |
| TYSON FOODS INC CL-A CMN CLASS A | 182,252 | 182,252 |
| U.S. BANCORP CMN | 398,052 | 398,052 |
| UDR INC CMN | 17,817 | 17,817 |
| ULTRA CLEAN HOLDINGS, INC. CMN | 196,745 | 196,745 |
| UMPQUA HOLDINGS CORPORATION CMN | 136,258 | 136,258 |
| UNILEVER PLC ADR | 54,489 | 54,489 |
| UNION PACIFIC CORP. CMN | 475,644 | 475,644 |
| UNISYS CORPORATION CMN | 161,433 | 161,433 |
| UNITED PARCEL SERVICE, INC. CLASS B COMMON STOCK | 20,577 | 20,577 |
| UNITEDHEALTH GROUP INCORPORATE CMN | 3,384,926 | 3,384,926 |
| UNIVERSAL CORPORATION CMN | 134,719 | 134,719 |
| V F CORP COM | 38,514 | 38,514 |
| VALLEY NATIONAL BANCORP CMN | 174,788 | 174,788 |
| VALMONT INDUSTRIES INC CMN | 130,269 | 130,269 |
| VALVOLINE INC. CMN | 430,923 | 430,923 |
| VEEVA SYSTEMS INC CMN | 20,183 | 20,183 |
| VERISIGN, INC. CMN | 395,705 | 395,705 |
| VERISK ANALYTICS, INC. CMN | 1,585,557 | 1,585,557 |
| VERIZON COMMUNICATIONS, INC. CMN | 1,004,283 | 1,004,283 |
| VERTEX PHARMACEUTICALS INCORPO CMN | 160,967 | 160,967 |
| VIAD CORP CMN | 43,218 | 43,218 |
| VISA INC. CMN CLASS A | 2,776,055 | 2,776,055 |
| VMWARE, INC. CMN CLASS A | 65,588 | 65,588 |
| VULCAN MATERIALS CO CMN | 911,484 | 911,484 |
| W.W. GRAINGER INC CMN | 62,189 | 62,189 |
| WABASH NATIONAL CORP. CMN | 89,480 | 89,480 |
| WABTEC COM | 48,266 | 48,266 |
| WALGREENS BOOTS ALLIANCE, INC. CMN | 248,334 | 248,334 |
| WALKER & DUNLOP, INC. CMN | 272,489 | 272,489 |
| WALMART INC CMN | 629,551 | 629,551 |
| WALT DISNEY COMPANY (THE) CMN | 1,013,600 | 1,013,600 |
| WASTE CONNECTIONS, INC. CMN | 537,449 | 537,449 |
| WASTE MANAGEMENT INC CMN | 1,300,652 | 1,300,652 |
| WATERS CORPORATION COMMON STOCK | 6,707 | 6,707 |
| WEC ENERGY GROUP, INC. CMN | 104,059 | 104,059 |
| WELLS FARGO & CO (NEW) CMN | 1,110,353 | 1,110,353 |
| WERNER ENTERPRISES, INC. CMN | 67,418 | 67,418 |
| WESCO INTERNATIONAL INC. CMN | 549,125 | 549,125 |
| WEST PHARMACEUTICAL SERVICES INC | 887,367 | 887,367 |
| WEX INC. CMN | 133,230 | 133,230 |
| WHITE MOUNTAINS INSURANCE GROU CMN | 223,058 | 223,058 |
| WHITING PETROLEUM CORPORATION CMN | 90,035 | 90,035 |
| WILLIS TOWERS WATSON PLC CMN | 560,702 | 560,702 |
| WINTRUST FINANCIAL CORP CMN | 74,382 | 74,382 |
| WOLFSPEED INC COM | 52,867 | 52,867 |
| WOODWARD INC CMN | 319,295 | 319,295 |
| WORKDAY, INC. CMN CLASS A | 54,909 | 54,909 |
| WORKIVA INC. CMN | 508,781 | 508,781 |
| WORLD FUEL SERVICES CORP CMN | 274,728 | 274,728 |
| XCEL ENERGY INC. CMN | 132,339 | 132,339 |
| XILINX INCORPORATED CMN | 78,875 | 78,875 |
| XYLEM INC. CMN | 70,993 | 70,993 |
| YELP INC. CMN | 184,570 | 184,570 |
| ZOETIS INC. CMN CLASS A | 109,569 | 109,569 |
| ZOOM VIDEO COMMUNICATIONS INC CMN CLASS A | 52,966 | 52,966 |
| ZOOMINFO TECHNOLOGIES INC CMN | 5,457 | 5,457 |
| ZSCALER, INC. CMN | 4,177 | 4,177 |
| ZUORA, INC. CMN CLASS A | 235,443 | 235,443 |
| ZURN ELKAY WATER SOLUTIONS COR CMN | 179,670 | 179,670 |
| ZYNGA INC. CMN CLASS A | 380,077 | 380,077 |