0001752724-22-187415.txt : 20220823
0001752724-22-187415.hdr.sgml : 20220823
20220823133034
ACCESSION NUMBER: 0001752724-22-187415
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220823
DATE AS OF CHANGE: 20220823
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NATIONWIDE VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000353905
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03213
FILM NUMBER: 221186649
BUSINESS ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
BUSINESS PHONE: 614-435-5749
MAIL ADDRESS:
STREET 1: ONE NATIONWIDE PLAZA
STREET 2: MAIL CODE 5-02-210
CITY: COLUMBUS
STATE: OH
ZIP: 43215
FORMER COMPANY:
FORMER CONFORMED NAME: GARTMORE VARIABLE INSURANCE TRUST
DATE OF NAME CHANGE: 20020125
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
DATE OF NAME CHANGE: 19860226
0000353905
S000025033
NVIT BNY Mellon Dynamic U.S. Core Fund
C000074472
Class II
C000074474
Class I
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000353905
XXXXXXXX
S000025033
C000074472
C000074474
Nationwide Variable Insurance Trust
811-03213
0000353905
549300WLMVM3JP578846
One Nationwide Plaza Location:N0900
Mail Code 5-02-210T
Columbus
43215
614-435-3820
NVIT BNY Mellon Dynamic U.S. Core Fund
S000025033
549300FVYVEHG1LE2I27
2022-12-31
2022-06-30
N
2048874496.58
1639097.49
2047235399.09
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
82192196.18000000
UST
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
18745.00000000
NS
USD
1379819.45000000
0.067399159403
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
12057.00000000
NS
USD
703405.38000000
0.034358793342
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
36965.00000000
NS
USD
579611.20000000
0.028311898097
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
30771.00000000
NS
USD
2893704.84000000
0.141346952152
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
86599.00000000
NS
USD
6050672.13000000
0.295553317058
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
39272.00000000
NS
USD
1497834.08000000
0.073163744661
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
40657.00000000
NS
USD
1540900.30000000
0.075267372803
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
22042.00000000
NS
USD
2777071.58000000
0.135649841793
Long
EC
CORP
IE
N
1
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
16139.00000000
NS
USD
1124726.91000000
0.054938817026
Long
EC
CORP
US
N
1
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
21106.00000000
NS
USD
1956526.20000000
0.095569185686
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
28481.00000000
NS
USD
786645.22000000
0.038424756642
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
15069.00000000
NS
USD
2260802.07000000
0.110431954772
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
31610.00000000
NS
USD
2452936.00000000
0.119816998137
Long
EC
CORP
US
N
1
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
2094.00000000
NS
USD
735475.62000000
0.035925307872
Long
EC
CORP
US
N
1
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
233662.00000000
NS
USD
20010813.68000000
0.977455435212
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
7396.00000000
NS
USD
1050971.60000000
0.051336138504
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
16599.00000000
NS
USD
36173536.74000000
1.766945645629
Long
EC
CORP
US
N
1
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
9306.00000000
NS
USD
906962.76000000
0.044301830673
Long
EC
CORP
US
N
1
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
78080.00000000
NS
USD
9492966.40000000
0.463696866721
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
8142.00000000
NS
USD
414427.80000000
0.020243290057
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
19836.00000000
NS
USD
4060429.20000000
0.198337191795
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
22474.00000000
NS
USD
2388536.72000000
0.116671327638
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
63768.00000000
NS
USD
4453557.12000000
0.217540060218
Long
EC
CORP
US
N
1
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
21026.00000000
NS
USD
3216557.48000000
0.157117128857
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
31098.00000000
NS
USD
1806171.84000000
0.088224922292
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
32485.00000000
NS
USD
2091384.30000000
0.102156513165
Long
EC
CORP
US
N
1
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
10873.00000000
NS
USD
644333.98000000
0.031473370394
Long
EC
CORP
US
N
1
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
13055.00000000
NS
USD
1434613.95000000
0.070075671348
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
23863.00000000
NS
USD
4690988.54000000
0.229137721147
Long
EC
CORP
CH
N
1
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
27047.00000000
NS
USD
1737228.81000000
0.084857306139
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
81032.00000000
NS
USD
974814.96000000
0.047616163751
Long
EC
CORP
US
N
1
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
138585.00000000
NS
USD
21008100.15000000
1.026169250460
Long
EC
CORP
US
N
1
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
6853.00000000
NS
USD
1252591.34000000
0.061184529173
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
484545.00000000
NS
USD
51463524.45000000
2.513805909807
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
4464.00000000
NS
USD
937931.04000000
0.045814518468
Long
EC
CORP
US
N
1
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
9383.00000000
NS
USD
733562.94000000
0.035831880414
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
3504.00000000
NS
USD
916331.04000000
0.044759437063
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
15083.00000000
NS
USD
1680849.52000000
0.082103382969
Long
EC
CORP
US
N
1
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
180.00000000
NS
USD
720745.20000000
0.035205780454
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
8186.00000000
NS
USD
3917574.02000000
0.191359236057
Long
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
8222.00000000
NS
USD
2623475.76000000
0.128147244873
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
6347.00000000
NS
USD
1108630.49000000
0.054152565478
Long
EC
CORP
US
N
1
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
117765.00000000
NS
USD
9067905.00000000
0.442934163996
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
30045.00000000
NS
USD
659788.20000000
0.032228252808
Long
EC
CORP
US
N
1
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
3287.00000000
NS
USD
1087931.26000000
0.053141483411
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
43821.00000000
NS
USD
14208082.83000000
0.694013147502
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
35830.00000000
NS
USD
9083621.60000000
0.443701862718
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
18588.00000000
NS
USD
3697710.84000000
0.180619719727
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
5689.00000000
NS
USD
728248.89000000
0.035572308407
Long
EC
CORP
US
N
1
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
19755.00000000
NS
USD
621294.75000000
0.030347987841
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
15330.00000000
NS
USD
33533608.50000000
1.637994756973
Long
EC
CORP
US
N
1
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
8018.00000000
NS
USD
1551723.54000000
0.075796048695
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
224745.00000000
NS
USD
8407710.45000000
0.410686062469
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
78235.00000000
NS
USD
2915818.45000000
0.142427121536
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
15538.00000000
NS
USD
5988966.72000000
0.292539232306
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
49852.00000000
NS
USD
7038603.88000000
0.343810188272
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
14925.00000000
NS
USD
2029949.25000000
0.099155634515
Long
EC
CORP
US
N
1
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
7927.00000000
NS
USD
4827860.08000000
0.235823397844
Long
EC
CORP
US
N
1
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
8277.00000000
NS
USD
1688011.38000000
0.082453213770
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
9034.00000000
NS
USD
2105464.04000000
0.102844257232
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
26571.00000000
NS
USD
2178556.29000000
0.106414547685
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
6114.00000000
NS
USD
1956785.70000000
0.095581861317
Long
EC
CORP
US
N
1
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
11772.00000000
NS
USD
1540601.64000000
0.075252784349
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
2000.00000000
NS
USD
560560.00000000
0.027381316298
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
7092.00000000
NS
USD
718916.04000000
0.035116432644
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
1300.00000000
NS
USD
1493401.00000000
0.072947204833
Long
EC
CORP
US
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
851454.00000000
NS
USD
116410790.88000000
5.686243552243
Long
EC
CORP
US
N
1
N
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
8237.00000000
NS
USD
1726722.31000000
0.084344101844
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
2951.00000000
NS
USD
631425.47000000
0.030842836650
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
8872.00000000
NS
USD
2412917.84000000
0.117862256635
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
22950.00000000
NS
USD
4820418.00000000
0.235459879315
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
32620.00000000
NS
USD
2902201.40000000
0.141761978192
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
34194.00000000
NS
USD
1884431.34000000
0.092047614106
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
109368.00000000
NS
USD
8471645.28000000
0.413809046276
Long
EC
CORP
US
N
1
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
33013.00000000
NS
USD
1192429.56000000
0.058245845129
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
30571.00000000
NS
USD
4179667.12000000
0.204161530318
Long
EC
CORP
US
N
1
N
N
N
CANTOR FITZGERAL & CO
5493004J7H4GCPG6OB62
Government Agency Repurchase Agreement
N/A
31017.75000000
PA
USD
31017.75000000
0.001515104223
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
76155.87937400
USD
31638.10499100
USD
AMBS
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
16219.00000000
NS
USD
521603.04000000
0.025478410554
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
3821.00000000
NS
USD
687856.42000000
0.033599283223
Long
EC
CORP
US
N
1
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
4564.00000000
NS
USD
1103712.12000000
0.053912321000
Long
EC
CORP
US
N
1
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
13779.00000000
NS
USD
802351.17000000
0.039191935151
Long
EC
CORP
US
N
1
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
18891.00000000
NS
USD
1326714.93000000
0.064805196832
Long
EC
CORP
US
N
1
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc.
003654100
2650.00000000
NS
USD
655901.50000000
0.032038401655
Long
EC
CORP
US
N
1
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
2719.00000000
NS
USD
535724.57000000
0.026168195911
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
33736.00000000
NS
USD
4676484.32000000
0.228429242776
Long
EC
CORP
US
N
1
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
36456.00000000
NS
USD
1725462.48000000
0.084282563732
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
14567.00000000
NS
USD
261186.31000000
0.012758000868
Long
EC
CORP
US
N
1
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
15009.00000000
NS
USD
1902090.57000000
0.092910203235
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
16053.00000000
NS
USD
2084160.99000000
0.101803680755
Long
EC
CORP
US
N
1
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
5836.00000000
NS
USD
784825.28000000
0.038335859195
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
21282.00000000
NS
USD
1345873.68000000
0.065741032057
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
145300.00000000
NS
USD
25792203.00000000
1.259855266837
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems, Inc.
HCTKJGUQOPZ5NBK7NP58
Citrix Systems, Inc.
177376100
7265.00000000
NS
USD
705940.05000000
0.034482602748
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
140446.00000000
NS
USD
12804461.82000000
0.625451368498
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
47635.00000000
NS
USD
15027889.80000000
0.734057734966
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
10850.00000000
NS
USD
1375237.50000000
0.067175347818
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
398359.00000000
NS
USD
8349604.64000000
0.407847805079
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
14565.00000000
NS
USD
689798.40000000
0.033694141880
Long
EC
CORP
US
N
1
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
309789.00000000
NS
USD
16242237.27000000
0.793374190247
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp.
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
2270.00000000
NS
USD
786872.80000000
0.038435873097
Long
EC
CORP
US
N
1
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
N/A
9695.00000000
NS
USD
443740.15000000
0.021675091696
Long
EC
CORP
IE
N
1
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
20094.00000000
NS
USD
674957.46000000
0.032969215963
Long
EC
CORP
US
N
1
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
2553.00000000
NS
USD
627655.05000000
0.030658665353
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796U49
18823000.00000000
PA
USD
18760214.75000000
0.916368228018
Long
STIV
UST
US
N
2
2022-09-15
None
0.00000000
N
N
N
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
46470.00000000
NS
USD
31293827.40000000
1.528589600097
Long
EC
CORP
US
N
1
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
12287.00000000
NS
USD
1151783.38000000
0.056260427135
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
7667.00000000
NS
USD
859470.70000000
0.041982016351
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
52969.00000000
NS
USD
993168.75000000
0.048512679608
Long
EC
CORP
US
N
1
N
N
N
Federal Realty OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313745101
4108.00000000
NS
USD
393299.92000000
0.019211269997
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
15822.00000000
NS
USD
3900597.66000000
0.190530002643
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
14824.00000000
NS
USD
1547773.84000000
0.075603120221
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
19017.00000000
NS
USD
541984.50000000
0.026473970713
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
21202.00000000
NS
USD
2028607.36000000
0.099090088072
Long
EC
CORP
US
N
1
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
15233.00000000
NS
USD
1356803.31000000
0.066274904713
Long
EC
CORP
JE
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
13910.00000000
NS
USD
682841.90000000
0.033354342168
Long
EC
CORP
US
N
1
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
40658.00000000
NS
USD
7421711.32000000
0.362523592709
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
7878.00000000
NS
USD
1047774.00000000
0.051179947380
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
17775.00000000
NS
USD
1687203.00000000
0.082413727349
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
72669.00000000
NS
USD
963590.94000000
0.047067911214
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
10815.00000000
NS
USD
966969.15000000
0.047232924480
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
38677.00000000
NS
USD
1851854.76000000
0.090456366709
Long
EC
CORP
IE
N
1
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
9033.00000000
NS
USD
808905.15000000
0.039512073226
Long
EC
CORP
US
N
1
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
3086.00000000
NS
USD
533415.10000000
0.026055386705
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
3372.00000000
NS
USD
942844.92000000
0.046054543625
Long
EC
CORP
US
N
1
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
5493.00000000
NS
USD
535402.71000000
0.026152474221
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
9667.00000000
NS
USD
1393981.40000000
0.068090919130
Long
EC
CORP
US
N
1
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
6173.00000000
NS
USD
656436.82000000
0.032064550089
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
17754.00000000
NS
USD
1161644.22000000
0.056742093289
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
8498.00000000
NS
USD
607267.08000000
0.029662787204
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
31952.00000000
NS
USD
3715059.04000000
0.181467116172
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
1112.00000000
NC
USD
2780.00000000
0.000135792884
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
S&P 500 E-Mini Index
ESU2 Index
50.00000000
4700.00000000
USD
2022-07-15
XXXX
-2668999.21000000
N
N
N
Warner Bros Discovery, Inc.
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
123837.00000000
NS
USD
1661892.54000000
0.081177403474
Long
EC
CORP
US
N
1
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
10377.00000000
NS
USD
851744.16000000
0.041604602986
Long
EC
CORP
US
N
1
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
57284.00000000
NS
USD
15711282.68000000
0.767438990503
Long
EC
CORP
US
N
1
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
32905.00000000
NS
USD
2482682.25000000
0.121269994212
Long
EC
CORP
US
N
1
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
8611.00000000
NS
USD
1587523.96000000
0.077544768945
Long
EC
CORP
US
N
1
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
6935.00000000
NS
USD
508890.30000000
0.024857439463
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc. (Non-Voting)
579780206
13924.00000000
NS
USD
1159173.00000000
0.056621383184
Long
EC
CORP
US
N
1
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
44101.00000000
NS
USD
2631506.67000000
0.128539525604
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
3134.00000000
NS
USD
923840.52000000
0.045126247836
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
3456.00000000
NS
USD
598199.04000000
0.029219846445
Long
EC
CORP
US
N
1
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
16305.00000000
NS
USD
750682.20000000
0.036668093973
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
9177.00000000
NS
USD
850157.28000000
0.041527089673
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
12734.00000000
NS
USD
1653764.58000000
0.080780382203
Long
EC
CORP
IE
N
1
N
N
N
Dentsply Sirona, Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
12777.00000000
NS
USD
456522.21000000
0.022299448817
Long
EC
CORP
US
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
68729.00000000
NS
USD
2145032.09000000
0.104777012499
Long
EC
CORP
US
N
1
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
10219.00000000
NS
USD
1520280.63000000
0.074260176952
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
9086.00000000
NS
USD
424952.22000000
0.020757369679
Long
EC
CORP
US
N
1
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
5386.00000000
NS
USD
901239.38000000
0.044022264386
Long
EC
CORP
US
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
13426.00000000
NS
USD
930421.80000000
0.045447719417
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
7314.00000000
NS
USD
1427985.36000000
0.069751888846
Long
EC
CORP
US
N
1
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
22755.00000000
NS
USD
3590056.35000000
0.175361189611
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
42176.00000000
NS
USD
1396869.12000000
0.068231973744
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
8020.00000000
NS
USD
954219.60000000
0.046610155355
Long
EC
CORP
US
N
1
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
8905.00000000
NS
USD
805724.40000000
0.039356705162
Long
EC
CORP
US
N
1
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
2383.00000000
NS
USD
1082906.69000000
0.052896051449
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
13434.00000000
NS
USD
2272092.42000000
0.110983447287
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
13514.00000000
NS
USD
1252207.24000000
0.061165767285
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
1519.00000000
NS
USD
1985727.94000000
0.096995584429
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
26269.00000000
NS
USD
9616030.14000000
0.469708082630
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
8942.00000000
NS
USD
530350.02000000
0.025905668700
Long
EC
CORP
US
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
15496.00000000
NS
USD
1641646.24000000
0.080188445389
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
99929.00000000
NS
USD
4174034.33000000
0.203886389022
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046109
6733.00000000
NS
USD
957567.26000000
0.046773676364
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
12722.00000000
NS
USD
2814742.50000000
0.137489929162
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
12699.00000000
NS
USD
3116842.56000000
0.152246417846
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
2288.00000000
NS
USD
205119.20000000
0.010019326555
Long
EC
CORP
US
N
1
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
11962.00000000
NS
USD
2056985.52000000
0.100476257928
Long
EC
CORP
US
N
1
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
15392.00000000
NS
USD
4609442.24000000
0.225154481113
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
1259.00000000
NS
USD
623205.00000000
0.030441296603
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
27804.00000000
NS
USD
2355276.84000000
0.115046703522
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
2956.00000000
NS
USD
1586396.52000000
0.077489697604
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
2219.00000000
NS
USD
568086.19000000
0.027748943294
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc., Class B
913903100
3747.00000000
NS
USD
377360.37000000
0.018432680978
Long
EC
CORP
US
N
1
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
13089.00000000
NS
USD
456936.99000000
0.022319709311
Long
EC
CORP
LR
N
1
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
21233.00000000
NS
USD
1092013.19000000
0.053340870839
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
19983.00000000
NS
USD
1900383.30000000
0.092826809308
Long
EC
CORP
US
N
1
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
22165.00000000
NS
USD
422021.60000000
0.020614219556
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
80986.00000000
NS
USD
2369650.36000000
0.115748797673
Long
EC
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
59128.00000000
NS
USD
4216417.68000000
0.205956661450
Long
EC
CORP
US
N
1
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
4449.00000000
NS
USD
1833655.35000000
0.089567391752
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
35849.00000000
NS
USD
708734.73000000
0.034619112697
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
13195.00000000
NS
USD
2954492.45000000
0.144316205713
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp.
150870103
5980.00000000
NS
USD
703307.80000000
0.034354026914
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
9173.00000000
NS
USD
1111308.95000000
0.054283398503
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
107299.00000000
NS
USD
4934681.01000000
0.241041211586
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
13943.00000000
NS
USD
1219454.78000000
0.059565928790
Long
EC
CORP
NL
N
1
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
39528.00000000
NS
USD
2140045.92000000
0.104533456238
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class A
65249B109
22880.00000000
NS
USD
356470.40000000
0.017412281956
Long
EC
CORP
US
N
1
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
19201.00000000
NS
USD
6471889.06000000
0.316128231412
Long
EC
CORP
US
N
1
N
N
N
APA Corp.
N/A
APA Corp.
03743Q108
19367.00000000
NS
USD
675908.30000000
0.033015661037
Long
EC
CORP
US
N
1
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
6741.00000000
NS
USD
950346.18000000
0.046420952882
Long
EC
CORP
US
N
1
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
27927.00000000
NS
USD
8029850.31000000
0.392228969544
Long
EC
CORP
IE
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
18349.00000000
NS
USD
1549940.03000000
0.075708930721
Long
EC
CORP
US
N
1
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
6190.00000000
NS
USD
944222.60000000
0.046121838281
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
1110.00000000
NS
USD
2385523.20000000
0.116524128151
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
23062.00000000
NS
USD
634896.86000000
0.031012401421
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
15884.00000000
NS
USD
1502308.72000000
0.073382314543
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
23901.00000000
NS
USD
1689083.67000000
0.082505591235
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
7151.00000000
NS
USD
808921.12000000
0.039512853302
Long
EC
CORP
US
N
1
N
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
19992.00000000
NS
USD
322470.96000000
0.015751533025
Long
EC
CORP
BM
N
1
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
12648.00000000
NS
USD
441668.16000000
0.021573882524
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
19377.00000000
NS
USD
1053721.26000000
0.051470449390
Long
EC
CORP
US
N
1
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class B
35137L204
7090.00000000
NS
USD
210573.00000000
0.010285724841
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
7699.00000000
NS
USD
635783.42000000
0.031055706651
Long
EC
CORP
US
N
1
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
22611.00000000
NS
USD
10984649.91000000
0.536560178418
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
8053.00000000
NS
USD
2626969.13000000
0.128317883286
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
5753.00000000
NS
USD
2270421.45000000
0.110901826483
Long
EC
CORP
US
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
4892.00000000
NS
USD
1170606.68000000
0.057179876848
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
3235.00000000
NS
USD
501004.45000000
0.024472244384
Long
EC
CORP
US
N
1
N
N
N
Alaska Air Group, Inc.
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
6209.00000000
NS
USD
248670.45000000
0.012146646648
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
96750.00000000
NS
USD
10511887.50000000
0.513467454923
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
13557.00000000
NS
USD
540110.88000000
0.026382451194
Long
EC
CORP
US
N
1
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
21090.00000000
NS
USD
882194.70000000
0.043092001066
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
126912.00000000
NS
USD
20464560.00000000
0.999619291904
Long
EC
CORP
US
N
1
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
74094.00000000
NS
USD
6649936.50000000
0.324825200998
Long
EC
CORP
IE
N
1
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
19136.00000000
NS
USD
677797.12000000
0.033107923021
Long
EC
CORP
US
N
1
N
N
N
Air Products & Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158106
12158.00000000
NS
USD
2923755.84000000
0.142814834156
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
21681.00000000
NS
USD
2258943.39000000
0.110341165017
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
24474.00000000
NS
USD
11729898.72000000
0.572962871060
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
46454.00000000
NS
USD
1656549.64000000
0.080916422251
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
3495.00000000
NS
USD
735977.10000000
0.035949803345
Long
EC
CORP
US
N
1
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
10338.00000000
NS
USD
1425093.30000000
0.069610622238
Long
EC
CORP
US
N
1
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
17190.00000000
NS
USD
759282.30000000
0.037088177565
Long
EC
CORP
US
N
1
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
11797.00000000
NS
USD
3181414.96000000
0.155400544627
Long
EC
CORP
IE
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
85539.00000000
NS
USD
8446120.86000000
0.412562271234
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
3306.00000000
NS
USD
1305836.94000000
0.063785382989
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
6190.00000000
NS
USD
1221844.10000000
0.059682638378
Long
EC
CORP
IE
N
1
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
3907.00000000
NS
USD
709628.41000000
0.034662765713
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
46761.00000000
NS
USD
404482.65000000
0.019757505667
Long
EC
CORP
PA
N
1
N
N
Robert Half International, Inc.
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
5613.00000000
NS
USD
420357.57000000
0.020532937745
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
33314.00000000
NS
USD
2274013.64000000
0.111077291893
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
38940.00000000
NS
USD
875371.20000000
0.042758697919
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
1130.00000000
NC
USD
-6271541.13000000
-0.30634196403
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2022-09-16
214106750.00000000
USD
-6271541.13000000
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
40096.00000000
NS
USD
1418997.44000000
0.069312861658
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
247492.00000000
NS
USD
9711586.08000000
0.474375642601
Long
EC
CORP
US
N
1
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
36760.00000000
NS
USD
2079880.80000000
0.101594609048
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
30552.00000000
NS
USD
2161859.52000000
0.105598971225
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
26166.00000000
NS
USD
895923.84000000
0.043762619599
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
9083.00000000
NS
USD
1903796.80000000
0.092993546362
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding, Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
7900.00000000
NS
USD
371932.00000000
0.018167524856
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
50807.00000000
NS
USD
554304.37000000
0.027075751535
Long
EC
CORP
US
N
1
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
3032.00000000
NS
USD
1168775.36000000
0.057090423530
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
15300.00000000
NS
USD
799731.00000000
0.039063949380
Long
EC
CORP
US
N
1
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
28229.00000000
NS
USD
1786331.12000000
0.087255775315
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class B
65249B208
5435.00000000
NS
USD
86362.15000000
0.004218476782
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
5020.00000000
NS
USD
1176487.20000000
0.057467118853
Long
EC
CORP
US
N
1
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
8101.00000000
NS
USD
768217.83000000
0.037524645692
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
24722.00000000
NS
USD
4323136.14000000
0.211169469906
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
11700.00000000
NS
USD
1907568.00000000
0.093177755760
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
74335.00000000
NS
USD
3420896.70000000
0.167098356228
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
41966.00000000
NS
USD
1138537.58000000
0.055613418002
Long
EC
CORP
US
N
1
N
N
N
Dexcom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
22018.00000000
NS
USD
1641001.54000000
0.080156954140
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
42726.00000000
NS
USD
3326646.36000000
0.162494570066
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
210099.00000000
NS
USD
8229577.83000000
0.401984932150
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
6540.00000000
NS
USD
1303487.40000000
0.063670616509
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
52378.00000000
NS
USD
902472.94000000
0.044082519303
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
8113.00000000
NS
USD
1176628.39000000
0.057474015470
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
11292.00000000
NS
USD
770791.92000000
0.037650380622
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
229895.00000000
NS
USD
9802722.80000000
0.478827339755
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
63864.00000000
NS
USD
4878570.96000000
0.238300439811
Long
EC
CORP
US
N
1
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
76356.00000000
NS
USD
12725490.96000000
0.621593929337
Long
EC
CORP
US
N
1
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
42595.00000000
NS
USD
1342168.45000000
0.065560045053
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
38457.00000000
NS
USD
1292155.20000000
0.063117079773
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
31180.00000000
NS
USD
1197000.20000000
0.058469104262
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
28442.00000000
NS
USD
1919550.58000000
0.093763061192
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
163109.00000000
NS
USD
18367704.49000000
0.897195530038
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
2357.00000000
NS
USD
513401.74000000
0.025077806891
Long
EC
CORP
US
N
1
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
23022.00000000
NS
USD
678918.78000000
0.033162712031
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
4606.00000000
NS
USD
725306.82000000
0.035428598993
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
100287.00000000
NS
USD
27380356.74000000
1.337430798244
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
77591.00000000
NS
USD
5901571.46000000
0.288270291859
Long
EC
CORP
US
N
1
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
13341.00000000
NS
USD
1525409.94000000
0.074510725082
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
32414.00000000
NS
USD
4360979.56000000
0.213017983273
Long
EC
CORP
US
N
1
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
8130.00000000
NS
USD
1019014.20000000
0.049775135797
Long
EC
CORP
US
N
1
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
90152.00000000
NS
USD
6893923.44000000
0.336743075225
Long
EC
CORP
US
N
1
N
N
N
Constellation Energy Corp.
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
18487.00000000
NS
USD
1058565.62000000
0.051707078749
Long
EC
CORP
US
N
1
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
18145.00000000
NS
USD
1247831.65000000
0.060952035635
Long
EC
CORP
US
N
1
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
58832.00000000
NS
USD
1928512.96000000
0.094200840844
Long
EC
CORP
US
N
1
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
14009.00000000
NS
USD
3947596.11000000
0.192825705913
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
36606.00000000
NS
USD
6393970.02000000
0.312322169831
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
29073.00000000
NS
USD
4247274.57000000
0.207463908248
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
78965.00000000
NS
USD
2823788.40000000
0.137931788462
Long
EC
CORP
CW
N
1
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
46953.00000000
NS
USD
3762813.42000000
0.183799743872
Long
EC
CORP
US
N
1
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
49354.00000000
NS
USD
4490226.92000000
0.219331246518
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
6230.00000000
NS
USD
705173.70000000
0.034445169339
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
8714.00000000
NS
USD
1067726.42000000
0.052154550496
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
53519.00000000
NS
USD
2425481.08000000
0.118475925195
Long
EC
CORP
US
N
1
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
8170.00000000
NS
USD
626965.80000000
0.030624997998
Long
EC
CORP
US
N
1
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
10709.00000000
NS
USD
751343.44000000
0.036700393141
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
13723.00000000
NS
USD
1634683.76000000
0.079848353576
Long
EC
CORP
US
N
1
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
108695.00000000
NS
USD
15736862.10000000
0.768688452094
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
17541.00000000
NS
USD
4622404.32000000
0.225787631556
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp.
254900E47KH1NFFKNF25
Duke Realty Corp.
264411505
20400.00000000
NS
USD
1120980.00000000
0.054755794106
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
2566.00000000
NS
USD
318414.94000000
0.015553411207
Long
EC
CORP
US
N
1
N
N
N
F5, Inc.
54930015FPK9KT966303
F5, Inc.
315616102
3522.00000000
NS
USD
539006.88000000
0.026328524811
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
10740.00000000
NS
USD
767265.60000000
0.037478132721
Long
EC
CORP
IE
N
1
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
25609.00000000
NS
USD
3616759.07000000
0.176665520321
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
8255.00000000
NS
USD
865619.30000000
0.042282353088
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
11663.00000000
NS
USD
1225314.78000000
0.059852168468
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
37844.00000000
NS
USD
479861.92000000
0.023439508725
Long
EC
CORP
US
N
1
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
49584.00000000
NS
USD
1554954.24000000
0.075953856634
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
11920.00000000
NS
USD
572756.00000000
0.027977046521
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
34999.00000000
NS
USD
1013921.03000000
0.049526352975
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
71639.00000000
NS
USD
6433898.59000000
0.314272535188
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
28533.00000000
NS
USD
2737456.02000000
0.133714765835
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822V101
23854.00000000
NS
USD
4016536.52000000
0.196193194089
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
6382.00000000
NS
USD
909754.10000000
0.044438177476
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
83683.00000000
NS
USD
5287091.94000000
0.258255203204
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
13434.00000000
NS
USD
948037.38000000
0.046308176403
Long
EC
CORP
US
N
1
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class B
92556H206
31928.00000000
NS
USD
787983.04000000
0.038490104281
Long
EC
CORP
US
N
1
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc., Class A
902494103
16528.00000000
NS
USD
1422399.68000000
0.069479048703
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
8641.00000000
NS
USD
789182.53000000
0.038548695003
Long
EC
CORP
US
N
1
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
4318.00000000
NS
USD
698954.66000000
0.034141391864
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
34115.00000000
NS
USD
3243995.35000000
0.158457368968
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648402
2627.00000000
NS
USD
822566.24000000
0.040179367764
Long
EC
CORP
US
N
1
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
6157.00000000
NS
USD
350825.86000000
0.017136566716
Long
EC
CORP
US
N
1
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
61804.00000000
NS
USD
3416525.12000000
0.166884820451
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
8532.00000000
NS
USD
1476803.88000000
0.072136495913
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
2501.00000000
NS
USD
938150.11000000
0.045825219240
Long
EC
CORP
US
N
1
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
14879.00000000
NS
USD
502166.25000000
0.024528994087
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
21502.00000000
NS
USD
904804.16000000
0.044196390918
Long
EC
CORP
US
N
1
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
5258.00000000
NS
USD
514758.20000000
0.025144065026
Long
EC
CORP
IE
N
1
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
4790.00000000
NS
USD
1679996.70000000
0.082061725815
Long
EC
CORP
US
N
1
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
12706.00000000
NS
USD
1443528.66000000
0.070511122494
Long
EC
CORP
US
N
1
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
70625.00000000
NS
USD
739443.75000000
0.036119136584
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
14343.00000000
NS
USD
1296033.48000000
0.063306519639
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
216307.00000000
NS
USD
13607873.37000000
0.664695099354
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
27987.00000000
NS
USD
1555517.46000000
0.075981367882
Long
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
29697.00000000
NS
USD
5308635.72000000
0.259307538466
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
15624.00000000
NS
USD
1054620.00000000
0.051514349569
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
2856.00000000
NS
USD
839521.20000000
0.041007555866
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
10686.00000000
NS
USD
2582806.20000000
0.126160684850
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
27867.00000000
NS
USD
4326351.75000000
0.211326540754
Long
EC
CORP
US
N
1
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
64743.00000000
NS
USD
3615896.55000000
0.176623389357
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
24994.00000000
NS
USD
2058255.90000000
0.100538311369
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
44129.00000000
NS
USD
1138086.91000000
0.055591404413
Long
EC
CORP
US
N
1
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
4150.00000000
NS
USD
1254835.50000000
0.061294148223
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
11038.00000000
NS
USD
5248789.76000000
0.256384281081
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
13367.00000000
NS
USD
3038185.43000000
0.148404303254
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
6017.00000000
NS
USD
1430120.56000000
0.069856185597
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
7453.00000000
NS
USD
1447745.25000000
0.070717087573
Long
EC
CORP
US
N
1
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
53059.00000000
NS
USD
1580627.61000000
0.077207907341
Long
EC
CORP
US
N
1
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
10363.00000000
NS
USD
2248667.37000000
0.109839218831
Long
EC
CORP
US
N
1
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
40568.00000000
NS
USD
2093714.48000000
0.102270333979
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
133011.00000000
NS
USD
19125651.69000000
0.934218492827
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
16292.00000000
NS
USD
1935000.84000000
0.094517750174
Long
EC
CORP
US
N
1
N
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
84732.00000000
NS
USD
1053218.76000000
0.051445904094
Long
EC
CORP
JE
N
1
N
N
N
Penn National Gaming, Inc.
N/A
Penn National Gaming, Inc.
707569109
9710.00000000
NS
USD
295378.20000000
0.014428150281
Long
EC
CORP
US
N
1
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
73485.00000000
NS
USD
3485393.55000000
0.170248792666
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
1969.00000000
NS
USD
767338.99000000
0.037481717556
Long
EC
CORP
US
N
1
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
15781.00000000
NS
USD
1746009.84000000
0.085286227503
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
3105.00000000
NS
USD
628576.20000000
0.030703660178
Long
EC
CORP
US
N
1
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
38735.00000000
NS
USD
2432170.65000000
0.118802686348
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
12687.00000000
NS
USD
3230998.29000000
0.157822509880
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
231699.00000000
NS
USD
11758724.25000000
0.574370893314
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
18888.00000000
NS
USD
5610113.76000000
0.274033643736
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
13396.00000000
NS
USD
955670.64000000
0.046681033379
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
18007.00000000
NS
USD
521302.65000000
0.025463737596
Long
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
2886.00000000
NS
USD
789840.48000000
0.038580833466
Long
EC
CORP
US
N
1
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
100486.00000000
NS
USD
9485878.40000000
0.463350643712
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
16520.00000000
NS
USD
385081.20000000
0.018809815430
Long
EC
CORP
US
N
1
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
7041.00000000
NS
USD
3295680.87000000
0.160982018553
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
13650.00000000
NS
USD
911683.50000000
0.044532421645
Long
EC
CORP
US
N
1
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
29604.00000000
NS
USD
7202653.20000000
0.351823400630
Long
EC
CORP
US
N
1
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
18153.00000000
NS
USD
2067082.11000000
0.100969439612
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
414288.00000000
NS
USD
106401587.04000000
5.197330365003
Long
EC
CORP
US
N
1
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
11910.00000000
NS
USD
727343.70000000
0.035528093170
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
6434.00000000
NS
USD
855593.32000000
0.041792620447
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
11020.00000000
NS
USD
600700.20000000
0.029342019010
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
14787.00000000
NS
USD
448193.97000000
0.021892644597
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
11665.00000000
NS
USD
446769.50000000
0.021823064421
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
392335.00000000
NS
USD
12213388.55000000
0.596579589988
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
11938.00000000
NS
USD
1023444.74000000
0.049991551555
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
8630.00000000
NS
USD
2698342.10000000
0.131804193167
Long
EC
CORP
US
N
1
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
12463.00000000
NS
USD
813210.75000000
0.039722386119
Long
EC
CORP
US
N
1
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
41199.00000000
NS
USD
4847062.35000000
0.236761358862
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
2055.00000000
NS
USD
790291.35000000
0.038602856825
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
25154.00000000
NS
USD
1396047.00000000
0.068191816174
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
19047.00000000
NS
USD
2574202.05000000
0.125740403431
Long
EC
CORP
US
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
70346.00000000
NS
USD
7189361.20000000
0.351174134796
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
39902.00000000
NS
USD
1664312.42000000
0.081295605807
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
17611.00000000
NS
USD
1992684.65000000
0.097335394399
Long
EC
CORP
CH
N
1
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
7555.00000000
NS
USD
1190365.80000000
0.058145037963
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
32923.00000000
NS
USD
2618695.42000000
0.127913742658
Long
EC
CORP
US
N
1
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
31232.00000000
NS
USD
4041733.12000000
0.197423956316
Long
EC
CORP
US
N
1
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
13317.00000000
NS
USD
406434.84000000
0.019852863045
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
37777.00000000
NS
USD
6566020.37000000
0.320726203392
Long
EC
CORP
US
N
1
N
N
N
Boston Properties, Inc.
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
7490.00000000
NS
USD
666460.20000000
0.032554155731
Long
EC
CORP
US
N
1
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
42148.00000000
NS
USD
1575913.72000000
0.076977650967
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796P94
175000000.00000000
PA
USD
173360960.50000000
8.468052114429
Long
STIV
UST
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
7562.00000000
NS
USD
619176.56000000
0.030244521967
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
3354.00000000
NS
USD
1003650.96000000
0.049024697425
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
6602.00000000
NS
USD
482738.24000000
0.023580006491
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
82240.00000000
NS
USD
7904086.40000000
0.386085860156
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
N/A
STERIS plc
N/A
5550.00000000
NS
USD
1144132.50000000
0.055886709486
Long
EC
CORP
IE
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
4931.00000000
NS
USD
1263716.68000000
0.061727961550
Long
EC
CORP
US
N
1
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
12617.00000000
NS
USD
2120413.02000000
0.103574460511
Long
EC
CORP
US
N
1
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
13530.00000000
NS
USD
2080372.80000000
0.101618641457
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
12971.00000000
NS
USD
760230.31000000
0.037134484404
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
19237.00000000
NS
USD
1389296.14000000
0.067862061227
Long
EC
CORP
US
N
1
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
13336.00000000
NS
USD
6435686.88000000
0.314359886648
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
596.00000000
NC
USD
2242450.00000000
0.109535522929
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
S&P 500 E-Mini Index
ESU2 Index
50.00000000
3800.00000000
USD
2022-07-15
XXXX
-19342908.37000000
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
13304.00000000
NS
USD
673182.40000000
0.032882510741
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
19835.00000000
NS
USD
3981082.85000000
0.194461411314
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
20585.00000000
NS
USD
1269065.25000000
0.061989219733
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
48661.00000000
NS
USD
2865159.68000000
0.139952624953
Long
EC
CORP
US
N
1
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
77293.00000000
NS
USD
4799122.37000000
0.234419665278
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
11587.00000000
NS
USD
1117913.76000000
0.054606019439
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
97574.00000000
NS
USD
14944433.84000000
0.729981214990
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
11762.00000000
NS
USD
748180.82000000
0.036545910662
Long
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group, Inc.
549300CZ8QS1GE53O776
Jacobs Engineering Group, Inc.
469814107
6895.00000000
NS
USD
876561.35000000
0.042816832416
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
9863.00000000
NS
USD
281983.17000000
0.013773851806
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
23680.00000000
NS
USD
1191340.80000000
0.058192663165
Long
EC
CORP
US
N
1
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
7383.00000000
NS
USD
540509.43000000
0.026401918911
Long
EC
CORP
US
N
1
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
8772.00000000
NS
USD
506319.84000000
0.024731881845
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
34701.00000000
NS
USD
7401029.28000000
0.361513350310
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
12251.00000000
NS
USD
1909318.35000000
0.093263253988
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
17742.00000000
NS
USD
1785554.88000000
0.087217858815
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
29808.00000000
NS
USD
2450515.68000000
0.119698774312
Long
EC
CORP
US
N
1
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
19031.00000000
NS
USD
1567012.54000000
0.076542860713
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
14505.00000000
NS
USD
2147175.15000000
0.104881693182
Long
EC
CORP
NL
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
17895.00000000
NS
USD
802232.85000000
0.039186155649
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
51514.00000000
NS
USD
1487209.18000000
0.072644756956
Long
EC
CORP
US
N
1
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
5980.00000000
NS
USD
3534957.40000000
0.172669806392
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
2231.00000000
NS
USD
3901996.69000000
0.190598340168
Long
EC
CORP
US
N
1
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
11712.00000000
NS
USD
764090.88000000
0.037323059201
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
6016.00000000
NS
USD
567429.12000000
0.027716847815
Long
EC
CORP
US
N
1
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
3923.00000000
NS
USD
952935.93000000
0.046547452746
Long
EC
CORP
US
N
1
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
17444.00000000
NS
USD
2621309.88000000
0.128041449516
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
6271.00000000
NS
USD
1215633.35000000
0.059379265840
Long
EC
CORP
US
N
1
N
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
8222.00000000
NS
USD
1769045.52000000
0.086411436651
Long
EC
CORP
US
N
1
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
2113.00000000
NS
USD
702530.24000000
0.034316045937
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings plc
549300ZVCBHQE0XHG367
Nielsen Holdings plc
N/A
21075.00000000
NS
USD
489361.50000000
0.023903528642
Long
EC
CORP
GB
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
11891.00000000
NS
USD
1292076.06000000
0.063113214072
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
43558.00000000
NS
USD
2227120.54000000
0.108786734588
Long
EC
CORP
US
N
1
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
32434.00000000
NS
USD
3582010.96000000
0.174968201585
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
69278.00000000
NS
USD
4282073.18000000
0.209163693725
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
42591.00000000
NS
USD
4566181.11000000
0.223041332326
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
51983.00000000
NS
USD
26700028.29000000
1.304199228963
Long
EC
CORP
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
79374.00000000
NS
USD
2520918.24000000
0.123137683195
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
21749.00000000
NS
USD
11815796.72000000
0.577158675805
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
13147.00000000
NS
USD
2980556.37000000
0.145589333367
Long
EC
CORP
US
N
1
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
8626.00000000
NS
USD
2619716.20000000
0.127963604046
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
3646.00000000
NS
USD
2303396.96000000
0.112512560159
Long
EC
CORP
US
N
1
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
8018.00000000
NS
USD
972743.76000000
0.047514993167
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
10973.00000000
NS
USD
833618.81000000
0.040719245591
Long
EC
CORP
US
N
1
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
91083.00000000
NS
USD
17933331.87000000
0.875978008096
Long
EC
CORP
US
N
1
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
6954.00000000
NS
USD
1711031.70000000
0.083577672638
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
15579.00000000
NS
USD
2839272.75000000
0.138688142617
Long
EC
CORP
US
N
1
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
41242.00000000
NS
USD
10181824.96000000
0.497345100838
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
6513.00000000
NS
USD
1361086.74000000
0.066484134682
Long
EC
CORP
US
N
1
N
N
N
PVH Corp.
123WALMHY1GZXG2YDL90
PVH Corp.
693656100
4178.00000000
NS
USD
237728.20000000
0.011612157551
Long
EC
CORP
US
N
1
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
60971.00000000
NS
USD
3882023.57000000
0.189622725932
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
105345.00000000
NS
USD
1765582.20000000
0.086242266071
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
2616.00000000
NS
USD
732793.92000000
0.035794316585
Long
EC
CORP
US
N
1
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
33081.00000000
NS
USD
1830371.73000000
0.089406998863
Long
EC
CORP
US
N
1
N
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
7672.00000000
NS
USD
772647.12000000
0.037741000392
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250P103
29651.00000000
NS
USD
768257.41000000
0.037526579031
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
15691.00000000
NS
USD
1781085.41000000
0.086999541469
Long
EC
CORP
US
N
1
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
10248.00000000
NS
USD
1099507.92000000
0.053706961128
Long
EC
CORP
US
N
1
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
6374.00000000
NS
USD
2986410.22000000
0.145875272639
Long
EC
CORP
US
N
1
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
34882.00000000
NS
USD
9684987.30000000
0.473076388983
Long
EC
CORP
IE
N
1
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
13606.00000000
NS
USD
366273.52000000
0.017891128697
Long
EC
CORP
US
N
1
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
13879.00000000
NS
USD
550024.77000000
0.026866708647
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
44943.00000000
NS
USD
3586900.83000000
0.175207053941
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
72281.00000000
NS
USD
6697557.46000000
0.327151311616
Long
EC
CORP
US
N
1
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
3244.00000000
NS
USD
259390.24000000
0.012670269384
Long
EC
CORP
US
N
1
N
N
N
BorgWarner, Inc.
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
14060.00000000
NS
USD
469182.20000000
0.022917843263
Long
EC
CORP
US
N
1
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
3550.00000000
NS
USD
636195.50000000
0.031075835259
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
32409.00000000
NS
USD
1617857.28000000
0.079026441254
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
1090.00000000
NC
USD
1648625.00000000
0.080529332422
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Call
Purchased
S&P 500 E-Mini Index
ESU2 Index
50.00000000
4175.00000000
USD
2022-09-16
XXXX
-2833304.69000000
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
12423.00000000
NS
USD
2771322.84000000
0.135369036762
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
15873.00000000
NS
USD
1930950.45000000
0.094319903361
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
11194.00000000
NS
USD
1260892.16000000
0.061589994026
Long
EC
CORP
US
N
1
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
7029.00000000
NS
USD
752173.29000000
0.036740928294
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
62175.00000000
NS
USD
7942234.50000000
0.387949256032
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
21647.00000000
NS
USD
240714.64000000
0.011758034279
Long
EC
CORP
BM
N
1
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
7744.00000000
NS
USD
3300105.60000000
0.161198150513
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
7355.00000000
NS
USD
440417.40000000
0.021512787449
Long
EC
CORP
US
N
1
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
34720.00000000
NS
USD
729467.20000000
0.035631818418
Long
EC
CORP
US
N
1
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
12158.00000000
NS
USD
464070.86000000
0.022668172903
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945C103
20288.00000000
NS
USD
958202.24000000
0.046804692827
Long
EC
CORP
US
N
1
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
31820.00000000
NS
USD
2692290.20000000
0.131508579872
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
25764.00000000
NS
USD
6585020.76000000
0.321654303307
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
9819.00000000
NS
USD
1565050.41000000
0.076447017802
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073E105
8338.00000000
NS
USD
1179660.24000000
0.057622110311
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
214551.00000000
NS
USD
2387952.63000000
0.116642796967
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
13123.00000000
NS
USD
5642365.08000000
0.275609003366
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
34731.00000000
NS
USD
1027342.98000000
0.050181966395
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
24944.00000000
NS
USD
890251.36000000
0.043485539591
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Long Bond
N/A
1296.00000000
NC
USD
-2778922.08000000
-0.13574023198
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bond
2022-09-21
179658000.00000000
USD
-2778922.08000000
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
7259.00000000
NS
USD
651640.43000000
0.031830263890
Long
EC
CORP
US
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
4974.00000000
NS
USD
683925.00000000
0.033407247662
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
50962.00000000
NS
USD
7830311.30000000
0.382482214965
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
15098.00000000
NS
USD
735121.62000000
0.035908016260
Long
EC
CORP
US
N
1
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
19209.00000000
NS
USD
2744005.65000000
0.134034691429
Long
EC
CORP
US
N
1
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
54999.00000000
NS
USD
9077034.96000000
0.443380129321
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
33449.00000000
NS
USD
3066269.83000000
0.149776124004
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
7520.00000000
NS
USD
1279302.40000000
0.062489267261
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
7940.00000000
NS
USD
780105.00000000
0.038105290693
Long
EC
CORP
CH
N
1
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
18325.00000000
NS
USD
1212931.75000000
0.059247302510
Long
EC
CORP
US
N
1
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
4106.00000000
NS
USD
971767.02000000
0.047467282972
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
122416.00000000
NS
USD
3557408.96000000
0.173766483403
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
2518.00000000
NS
USD
967012.72000000
0.047235052716
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
26196.00000000
NS
USD
4502830.44000000
0.219946882610
Long
EC
CORP
US
N
1
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
5094.00000000
NS
USD
3346859.88000000
0.163481926967
Long
EC
CORP
US
N
1
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
30990.00000000
NS
USD
1291353.30000000
0.063077909876
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp.
549300XG4US7UJNECY36
A O Smith Corp.
831865209
7812.00000000
NS
USD
427160.16000000
0.020865219514
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
4852.00000000
NS
USD
1812367.56000000
0.088527560670
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
11063.00000000
NS
USD
721196.97000000
0.035227847775
Long
EC
CORP
US
N
1
N
N
2022-08-01
Nationwide Variable Insurance Trust
Lee Cummings
Lee Cummings
Treasurer