# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070723
**Filing Date:** 2023-3
**Character Count:** 84615
**Document Hash:** 0dd2919d4a54727165c3f2586823a844
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070723.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070723

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772255

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

### SA Franklin BW U.S. Large Cap Value Portfolio (Series ID: S000008079)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021963 | Class 1      |  |
| C000021964 | Class 2      |  |
| C000021965 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Franklin BW U.S. Large Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000008079

- **c. LEI of Series:** 549300W20ONT7HDNMD56

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1405130316.08

**Total Liabilities:** $45793630.81

**Net Assets:** $1359336685.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021965 | 6.37%                | -4.16%               | 4.50%                |
| Class ID C000021963 | 6.40%                | -4.13%               | 4.46%                |
| Class ID C000021964 | 6.40%                | -4.17%               | 4.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4569689.41              | $78574308.69                               |
| Month 2  | $22275962.38             | $-83425029.50                              |
| Month 3  | $12628628.25             | $43607192.80                               |

### Schedule of Portfolio Investments

| Name                                       | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Discover Financial Services                | Discover Financial Services                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     38700 | NS      | $4517451.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                   | FMC Corp                                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     15200 | NS      | $2023576.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                    | Nexstar Media Group Inc                                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      5300 | NS      | $1085281.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                     | Equitable Holdings Inc                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     58400 | NS      | $1872888.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                  | Jabil Inc                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     25400 | NS      | $1997202.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    582200 | NS      | $28335674.00  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                    | Dow Inc                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     96500 | NS      | $5727275.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                             | PDC Energy Inc                                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     13100 | NS      | $887263.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                  | United Parcel Service Inc                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    103400 | NS      | $19152782.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc            | Fidelity National Financial Inc                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     38600 | NS      | $1699558.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                          | General Motors Co                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    201300 | NS      | $7915116.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                               | Comerica Inc                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     17700 | NS      | $1297587.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                | Vistra Corp                                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     58500 | NS      | $1349010.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc | Expeditors International of Washington Inc                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     22600 | NS      | $2444190.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                     | Jones Lang LaSalle Inc                                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      7600 | NS      | $1405012.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                 | NetApp Inc                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     27500 | NS      | $1821325.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC           | Sensata Technologies Holding PLC                           | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     21700 | NS      | $1103445.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                   | Molson Coors Beverage Co                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     28341 | NS      | $1490169.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International Inc                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    213400 | NS      | $22244816.00  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                         | United Rentals Inc                                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      9400 | NS      | $4144930.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp       | International Business Machines Corp                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    114300 | NS      | $15399639.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                | Pentair PLC                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     23300 | NS      | $1290354.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                         | Valero Energy Corp                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     55900 | NS      | $7827677.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                        | Northern Trust Corp                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     28000 | NS      | $2715160.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                  | News Corp                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     12399 | NS      | $251203.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                   | United States Steel Corp                                   | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     33200 | NS      | $945868.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                              | DR Horton Inc                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     63500 | NS      | $6266815.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                          | Marathon Oil Corp                                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     99070 | NS      | $2721452.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc           | Reinsurance Group of America Inc                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      9243 | NS      | $1402810.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    250600 | NS      | $37026150.00  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc              | Universal Health Services Inc                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     14100 | NS      | $2089761.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                       | Everest Re Group Ltd                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      5500 | NS      | $1923295.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                 | Masco Corp                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     45800 | NS      | $2436560.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                          | EOG Resources Inc                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    101600 | NS      | $13436600.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                     | Arch Capital Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     53300 | NS      | $3429855.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     17800 | NS      | $1720370.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                      | Micron Technology Inc                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    140414 | NS      | $8466964.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp              | First American Financial Corp                              | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     14700 | NS      | $909489.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                  | Olin Corp                                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     19403 | NS      | $1253239.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                | Snap-on Inc                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      7700 | NS      | $1915221.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc               | Walgreens Boots Alliance Inc                               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    114400 | NS      | $4216784.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      7900 | NS      | $907236.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                  | Chubb Ltd                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     60900 | NS      | $13854141.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                          | Omnicom Group Inc                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     35600 | NS      | $3061244.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                  | Amcor PLC                                                  | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |    274100 | NS      | $3305646.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The       | PNC Financial Services Group Inc/The                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     57200 | NS      | $9462596.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                         | Capri Holdings Ltd                                         | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     17700 | NS      | $1176873.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | Prosperity Bancshares Inc                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12900 | NS      | $978594.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    624800 | NS      | $24585880.00  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                | Invesco Ltd                                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     64400 | NS      | $1192044.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                  | AGCO Corp                                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     10600 | NS      | $1464178.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                   | Fox Corp                                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     58400 | NS      | $1982096.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                             | TD SYNNEX Corp                                             | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     13500 | NS      | $1379025.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                   | PPL Corp                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    104300 | NS      | $3087280.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                | Exelon Corp                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    170100 | NS      | $7176519.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                          | Levi Strauss & Co                                          | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     13700 | NS      | $252080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                 | Nucor Corp                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     50900 | NS      | $8603118.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                  | Lear Corp                                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      8400 | NS      | $1224552.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co               | Graphic Packaging Holding Co                               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43500 | NS      | $1047915.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                  | FleetCor Technologies Inc                                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     10100 | NS      | $2108981.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                      | Truist Financial Corp                                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    188000 | NS      | $9285320.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH               | Huntington Bancshares Inc/OH                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    204400 | NS      | $3100748.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                               | Centene Corp                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     80200 | NS      | $6114448.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                      | Dell Technologies Inc                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     32700 | NS      | $1328274.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      8900 | NS      | $373355.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co              | Hewlett Packard Enterprise Co                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    226000 | NS      | $3645380.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                         | Crown Holdings Inc                                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     22800 | NS      | $2010048.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                       | Range Resources Corp                                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     33300 | NS      | $833166.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                        | Eastman Chemical Co                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     16500 | NS      | $1454805.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                  | Archer-Daniels-Midland Co                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     96500 | NS      | $7995025.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                        | Elevance Health Inc                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     43100 | NS      | $21549569.00  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                | Lennar Corp                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     45800 | NS      | $4689920.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                        | Leidos Holdings Inc                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     19347 | NS      | $1912257.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                             | CBRE Group Inc                                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     44799 | NS      | $3830762.49   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc         | Frontier Communications Parent Inc                         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34700 | NS      | $1027467.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                 | Biogen Inc                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     14900 | NS      | $4334410.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                 | Fiserv Inc                                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     71094 | NS      | $7584307.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                       | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     48200 | NS      | $3320980.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                          | State Street Corp                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     49500 | NS      | $4520835.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                             | Lowe's Cos Inc                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    127100 | NS      | $26468575.00  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                    | Darling Ingredients Inc                                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     22700 | NS      | $1504783.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                | Cummins Inc                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     20000 | NS      | $4990800.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                          | Ralph Lauren Corp                                          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      5848 | NS      | $724274.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     25500 | NS      | $1396380.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                              | Ingredion Inc                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      9300 | NS      | $956040.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     15300 | NS      | $2183310.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US              | Service Corp International/US                              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     30500 | NS      | $2261575.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                      | Applied Materials Inc                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    119600 | NS      | $13334204.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                  | Occidental Petroleum Corp                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    128800 | NS      | $8344952.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                | Moderna Inc                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     54400 | NS      | $9577664.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                 | Kellogg Co                                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     43100 | NS      | $2955798.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc          | Huntington Ingalls Industries Inc                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      5700 | NS      | $1257078.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Goldcorp Corp.                     | Newmont Goldcorp Corp.                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     47747 | NS      | $2527248.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     22900 | NS      | $1217364.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     15994 | NS      | $1192352.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                            | Best Buy Co Inc                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     31400 | NS      | $2785808.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88833 | NS      | $15458718.66  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                        | Williams-Sonoma Inc                                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      9400 | NS      | $1268436.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    132000 | NS      | $2533080.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                               | Entergy Corp                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     25400 | NS      | $2750312.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                          | UWM Holdings Corp                                          | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11700 | NS      | $53586.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                 | Cigna Corp                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     45700 | NS      | $14471819.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                              | Sempra Energy                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     44500 | NS      | $7134685.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   9709771 | NS      | $9709771.13   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                           | W R Berkley Corp                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     37625 | NS      | $2639017.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    180345 | NS      | $15910035.90  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                  | Dick's Sporting Goods Inc                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      8500 | NS      | $1111460.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc              | Principal Financial Group Inc                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     35600 | NS      | $3294780.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                         | BOK Financial Corp                                         | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      9500 | NS      | $954750.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                              | Huntsman Corp                                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     12696 | NS      | $402336.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                 | PACCAR Inc                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     49232 | NS      | $5381549.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    543600 | NS      | $63063036.00  | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                | Corning Inc                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    119900 | NS      | $4149739.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                         | Steel Dynamics Inc                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     35600 | NS      | $4294784.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                          | Brunswick Corp/DE                                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     12700 | NS      | $1070991.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH            | American Financial Group Inc/OH                            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     10100 | NS      | $1440159.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                           | Carlisle Cos Inc                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      7300 | NS      | $1831278.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                           | Skechers USA Inc                                           | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     18600 | NS      | $895590.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                | Markel Corp                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      1530 | NS      | $2155739.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                            | OGE Energy Corp                                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     28378 | NS      | $1115822.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                   | AT&T Inc                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   1010000 | NS      | $20573700.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                  | Amgen Inc                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     75600 | NS      | $19081440.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1168400 | NS      | $41454832.00  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                          | DXC Technology Co                                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     32600 | NS      | $936598.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     28200 | NS      | $1185246.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                        | Alliant Energy Corp                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     33000 | NS      | $1782990.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc   | Knight-Swift Transportation Holdings Inc                   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22100 | NS      | $1306110.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     31400 | NS      | $1967210.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands Inc                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     67563 | NS      | $2512667.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc                             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     18100 | NS      | $1167631.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                             | BorgWarner Inc                                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     33200 | NS      | $1569696.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                             | AutoNation Inc                                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $1609344.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                      | East West Bancorp Inc                                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19300 | NS      | $1515436.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc            | Pinnacle Financial Partners Inc                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      4600 | NS      | $362158.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                 | FedEx Corp                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     35800 | NS      | $6940188.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     62100 | NS      | $2280933.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    683300 | NS      | $9231383.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     18200 | NS      | $5933200.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                          | Kinder Morgan Inc                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    318500 | NS      | $5828550.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                  | Cincinnati Financial Corp                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     21500 | NS      | $2432725.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                | Goldman Sachs Group Inc/The                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     48000 | NS      | $17558880.00  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                       | Freeport-McMoRan Inc                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    196340 | NS      | $8760690.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     34300 | NS      | $810509.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                     | International Paper Co                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     48700 | NS      | $2036634.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                   | APA Corp                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     45700 | NS      | $2025881.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                | MetLife Inc                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    122000 | NS      | $8908440.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                  | Aflac Inc                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     93800 | NS      | $6894300.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                          | Eversource Energy                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     43100 | NS      | $3548423.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                           | Duke Energy Corp                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    105600 | NS      | $10818720.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                 | Pfizer Inc                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    795500 | NS      | $35129280.00  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     31200 | NS      | $1435512.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                         | Voya Financial Inc                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     18900 | NS      | $1318653.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                             | Globe Life Inc                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     10600 | NS      | $1281010.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                          | Allstate Corp/The                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     40600 | NS      | $5215882.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                        | Landstar System Inc                                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4900 | NS      | $846867.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                 | Dover Corp                                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     17200 | NS      | $2611476.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                        | Cardinal Health Inc                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     37107 | NS      | $2866515.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                     | AmerisourceBergen Corp                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     35500 | NS      | $5998080.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                           | Boyd Gaming Corp                                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     14794 | NS      | $921814.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                | Penske Automotive Group Inc                                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     10800 | NS      | $1380456.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                        | Carrier Global Corp                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    102867 | NS      | $4683534.51   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                          | Devon Energy Corp                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     92600 | NS      | $5856024.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV               | LyondellBasell Industries NV                               | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     46143 | NS      | $4461566.67   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                     | Skyworks Solutions Inc                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     22700 | NS      | $2489509.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                           | Altria Group Inc                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    248900 | NS      | $11210456.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     53400 | NS      | $3148464.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                            | Concentrix Corp                                            | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $1035213.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                             | PulteGroup Inc                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45800 | NS      | $2605562.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings        | Laboratory Corp of America Holdings                        | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     15300 | NS      | $3857436.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The           | Bank of New York Mellon Corp/The                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    119300 | NS      | $6033001.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    239500 | NS      | $23310535.00  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co               | Pioneer Natural Resources Co                               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     33700 | NS      | $7762795.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     26900 | NS      | $2278430.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    158900 | NS      | $21167069.00  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                | Textron Inc                                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     38200 | NS      | $2782870.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                   | UGI Corp                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     29700 | NS      | $1182951.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                          | Lam Research Corp                                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     19300 | NS      | $9651930.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                         | Sonoco Products Co                                         | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     13500 | NS      | $824985.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                   | Ameriprise Financial Inc                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     15300 | NS      | $5356836.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                         | HCA Healthcare Inc                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     58400 | NS      | $14896088.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                   | Bio-Rad Laboratories Inc                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      3500 | NS      | $1636110.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                   | KLA Corp                                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     18100 | NS      | $7103888.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The  | Hartford Financial Services Group Inc/The                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     48200 | NS      | $3740802.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                     | Diamondback Energy Inc                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     25800 | NS      | $3769896.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                    | NVR Inc                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       510 | NS      | $2687700.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                              | McKesson Corp                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     28000 | NS      | $10603040.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                          | U-Haul Holding Co                                          | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     24900 | NS      | $1538571.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                     | CACI International Inc                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      2500 | NS      | $770225.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    132400 | NS      | $3116696.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                               | Tapestry Inc                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     33100 | NS      | $1508367.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    101700 | NS      | $4538871.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv Inc                                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35200 | NS      | $1732896.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                     | Berry Global Group Inc                                     | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     17300 | NS      | $1067929.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                 | Commerce Bancshares Inc/MO                                 | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15987 | NS      | $1064094.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                          | U-Haul Holding Co                                          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      2600 | NS      | $174278.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc              | Regeneron Pharmaceuticals Inc                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     14300 | NS      | $10846121.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                   | Builders FirstSource Inc                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     20900 | NS      | $1665730.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc              | Jefferies Financial Group Inc                              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     35500 | NS      | $1394440.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                   | Prudential Financial Inc                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     53400 | NS      | $5603796.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     20700 | NS      | $952821.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     97300 | NS      | $3531017.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 1000 Value ETF             | iShares Russell 1000 Value ETF                             | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |    149100 | NS      | $23773995.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The           | Interpublic Group of Cos Inc/The                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     55100 | NS      | $2008946.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                      | Travelers Cos Inc/The                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     63600 | NS      | $12155232.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                         | Kraft Heinz Co/The                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    173600 | NS      | $7036008.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                     | T Rowe Price Group Inc                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     30800 | NS      | $3587276.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    310000 | NS      | $33297100.00  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                      | Quest Diagnostics Inc                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     22900 | NS      | $3400192.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                               | Oshkosh Corp                                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      8300 | NS      | $836474.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp                                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     10200 | NS      | $1587018.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                        | Global Payments Inc                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      7600 | NS      | $856672.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                           | Henry Schein Inc                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     17700 | NS      | $1524855.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    415700 | NS      | $58181372.00  | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                     | HP Inc                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    225500 | NS      | $6571070.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                              | TopBuild Corp                                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       800 | NS      | $160048.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                 | Loews Corp                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     35600 | NS      | $2188688.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co               | Reliance Steel & Aluminum Co                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     10200 | NS      | $2319990.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                  | ONEOK Inc                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     55900 | NS      | $3828032.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                | Hologic Inc                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     31200 | NS      | $2538744.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                      | Mohawk Industries Inc                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      9000 | NS      | $1080540.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp            | Old Republic International Corp                            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     43100 | NS      | $1137409.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    301300 | NS      | $21889445.00  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                        | American Express Co                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    104100 | NS      | $18210213.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                  | CH Robinson Worldwide Inc                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     16700 | NS      | $1672839.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                 | RenaissanceRe Holdings Ltd                                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      6300 | NS      | $1232847.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                       | National Fuel Gas Co                                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     10200 | NS      | $592212.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc        | Public Service Enterprise Group Inc                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     91500 | NS      | $5666595.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                      | Arrow Electronics Inc                                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     12700 | NS      | $1492123.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                        | Gilead Sciences Inc                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    177700 | NS      | $14916138.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                         | SEI Investments Co                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     20400 | NS      | $1273572.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    176600 | NS      | $21522242.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer