# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013494
**Filing Date:** 2023-2
**Character Count:** 128496
**Document Hash:** 6948db7cbd1d41ad226018cb261e0791
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013494.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013494

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683220

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/Morningstar U.S. Sustainability Index Fund (Series ID: S000056619)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000179076 | JNL/Morningstar U.S. Sustainability Index Fund (A) |  |
| C000192222 | JNL/Morningstar U.S. Sustainability Index Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/Morningstar U.S. Sustainability Index Fund

- **b. EDGAR series identifier (if any):** S000056619

- **c. LEI of Series:** 549300JCIESTD3XFQI76

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $229182251.82

**Total Liabilities:** $426287.50

**Net Assets:** $228755964.32

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179076 | 8.58%                | 6.79%                | -5.55%               |
| Class ID C000192222 | 8.64%                | 6.81%                | -5.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $109880.09               | $18467895.77                               |
| Month 2  | $295502.94               | $15349027.37                               |
| Month 3  | $-203028.89              | $-13754419.02                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                | JNL Securities Lending Collateral Fund                | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     65992 | NS      | $65991.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                           | FUTURE - CASH SETTLED                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         5 | NC      | $-26980.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc.                                | Dell Technologies Inc.                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      3473 | NS      | $139684.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      4164 | NS      | $126460.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1899 | NS      | $54026.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                        | GameStop Corp.                                        | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      3528 | NS      | $65126.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Netflix, Inc.                                         | Netflix, Inc.                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5936 | NS      | $1750407.68   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      5331 | NS      | $97024.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1210 | NS      | $22312.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA Corporation                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     33158 | NS      | $4845710.12   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                             | Flex Ltd.                                             | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      5773 | NS      | $123888.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                             | CDW Corp.                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1778 | NS      | $317515.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.        | Charles River Laboratories International, Inc.        | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       666 | NS      | $145121.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | Colgate-Palmolive Company                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     11141 | NS      | $877799.39    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                           | Discover Financial Services                           | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3665 | NS      | $358546.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      8979 | NS      | $294600.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | Halliburton Company                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     12030 | NS      | $473380.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.           | The Hartford Financial Services Group, Inc.           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      4174 | NS      | $316514.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | Lam Research Corporation                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1819 | NS      | $764525.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                             | Lamar Advertising Company                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1217 | NS      | $114884.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229409<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |       902 | NS      | $35457.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                       | Old Dominion Freight Line, Inc.                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1192 | NS      | $338265.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                              | Roper Technologies, Inc.                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1415 | NS      | $611407.35    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                     | Ross Stores, Inc.                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      4620 | NS      | $536243.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                               | SEI Investments Company                               | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1425 | NS      | $83077.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                           | Southwestern Energy Company                           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     11891 | NS      | $69562.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | Zebra Technologies Corporation                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       700 | NS      | $179487.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC Incorporated                                    | AFLAC Incorporated                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      7548 | NS      | $543003.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                 | Alexandria Real Estate Equities, Inc.                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      2015 | NS      | $293525.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                                | Align Technology, Inc.                                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       984 | NS      | $207525.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                              | The Allstate Corporation                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3538 | NS      | $479752.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                                | U-Haul Holding Company                                | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       119 | NS      | $7162.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadence Design Systems, Inc.                          | Cadence Design Systems, Inc.                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3659 | NS      | $587781.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      1366 | NS      | $152828.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                 | Campbell Soup Company                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2771 | NS      | $157254.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                            | EastGroup Properties, Inc.                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       594 | NS      | $87947.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | Eastman Chemical Company                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1659 | NS      | $135108.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | eBay Inc.                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      7190 | NS      | $298169.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | Electronic Arts Inc.                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      3465 | NS      | $423353.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      7888 | NS      | $757721.28    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME Group Inc.                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      4784 | NS      | $804477.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                          | Chipotle Mexican Grill, Inc.                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       367 | NS      | $509208.83    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                             | Church & Dwight Co., Inc.                             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      3282 | NS      | $264562.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | Cintas Corporation                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1151 | NS      | $519814.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | The Clorox Company                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1602 | NS      | $224808.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                          | Copart, Inc.                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      5800 | NS      | $353162.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | Costco Wholesale Corporation                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      5904 | NS      | $2695176.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                           | Healthpeak Properties, Inc.                           | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      7312 | NS      | $183311.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                     | Service Corporation International                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2057 | NS      | $142220.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                                  | Dentsply Sirona Inc.                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2707 | NS      | $86190.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                                      | Five Below, Inc.                                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       749 | NS      | $132475.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                             | MarketAxess Holdings Inc.                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       501 | NS      | $139723.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.               | Mid-America Apartment Communities, Inc.               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1545 | NS      | $242549.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | Molson Coors Beverage Company                         | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2588 | NS      | $133333.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                             | NVR, Inc.                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        41 | NS      | $189115.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                             | O'Reilly Automotive, Inc.                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       835 | NS      | $704765.05    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                     | Crown Castle Inc.                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      5777 | NS      | $783592.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                     | D.R. Horton, Inc.                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      4226 | NS      | $376705.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | Global Payments Inc.                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3663 | NS      | $363809.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                              | Kimco Realty Corporation                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      8356 | NS      | $176980.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                        | Marathon Petroleum Corporation                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      6252 | NS      | $727670.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nov Inc.                                              | Nov Inc.                                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      5356 | NS      | $111886.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                      | Tetra Tech, Inc.                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       677 | NS      | $98293.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                            | TransUnion                                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      2622 | NS      | $148798.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                     | Dollar Tree, Inc.                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2775 | NS      | $392496.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                   | Expedia Group, Inc.                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2042 | NS      | $178879.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                              | Extra Space Storage Inc.                              | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      1775 | NS      | $261244.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                         | FactSet Research Systems Inc.                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       497 | NS      | $199401.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                        | Hilton Worldwide Holdings Inc.                        | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |      3558 | NS      | $449588.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                     | Match Group, Inc.                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      3825 | NS      | $158699.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | McKesson Corporation                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1891 | NS      | $709351.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre S.R.L                                    | MercadoLibre S.R.L                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       625 | NS      | $528900.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                       | Principal Financial Group, Inc.                       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2946 | NS      | $247228.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                         | ProLogis Inc.                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     12313 | NS      | $1388058.58   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | Public Storage                                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      2104 | NS      | $589519.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                             | Rockwell Automation, Inc.                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1520 | NS      | $391506.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | Starbucks Corporation                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     15312 | NS      | $1518950.40   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | State Street Corporation                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      4826 | NS      | $374352.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital Corporation                             | Store Capital Corporation                             | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      3468 | NS      | $111184.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | Sysco Corporation                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      6760 | NS      | $516802.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                               | The TJX Companies, Inc.                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     15370 | NS      | $1223452.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                            | Iron Mountain Incorporated                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      3941 | NS      | $196458.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                       | Jones Lang LaSalle Incorporated                       | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       598 | NS      | $95303.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                        | Performance Food Group Company                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2122 | NS      | $123903.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                                | US Foods Holding Corp.                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2687 | NS      | $91411.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                          | VMware, Inc.                                          | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |      2773 | NS      | $340413.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | Waters Corporation                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       800 | NS      | $274064.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                          | Watsco, Inc.                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       455 | NS      | $113477.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                    | West Pharmaceutical Services, Inc.                    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       972 | NS      | $228760.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                    | Best Buy Co., Inc.                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2584 | NS      | $207262.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                    | Bruker Corporation                                    | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      1311 | NS      | $89606.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                          | Charter Communications, Inc.                          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1433 | NS      | $485930.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                 | Cheniere Energy, Inc.                                 | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      3285 | NS      | $492618.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                   | Cisco Systems, Inc.                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     54817 | NS      | $2611481.88   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                                  | Crown Holdings, Inc.                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1539 | NS      | $126521.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | Cummins Inc.                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1881 | NS      | $455747.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE Energy Company                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2541 | NS      | $298643.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                               | The Walt Disney Company                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     24318 | NS      | $2112747.84   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | Fastenal Company                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      7542 | NS      | $356887.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                         | Reliance Steel & Aluminum Co.                         | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       771 | NS      | $156081.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                                  | Repligen Corporation                                  | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       665 | NS      | $112591.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                    | Roblox Corporation                                    | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4944 | NS      | $140706.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                          | Linde Public Limited Company                          | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |      6595 | NS      | $2151157.10   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                          | Airbnb, Inc.                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      5287 | NS      | $452038.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                      | Air Products and Chemicals, Inc.                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2959 | NS      | $912141.34    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | American Express Company                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      7974 | NS      | $1178158.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | Amgen Inc.                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      7083 | NS      | $1860279.12   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                           | AvalonBay Communities, Inc.                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1902 | NS      | $307211.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | Avery Dennison Corporation                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1103 | NS      | $199643.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                               | Avis Budget Group, Inc.                               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       330 | NS      | $54096.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS Health Corporation                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     17528 | NS      | $1633434.32   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                       | Carlisle Companies Incorporated                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       501 | NS      | $118060.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                          | CarMax, Inc.                                          | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      2008 | NS      | $122267.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | Carnival Corporation                                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     13531 | NS      | $109059.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Realty Investment Trust                       | Federal Realty Investment Trust                       | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      1022 | NS      | $103262.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                      | The Toro Company                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1338 | NS      | $151461.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                 | American Homes 4 Rent                                 | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      4185 | NS      | $126135.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                           | ANSYS, Inc.                                           | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      1173 | NS      | $283385.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANGRID, Inc.                                        | AVANGRID, Inc.                                        | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      1005 | NS      | $43194.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                         | Avantor, Inc.                                         | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |      9192 | NS      | $193859.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | Baker Hughes Company                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13292 | NS      | $392512.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | Centene Corporation                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      7554 | NS      | $619503.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                            | Constellation Brands, Inc.                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      2165 | NS      | $501738.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                    | Equity Residential                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      4637 | NS      | $273583.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | Berkshire Hathaway Inc.                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     24002 | NS      | $7414217.80   | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | Brown-Forman Corporation                              | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       713 | NS      | $46886.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | Brown-Forman Corporation                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2384 | NS      | $156581.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                               | Burlington Stores, Inc.                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       895 | NS      | $181470.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                                  | The Home Depot, Inc.                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     13627 | NS      | $4304224.22   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | Omnicom Group Inc.                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2734 | NS      | $223012.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                           | ONEOK, Inc.                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      6052 | NS      | $397616.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                         | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1288 | NS      | $109866.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group, Inc.                | The PNC Financial Services Group, Inc.                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      5380 | NS      | $849717.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                              | Palo Alto Networks, Inc.                              | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4007 | NS      | $559136.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                         | Paychex, Inc.                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      4235 | NS      | $489396.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | Phillips 66                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      6305 | NS      | $656224.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                           | Regency Centers Corporation                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1984 | NS      | $124000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | Comcast Corporation                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     57546 | NS      | $2012383.62   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                            | The Cooper Companies, Inc.                            | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       668 | NS      | $220887.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | Danaher Corporation                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      8704 | NS      | $2310215.68   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                              | Darden Restaurants, Inc.                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1663 | NS      | $230042.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                           | Deckers Outdoor Corporation                           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       353 | NS      | $140903.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                       | Deere & Company                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3643 | NS      | $1561972.68   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                            | Digital Realty Trust, Inc.                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      3806 | NS      | $381627.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                        | The Kroger Co.                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      8592 | NS      | $383031.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | Liberty Broadband Corporation                         | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       207 | NS      | $15700.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                         | Liberty Broadband Corporation                         | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1533 | NS      | $116921.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                          | Marriott International, Inc.                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3589 | NS      | $534366.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                            | NIKE, Inc.                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     16803 | NS      | $1966119.03   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | Eversource Energy                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      4609 | NS      | $386418.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings, Inc.                                 | Paypal Holdings, Inc.                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     15207 | NS      | $1083042.54   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | Regions Financial Corporation                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     12573 | NS      | $271073.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                       | S&P Global Inc.                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4442 | NS      | $1487803.48   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                        | SBA Communications Corporation                        | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1430 | NS      | $400843.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                           | Twilio Inc.                                           | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2291 | NS      | $112167.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | Valero Energy Corporation                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      5143 | NS      | $652440.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                          | Ventas, Inc.                                          | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      5430 | NS      | $244621.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | Verizon Communications Inc.                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     56023 | NS      | $2207306.20   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                | Verisk Analytics, Inc.                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      2086 | NS      | $368012.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | Hess Corporation                                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      3697 | NS      | $524308.54    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                     | Life Storage Inc.                                     | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       187 | NS      | $18419.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI Inc.                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1067 | NS      | $496336.39    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | Quest Diagnostics Incorporated                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1545 | NS      | $241699.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                           | Range Resources Corporation                           | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      3294 | NS      | $82415.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                     | Ulta Beauty, Inc.                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       699 | NS      | $327879.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UnitedHealth Group Incorporated                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     12464 | NS      | $6608163.52   | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                            | Unum Group                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2550 | NS      | $104626.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                          | Floor & Decor Holdings, Inc.                          | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      1470 | NS      | $102356.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                              | Franklin Resources, Inc.                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      3884 | NS      | $102459.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                   | General Mills, Inc.                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      7910 | NS      | $663253.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                 | Genuine Parts Company                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1910 | NS      | $331404.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                 | Gilead Sciences, Inc.                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     16731 | NS      | $1436356.35   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corporation                               | HF Sinclair Corporation                               | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |      1834 | NS      | $95166.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | International Business Machines Corporation           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     12060 | NS      | $1699133.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                            | Kimberly-Clark Corporation                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      4502 | NS      | $611146.50    | 0.27%             |  |  |  | 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        |      2133 | NS      | $111790.53    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ Corporation                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3302 | NS      | $176359.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229607<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      2171 | NS      | $84951.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229870<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |       344 | NS      | $18379.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                     | Yum! Brands, Inc.                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      3758 | NS      | $481324.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                         | Equinix, Inc.                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1234 | NS      | $808307.02    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Canada ULC                                    | Ovintiv Canada ULC                                    | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |      3212 | NS      | $162880.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                         | Penske Automotive Group, Inc.                         | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       293 | NS      | $33674.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                        | Texas Pacific Land Corporation                        | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |        83 | NS      | $194571.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                    | Zillow Group, Inc.                                    | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      2290 | NS      | $73760.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | Eaton Corporation Public Limited Company              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      5305 | NS      | $832619.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group, Ltd.                                | Everest Re Group, Ltd.                                | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       509 | NS      | $168616.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | Invesco Ltd.                                          | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      6201 | NS      | $111555.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals Public Limited Company           | Jazz Pharmaceuticals Public Limited Company           | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       800 | NS      | $127448.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group, Inc.                               | The Carlyle Group, Inc.                               | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      2997 | NS      | $89430.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FedEx Corporation                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3159 | NS      | $547138.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                 | Las Vegas Sands Corp.                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      4385 | NS      | $210786.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                      | Lear Corporation                                      | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       815 | NS      | $101076.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | Lennar Corporation                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      3349 | NS      | $303084.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | Lennar Corporation                                    | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       235 | NS      | $17573.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                      | Salesforce, Inc.                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     13339 | NS      | $1768618.01   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                    | Henry Schein, Inc.                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1805 | NS      | $144165.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                  | Schlumberger Limited                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     18915 | NS      | $1011195.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                | Sealed Air Corporation                                | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1900 | NS      | $94772.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                         | Sempra Energy                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      4193 | NS      | $647986.22    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                            | Simon Property Group, Inc.                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      4361 | NS      | $512330.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                        | Synopsys, Inc.                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      2040 | NS      | $651351.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | Paramount Global                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      6982 | NS      | $117856.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Visa Inc.                                             | Visa Inc.                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     21810 | NS      | $4531245.60   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                       | W.P. Carey Inc.                                       | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      2716 | NS      | $212255.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                | Waste Management, Inc.                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4983 | NS      | $781733.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                      | Welltower OP LLC                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      6263 | NS      | $410539.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                      | CBRE Group, Inc.                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      4252 | NS      | $327233.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                 | Cardinal Health, Inc.                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      3447 | NS      | $264970.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                    | IQVIA Holdings Inc                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2478 | NS      | $507717.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                           | United Parcel Service, Inc.                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      9735 | NS      | $1692332.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                  | United Rentals, Inc.                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       921 | NS      | $327341.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | V.F. Corporation                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      4428 | NS      | $122257.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                                    | Veeva Systems Inc.                                    | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      1867 | NS      | $301296.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                      | AGCO Corporation                                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       844 | NS      | $117054.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                            | American Tower Corporation                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      6211 | NS      | $1315862.46   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                               | Bath & Body Works, Inc.                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3012 | NS      | $126925.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                          | BioMarin Pharmaceutical Inc.                          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      2525 | NS      | $261312.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | Biogen Inc.                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1921 | NS      | $531963.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                | Bio-Techne Corporation                                | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      2116 | NS      | $175374.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS Energy Corporation                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      3898 | NS      | $246860.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                              | CenterPoint Energy, Inc.                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      8217 | NS      | $246427.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                                    | Cognex Corporation                                    | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      2236 | NS      | $105337.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                             | Consolidated Edison, Inc.                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      4728 | NS      | $450625.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                 | Delta Air Lines, Inc.                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      8450 | NS      | $277667.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.          | Expeditors International of Washington, Inc.          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2112 | NS      | $219479.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                          | Hasbro, Inc.                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1821 | NS      | $111099.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                    | Hewlett Packard Enterprise Company                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     16987 | NS      | $271112.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                           | Host Hotels & Resorts, Inc.                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      9495 | NS      | $152394.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                          | Lincoln National Corporation                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2105 | NS      | $64665.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                      | Marsh & Mclennan Companies, Inc.                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      6616 | NS      | $1094815.68   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                | McDonald's Corporation                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      9770 | NS      | $2574688.10   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | Microsoft Corporation                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     95702 | NS      | $22951253.64  | 10.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                              | Motorola Solutions, Inc.                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2230 | NS      | $574693.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | Newmont Corporation                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     10506 | NS      | $495883.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | Pool Corporation                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       519 | NS      | $156909.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                             | T. Rowe Price Group, Inc.                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      2981 | NS      | $325107.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                    | T-Mobile USA, Inc.                                    | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |      7966 | NS      | $1115240.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                   | Take-Two Interactive Software, Inc.                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2081 | NS      | $216694.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                        | Tapestry, Inc.                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      3112 | NS      | $118504.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                 | Whirlpool Corporation                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       707 | NS      | $100012.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                 | Williams-Sonoma, Inc.                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       847 | NS      | $97337.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                                         | Amcor Pty Ltd                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     20031 | NS      | $238569.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                            | AON Public Limited Company                            | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      2759 | NS      | $828086.26    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                 | Elevance Health, Inc.                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3186 | NS      | $1634322.42   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                      | Ball Corporation                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      4069 | NS      | $208088.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                            | Bio-Rad Laboratories, Inc.                            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       280 | NS      | $117737.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation               | Booz Allen Hamilton Holding Corporation               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1707 | NS      | $178415.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                       | BorgWarner Inc.                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3206 | NS      | $129041.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                               | Boston Properties, Inc.                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      1915 | NS      | $129415.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | Bristol-Myers Squibb Company                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     28362 | NS      | $2040645.90   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                   | J. B. Hunt Transport Services, Inc.                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1133 | NS      | $197549.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                     | PerkinElmer, Inc.                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1649 | NS      | $231222.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                             | Realty Income Corporation                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      8366 | NS      | $530655.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                               | Republic Services, Inc.                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      2725 | NS      | $351497.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | ResMed Inc.                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1940 | NS      | $403772.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                         | Rollins, Inc.                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      3169 | NS      | $115795.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                         | AmerisourceBergen Corporation                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2193 | NS      | $363402.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                       | Globe Life Inc.                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      1233 | NS      | $148638.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Intercontinental Exchange, Inc.                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      7451 | NS      | $764398.09    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                             | UDR, Inc.                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      3922 | NS      | $151899.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                             | Union Pacific Corporation                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8201 | NS      | $1698181.07   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                        | Walgreens Boots Alliance, Inc.                        | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      9575 | NS      | $357722.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                          | Trimble Inc.                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      3186 | NS      | $161084.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                  | Weyerhaeuser Company                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      9666 | NS      | $299646.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                          | The Williams Companies, Inc.                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     16247 | NS      | $534526.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company             | Trane Technologies Public Limited Company             | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      3072 | NS      | $516372.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | Willis Towers Watson Public Limited Company           | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1441 | NS      | $352439.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                  | TE Connectivity Ltd.                                  | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      4229 | NS      | $485489.20    | 0.21%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LyondellBasell Industries N.V.                        | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      3444 | NS      | $285955.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | Royal Caribbean Cruises Ltd.                          | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      2951 | NS      | $145867.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | Dollar General Corporation                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3009 | NS      | $740966.25    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings            | Laboratory Corporation of America Holdings            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      1202 | NS      | $283046.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                         | MetLife, Inc.                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      8792 | NS      | $636277.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | Truist Financial Corporation                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     17698 | NS      | $761544.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | Western Digital Corporation                           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      4306 | NS      | $135854.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | Zoetis Inc.                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      6217 | NS      | $911101.35    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | Johnson Controls International Public Limited Company | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      9142 | NS      | $585088.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                       | Medtronic, Inc.                                       | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |     17730 | NS      | $1377975.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3544 | NS      | $330052.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                            | Alliant Energy Corporation                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      3406 | NS      | $188045.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | Apple Inc.                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     85960 | NS      | $11168782.80  | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                               | Applied Materials, Inc.                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     11476 | NS      | $1117532.88   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                      | AptarGroup, Inc.                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       909 | NS      | $99971.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                       | Automatic Data Processing, Inc.                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5534 | NS      | $1321851.24   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                        | AutoZone, Inc.                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       253 | NS      | $623943.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                     | Cigna Corporation                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4078 | NS      | $1351204.52   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX Corporation                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     28045 | NS      | $868834.10    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | Humana Inc.                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1689 | NS      | $865088.91    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                  | PPG Industries, Inc.                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      3178 | NS      | $399601.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                      | Packaging Corporation of America                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1204 | NS      | $154003.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                         | PepsiCo, Inc.                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     18390 | NS      | $3322337.40   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                            | Prudential Financial, Inc.                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4909 | NS      | $488249.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                      | PulteGroup, Inc.                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2903 | NS      | $132173.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                        | Robert Half International Inc.                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1422 | NS      | $104986.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                             | Liberty Media Corporation                             | CUSIP: 531229854<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |      2679 | NS      | $160150.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                           | Keysight Technologies, Inc.                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      2418 | NS      | $413647.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | Loews Corporation                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      2673 | NS      | $155916.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                | Lowe`s Companies, Inc.                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      8280 | NS      | $1649707.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                   | Kinder Morgan, Inc.                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     26317 | NS      | $475811.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | Target Corporation                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6140 | NS      | $915105.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Canada Inc.                       | Lululemon Athletica Canada Inc.                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      1563 | NS      | $500753.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                               | Lumen Technologies Inc.                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     13173 | NS      | $68763.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                       | Allegion Public Limited Company                       | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      1159 | NS      | $121996.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | Accenture Public Limited Company                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      8405 | NS      | $2242790.20   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | Masco Corporation                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2903 | NS      | $135483.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | Mettler-Toledo International Inc.                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       297 | NS      | $429298.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company    | Seagate Technology Holdings Public Limited Company    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      2560 | NS      | $134681.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                   | Moody's Corporation                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2096 | NS      | $583987.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     17585 | NS      | $1495076.70   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                                | Murphy Oil Corporation                                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1992 | NS      | $85675.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                       | Murphy USA Inc.                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       283 | NS      | $79109.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                          | Nasdaq, Inc.                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      4580 | NS      | $280983.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                           | DaVita Inc.                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       668 | NS      | $49879.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc.                               | Sirius XM Holdings Inc.                               | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      9672 | NS      | $56484.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Snap Inc.                                             | Snap Inc.                                             | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     12805 | NS      | $114604.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                   | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6010 | NS      | $197488.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | Targa Resources Corp.                                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2931 | NS      | $215428.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | Vertex Pharmaceuticals Incorporated                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3424 | NS      | $988782.72    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                      | WestRock Company                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3524 | NS      | $123903.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                         | Workday, Inc.                                         | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2674 | NS      | $447440.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | Xcel Energy Inc.                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      7296 | NS      | $511522.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | Xylem Inc.                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      2352 | NS      | $260060.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                                    | Zillow Group, Inc.                                    | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       869 | NS      | $27121.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | Illinois Tool Works Inc.                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      3729 | NS      | $821498.70    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                        | Illumina, Inc.                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2098 | NS      | $424215.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.               | International Flavors & Fragrances Inc.               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      3346 | NS      | $350794.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.              | The Interpublic Group of Companies, Inc.              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      5259 | NS      | $175177.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | Carrier Global Corporation                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     11126 | NS      | $458947.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                    | Chemed Corporation                                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       191 | NS      | $97492.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                            | Essex Property Trust, Inc.                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       839 | NS      | $177800.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                    | Huntington Bancshares Incorporated                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     19522 | NS      | $275260.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                          | Norfolk Southern Corporation                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3088 | NS      | $760944.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                                       | Pinterest, Inc.                                       | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7891 | NS      | $191593.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                       | Regeneron Pharmaceuticals, Inc.                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1428 | NS      | $1030287.72   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | Thermo Fisher Scientific Inc.                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5232 | NS      | $2881210.08   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | Tractor Supply Company                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1458 | NS      | $328006.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                       | BlackRock, Inc.                                       | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1991 | NS      | $1410882.33   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                           | Brixmor Property Group Inc.                           | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      4089 | NS      | $92697.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                         | C.H. Robinson Worldwide, Inc.                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1548 | NS      | $141734.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                      | Edwards Lifesciences Corporation                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      8247 | NS      | $615308.67    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                            | ETSY, Inc.                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1641 | NS      | $196558.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | Exelon Corporation                                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     13256 | NS      | $573056.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                              | HP, Inc.                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     11808 | NS      | $317280.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                         | The Travelers Companies, Inc.                         | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |      3114 | NS      | $583843.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                             | AT&T Inc.                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     95071 | NS      | $1750257.11   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | Adobe Inc.                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6173 | NS      | $2077399.69   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                              | Advance Auto Parts, Inc.                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       824 | NS      | $121152.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                            | Agilent Technologies, Inc.                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3944 | NS      | $590219.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                 | Booking Holdings Inc.                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       517 | NS      | $1041899.76   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                              | IDEXX Laboratories, Inc.                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1123 | NS      | $458139.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer