# EDGAR Filing Document

**Accession Number:** 0000837274
**File Stem:** 0001752724-23-033137
**Filing Date:** 2023-2
**Character Count:** 94556
**Document Hash:** cc519b69921833a0094b447c4aa2df6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-033137.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001752724-23-033137

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000837274
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05583
- **FILM NUMBER:** 23651799

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN VALUEMARK FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN VALUEMARK ANNUITY FUNDS
- **DATE OF NAME CHANGE:** 19881129

## Series and Classes Contracts Data

### Franklin VolSmart Allocation VIP Fund (Series ID: S000040299)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000125189 | Class 2      |  |
| C000125190 | Class 5      |  |
| C000234919 | Class 1      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Templeton Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-05583

- **c. CIK number of Registrant:** 0000837274

- **d. LEI of Registrant:** 549300PIBKZH7YTTWU55

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin VolSmart Allocation VIP Fund

- **b. EDGAR series identifier (if any):** S000040299

- **c. LEI of Series:** 549300F0GLSXLHBC7574

**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:** $171019362.08

**Total Liabilities:** $216036.63

**Net Assets:** $170803325.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000125190 | 4.12%                | 4.12%                | -1.78%               |
| Class ID C000234919 | 4.13%                | 4.13%                | -1.78%               |
| Class ID C000125189 | 4.02%                | 4.20%                | -1.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80175.53                | $8947881.49                                |
| Month 2  | $49198.31                | $8769627.33                                |
| Month 3  | $-622368.21              | $-5473526.34                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Oracle Corp.                                           | Oracle Corp.                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3539 | NS      | $289277.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                         | Walgreens Boots Alliance, Inc.                         | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      3339 | NS      | $124745.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                    | Synchrony Financial                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2543 | NS      | $83562.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                           | Cadence Design Systems, Inc.                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      1336 | NS      | $214615.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                             | Archer-Daniels-Midland Co.                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      3171 | NS      | $294427.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                      | Exxon Mobil Corp.                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     12241 | NS      | $1350182.30   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class A                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      8889 | NS      | $784276.47    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                              | United Therapeutics Corp.                              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       260 | NS      | $72303.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                          | Walmart, Inc.                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      9130 | NS      | $1294542.70   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                    | Valero Energy Corp.                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1786 | NS      | $226571.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                 | Waste Management, Inc.                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      1649 | NS      | $258695.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                       | OGE Energy Corp.                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1365 | NS      | $53985.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1324 | NS      | $93011.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                         | Amphenol Corp., Class A                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      3021 | NS      | $230018.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                           | NVIDIA Corp.                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1648 | NS      | $240838.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      8516 | NS      | $715344.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                          | Ovintiv, Inc.                                          | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1131 | NS      | $57353.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                    | Carlisle Cos., Inc.                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2501 | NS      | $589360.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                         | EPR Properties                                         | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      1338 | NS      | $50469.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                            | Jabil, Inc.                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       843 | NS      | $57492.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                                     | nVent Electric plc                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     11220 | NS      | $431633.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                            | Lattice Semiconductor Corp.                            | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       781 | NS      | $50671.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                              | NVR, Inc.                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        15 | NS      | $69188.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                 | Northrop Grumman Corp.                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       864 | NS      | $471407.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       814 | NS      | $306902.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                   | Curtiss-Wright Corp.                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       309 | NS      | $51599.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                     | BJ's Wholesale Club Holdings, Inc.                     | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       731 | NS      | $48362.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9650 | NS      | $694317.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                        | Eli Lilly & Co.                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      2631 | NS      | $962525.04    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                          | Danaher Corp.                                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       760 | NS      | $201719.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                          | Stryker Corp.                                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      7511 | NS      | $1836364.39   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class C                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      7882 | NS      | $699369.86    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                          | Premier, Inc., Class A                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1636 | NS      | $57227.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                           | Neurocrine Biosciences, Inc.                           | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       428 | NS      | $51120.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                          | Cummins, Inc.                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       552 | NS      | $133744.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                          | Owens Corning                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       640 | NS      | $54592.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                  | International Business Machines Corp.                  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4875 | NS      | $686838.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                           | Biogen, Inc.                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       351 | NS      | $97198.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                         | WP Carey, Inc.                                         | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1108 | NS      | $86590.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                     | Crane Holdings Co.                                     | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       512 | NS      | $51430.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     26894 | NS      | $3494337.42   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                        | Automatic Data Processing, Inc.                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1561 | NS      | $372860.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       538 | NS      | $50771.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                     | Devon Energy Corp.                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      3516 | NS      | $216269.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                    | Gaming and Leisure Properties, Inc.                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1433 | NS      | $74644.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp.                               | Texas Pacific Land Corp.                               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $49228.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Templeton Variable Insurance Products         | Franklin Income VIP Fund, Class 1                      | CUSIP: 355150889<br>LEI: N/A                  | Long             |  | RF                | US        |    902748 | NS      | $13893295.37  | 8.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                    | Toll Brothers, Inc.                                    | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1151 | NS      | $57457.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                          | Jack Henry & Associates, Inc.                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       361 | NS      | $63377.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                          | Dropbox, Inc., Class A                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2406 | NS      | $53846.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        89 | NS      | $53273.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       315 | NS      | $105884.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                          | Starwood Property Trust, Inc.                          | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      2572 | NS      | $47144.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                      | Ross Stores, Inc.                                      | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      9292 | NS      | $1078522.44   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc., Class A                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2619 | NS      | $54318.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                          | Snap-on, Inc.                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       255 | NS      | $58264.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | ETRSI                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |   4000000 | PA      | $-983.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                  | MGIC Investment Corp.                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      3992 | NS      | $51896.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11185 | NS      | $1975830.25   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8360 | NS      | $927542.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                       | Mastercard, Inc., Class A                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      2722 | NS      | $946521.06    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     35662 | NS      | $656537.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                           | Pfizer, Inc.                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     29732 | NS      | $1523467.68   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                            | Pentair plc                                            | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      4425 | NS      | $199036.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                            | Tesla, Inc.                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      3474 | NS      | $427927.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                  | Arista Networks, Inc.                                  | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      1422 | NS      | $172559.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                     | Atmos Energy Corp.                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       460 | NS      | $51552.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                  | Assured Guaranty Ltd.                                  | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       820 | NS      | $51053.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                               | Becton Dickinson and Co.                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      5420 | NS      | $1378306.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                            | Nucor Corp.                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1520 | NS      | $200351.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                              | LKQ Corp.                                              | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1040 | NS      | $55546.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                           | Grand Canyon Education, Inc.                           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       483 | NS      | $51033.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                            | United Parcel Service, Inc., Class B                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     10200 | NS      | $1773168.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                                      | Genuine Parts Co.                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       829 | NS      | $143839.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      7851 | NS      | $125301.96    | 0.07%             |  |  |  | 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        |      1024 | NS      | $53667.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                   | Steel Dynamics, Inc.                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1060 | NS      | $103562.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | Omega Healthcare Investors, Inc.                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      1847 | NS      | $51623.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                     | Johnson Controls International plc                     | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     14547 | NS      | $931008.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                                | Molina Healthcare, Inc.                                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       283 | NS      | $93452.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                                       | Globe Life, Inc.                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       451 | NS      | $54368.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                      | HF Sinclair Corp.                                      | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $46441.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                | Progressive Corp. (The)                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2537 | NS      | $329074.27    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                              | Nexstar Media Group, Inc., Class A                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       302 | NS      | $52859.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3212 | NS      | $269326.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                  | McCormick & Co., Inc.                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      9623 | NS      | $797650.47    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                                      | WW Grainger, Inc.                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1681 | NS      | $935056.25    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     10170 | NS      | $464870.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                 | General Dynamics Corp.                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      4914 | NS      | $1219212.54   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp.                                   | Dollar General Corp.                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       947 | NS      | $233198.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       919 | NS      | $59624.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                             | Axis Capital Holdings Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       963 | NS      | $52165.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                              | Consolidated Edison, Inc.                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1813 | NS      | $172797.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                     | Kimco Realty Corp.                                     | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      3130 | NS      | $66293.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                             | Sherwin-Williams Co. (The)                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      1600 | NS      | $379728.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                     | Ryder System, Inc.                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       592 | NS      | $49473.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV, Class A                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      1323 | NS      | $109848.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                  | Williams-Sonoma, Inc.                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       452 | NS      | $51943.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                                 | Encompass Health Corp.                                 | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       939 | NS      | $56161.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                              | Linde plc                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      5995 | NS      | $1955449.10   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                           | Nasdaq, Inc.                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     12203 | NS      | $748654.05    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                         | AutoZone, Inc.                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       121 | NS      | $298407.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)                  | Interpublic Group of Cos., Inc. (The)                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      1606 | NS      | $53495.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                          | Rollins, Inc.                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1412 | NS      | $51594.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1536 | NS      | $858823.68    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                               | Roper Technologies, Inc.                               | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      4865 | NS      | $2102117.85   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd.                                            | Lazard Ltd., Class A                                   | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |      1515 | NS      | $52525.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                            | Amdocs Ltd.                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |       793 | NS      | $72083.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                    | Abbott Laboratories                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     10227 | NS      | $1122822.33   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                          | Medtronic plc                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     11200 | NS      | $870464.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                       | Air Products and Chemicals, Inc.                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5293 | NS      | $1631620.18   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                                 | Costco Wholesale Corp.                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1617 | NS      | $738160.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                                 | BWX Technologies, Inc.                                 | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       916 | NS      | $53201.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      7581 | NS      | $767273.01    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                                    | Sonoco Products Co.                                    | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       891 | NS      | $54092.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                           | Chemed Corp.                                           | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       106 | NS      | $54105.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                    | Realty Income Corp.                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      2887 | NS      | $183122.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp.                                     | Marathon Oil Corp.                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      2471 | NS      | $66889.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                | Arch Capital Group Ltd.                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       920 | NS      | $57757.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                         | Fortinet, Inc.                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      3426 | NS      | $167497.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Core Plus Bond Fund                      | Western Asset Core Plus Bond Fund, Class IS            | CUSIP: 957663669<br>LEI: 549300M92SFKO7RZX103 | Long             |  | RF                | US        |   1401640 | NS      | $13119350.23  | 7.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                               | Motorola Solutions, Inc.                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       644 | NS      | $165965.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                               | Lumen Technologies, Inc.                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     10224 | NS      | $53369.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                      | Ulta Beauty, Inc.                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       247 | NS      | $115860.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                  | Cardinal Health, Inc.                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1469 | NS      | $112922.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                               | Arthur J Gallagher & Co.                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       763 | NS      | $143856.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                           | Macy's, Inc.                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      2359 | NS      | $48713.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                                      | W R Berkley Corp.                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       995 | NS      | $72207.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                    | Cisco Systems, Inc.                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     16597 | NS      | $790681.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                        | Starbucks Corp.                                        | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      5754 | NS      | $570796.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                          | PepsiCo, Inc.                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      6225 | NS      | $1124608.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                          | Corning, Inc.                                          | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      3978 | NS      | $127057.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7655 | NS      | $1026535.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                    | Huntington Ingalls Industries, Inc.                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       237 | NS      | $54671.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.                       | JB Hunt Transport Services, Inc.                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2745 | NS      | $478618.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                               | Berkshire Hathaway, Inc., Class B                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1990 | NS      | $614711.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                               | HP, Inc.                                               | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6101 | NS      | $163933.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                           | Vertex Pharmaceuticals, Inc.                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1480 | NS      | $427394.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      8708 | NS      | $1734981.92   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                   | Analog Devices, Inc.                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      9488 | NS      | $1556316.64   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                           | Kohl's Corp.                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1733 | NS      | $43758.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                               | Schneider National, Inc., Class B                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      2153 | NS      | $50380.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                  | Colgate-Palmolive Co.                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      8192 | NS      | $645447.68    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                             | iShares Core MSCI EAFE ETF                             | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             |  | RF                | US        |     36862 | NS      | $2272173.68   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                                | Applied Materials, Inc.                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      4310 | NS      | $419707.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                             | Manhattan Associates, Inc.                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       435 | NS      | $52809.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                          | Chevron Corp.                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10338 | NS      | $1855567.62   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                            | Cigna Corp.                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1755 | NS      | $581501.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                           | Target Corp.                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6770 | NS      | $1009000.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                                     | Erie Indemnity Co., Class A                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      2282 | NS      | $567579.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                         | ConocoPhillips                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6172 | NS      | $728296.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                                  | SL Green Realty Corp.                                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      1342 | NS      | $45252.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp.                                  | Southern Copper Corp.                                  | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |       900 | NS      | $54351.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                                     | Pure Storage, Inc., Class A                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1948 | NS      | $52128.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                           | Lennar Corp., Class A                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1251 | NS      | $113215.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                       | Tempur Sealy International, Inc.                       | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      1737 | NS      | $59631.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                    | World Wrestling Entertainment, Inc., Class A           | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       717 | NS      | $49128.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                        | MSC Industrial Direct Co., Inc., Class A               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       639 | NS      | $52206.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                          | Reliance Steel & Aluminum Co.                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       323 | NS      | $65388.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                          | Organon & Co.                                          | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      2102 | NS      | $58708.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       504 | NS      | $55908.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin U.S. Core Bond ETF                            | Franklin U.S. Core Bond ETF                            | CUSIP: 35473P553<br>LEI: 549300IKA3VXH7FL6377 | Long             |  | RF                | US        |   1286975 | NS      | $27245260.75  | 15.95%            |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                   | TJX Cos., Inc. (The)                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2779 | NS      | $221208.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                   | Coterra Energy, Inc.                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      4069 | NS      | $99975.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                     | West Pharmaceutical Services, Inc.                     | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      3610 | NS      | $849613.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       444 | NS      | $51028.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                                 | Norfolk Southern Corp.                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      3160 | NS      | $778687.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                  | VICI Properties, Inc.                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      5545 | NS      | $179658.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                             | Procter & Gamble Co. (The)                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6683 | NS      | $1012875.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                            | Dick's Sporting Goods, Inc.                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       464 | NS      | $55814.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                           | LPL Financial Holdings, Inc.                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       290 | NS      | $62689.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                          | Hubbell, Inc.                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       266 | NS      | $62424.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                                | Western Union Co. (The)                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      3672 | NS      | $50563.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                           | Verizon Communications, Inc.                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     19631 | NS      | $773461.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                       | National Retail Properties, Inc.                       | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1184 | NS      | $54179.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                       | AutoNation, Inc.                                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $48928.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                           | Humana, Inc.                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       475 | NS      | $243290.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                        | Principal Financial Group, Inc.                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       950 | NS      | $79724.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                            | Amgen, Inc.                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      2621 | NS      | $688379.44    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                          | Paychex, Inc.                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1619 | NS      | $187091.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     29891 | NS      | $7168459.62   | 4.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                                | Quest Diagnostics, Inc.                                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       583 | NS      | $91204.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                           | CF Industries Holdings, Inc.                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1251 | NS      | $106585.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                         | Public Storage                                         | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       855 | NS      | $239562.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                            | Avnet, Inc.                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1234 | NS      | $51309.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                         | FactSet Research Systems, Inc.                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       149 | NS      | $59780.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                             | NIKE, Inc., Class B                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      9130 | NS      | $1068301.30   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                    | First Horizon Corp.                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      2599 | NS      | $63675.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                         | Tapestry, Inc.                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      1474 | NS      | $56129.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                          | Honeywell International, Inc.                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      6580 | NS      | $1410094.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                            | Raytheon Technologies Corp.                            | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     15810 | NS      | $1595545.20   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                   | HCA Healthcare, Inc.                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1062 | NS      | $254837.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                             | Unum Group                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1446 | NS      | $59329.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                           | Ecolab, Inc.                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4124 | NS      | $600289.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1305 | NS      | $669425.85    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | S&P 500 E-Mini Index                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -220 | NC      | $1801410.60   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                           | Mondelez International, Inc., Class A                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      7670 | NS      | $511205.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                           | AbbVie, Inc.                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     11638 | NS      | $1880817.18   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                    | Omnicom Group, Inc.                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1051 | NS      | $85730.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                 | ON Semiconductor Corp.                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      2523 | NS      | $157359.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                             | National Instruments Corp.                             | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      1372 | NS      | $50626.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                                | Arrow Electronics, Inc.                                | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       519 | NS      | $54271.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                              | United States Steel Corp.                              | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      2106 | NS      | $52755.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.                     | Reinsurance Group of America, Inc.                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       378 | NS      | $53710.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                               | Marathon Petroleum Corp.                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1779 | NS      | $207057.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                                     | U-Haul Holding Co.                                     | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |       899 | NS      | $54110.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                           | PACCAR, Inc.                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1844 | NS      | $182500.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                                    | Donaldson Co., Inc.                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      5405 | NS      | $318192.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                        | Regeneron Pharmaceuticals, Inc.                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       566 | NS      | $408363.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                           | NetApp, Inc.                                           | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1215 | NS      | $72972.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                              | FNB Corp.                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      3875 | NS      | $50568.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       756 | NS      | $116832.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                                     | Tractor Supply Co.                                     | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       263 | NS      | $59167.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                    | Allison Transmission Holdings, Inc.                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      1225 | NS      | $50960.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                      | Hershey Co. (The)                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       762 | NS      | $176456.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                     | American International Group, Inc.                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3426 | NS      | $216660.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                    | EOG Resources, Inc.                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      7520 | NS      | $973990.40    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      4856 | NS      | $2574554.08   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                               | CACI International, Inc., Class A                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       178 | NS      | $53505.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                         | Synopsys, Inc.                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       697 | NS      | $222545.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                              | O'Reilly Automotive, Inc.                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       387 | NS      | $326639.61    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                            | Dover Corp.                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      5654 | NS      | $765608.14    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                            | Brighthouse Financial, Inc.                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       980 | NS      | $50244.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                             | Visa, Inc., Class A                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6425 | NS      | $1334858.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                       | McDonald's Corp.                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7263 | NS      | $1914018.39   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                        | Albemarle Corp.                                        | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      3955 | NS      | $857681.30    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio | Institutional Fiduciary Trust - Money Market Portfolio | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   6057311 | NS      | $6057310.70   | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                     | Cirrus Logic, Inc.                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       738 | NS      | $54966.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                  | Leidos Holdings, Inc.                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       740 | NS      | $77840.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                         | Toro Co. (The)                                         | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       497 | NS      | $56260.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                      | Yum! Brands, Inc.                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      1494 | NS      | $191351.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                          | Accenture plc, Class A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      6265 | NS      | $1671752.60   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                       | PulteGroup, Inc.                                       | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $57094.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2905 | NS      | $270716.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                  | Silgan Holdings, Inc.                                  | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1051 | NS      | $54483.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                                | Dell Technologies, Inc., Class C                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1489 | NS      | $59887.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                          | Pioneer Natural Resources Co.                          | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      1191 | NS      | $272012.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                    | STORE Capital Corp.                                    | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |      1721 | NS      | $55175.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                         | QUALCOMM, Inc.                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5659 | NS      | $622150.46    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                     | Lam Research Corp.                                     | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       693 | NS      | $291267.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1470 | NS      | $46775.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                                       | Mosaic Co. (The)                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1948 | NS      | $85458.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2822 | NS      | $231432.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1466 | NS      | $713194.34    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                             | Packaging Corp. of America                             | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       466 | NS      | $59606.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                      | Booz Allen Hamilton Holding Corp.                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       608 | NS      | $63548.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                | Texas Instruments, Inc.                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     13364 | NS      | $2208000.08   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                       | Copa Holdings SA, Class A                              | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |       618 | NS      | $51399.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                        | DR Horton, Inc.                                        | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1542 | NS      | $137453.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                  | National Fuel Gas Co.                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       829 | NS      | $52475.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                        | H&R Block, Inc.                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      1303 | NS      | $47572.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                       | PDC Energy, Inc.                                       | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       739 | NS      | $46911.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                           | Cintas Corp.                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2290 | NS      | $1034209.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Franklin Templeton Variable Insurance Products Trust

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer