# EDGAR Filing Document

**Accession Number:** 0000880366
**File Stem:** 0001752724-23-043241
**Filing Date:** 2023-2
**Character Count:** 252438
**Document Hash:** c0fb74a1942252308274307d170a505e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043241.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043241

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LEGG MASON PARTNERS INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000880366
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06444
- **FILM NUMBER:** 23674288

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEGG MASON PARTNERS EQUITY TRUST
- **DATE OF NAME CHANGE:** 20070412

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEGG MASON PARTNERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20060407

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SMITH BARNEY INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19950831

## Series and Classes Contracts Data

### Franklin S&P 500 Index Fund (Series ID: S000004163)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000011728 | Class A      | SBSPX           |
| C000011729 | Class D      | SBSDX           |

## Nport-Ex

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| **COMMON STOCKS - 99.3%** |  |  |  |
| **COMMUNICATION SERVICES - 7.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Diversified Telecommunication Services - 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AT&T Inc. | 68491 | $1260919 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies Inc. | 9448 | 49319 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications Inc. | 40332 | 1589081 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Diversified Telecommunication Services* |  | *2899319* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Entertainment - 1.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Activision Blizzard Inc. | 6799 | 520463 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Arts Inc. | 2524 | 308382 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Live Nation Entertainment Inc. | 1351 | 94219 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netflix Inc. | 4275 | 1260612 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive Software Inc. | 1506 | 156820 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. | 17510 | 1521269 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warner Bros. Discovery Inc. | 21079 | 199829 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Entertainment* |  | *4061594* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Interactive Media & Services - 3.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class A Shares | 57227 | 5049138 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alphabet Inc., Class C Shares | 50819 | 4509170 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Match Group Inc. | 2741 | 113724 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms Inc., Class A Shares | 21581 | 2597058 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Interactive Media & Services* |  | *12269090* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Media - 0.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Inc., Class A Shares | 1025 | 347578 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., Class A Shares | 41466 | 1450066 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DISH Network Corp., Class A Shares | 2312 | 32460 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fox Corp., Class A Shares | 2906 | 88255 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fox Corp., Class B Shares | 1385 | 39403 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos. Inc. | 3766 | 125445 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; News Corp., Class A Shares | 3890 | 70798 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; News Corp., Class B Shares | 1175 | 21667 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group Inc. | 1926 | 157104 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paramount Global, Class B Shares | 4811 | 81210 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Media* |  | *2413986* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Wireless Telecommunication Services - 0.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile US Inc. | 5745 | *804300* | *\** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL COMMUNICATION SERVICES** |  | 22448289 |  |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 1

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| **CONSUMER DISCRETIONARY - 9.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Auto Components - 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aptiv PLC | 2559 | $238320 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BorgWarner Inc. | 2262 | 91045 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Auto Components* |  | *329365* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Automobiles - 1.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Co. | 37869 | 440416 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Motors Co. | 13612 | 457908 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla Inc. | 25726 | 3168929 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Automobiles* |  | *4067253* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Distributors - 0.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genuine Parts Co. | 1345 | 233371 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LKQ Corp. | 2497 | 133365 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pool Corp. | 380 | 114885 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Distributors* |  | *481621* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Hotels, Restaurants & Leisure - 2.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings Inc. | 372 | 749684 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Caesars Entertainment Inc. | 2093 | 87069 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carnival Corp. | 9413 | 75869 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill Inc. | 265 | 367685 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Darden Restaurants Inc. | 1159 | 160324 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Domino's Pizza Inc. | 341 | 118122 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expedia Group Inc. | 1440 | 126144 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings Inc. | 2613 | 330179 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Las Vegas Sands Corp. | 3130 | 150459 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marriott International Inc., Class A Shares | 2570 | 382647 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McDonald's Corp. | 7022 | 1850508 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MGM Resorts International | 3104 | 104077 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norwegian Cruise Line Holdings Ltd. | 3996 | 48911 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd. | 2127 | 105138 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starbucks Corp. | 11043 | 1095466 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wynn Resorts Ltd. | 1024 | 84449 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yum! Brands Inc. | 2715 | 347737 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Hotels, Restaurants & Leisure* |  | *6184468* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Household Durables - 0.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DR Horton Inc. | 3001 | 267509 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Garmin Ltd. | 1435 | 132436 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lennar Corp., Class A Shares | 2464 | 222992 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mohawk Industries Inc. | 521 | 53257 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Newell Brands Inc. | 3441 | 45008 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVR Inc. | 28 | 129152 | \* |

---

**See Notes to Schedule of Investments.** 

2 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Household Durables - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PulteGroup Inc. | 2212 | $100712 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Whirlpool Corp. | 521 | 73701 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Household Durables* |  | *1024767* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Internet & Direct Marketing Retail - 2.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amazon.com Inc. | 85064 | 7145376 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; eBay Inc. | 5175 | 214607 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Etsy Inc. | 1196 | 143257 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Internet & Direct Marketing Retail* |  | *7503240* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Leisure Products - 0.0%††** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hasbro Inc. | 1230 | *75042* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Multiline Retail - 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dollar General Corp. | 2168 | 533870 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dollar Tree Inc. | 2013 | 284719 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Target Corp. | 4426 | 659651 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Multiline Retail* |  | *1478240* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Specialty Retail - 2.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts Inc. | 596 | 87630 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AutoZone Inc. | 182 | 448845 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bath & Body Works Inc. | 2223 | 93677 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Best Buy Co. Inc. | 1941 | 155688 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CarMax Inc. | 1535 | 93466 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Depot Inc. | 9808 | 3097955 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos. Inc. | 5948 | 1185079 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive Inc. | 598 | 504730 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ross Stores Inc. | 3312 | 384424 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TJX Cos. Inc. | 11073 | 881411 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tractor Supply Co. | 1057 | 237793 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ulta Beauty Inc. | 494 | 231721 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Specialty Retail* |  | *7402419* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Textiles, Apparel & Luxury Goods - 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NIKE Inc., Class B Shares | 12068 | 1412077 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ralph Lauren Corp. | 421 | 44487 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tapestry Inc. | 2406 | 91621 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VF Corp. | 3084 | 85149 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Textiles, Apparel & Luxury Goods* |  | *1633334* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL CONSUMER DISCRETIONARY** |  | 30179749 |  |
| **CONSUMER STAPLES - 7.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Beverages - 1.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brown-Forman Corp., Class B Shares | 1708 | 112181 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Co. | 37293 | 2372208 |  |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 3

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Beverages - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Constellation Brands Inc., Class A Shares | 1571 | $364079 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr Pepper Inc. | 8097 | 288739 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., Class B Shares | 1867 | 96188 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Monster Beverage Corp. | 3674 | 373021 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PepsiCo Inc. | 13224 | 2389048 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Beverages* |  | *5995464* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Food & Staples Retailing - 1.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 4248 | 1939212 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kroger Co. | 6212 | 276931 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sysco Corp. | 4862 | 371700 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walgreens Boots Alliance Inc. | 6789 | 253637 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walmart Inc. | 13521 | 1917143 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Food & Staples Retailing* |  | *4758623* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Food Products - 1.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland Co. | 5249 | 487370 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Campbell Soup Co. | 1943 | 110265 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Conagra Brands Inc. | 4517 | 174808 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Mills Inc. | 5651 | 473836 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hershey Co. | 1426 | 330219 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hormel Foods Corp. | 2789 | 127039 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JM Smucker Co. | 1016 | 160995 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kellogg Co. | 2420 | 172401 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kraft Heinz Co. | 7605 | 309599 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston Holdings Inc. | 1410 | 125998 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co. Inc., Non Voting Shares | 2431 | 201506 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mondelez International Inc., Class A Shares | 13076 | 871515 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tyson Foods Inc., Class A Shares | 2760 | 171810 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Food Products* |  | *3717361* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Household Products - 1.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co. Inc. | 2330 | 187821 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. | 1157 | 162362 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. | 7970 | 627957 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | 3207 | 435350 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble Co. | 22714 | 3442534 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Household Products* |  | *4856024* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Personal Products - 0.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos. Inc., Class A Shares | 2213 | *549067* | |

---

**See Notes to Schedule of Investments.** 

4 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Tobacco - 0.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Altria Group Inc. | 17181 | $785343 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International Inc. | 14885 | 1506511 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Tobacco* |  | *2291854* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL CONSUMER STAPLES** |  | 22168393 |  |
| **ENERGY - 5.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Energy Equipment & Services - 0.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Baker Hughes Co. | 9659 | 285230 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Halliburton Co. | 8661 | 340811 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schlumberger Ltd. | 13641 | 729248 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Energy Equipment & Services* |  | *1355289* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Oil, Gas & Consumable Fuels - 4.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; APA Corp. | 3094 | 144428 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chevron Corp. | 17008 | 3052766 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ConocoPhillips | 11912 | 1405616 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coterra Energy Inc. | 7593 | 186560 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Devon Energy Corp. | 6249 | 384376 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diamondback Energy Inc. | 1696 | 231979 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EOG Resources Inc. | 5651 | 731918 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EQT Corp. | 3579 | 121078 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exxon Mobil Corp. | 39505 | 4357401 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hess Corp. | 2659 | 377099 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kinder Morgan Inc. | 18802 | 339940 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon Oil Corp. | 6106 | 165289 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marathon Petroleum Corp. | 4495 | 523173 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Occidental Petroleum Corp. | 6962 | 438536 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ONEOK Inc. | 4244 | 278831 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Phillips 66 | 4499 | 468256 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pioneer Natural Resources Co. | 2277 | 520044 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Targa Resources Corp. | 2204 | 161994 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valero Energy Corp. | 3695 | 468748 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Williams Cos. Inc. | 11628 | 382561 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Oil, Gas & Consumable Fuels* |  | *14740593* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL ENERGY** |  | 16095882 |  |
| **FINANCIALS - 11.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Banks - 3.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 67008 | 2219305 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup Inc. | 18491 | 836348 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citizens Financial Group Inc. | 4758 | 187322 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comerica Inc. | 1223 | 81757 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | 6470 | 212281 |  |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 5

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Banks - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Republic Bank | 1752 | $213551 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares Inc. | 13708 | 193283 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 28131 | 3772367 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KeyCorp | 8821 | 153662 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp. | 1673 | 242685 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group Inc. | 3903 | 616440 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp. | 8828 | 190332 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Signature Bank | 609 | 70169 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SVB Financial Group | 563 | 129569 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 12653 | 544459 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; US Bancorp | 12875 | 561479 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 36528 | 1508241 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zions Bancorp NA | 1480 | 72757 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Banks* |  | *11806007* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Capital Markets - 3.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ameriprise Financial Inc. | 1034 | 321957 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. | 6986 | 318003 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlackRock Inc. | 1440 | 1020427 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets Inc. | 1015 | 127352 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. | 14574 | 1213431 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CME Group Inc. | 3429 | 576621 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems Inc. | 357 | 143232 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources Inc. | 2709 | 71463 | <sup>(a)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group Inc. | 3258 | 1118732 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange Inc. | 5330 | 546805 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Invesco Ltd. | 4326 | 77825 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MarketAxess Holdings Inc. | 364 | 101516 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moody's Corp. | 1514 | 421831 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley | 12654 | 1075843 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MSCI Inc. | 774 | 360041 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nasdaq Inc. | 3197 | 196136 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northern Trust Corp. | 1971 | 174414 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raymond James Financial Inc. | 1881 | 200985 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P Global Inc. | 3201 | 1072143 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Corp. | 3513 | 272503 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group Inc. | 2156 | 235133 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Capital Markets* |  | *9646393* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Consumer Finance - 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Co. | 5718 | 844835 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 3648 | 339118 |  |

---

**See Notes to Schedule of Investments.** 

6 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Consumer Finance - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discover Financial Services | 2633 | $257586 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Synchrony Financial | 4368 | 143532 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Consumer Finance* |  | *1585071* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Diversified Financial Services - 1.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Berkshire Hathaway Inc., Class B Shares | 17260 | *5331614* | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Insurance - 2.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aflac Inc. | 5362 | 385742 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allstate Corp. | 2511 | 340492 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American International Group Inc. | 7073 | 447297 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aon PLC, Class A Shares | 1985 | 595778 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arch Capital Group Ltd. | 3599 | 225945 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. | 2013 | 379531 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assurant Inc. | 510 | 63781 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brown & Brown Inc. | 2233 | 127214 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chubb Ltd. | 3989 | 879973 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial Corp. | 1522 | 155838 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Everest Re Group Ltd. | 372 | 123232 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Globe Life Inc. | 871 | 104999 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Financial Services Group Inc. | 3094 | 234618 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp. | 1477 | 45373 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Loews Corp. | 1934 | 112810 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos. Inc. | 4763 | 788181 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife Inc. | 6364 | 460563 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group Inc. | 2216 | 185967 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Progressive Corp. | 5580 | 723782 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial Inc. | 3544 | 352486 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Travelers Cos. Inc. | 2263 | 424290 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Willis Towers Watson PLC | 1050 | 256809 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WR Berkley Corp. | 1951 | 141584 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Insurance* |  | *7556285* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL FINANCIALS** |  | 35925370 |  |
| **HEALTH CARE - 15.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Biotechnology - 2.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AbbVie Inc. | 16941 | 2737835 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amgen Inc. | 5131 | 1347606 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biogen Inc. | 1393 | 385750 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences Inc. | 11989 | 1029256 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Incyte Corp. | 1799 | 144496 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moderna Inc. | 3162 | 567958 | \* |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 7

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Biotechnology - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals Inc. | 1025 | $739527 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals Inc. | 2473 | 714153 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Biotechnology* |  | *7666581* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Health Care Equipment & Supplies - 2.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Abbott Laboratories | 16703 | 1833822 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Align Technology Inc. | 698 | 147208 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Baxter International Inc. | 4797 | 244503 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson and Co. | 2718 | 691187 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Scientific Corp. | 13733 | 635426 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cooper Cos. Inc. | 471 | 155746 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DENTSPLY SIRONA Inc. | 2139 | 68106 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dexcom Inc. | 3697 | 418648 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. | 5908 | 440796 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic Inc. | 2398 | 179394 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories Inc. | 803 | 327592 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical Inc. | 3376 | 895822 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medtronic PLC | 12781 | 993339 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ResMed Inc. | 1408 | 293047 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STERIS PLC | 951 | 175640 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stryker Corp. | 3218 | 786769 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teleflex Inc. | 461 | 115080 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings Inc. | 1988 | 253470 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Health Care Equipment & Supplies* |  | *8655595* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Health Care Providers & Services - 3.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AmerisourceBergen Corp. | 1552 | 257182 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cardinal Health Inc. | 2555 | 196403 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Centene Corp. | 5452 | 447119 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cigna Corp. | 2940 | 974140 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp. | 12626 | 1176617 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DaVita Inc. | 530 | 39575 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Elevance Health Inc. | 2284 | 1171623 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HCA Healthcare Inc. | 2015 | 483519 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Henry Schein Inc. | 1292 | 103192 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Humana Inc. | 1207 | 618213 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings | 833 | 196155 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McKesson Corp. | 1352 | 507162 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare Inc. | 558 | 184263 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics Inc. | 1096 | 171458 |  |

---

**See Notes to Schedule of Investments.** 

8 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Health Care Providers & Services - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UnitedHealth Group Inc. | 8953 | $4746702 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Universal Health Services Inc., Class B Shares | 626 | 88197 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Health Care Providers & Services* |  | *11361520* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Life Sciences Tools & Services - 1.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies Inc. | 2865 | 428747 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories Inc., Class A Shares | 205 | 86200 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bio-Techne Corp. | 1488 | 123325 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles River Laboratories International Inc. | 489 | 106553 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 6299 | 1671881 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illumina Inc. | 1509 | 305120 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IQVIA Holdings Inc. | 1776 | 363885 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo International Inc. | 214 | 309326 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PerkinElmer Inc. | 1189 | 166722 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific Inc. | 3771 | 2076652 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. | 569 | 194928 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical Services Inc. | 697 | 164039 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Life Sciences Tools & Services* |  | *5997378* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Pharmaceuticals - 4.8%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 20368 | 1465477 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Catalent Inc. | 1707 | 76832 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 7551 | 2762458 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Johnson & Johnson | 25088 | 4431795 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck & Co. Inc. | 24273 | 2693089 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Organon & Co. | 2461 | 68736 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer Inc. | 53763 | 2754816 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Viatris Inc. | 11659 | 129765 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoetis Inc. | 4465 | 654346 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Pharmaceuticals* |  | *15037314* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL HEALTH CARE** |  | 48718388 |  |
| **INDUSTRIALS - 8.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Aerospace & Defense - 1.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boeing Co. | 5378 | 1024455 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Dynamics Corp. | 2172 | 538895 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace Inc. | 3476 | 136989 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls Industries Inc. | 388 | 89504 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; L3Harris Technologies Inc. | 1834 | 381857 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lockheed Martin Corp. | 2227 | 1083413 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northrop Grumman Corp. | 1389 | 757852 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raytheon Technologies Corp. | 14105 | 1423477 |  |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 9

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Aerospace & Defense - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Textron Inc. | 2029 | $143653 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TransDigm Group Inc. | 495 | 311677 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Aerospace & Defense* |  | *5891772* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Air Freight & Logistics - 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CH Robinson Worldwide Inc. | 1112 | 101815 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expeditors International of Washington Inc. | 1542 | 160245 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FedEx Corp. | 2286 | 395935 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service Inc., Class B Shares | 6984 | 1214098 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Air Freight & Logistics* |  | *1872093* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Airlines - 0.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alaska Air Group Inc. | 1219 | 52344 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Airlines Group Inc. | 6048 | 76931 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Delta Air Lines Inc. | 6093 | 200216 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Southwest Airlines Co. | 5699 | 191885 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Airlines Holdings Inc. | 3090 | 116493 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Airlines* |  | *637869* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Building Products - 0.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allegion PLC | 844 | 88839 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AO Smith Corp. | 1200 | 68688 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrier Global Corp. | 8030 | 331237 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Johnson Controls International PLC | 6577 | 420928 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Masco Corp. | 2177 | 101601 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies PLC | 2229 | 374673 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Building Products* |  | *1385966* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Commercial Services & Supplies - 0.5%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cintas Corp. | 822 | 371232 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copart Inc. | 4136 | 251841 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Republic Services Inc. | 1957 | 252433 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rollins Inc. | 2278 | 83238 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waste Management Inc. | 3577 | 561160 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Commercial Services & Supplies* |  | *1519904* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Construction & Engineering - 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quanta Services Inc. | 1352 | *192660* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Electrical Equipment - 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AMETEK Inc. | 2215 | 309480 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eaton Corp. PLC | 3805 | 597195 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerson Electric Co. | 5646 | 542355 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings Inc. | 597 | 60094 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation Inc. | 1111 | 286160 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Electrical Equipment* |  | *1795284* | |

---

**See Notes to Schedule of Investments.** 

10 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Industrial Conglomerates - 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3M Co. | 5298 | $635336 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Electric Co. | 10489 | 878873 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Honeywell International Inc. | 6433 | 1378592 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Industrial Conglomerates* |  | *2892801* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Machinery - 1.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Caterpillar Inc. | 4994 | 1196363 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cummins Inc. | 1350 | 327092 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 2633 | 1128925 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dover Corp. | 1357 | 183751 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortive Corp. | 3410 | 219093 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEX Corp. | 713 | 162799 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works Inc. | 2692 | 593048 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand Inc. | 3860 | 201685 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nordson Corp. | 510 | 121237 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 4013 | 314258 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PACCAR Inc. | 3304 | 326997 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Parker-Hannifin Corp. | 1222 | 355602 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pentair PLC | 1518 | 68280 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Snap-on Inc. | 510 | 116530 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker Inc. | 1395 | 104792 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 1794 | 179059 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem Inc. | 1692 | 187084 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Machinery* |  | *5786595* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Professional Services - 0.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoStar Group Inc. | 3926 | 303401 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equifax Inc. | 1153 | 224097 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jacobs Solutions Inc. | 1235 | 148286 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leidos Holdings Inc. | 1271 | 133697 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Robert Half International Inc. | 1071 | 79072 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verisk Analytics Inc. | 1498 | 264277 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Professional Services* |  | *1152830* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Road & Rail - 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CSX Corp. | 20156 | 624433 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J.B. Hunt Transport Services Inc. | 799 | 139314 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norfolk Southern Corp. | 2210 | 544588 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line Inc. | 869 | 246605 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Union Pacific Corp. | 5906 | 1222955 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Road & Rail* |  | *2777895* | |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 11

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Trading Companies & Distributors - 0.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fastenal Co. | 5495 | $260024 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Rentals Inc. | 677 | 240619 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; W.W. Grainger Inc. | 433 | 240856 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Trading Companies & Distributors* |  | *741499* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INDUSTRIALS** |  | 26647168 |  |
| **INFORMATION TECHNOLOGY - 25.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Communications Equipment - 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arista Networks Inc. | 2353 | 285537 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems Inc. | 39336 | 1873967 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; F5 Inc. | 573 | 82231 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Juniper Networks Inc. | 3146 | 100546 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions Inc. | 1593 | 410532 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Communications Equipment* |  | *2752813* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Electronic Equipment, Instruments & Components - 0.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amphenol Corp., Class A Shares | 5702 | 434150 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CDW Corp. | 1292 | 230725 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corning Inc. | 7352 | 234823 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keysight Technologies Inc. | 1699 | 290648 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TE Connectivity Ltd. | 3054 | 350599 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teledyne Technologies Inc. | 443 | 177160 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trimble Inc. | 2365 | 119575 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies Corp., Class A Shares | 485 | 124359 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Electronic Equipment, Instruments & Components* |  | *1962039* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **IT Services - 4.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, Class A Shares | 6038 | 1611180 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies Inc. | 1540 | 129822 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automatic Data Processing Inc. | 3967 | 947558 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial Solutions Inc. | 1129 | 151433 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology Solutions Corp., Class A Shares | 4941 | 282576 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DXC Technology Co. | 2217 | 58750 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EPAM Systems Inc. | 540 | 176980 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information Services Inc. | 5681 | 385456 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fiserv Inc. | 6103 | 616830 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FleetCor Technologies Inc. | 702 | 128943 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gartner Inc. | 754 | 253450 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Global Payments Inc. | 2551 | 253365 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 8695 | 1225039 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & Associates Inc. | 700 | 122892 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mastercard Inc., Class A Shares | 8143 | 2831565 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paychex Inc. | 3054 | 352920 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings Inc. | 10904 | 776583 | \* |

---

**See Notes to Schedule of Investments.** 

12 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **IT Services - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VeriSign Inc. | 883 | $181403 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Visa Inc., Class A Shares | 15681 | 3257885 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total IT Services* |  | *13744630* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Semiconductors & Semiconductor Equipment - 5.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices Inc. | 15406 | 997847 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Analog Devices Inc. | 4908 | 805059 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Applied Materials Inc. | 8215 | 799977 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadcom Inc. | 3903 | 2182284 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy Inc. | 1292 | 342328 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar Inc. | 968 | 144997 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | 39895 | 1054425 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KLA Corp. | 1355 | 510876 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lam Research Corp. | 1308 | 549752 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microchip Technology Inc. | 5293 | 371833 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology Inc. | 10354 | 517493 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Monolithic Power Systems Inc. | 421 | 148870 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 23843 | 3484416 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NXP Semiconductors NV | 2457 | 388280 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp. | 4137 | 258025 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qorvo Inc. | 974 | 88283 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM Inc. | 10721 | 1178667 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Skyworks Solutions Inc. | 1531 | 139520 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SolarEdge Technologies Inc. | 531 | 150416 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teradyne Inc. | 1466 | 128055 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments Inc. | 8711 | 1439231 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Semiconductors & Semiconductor Equipment* |  | *15680634* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Software - 8.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adobe Inc. | 4458 | 1500251 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ANSYS Inc. | 836 | 201969 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk Inc. | 2075 | 387755 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cadence Design Systems Inc. | 2654 | 426339 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ceridian HCM Holding Inc. | 1459 | 93595 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortinet Inc. | 6197 | 302971 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gen Digital Inc. | 5727 | 122730 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuit Inc. | 2693 | 1048169 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 71480 | 17142334 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp. | 14758 | 1206319 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paycom Software Inc. | 472 | 146466 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PTC Inc. | 1011 | 121360 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies Inc. | 1010 | 436411 |  |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 13

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Software - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Salesforce Inc. | 9614 | $1274720 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ServiceNow Inc. | 1928 | 748585 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Synopsys Inc. | 1461 | 466483 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies Inc. | 389 | 125417 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Software* |  | *25751874* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Technology Hardware, Storage & Peripherals - 6.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple Inc. | 143315 | 18620918 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | 12082 | 192829 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HP Inc. | 8345 | 224230 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NetApp Inc. | 2065 | 124024 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seagate Technology Holdings PLC | 1853 | 97486 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Western Digital Corp. | 2920 | 92126 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Technology Hardware, Storage & Peripherals* |  | *19351613* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INFORMATION TECHNOLOGY** |  | 79243603 |  |
| **MATERIALS - 2.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Chemicals - 1.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals Inc. | 2119 | 653203 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Albemarle Corp. | 1126 | 244184 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Celanese Corp. | 946 | 96719 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings Inc. | 1898 | 161710 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corteva Inc. | 6856 | 402996 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dow Inc. | 6801 | 342702 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DuPont de Nemours Inc. | 4777 | 327845 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eastman Chemical Co. | 1198 | 97565 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ecolab Inc. | 2363 | 343958 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FMC Corp. | 1222 | 152506 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Flavors & Fragrances Inc. | 2457 | 257592 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Linde PLC | 4728 | 1542179 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, Class A Shares | 2462 | 204420 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mosaic Co. | 3288 | 144245 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PPG Industries Inc. | 2264 | 284675 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. | 2278 | 540638 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Chemicals* |  | *5797137* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Construction Materials - 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Martin Marietta Materials Inc. | 594 | 200754 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials Co. | 1267 | 221864 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Construction Materials* |  | *422618* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Containers & Packaging - 0.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amcor PLC | 14489 | 172564 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison Corp. | 783 | 141723 |  |

---

**See Notes to Schedule of Investments.** 

14 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Containers & Packaging - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ball Corp. | 2960 | $151374 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Paper Co. | 3435 | 118954 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of America | 894 | 114352 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sealed Air Corp. | 1399 | 69782 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westrock Co. | 2455 | 86318 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Containers & Packaging* |  | *855067* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Metals & Mining - 0.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan Inc. | 13595 | 516610 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Newmont Corp. | 7562 | 356926 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nucor Corp. | 2482 | 327153 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steel Dynamics Inc. | 1607 | 157004 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Metals & Mining* |  | *1357693* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL MATERIALS** |  | 8432515 |  |
| **REAL ESTATE - 2.7%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Equity Real Estate Investment Trusts (REITs) - 2.6%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate Equities Inc. | 1409 | 205249 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. | 4448 | 942353 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AvalonBay Communities Inc. | 1329 | 214660 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Properties Inc. | 1343 | 90760 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Camden Property Trust | 996 | 111432 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crown Castle Inc. | 4140 | 561550 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust Inc. | 2760 | 276745 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equinix Inc. | 895 | 586252 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Residential | 3258 | 192222 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essex Property Trust Inc. | 635 | 134569 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extra Space Storage Inc. | 1283 | 188832 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Realty Investment Trust | 666 | 67293 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Healthpeak Properties Inc. | 5106 | 128007 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Host Hotels & Resorts Inc. | 6871 | 110280 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Invitation Homes Inc. | 5555 | 164650 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Iron Mountain Inc. | 2785 | 138832 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kimco Realty Corp. | 5839 | 123670 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mid-America Apartment Communities Inc. | 1099 | 172532 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prologis Inc. | 8912 | 1004650 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Storage | 1513 | 423927 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Realty Income Corp. | 6083 | 385845 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regency Centers Corp. | 1419 | 88688 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBA Communications Corp. | 1031 | 289000 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group Inc. | 3128 | 367477 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UDR Inc. | 2925 | 113285 |  |

---

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 15

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Equity Real Estate Investment Trusts (REITs) - (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas Inc. | 3788 | $170649 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VICI Properties Inc. | 9202 | 298145 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vornado Realty Trust | 1443 | 30029 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Welltower Inc. | 4598 | 301399 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Weyerhaeuser Co. | 7084 | 219604 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Equity Real Estate Investment Trusts (REITs)* |  | *8102586* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Real Estate Management & Development - 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CBRE Group Inc., Class A Shares | 3078 | *236883* | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL REAL ESTATE** |  | 8339469 |  |
| **UTILITIES - 3.2%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Electric Utilities - 2.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alliant Energy Corp. | 2430 | 134160 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co. Inc. | 4912 | 466394 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Constellation Energy Corp. | 3158 | 272251 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Duke Energy Corp. | 7356 | 757594 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edison International | 3617 | 230114 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp. | 1969 | 221513 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evergy Inc. | 2176 | 136936 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy | 3409 | 285811 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exelon Corp. | 9482 | 409907 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FirstEnergy Corp. | 5175 | 217040 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Inc. | 19054 | 1592914 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NRG Energy Inc. | 2219 | 70609 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PG&E Corp. | 15551 | 252859 | \* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pinnacle West Capital Corp. | 1054 | 80146 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PPL Corp. | 7243 | 211640 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Southern Co. | 10506 | 750233 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xcel Energy Inc. | 5244 | 367657 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Electric Utilities* |  | *6457778* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Gas Utilities - 0.0%††** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atmos Energy Corp. | 1361 | *152527* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Independent Power and Renewable Electricity Producers - 0.1%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Corp. | 6303 | *181274* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Multi-Utilities - 0.9%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ameren Corp. | 2476 | 220166 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy Inc. | 5935 | 177991 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp. | 2749 | 174094 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison Inc. | 3452 | 329010 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy Inc. | 7959 | 488046 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DTE Energy Co. | 1871 | 219899 |  |

---

**See Notes to Schedule of Investments.** 

16 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Franklin S&P 500 Index Fund 2022 Quarterly Report

------

**FRANKLIN S&P 500 INDEX FUND** 

---

| | |
|:---|:---|
| **Schedule of investments (unaudited) (cont'd)**<br>| **December 31, 2022** |
|  (Percentages shown based on Fund net assets) |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **SECURITY** | **SECURITY** | **SHARES** | **VALUE** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Multi-Utilities - (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NiSource Inc. |  | 3894 | $106773 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Service Enterprise Group Inc. |  | 4770 | 292258 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sempra Energy |  | 3004 | 464238 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WEC Energy Group Inc. |  | 3023 | 283437 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Total Multi-Utilities* |  |  | *2755912* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Water Utilities - 0.1%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Water Works Co. Inc. |  | 1733 | *264144* | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL UTILITIES** |  |  | 9811635 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS BEFORE SHORT-TERM INVESTMENTS**<br> (Cost - $107,119,364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS BEFORE SHORT-TERM INVESTMENTS**<br> (Cost - $107,119,364) |  | 308010461 |  |
|  | **Rate** |  |  |  |
| **SHORT-TERM INVESTMENTS - 0.6%** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, Institutional Class<br>(Cost - $1,758,978) | 4.235% | 1758978 | 1758978 | <sup>(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL INVESTMENTS - 99.9%**<br> (Cost - $108,878,342) |  |  | 309769439 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Assets in Excess of Liabilities - 0.1% |  |  | 260244 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **TOTAL NET ASSETS - 100.0%** |  |  | $310029683 |  |

---

\* Non-income producing security.

(a) Investment in affiliate. This security is a component of the S&P 500 Index in which the Fund invests (Note
2). (b) Rate shown is one-day yield as of the end of the reporting period.

At December 31, 2022, the Fund had the following open futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Amount** | **Market<br>Value** | **Unrealized<br>Depreciation** |
| **Contracts to Buy:** |  |  |  |  |  |
|  E-mini S&P 500 Index | 10 | 3/23 | $1975500 | $1930500 | $(45000) |

---

This Schedule of Investments is unaudited and is intended to provide information about the Fund's investments as of the date of the schedule. Other information regarding the Fund is available in the Fund's most recent annual or semi-annual shareholder report.

**See Notes to Schedule of Investments.** 

Franklin S&P 500 Index Fund 2022 Quarterly Report 17

------

**Notes to Schedule of Investments (unaudited)** 

**1. Organization and significant accounting policies** 

Franklin S&P 500 Index Fund (the "Fund") is a separate diversified investment series of Legg Mason Partners Investment Trust (the "Trust"). The Trust, a Maryland statutory trust, is registered under the Investment Company Act of 1940, as amended (the "1940 Act"), as an open-end management investment company.

The Fund follows the accounting and reporting guidance in Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946, *Financial Services – Investment Companies* ("ASC 946"). The following are significant accounting policies consistently followed by the Fund and are in conformity with U.S. generally accepted accounting principles ("GAAP"), including, but not limited to, ASC 946.

**(a) Investment valuation.** Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services typically use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. Investments in open-end funds are valued at the closing net asset value per share of each fund on the day of valuation. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. When the Fund holds securities or other assets that are denominated in a foreign currency, the Fund will normally use the currency exchange rates as of 4:00 p.m. (Eastern Time). If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the manager to be unreliable, the market price may be determined by the manager using quotations from one or more broker/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, the Fund values these securities as determined in accordance with procedures approved by the Fund's Board of Trustees.

Pursuant to policies adopted by the Board of Trustees, the Fund's manager has been designated as the valuation designee and is responsible for the oversight of the daily valuation process. The Fund's manager is assisted by the Global Fund Valuation Committee (the "Valuation Committee"). The Valuation Committee is responsible for making fair value determinations, evaluating the effectiveness of the Fund's pricing policies, and reporting to the Fund's manager and the Board of Trustees. When determining the reliability of third party pricing information for investments owned by the Fund, the Valuation Committee, among other things, conducts due diligence reviews of pricing vendors, monitors the daily change in prices and reviews transactions among market participants.

<br>18<br>

------

**Notes to Schedule of Investments (unaudited) (cont'd)** 

The Valuation Committee will consider pricing methodologies it deems relevant and appropriate when making fair value determinations. Examples of possible methodologies include, but are not limited to, multiple of earnings; discount from market of a similar freely traded security; discounted cash-flow analysis; book value or a multiple thereof; risk premium/yield analysis; yield to maturity; and/or fundamental investment analysis. The Valuation Committee will also consider factors it deems relevant and appropriate in light of the facts and circumstances. Examples of possible factors include, but are not limited to, the type of security; the issuer's financial statements; the purchase price of the security; the discount from market value of unrestricted securities of the same class at the time of purchase; analysts' research and observations from financial institutions; information regarding any transactions or offers with respect to the security; the existence of merger proposals or tender offers affecting the security; the price and extent of public trading in similar securities of the issuer or comparable companies; and the existence of a shelf registration for restricted securities.

For each portfolio security that has been fair valued pursuant to the policies adopted by the Board of Trustees, the fair value price is compared against the last available and next available market quotations. The Valuation Committee reviews the results of such back testing monthly and fair valuation occurrences are reported to the Board of Trustees quarterly.

The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

GAAP establishes a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – unadjusted quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – other significant observable inputs (including quoted prices for similar investments,
interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – significant unobservable inputs (including the Fund's own assumptions in determining the
fair value of investments)

<br>19<br>

------

**Notes to Schedule of Investments (unaudited) (cont'd)** 

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used in valuing the Fund's assets and liabilities carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** | **ASSETS** |
| **DESCRIPTION** | **QUOTED PRICES<br>(LEVEL 1)** | **OTHER SIGNIFICANT<br>OBSERVABLE INPUTS<br>(LEVEL 2)** | **SIGNIFICANT<br>UNOBSERVABLE<br>INPUTS<br>(LEVEL 3)** | **TOTAL** |
|  Common Stocks† | $308010461 |  |  | $308010461 |
|  Short-Term Investments† | 1758978 |  |  | 1758978 |
|  Total Investments | $309769439 |  |  | $309769439 |
| **LIABILITIES** | **LIABILITIES** | **LIABILITIES** | **LIABILITIES** | **LIABILITIES** |
| **DESCRIPTION** | **QUOTED PRICES<br>(LEVEL 1)** | **OTHER SIGNIFICANT<br>OBSERVABLE INPUTS<br>(LEVEL 2)** | **SIGNIFICANT<br>UNOBSERVABLE<br>INPUTS<br>(LEVEL 3)** | **TOTAL** |
|  Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts†† | $45000 |  |  | $45000 |

---

† See Schedule of Investments for additional detailed categorizations.

†† Reflects the unrealized appreciation (depreciation) of the instruments.

**2. Transactions with affiliated company** 

The Fund invests in securities that are components of the S&P 500 Index. Franklin Resources Inc. is a component of the S&P 500 Index and is considered to be affiliated with the Fund. Investments in Franklin Resources Inc. were made in accordance to its proportional weighting in the S&P 500 Index. The following transactions were effected in shares of Franklin Resources Inc. for the period ended December 31, 2022:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Affiliate<br>Value at<br>September 30,**<br>**2022** | **Purchased** | **Purchased** | **Sold** | **Sold** | | | **Net Increase<br>(Decrease) in<br>Unrealized**<br>**Appreciation<br>(Depreciation)** | **Affiliate<br>Value at**<br>**December 31,<br>2022** |
|  | **Affiliate<br>Value at<br>September 30,**<br>**2022** | **Cost** | **Shares** | **Proceeds** | **Shares** |<br>**Realized**<br>**Gain (Loss)** |<br>**Dividend**<br>**Income** | **Net Increase<br>(Decrease) in<br>Unrealized**<br>**Appreciation<br>(Depreciation)** | **Affiliate<br>Value at**<br>**December 31,<br>2022** |
| Franklin Resources Inc. | $57200 | $1373 | 51 |  |  |  | $813 | $12890 | $71463 |

---

<br>20<br>

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Legg Mason Partners Investment Trust

- **b. Investment Company Act file number:** 811-06444

- **c. CIK number of Registrant:** 0000880366

- **d. LEI of Registrant:** 5493006N9MF7V29DK342

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

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-877-721-1926

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

- **a. Name of Series:** Franklin S&P 500 Index Fund

- **b. EDGAR series identifier (if any):** S000004163

- **c. LEI of Series:** 549300VJOFDZXKCXUT39

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-30

**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:** $310309939.19

**Total Liabilities:** $248269.57

**Net Assets:** $310061669.62

**Cash Not Reported:** $316992.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011729 | 8.05%                | 5.57%                | -5.80%               |
| Class ID C000011728 | 8.07%                | 5.54%                | -5.82%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $150835.90               | $22398675.40                               |
| Month 2  | $0.00                    | $16510486.65                               |
| Month 3  | $-73414.60               | $-19229799.65                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MCDONALD'S CORP                       | MCDONALD'S CORP                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      7022 | NS      | $1850507.66   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co               | Arthur J Gallagher & Co                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      2013 | NS      | $379531.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO               | BRISTOL-MYERS SQUIBB CO                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     20368 | NS      | $1465477.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                    | NEXTERA ENERGY INC                           | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19054 | NS      | $1592914.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                   | TE Connectivity Ltd                          | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |      3054 | NS      | $350599.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                             | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2960 | NS      | $151374.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                            | Hasbro Inc                                   | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1230 | NS      | $75042.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                          | Nordson Corp                                 | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       510 | NS      | $121237.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                | Trane Technologies PLC                       | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2229 | NS      | $374672.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                   | DOMINION ENERGY INC                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7959 | NS      | $488045.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORP                          | MOODY'S CORP                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1514 | NS      | $421830.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                            | Deere & Co                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2633 | NS      | $1128925.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                      | SCHLUMBERGER LTD                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     13641 | NS      | $729247.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                          | BROADCOM INC                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3903 | NS      | $2182284.39   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                 | MOHAWK INDUSTRIES INC                        | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       521 | NS      | $53256.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                          | TAPESTRY INC                                 | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      2406 | NS      | $91620.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                     | Marathon Oil Corp                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      6106 | NS      | $165289.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                 | 3M CO                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5298 | NS      | $635336.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                     | GENERAL MOTORS CO                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     13612 | NS      | $457907.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                              | Fox Corp                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2906 | NS      | $88255.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                | BERKSHIRE HATHAWAY INC                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     17260 | NS      | $5331614.00   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                   | VULCAN MATERIALS CO                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1267 | NS      | $221864.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                   | Paycom Software Inc                          | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       472 | NS      | $146466.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                   | ABBOTT LABORATORIES                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     16703 | NS      | $1833822.37   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                            | EVERGY INC                                   | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      2176 | NS      | $136935.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                       | T-Mobile US Inc                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5745 | NS      | $804300.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                      | FIRSTENERGY CORP                             | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      5175 | NS      | $217039.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                      | Campbell Soup Co                             | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1943 | NS      | $110265.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                      | WILLIAMS COS INC/THE                         | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11628 | NS      | $382561.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                  | Vornado Realty Trust                         | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1443 | NS      | $30028.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GP          | PUBLIC SERVICE ENTERPRISE GROUP INC          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      4770 | NS      | $292257.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                        | BORGWARNER INC                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2262 | NS      | $91045.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                     | JOHNSON & JOHNSON                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     25088 | NS      | $4431795.20   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC           | AMERICAN WATER WORKS CO INC                  | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1733 | NS      | $264143.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP-CLASS A                         | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     41466 | NS      | $1450066.02   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC | HARTFORD FINANCIAL SERVICES GR               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      3094 | NS      | $234618.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                            | Garmin Ltd                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1435 | NS      | $132436.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International        | Johnson Controls International plc           | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      6577 | NS      | $420928.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                           | Moderna Inc                                  | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      3162 | NS      | $567958.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc              | Bio-Rad Laboratories Inc                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       205 | NS      | $86200.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc             | L3Harris Technologies Inc                    | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1834 | NS      | $381857.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                         | Celanese Corp                                | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       946 | NS      | $96719.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC            | CHIPOTLE MEXICAN GRILL INC                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $367684.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                               | PTC Inc                                      | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      1011 | NS      | $121360.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                    | Cooper Cos Inc/The                           | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       471 | NS      | $155745.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc            | Charter Communications Inc                   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1025 | NS      | $347577.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                           | NVIDIA CORP                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     23843 | NS      | $3484416.02   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                 | LINCOLN NATIONAL CORP                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1477 | NS      | $45373.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                               | UDR Inc                                      | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2925 | NS      | $113285.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                     | Iron Mountain Inc                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2785 | NS      | $138832.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol        | Westinghouse Air Brake Technologies Corp     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1794 | NS      | $179059.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                   | KIMBERLY-CLARK CORP                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3207 | NS      | $435350.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                            | STERIS PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $175640.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                  | Regency Centers Corp                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1419 | NS      | $88687.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                        | NRG ENERGY INC                               | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2219 | NS      | $70608.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co               | Becton Dickinson and Co                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2718 | NS      | $691187.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc              | Ceridian HCM Holding Inc                     | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      1459 | NS      | $93594.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                   | TransDigm Group Inc                          | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $311676.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                | Lumen Technologies Inc                       | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      9448 | NS      | $49318.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                        | WALT DISNEY CO                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     17510 | NS      | $1521268.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                     | NEWELL BRANDS INC                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      3441 | NS      | $45008.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc              | MarketAxess Holdings Inc                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       364 | NS      | $101515.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE-CL B            | UNITED PARCEL SERVICE INC                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      6984 | NS      | $1214098.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd           | Royal Caribbean Cruises Ltd                  | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      2127 | NS      | $105137.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                   | SVB Financial Group                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       563 | NS      | $129568.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                 | General Dynamics Corp                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2172 | NS      | $538894.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                  | VERISK ANALYTICS INC                         | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1498 | NS      | $264277.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED CONTINENTAL HOLDINGS           | UNITED CONTINENTAL HOLDINGS                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      3090 | NS      | $116493.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc               | Cboe Global Markets Inc                      | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1015 | NS      | $127352.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                      | EXXON MOBIL CORP                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     39505 | NS      | $4357401.50   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                        | Whirlpool Corp                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       521 | NS      | $73700.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP               | SBA COMMUNICATIONS CORP                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1031 | NS      | $288999.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FACEBOOK INC-A                        | FACEBOOK INC                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     21581 | NS      | $2597057.54   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX COMPANY                        | CLOROX CO/THE                                | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1157 | NS      | $162361.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                      | Altria Group Inc                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     17181 | NS      | $785343.51    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                 | NXP Semiconductors NV                        | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      2457 | NS      | $388279.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                          | Teleflex Inc                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       461 | NS      | $115079.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                           | Corning Inc                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      7352 | NS      | $234822.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                       | DOLLAR TREE INC                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2013 | NS      | $284718.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                              | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     20156 | NS      | $624432.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                             | Chubb Ltd                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3989 | NS      | $879973.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     67008 | NS      | $2219304.96   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                      | CoStar Group Inc                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $303401.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                      | Crown Castle Inc                             | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      4140 | NS      | $561549.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                         | FORD MOTOR CO                                | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     37869 | NS      | $440416.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                         | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3429 | NS      | $576620.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                     | Brown & Brown Inc                            | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      2233 | NS      | $127214.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                           | FASTENAL CO                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      5495 | NS      | $260023.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                   | General Electric Co                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     10489 | NS      | $878873.31    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                            | Dexcom Inc                                   | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3697 | NS      | $418648.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                           | METLIFE INC                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6364 | NS      | $460562.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                         | Mosaic Co/The                                | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3288 | NS      | $144244.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc              | Essex Property Trust Inc                     | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       635 | NS      | $134569.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                            | HUMANA INC                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1207 | NS      | $618213.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY            | Signature Bank/New York NY                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       609 | NS      | $70168.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                        | Globe Life Inc                               | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       871 | NS      | $104999.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                          | CHEVRON CORP                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17008 | NS      | $3052765.92   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                            | INTEL CORP                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     39895 | NS      | $1054424.85   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                   | Carrier Global Corp                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      8030 | NS      | $331237.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                     | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1926 | NS      | $157103.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                        | S&P GLOBAL INC                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3201 | NS      | $1072142.94   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                       | PerkinElmer Inc                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1189 | NS      | $166721.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                  | COLGATE-PALMOLIVE CO                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7970 | NS      | $627956.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES-B           | UNIVERSAL HEALTH SERVICES INC                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       626 | NS      | $88197.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                              | Etsy Inc                                     | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1196 | NS      | $143256.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE            | HEWLETT PACKARD ENTERPRISE                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     12082 | NS      | $192828.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                   | GLOBAL PAYMENTS INC                          | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2551 | NS      | $253365.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                     | DISH Network Corp                            | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      2312 | NS      | $32460.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                        | LOWE'S COS INC                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5948 | NS      | $1185079.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC               | O'REILLY AUTOMOTIVE INC                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       598 | NS      | $504729.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC              | MICROCHIP TECHNOLOGY INC                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      5293 | NS      | $371833.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                             | Qorvo Inc                                    | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       974 | NS      | $88283.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO          | PIONEER NATURAL RESOURCES CO                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2277 | NS      | $520044.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                           | EXELON CORP                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      9482 | NS      | $409906.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                           | Pentair PLC                                  | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | GB        |      1518 | NS      | $68279.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                        | ELI LILLY & CO                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7551 | NS      | $2762457.84   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                     | EVERSOURCE ENERGY                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      3409 | NS      | $285810.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                           | EQUINIX INC                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       895 | NS      | $586251.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp             | Constellation Energy Corp                    | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      3158 | NS      | $272251.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                       | XCEL ENERGY INC                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      5244 | NS      | $367656.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC            | ZIMMER BIOMET HOLDINGS INC                   | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1988 | NS      | $253470.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                  | FREEPORT-MCMORAN INC                         | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     13595 | NS      | $516610.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                            | PFIZER INC                                   | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     53763 | NS      | $2754816.12   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                   | GILEAD SCIENCES INC                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     11989 | NS      | $1029255.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORP                   | DOLLAR GENERAL CORP                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      2168 | NS      | $533870.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                          | Synopsys Inc                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1461 | NS      | $466482.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                | ROPER TECHNOLOGIES INC                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1010 | NS      | $436410.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                           | Hologic Inc                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2398 | NS      | $179394.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP               | MARATHON PETROLEUM CORP                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      4495 | NS      | $523173.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                 | Camden Property Trust                        | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       996 | NS      | $111432.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                       | ULTA BEAUTY INC                              | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       494 | NS      | $231720.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc            | Cadence Design Systems Inc                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2654 | NS      | $426338.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                           | ORACLE CORP                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     14758 | NS      | $1206318.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                           | TARGET CORP                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      4426 | NS      | $659651.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                       | BEST BUY CO INC                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1941 | NS      | $155687.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                        | HALLIBURTON CO                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      8661 | NS      | $340810.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie        | Alexandria Real Estate Equities Inc          | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1409 | NS      | $205249.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                 | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      4777 | NS      | $327845.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                      | DUKE ENERGY CORP                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      7356 | NS      | $757594.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC            | VERIZON COMMUNICATIONS INC                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     40332 | NS      | $1589080.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES           | DISCOVER FINANCIAL SERVICES                  | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2633 | NS      | $257586.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                 | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       558 | NS      | $184262.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                 | Quest Diagnostics Inc                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1096 | NS      | $171458.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                          | Organon & Co                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      2461 | NS      | $68735.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                              | MSCI Inc                                     | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       774 | NS      | $360041.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                      | Paramount Global                             | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      4811 | NS      | $81209.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                            | PACCAR INC                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3304 | NS      | $326996.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                           | CINTAS CORP                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $371231.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                   | Leidos Holdings Inc                          | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1271 | NS      | $133696.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                            | ZOETIS INC                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      4465 | NS      | $654345.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                           | Trimble Inc                                  | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      2365 | NS      | $119574.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                           | Invesco Ltd                                  | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      4326 | NS      | $77824.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                            | ResMed Inc                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1408 | NS      | $293047.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                    | DTE ENERGY CO                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1871 | NS      | $219898.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                               | VF CORP                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      3084 | NS      | $85149.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                          | Assurant Inc                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       510 | NS      | $63780.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc           | American Airlines Group Inc                  | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6048 | NS      | $76930.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                              | AT&T INC                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     68491 | NS      | $1260919.31   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                             | AFLAC INC                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      5362 | NS      | $385742.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                 | Republic Services Inc                        | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1957 | NS      | $252433.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                      | Wynn Resorts Ltd                             | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      1024 | NS      | $84449.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int        | Charles River Laboratories International Inc | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       489 | NS      | $106553.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc        | Air Products and Chemicals Inc               | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      2119 | NS      | $653202.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                   | QUANTA SERVICES INC                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1352 | NS      | $192660.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                             | AMGEN INC                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5131 | NS      | $1347605.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                      | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1480 | NS      | $72756.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                             | Amcor PLC                                    | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | GB        |     14489 | NS      | $172563.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                   | Electronic Arts Inc                          | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2524 | NS      | $308382.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                | Tyler Technologies Inc                       | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       389 | NS      | $125417.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                           | Viatris Inc                                  | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     11659 | NS      | $129764.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                  | Howmet Aerospace Inc                         | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3476 | NS      | $136989.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS IN          | HILTON WORLDWIDE HOLDINGS INC                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      2613 | NS      | $330178.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                     | KIMCO REALTY CORP                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      5839 | NS      | $123670.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                             | Aptiv PLC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2559 | NS      | $238319.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                        | Public Storage                               | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1513 | NS      | $423927.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                            | DaVita Inc                                   | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       530 | NS      | $39575.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio            | Invesco Treasury Portfolio                   | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   1431386 | NS      | $1431385.93   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                        | ALBEMARLE CORP                               | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1126 | NS      | $244184.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                         | SEMPRA ENERGY                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3004 | NS      | $464238.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc              | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4797 | NS      | $244503.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc              | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4763 | NS      | $788181.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                    | Kraft Heinz Co/The                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      7605 | NS      | $309599.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                             | APPLE INC                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    143315 | NS      | $18620917.95  | 6.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                  | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5555 | NS      | $164650.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP                  | PARKER-HANNIFIN CORP                         | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1222 | NS      | $355602.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      3258 | NS      | $1118732.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                      | W R Berkley Corp                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1951 | NS      | $141584.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                        | AMAZON.COM INC                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     85064 | NS      | $7145376.00   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                  | ALIGN TECHNOLOGY INC                         | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       698 | NS      | $147208.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC              | CONSTELLATION BRANDS INC-A                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1571 | NS      | $364079.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                            | AMETEK INC                                   | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2215 | NS      | $309479.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                          | Comerica Inc                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1223 | NS      | $81757.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                  | JUNIPER NETWORKS INC                         | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      3146 | NS      | $100546.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                          | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      6299 | NS      | $1671880.58   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                           | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      4499 | NS      | $468255.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                              | KLA Corp                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1355 | NS      | $510875.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                          | ILLUMINA INC                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1509 | NS      | $305119.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                       | TYSON FOODS INC                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2760 | NS      | $171810.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                | ADVANCE AUTO PARTS INC                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       596 | NS      | $87629.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                            | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2177 | NS      | $101600.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                  | Lockheed Martin Corp                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2227 | NS      | $1083413.23   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc         | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      5330 | NS      | $546804.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                               | Dow Inc                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      6801 | NS      | $342702.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                 | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2210 | NS      | $544588.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc              | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      3544 | NS      | $352486.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                | INTUITIVE SURGICAL INC                       | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      3376 | NS      | $895821.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                       | First Solar Inc                              | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       968 | NS      | $144996.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                 | MICRON TECHNOLOGY INC                        | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     10354 | NS      | $517492.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                    | Coterra Energy Inc                           | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      7593 | NS      | $186560.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                          | Catalent Inc                                 | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1707 | NS      | $76832.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                    | ANALOG DEVICES INC                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4908 | NS      | $805059.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                           | PEPSICO INC                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     13224 | NS      | $2389047.84   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                           | Textron Inc                                  | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      2029 | NS      | $143653.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB (CHARLES) CORP                 | CHARLES SCHWAB CORP                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     14574 | NS      | $1213431.24   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                         | CITIGROUP INC                                | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     18491 | NS      | $836347.93    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC         | PRINCIPAL FINANCIAL GROUP                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2216 | NS      | $185966.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp             | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1522 | NS      | $155837.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                 | ON Semiconductor Corp                        | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      4137 | NS      | $258024.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                   | CARDINAL HEALTH INC                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2555 | NS      | $196402.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                           | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3054 | NS      | $352920.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC SHARES                       | VISA INC SHARES                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     15681 | NS      | $3257884.56   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                       | Baker Hughes Co                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9659 | NS      | $285230.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                     | EOG RESOURCES INC                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5651 | NS      | $731917.52    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                           | WESTROCK CO                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      2455 | NS      | $86317.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                            | NUCOR CORP                                   | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2482 | NS      | $327152.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                           | WALMART INC                                  | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     13521 | NS      | $1917142.59   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC             | FLEETCOR TECHNOLOGIES INC                    | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       702 | NS      | $128943.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                     | Tractor Supply Co                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1057 | NS      | $237793.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                            | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2693 | NS      | $1048169.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                | Skyworks Solutions Inc                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1531 | NS      | $139520.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The               | Sherwin-Williams Co/The                      | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2278 | NS      | $540637.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP             | OCCIDENTAL PETROLEUM CORP                    | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      6962 | NS      | $438536.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC          | THERMO FISHER SCIENTIFIC INC                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3771 | NS      | $2076651.99   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                 | SOUTHWEST AIRLINES CO                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      5699 | NS      | $191885.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings        | Norwegian Cruise Line Holdings Ltd           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3996 | NS      | $48911.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T        | Interpublic Group of Cos Inc/The             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      3766 | NS      | $125445.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc             | AvalonBay Communities Inc                    | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1329 | NS      | $214660.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE.COM INC                    | SALESFORCE.COM INC                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9614 | NS      | $1274720.26   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                           | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1153 | NS      | $224097.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                               | KEYCORP                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      8821 | NS      | $153661.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                         | M&T Bank Corp                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1673 | NS      | $242685.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO-NON VTG SHRS           | MCCORMICK & CO INC/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2431 | NS      | $201505.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                  | Generac Holdings Inc                         | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       597 | NS      | $60094.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                    | HCA Healthcare Inc                           | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2015 | NS      | $483519.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp            | Raytheon Technologies Corp                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     14105 | NS      | $1423476.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                | HP INC                                       | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      8345 | NS      | $224230.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I        | Mettler-Toledo International Inc             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       214 | NS      | $309326.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                  | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      5580 | NS      | $723781.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                    | Domino's Pizza Inc                           | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       341 | NS      | $118122.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC           | HONEYWELL INTERNATIONAL INC                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      6433 | NS      | $1378591.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                 | Northrop Grumman Corp                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1389 | NS      | $757852.29    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                    | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      3860 | NS      | $201685.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                         | BLACKROCK INC                                | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1440 | NS      | $1020427.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                  | WEC ENERGY GROUP INC                         | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3023 | NS      | $283436.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc             | Warner Bros Discovery Inc                    | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     21079 | NS      | $199828.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                           | Lennar Corp                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2464 | NS      | $222992.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                     | STATE STREET CORP                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      3513 | NS      | $272503.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC - A                    | MASTERCARD INC                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      8143 | NS      | $2831565.39   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions        | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4941 | NS      | $282575.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC/DE                  | KINDER MORGAN INC                            | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     18802 | NS      | $339940.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc         | Live Nation Entertainment Inc                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1351 | NS      | $94218.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFO SERV           | FIDELITY NATIONAL INFORMATION SERVICES INC   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      5681 | NS      | $385455.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                           | NETFLIX INC                                  | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4275 | NS      | $1260612.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                   | International Flavors & Fragrances Inc       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2457 | NS      | $257591.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.      | CME E-Mini Standard & Poor's 500 Index       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         9 | NC      | $-46108.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP             | EDWARDS LIFESCIENCES CORP                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5908 | NS      | $440795.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                          | COCA-COLA CO                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     37293 | NS      | $2372207.73   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                              | Fox Corp                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1385 | NS      | $39403.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                            | Dover Corp                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1357 | NS      | $183751.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                             | IDEX Corp                                    | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       713 | NS      | $162799.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC-CL A                     | ALPHABET INC                                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     57227 | NS      | $5049138.21   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                        | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2212 | NS      | $100712.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                          | AUTODESK INC                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2075 | NS      | $387755.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                               | Aon PLC                                      | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      1985 | NS      | $595777.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                | F5 Inc                                       | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       573 | NS      | $82231.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                             | BOEING CO                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      5378 | NS      | $1024455.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                              | NIKE INC                                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     12068 | NS      | $1412076.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                             | Linde PLC                                    | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |      4728 | NS      | $1542179.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                   | AMERICAN TOWER CORP                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      4448 | NS      | $942353.28    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                          | ENTERGY CORP                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1969 | NS      | $221512.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                              | APA Corp                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      3094 | NS      | $144427.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                     | Brown-Forman Corp                            | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1708 | NS      | $112181.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                | CHURCH & DWIGHT CO INC                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      2330 | NS      | $187821.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                          | FORTIVE CORP                                 | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      3410 | NS      | $219092.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc            | SolarEdge Technologies Inc                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |       531 | NS      | $150416.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                             | KROGER CO                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      6212 | NS      | $276930.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                           | CDW Corp/DE                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1292 | NS      | $230725.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                          | CENTENE CORP                                 | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      5452 | NS      | $447118.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                        | CBRE GROUP INC - A                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3078 | NS      | $236882.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                       | CATERPILLAR INC                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4994 | NS      | $1196362.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BREWING CO               | MOLSON COORS BREWING CO -B                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1867 | NS      | $96187.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                  | BOOKING HOLDINGS INC                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       372 | NS      | $749684.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC          | WALGREENS BOOTS ALLIANCE INC                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      6789 | NS      | $253637.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc              | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1410 | NS      | $125997.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co             | Archer-Daniels-Midland Co                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      5249 | NS      | $487369.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                          | VeriSign Inc                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       883 | NS      | $181403.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                 | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     12653 | NS      | $544458.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                          | Prologis Inc                                 | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      8912 | NS      | $1004649.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      2709 | NS      | $71463.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc              | Digital Realty Trust Inc                     | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2760 | NS      | $276745.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                | Diamondback Energy Inc                       | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1696 | NS      | $231978.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO                         | JM SMUCKER CO                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1016 | NS      | $160995.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                | Arch Capital Group Ltd                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      3599 | NS      | $225945.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD         | MARRIOTT INTERNATIONAL INC/MD                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2570 | NS      | $382647.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE SYSTEMS INC                     | ADOBE SYSTEMS INC                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      4458 | NS      | $1500250.74   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                           | Corteva Inc                                  | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      6856 | NS      | $402995.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                 | COSTCO WHOLESALE CORP                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4248 | NS      | $1939212.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                            | Cigna Corp                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2940 | NS      | $974139.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                        | ServiceNow Inc                               | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1928 | NS      | $748584.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc             | Healthpeak Properties Inc                    | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      5106 | NS      | $128007.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                          | QUALCOMM INC                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10721 | NS      | $1178666.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                         | CARNIVAL CORP                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |      9413 | NS      | $75868.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc           | Jack Henry & Associates Inc                  | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       700 | NS      | $122892.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                           | Snap-on Inc                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       510 | NS      | $116529.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries         | Huntington Ingalls Industries Inc            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       388 | NS      | $89503.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                       | SEALED AIR CORP                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1399 | NS      | $69782.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                    | PPG INDUSTRIES INC                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      2264 | NS      | $284675.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO. INC.                      | MERCK & CO. INC.                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     24273 | NS      | $2693089.35   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp               | Zebra Technologies Corp                      | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       485 | NS      | $124358.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     12654 | NS      | $1075843.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions        | Broadridge Financial Solutions Inc           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      1129 | NS      | $151432.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                      | Henry Schein Inc                             | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1292 | NS      | $103192.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc               | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1111 | NS      | $286160.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                        | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     71480 | NS      | $17142333.60  | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                             | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       380 | NS      | $114885.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV          | LyondellBasell Industries NV                 | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      2462 | NS      | $204419.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                         | DR Horton Inc                                | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      3001 | NS      | $267509.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                        | Hershey Co/The                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1426 | NS      | $330218.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                        | CONOCOPHILLIPS                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     11912 | NS      | $1405616.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                          | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1466 | NS      | $128055.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                | Darden Restaurants Inc                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1159 | NS      | $160324.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                   | EMERSON ELECTRIC CO                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      5646 | NS      | $542354.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                    | VALERO ENERGY CORP                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3695 | NS      | $468747.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc             | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       443 | NS      | $177160.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                       | Match Group Inc                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      2741 | NS      | $113724.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc          | FactSet Research Systems Inc                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       357 | NS      | $143231.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                   | DENTSPLY SIRONA INC                          | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      2139 | NS      | $68105.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                  | Everest Re Group Ltd                         | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       372 | NS      | $123232.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC-A          | MONDELEZ INTERNATIONAL INC                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     13076 | NS      | $871515.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa        | Expeditors International of Washington Inc   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1542 | NS      | $160244.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC          | CITIZENS FINANCIAL GROUP INC                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      4758 | NS      | $187322.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                     | Devon Energy Corp                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      6249 | NS      | $384375.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL INC              | AMERIPRISE FINANCIAL INC                     | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1034 | NS      | $321956.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                        | A O Smith Corp                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1200 | NS      | $68688.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc              | Simon Property Group Inc                     | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      3128 | NS      | $367477.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                           | Rollins Inc                                  | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      2278 | NS      | $83238.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                     | LAM RESEARCH CORP                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1308 | NS      | $549752.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc          | Monolithic Power Systems Inc                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       421 | NS      | $148869.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                             | Tesla Inc                                    | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     25726 | NS      | $3168928.68   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                       | WEYERHAEUSER CO                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      7084 | NS      | $219604.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPRT SVCS INC           | JB HUNT TRANSPORT SERVICES INC               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       799 | NS      | $139313.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS             | REGENERON PHARMACEUTICALS INC                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1025 | NS      | $739527.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                            | Ventas Inc                                   | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      3788 | NS      | $170649.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                         | Accenture PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6038 | NS      | $1611179.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc             | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1699 | NS      | $290647.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COS INC                           | TJX COS INC                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     11073 | NS      | $881410.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                              | EQT Corp                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      3579 | NS      | $121077.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                | Motorola Solutions Inc                       | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1593 | NS      | $410532.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                             | News Corp                                    | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3890 | NS      | $70798.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                  | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      8097 | NS      | $288739.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                            | NetApp Inc                                   | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2065 | NS      | $124023.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      2156 | NS      | $235133.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC               | ACTIVISION BLIZZARD INC                      | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      6799 | NS      | $520463.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc         | Robert Half International Inc                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1071 | NS      | $79071.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                           | Gartner Inc                                  | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       754 | NS      | $253449.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM                                   | International Business Machines Corp         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      8695 | NS      | $1225038.55   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                 | TEXAS INSTRUMENTS INC                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      8711 | NS      | $1439231.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                     | DXC TECHNOLOGY CO                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      2217 | NS      | $58750.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                            | SYSCO CORP                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      4862 | NS      | $371699.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                   | JPMORGAN CHASE & CO                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     28131 | NS      | $3772367.10   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK & DECKER INC            | STANLEY BLACK & DECKER INC                   | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1395 | NS      | $104792.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC               | AKAMAI TECHNOLOGIES INC                      | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1540 | NS      | $129822.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL                 | PINNACLE WEST CAPITAL CORP                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1054 | NS      | $80146.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP                 | MONSTER BEVERAGE CORP                        | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3674 | NS      | $373021.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                         | Welltower Inc                                | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      4598 | NS      | $301398.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                  | WASTE MANAGEMENT INC                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3577 | NS      | $561159.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                     | General Mills Inc                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      5651 | NS      | $473836.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                   | Northern Trust Corp                          | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1971 | NS      | $174413.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                          | Xylem Inc/NY                                 | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1692 | NS      | $187084.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWRE          | TAKE-TWO INTERACTIVE SOFTWARE INC            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1506 | NS      | $156819.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTEE LAUDER COMPANIES                | ESTEE LAUDER COMPANIES                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      2213 | NS      | $549067.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                | INTERNATIONAL PAPER CO                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      3435 | NS      | $118954.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP          | BANK OF NEW YORK MELLON CORP/THE             | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      6986 | NS      | $318002.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                         | MCKESSON CORP                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1352 | NS      | $507162.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                   | EASTMAN CHEMICAL CO                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1198 | NS      | $97565.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                 | Bath & Body Works Inc                        | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2223 | NS      | $93677.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                           | CUMMINS INC                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1350 | NS      | $327091.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communit        | Mid-America Apartment Communities Inc        | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      1099 | NS      | $172532.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                     | CISCO SYSTEMS INC                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     39336 | NS      | $1873967.04   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC                             | ONEOK INC                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      4244 | NS      | $278830.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC/THE                 | TRAVELERS COS INC/THE                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2263 | NS      | $424289.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                           | INCYTE CORP                                  | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1799 | NS      | $144495.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                  | Targa Resources Corp                         | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      2204 | NS      | $161994.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                             | News Corp                                    | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1175 | NS      | $21667.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc         | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       594 | NS      | $200754.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                       | Gen Digital Inc                              | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      5727 | NS      | $122729.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                          | Newmont Corp                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      7562 | NS      | $356926.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I        | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      7073 | NS      | $447296.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                | BOSTON SCIENTIFIC CORP                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     13733 | NS      | $635425.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc         | Old Dominion Freight Line Inc                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       869 | NS      | $246604.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                              | PPL CORP                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      7243 | NS      | $211640.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc               | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2692 | NS      | $593047.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                    | CONAGRA BRANDS INC                           | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      4517 | NS      | $174807.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                   | AMERICAN EXPRESS CO                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5718 | NS      | $844834.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                | IDEXX LABORATORIES INC                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       803 | NS      | $327591.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                 | Boston Properties Inc                        | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      1343 | NS      | $90759.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC              | Willis Towers Watson PLC                     | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |      1050 | NS      | $256809.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP            | CAPITAL ONE FINANCIAL CORP                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3648 | NS      | $339118.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     16941 | NS      | $2737835.01   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trus        | Federal Realty Investment Trust              | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       666 | NS      | $67292.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                             | Hess Corp                                    | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2659 | NS      | $377099.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc            | Advanced Micro Devices Inc                   | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     15406 | NS      | $997846.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                     | Hormel Foods Corp                            | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      2789 | NS      | $127038.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                      | WELLS FARGO & CO                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     36528 | NS      | $1508241.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER               | AMERICAN ELECTRIC POWER CO INC               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4912 | NS      | $466394.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                   | Otis Worldwide Corp                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      4013 | NS      | $314258.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                  | Las Vegas Sands Corp                         | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      3130 | NS      | $150459.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                              | AES CORP                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      6303 | NS      | $181274.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CRP OF AMER HLDGS          | LABORATORY CRP OF AMER HLDGS                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       833 | NS      | $196154.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                      | Genuine Parts Co                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1345 | NS      | $233370.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                        | HOME DEPOT INC                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      9808 | NS      | $3097954.88   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                    | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      6083 | NS      | $385844.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                | UNITEDHEALTH GROUP INC                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8953 | NS      | $4746701.54   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                       | ROSS STORES INC                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3312 | NS      | $384423.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                       | Southern Co/The                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     10506 | NS      | $750233.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                            | Kellogg Co                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      2420 | NS      | $172400.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                   | DELTA AIR LINES INC                          | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      6093 | NS      | $200215.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                        | Eaton Corp PLC                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      3805 | NS      | $597194.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                   | Arista Networks Inc                          | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2353 | NS      | $285536.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                            | BIOGEN INC                                   | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1393 | NS      | $385749.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I        | West Pharmaceutical Services Inc             | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       697 | NS      | $164038.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                    | AMEREN CORP                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2476 | NS      | $220165.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                       | CMS ENERGY CORP                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2749 | NS      | $174094.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America             | Packaging Corp of America                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       894 | NS      | $114351.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                               | NVR Inc                                      | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        28 | NS      | $129152.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                          | AUTOZONE INC                                 | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       182 | NS      | $448844.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                 | Applied Materials Inc                        | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      8215 | NS      | $799976.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                  | Jacobs Solutions Inc                         | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1235 | NS      | $148286.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5935 | NS      | $177990.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL             | MGM RESORTS INTERNATIONAL                    | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      3104 | NS      | $104077.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                     | Atmos Energy Corp                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1361 | NS      | $152527.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                              | EBAY INC                                     | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      5175 | NS      | $214607.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                       | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2715 | NS      | $347737.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                   | SYNCHRONY FINANCIAL                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      4368 | NS      | $143532.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                    | Enphase Energy Inc                           | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1292 | NS      | $342328.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc             | Caesars Entertainment Inc                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      2093 | NS      | $87068.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP-CL A                    | AMPHENOL CORP                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5702 | NS      | $434150.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc               | Consolidated Edison Inc                      | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      3452 | NS      | $329010.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                      | EPAM Systems Inc                             | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       540 | NS      | $176979.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP          | PNC FINANCIAL SERVICES GROUP INC/THE         | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3903 | NS      | $616439.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                    | Equity Residential                           | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      3258 | NS      | $192222.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PL        | Seagate Technology Holdings PLC              | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      1853 | NS      | $97486.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                  | EDISON INTERNATIONAL                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3617 | NS      | $230113.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC-CL C                     | ALPHABET INC                                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     50819 | NS      | $4509169.87   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                             | ANSYS Inc                                    | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       836 | NS      | $201969.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                    | United Rentals Inc                           | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       677 | NS      | $240619.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc              | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2865 | NS      | $428747.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE               | PROCTER & GAMBLE CO/THE                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     22714 | NS      | $3442533.84   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc               | Extra Space Storage Inc                      | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1283 | NS      | $188831.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc            | CF Industries Holdings Inc                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1898 | NS      | $161709.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                         | Medtronic PLC                                | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12781 | NS      | $993339.32    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                            | LOEWS CORP                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1934 | NS      | $112810.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                     | RALPH LAUREN CORP                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       421 | NS      | $44487.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                         | ALLSTATE CORP                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2511 | NS      | $340491.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                   | ALLIANT ENERGY CORP                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2430 | NS      | $134160.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                        | STARBUCKS CORP                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     11043 | NS      | $1095465.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc         | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      3967 | NS      | $947557.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC       | PHILIP MORRIS INTERNATIONAL IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     14885 | NS      | $1506510.85   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                | First Republic Bank/CA                       | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1752 | NS      | $213551.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                  | WESTERN DIGITAL CORP                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2920 | NS      | $92126.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                              | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2497 | NS      | $133364.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                          | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      3218 | NS      | $786768.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                   | FIFTH THIRD BANCORP                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      6470 | NS      | $212280.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                           | Waters Corp                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       569 | NS      | $194928.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH          | HUNTINGTON BANCSHARES INC/OH                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     13708 | NS      | $193282.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                              | FMC CORP                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      1222 | NS      | $152505.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                   | PAYPAL HOLDINGS INC                          | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     10904 | NS      | $776582.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                    | Steel Dynamics Inc                           | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1607 | NS      | $157003.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                | REGIONS FINANCIAL CORP                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      8828 | NS      | $190331.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                    | UNION PACIFIC CORP                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5906 | NS      | $1222955.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                          | Fortinet Inc                                 | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      6197 | NS      | $302971.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                            | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1535 | NS      | $93466.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     12875 | NS      | $561478.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                  | Alaska Air Group Inc                         | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1219 | NS      | $52343.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                             | PG&E Corp                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     15551 | NS      | $252859.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                       | WW GRAINGER INC                              | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       433 | NS      | $240856.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                       | CVS HEALTH CORP                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12626 | NS      | $1176616.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                          | NISOURCE INC                                 | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3894 | NS      | $106773.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                            | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      3197 | NS      | $196135.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC            | VERTEX PHARMACEUTICALS INC                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2473 | NS      | $714152.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc             | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1112 | NS      | $101814.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                            | Copart Inc                                   | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      4136 | NS      | $251841.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc             | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      6871 | NS      | $110279.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                   | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      9202 | NS      | $298144.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                   | Elevance Health Inc                          | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2284 | NS      | $1171623.48   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc           | Raymond James Financial Inc                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1881 | NS      | $200984.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                       | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1488 | NS      | $123325.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                   | Avery Dennison Corp                          | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       783 | NS      | $141723.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                     | Expedia Group Inc                            | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1440 | NS      | $126144.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                | AMERISOURCEBERGEN CORP                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1552 | NS      | $257181.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                          | Allegion plc                                 | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       844 | NS      | $88839.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                            | FEDEX CORP                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2286 | NS      | $395935.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                            | ECOLAB INC                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2363 | NS      | $343958.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                    | IQVIA HOLDINGS INC                           | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1776 | NS      | $363884.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                            | Fiserv Inc                                   | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6103 | NS      | $616830.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Legg Mason Partners Investment Trust

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer