# EDGAR Filing Document

**Accession Number:** 0001659326
**File Stem:** 0001752724-23-045135
**Filing Date:** 2023-2
**Character Count:** 68804
**Document Hash:** c8d7ea6ac6fe1a85daf9a8ada2e657c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045135.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045135

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST IV
- **CENTRAL INDEX KEY:** 0001659326
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23117
- **FILM NUMBER:** 23680447

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JPMorgan Trust IV
- **DATE OF NAME CHANGE:** 20151124

## Series and Classes Contracts Data

### JPMorgan Hedged Equity 2 Fund (Series ID: S000070948)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000225316 | Class R6     | JHDRX           |
| C000225317 | Class C      | JHDCX           |
| C000225318 | Class I      | JHQDX           |
| C000225319 | Class R5     | JHDFX           |
| C000225320 | Class A      | JHDAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust IV

- **b. Investment Company Act file number:** 811-23117

- **c. CIK number of Registrant:** 0001659326

- **d. LEI of Registrant:** 549300OTMPZX852VDL37

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Hedged Equity 2 Fund

- **b. EDGAR series identifier (if any):** S000070948

- **c. LEI of Series:** 549300KQSTZV0LYBF836

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4195339097.17

**Total Liabilities:** $11160763.11

**Net Assets:** $4184178334.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000225316 | 0.34%                | 3.73%                | -3.55%               |
| Class ID C000225320 | 0.34%                | 3.67%                | -3.48%               |
| Class ID C000225319 | 0.34%                | 3.73%                | -3.50%               |
| Class ID C000225318 | 0.34%                | 3.74%                | -3.55%               |
| Class ID C000225317 | 0.27%                | 3.68%                | -3.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-98625249.94            | $482796894.44                              |
| Month 2  | $-133965945.09           | $405445118.68                              |
| Month 3  | $-90051260.91            | $-192183089.74                             |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SP500GRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Host Hotels & Resorts, Inc.                | Host Hotels & Resorts, Inc.                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    111031 | NS      | $1782047.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.            | Intercontinental Exchange, Inc.                      | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    193342 | NS      | $19834955.78  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                               | Oracle Corp.                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    141652 | NS      | $11578634.48  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                            | Eaton Corp. plc                                      | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    162049 | NS      | $25433590.55  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P 500 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10833 | NC      | $-6337305.00  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.               | Cadence Design Systems, Inc.                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     33816 | NS      | $5432202.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                          | Exxon Mobil Corp.                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    718601 | NS      | $79261690.30  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                             | Alphabet, Inc., Class A                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    936343 | NS      | $82613542.89  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                            | CME Group, Inc.                                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    107685 | NS      | $18108309.60  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                 | Microchip Technology, Inc.                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    163528 | NS      | $11487842.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                 | Baxter International, Inc.                           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    277304 | NS      | $14134184.88  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                               | NVIDIA Corp.                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    271141 | NS      | $39624545.74  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                 | PG&E Corp.                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    998259 | NS      | $16231691.34  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                           | Amazon.com, Inc.                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1254524 | NS      | $105380016.00 | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.              | BioMarin Pharmaceutical, Inc.                        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     40361 | NS      | $4176959.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International, Inc.                  | Magna International, Inc.                            | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |    111942 | NS      | $6288901.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.          | Equity LifeStyle Properties, Inc.                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    117445 | NS      | $7586947.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                | FleetCor Technologies, Inc.                          | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     78074 | NS      | $14340632.32  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                   | Bristol-Myers Squibb Co.                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    592583 | NS      | $42636346.85  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                            | Eli Lilly & Co.                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    131557 | NS      | $48128812.88  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                              | Danaher Corp.                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     94811 | NS      | $25164735.62  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                     | Howmet Aerospace, Inc.                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     59994 | NS      | $2364363.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                             | Alphabet, Inc., Class C                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    682824 | NS      | $60586973.52  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.               | Neurocrine Biosciences, Inc.                         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     37214 | NS      | $4444840.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                    | Boston Scientific Corp.                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    435177 | NS      | $20135639.79  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                               | Intuit, Inc.                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     66070 | NS      | $25715765.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.               | Marriott International, Inc., Class A                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     84729 | NS      | $12615300.81  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                               | Biogen, Inc.                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     50959 | NS      | $14111566.28  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                 | Constellation Brands, Inc., Class A                  | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     77645 | NS      | $17994228.75  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                | Phillips 66                                          | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     61848 | NS      | $6437139.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                   | SBA Communications Corp.                             | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     72262 | NS      | $20255761.22  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1927811 | NS      | $250480483.23 | 5.99%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                       | NextEra Energy, Inc.                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    588528 | NS      | $49200940.80  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                     | Southwest Airlines Co.                               | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     91614 | NS      | $3084643.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc.                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     97824 | NS      | $4883374.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                      | Sun Communities, Inc.                                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     67990 | NS      | $9722570.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                       | American Express Co.                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    252280 | NS      | $37274370.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                    | Uber Technologies, Inc.                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    134226 | NS      | $3319408.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                      | Camden Property Trust                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     34198 | NS      | $3826072.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    230635 | NS      | $40741672.75  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                          | Merck & Co., Inc.                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    285408 | NS      | $31666017.60  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc., Class A                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    200535 | NS      | $69732035.55  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                               | Pfizer, Inc.                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    285708 | NS      | $14639677.92  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                | Tesla, Inc.                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    338887 | NS      | $41744100.66  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                | Nucor Corp.                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     47468 | NS      | $6256757.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                 | Prudential Financial, Inc.                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     48193 | NS      | $4793275.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                | United Parcel Service, Inc., Class B                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    229388 | NS      | $39876809.92  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.              | Raymond James Financial, Inc.                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     99802 | NS      | $10663843.70  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                             | Teradyne, Inc.                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     66036 | NS      | $5768244.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                           | Globe Life, Inc.                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     52700 | NS      | $6352985.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                    | Progressive Corp. (The)                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    279985 | NS      | $36316854.35  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                     | Home Depot, Inc. (The)                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     80352 | NS      | $25379982.72  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                  | UDR, Inc.                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    247359 | NS      | $9580214.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                     | Trane Technologies plc                               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |    164181 | NS      | $27597184.29  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos., Inc. (The)                 | Travelers Cos., Inc. (The)                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    156746 | NS      | $29388307.54  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.               | Chipotle Mexican Grill, Inc.                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13282 | NS      | $18428642.18  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                | Adobe, Inc.                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     92620 | NS      | $31169408.60  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                         | Altria Group, Inc.                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    304026 | NS      | $13897028.46  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                | ZoomInfo Technologies, Inc.                          | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103668 | NS      | $3121443.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                     | General Dynamics Corp.                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     20975 | NS      | $5204107.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                | Deere & Co.                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     81661 | NS      | $35012970.36  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.               | Royal Caribbean Cruises Ltd.                         | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     27199 | NS      | $1344446.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                               | Ventas, Inc.                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    322415 | NS      | $14524795.75  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                     | Freeport-McMoRan, Inc.                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    153676 | NS      | $5839688.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                             | Celanese Corp.                                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     28368 | NS      | $2900344.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                   | Diamondback Energy, Inc.                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |    185772 | NS      | $25409894.16  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                            | Citigroup, Inc.                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    245787 | NS      | $11116946.01  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global, Inc.                           | S&P Global, Inc.                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     61401 | NS      | $20565650.94  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                  | Linde plc                                            | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |    106632 | NS      | $34781225.76  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                             | AutoZone, Inc.                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      8168 | NS      | $20143758.24  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                       | Otis Worldwide Corp.                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    198117 | NS      | $15514542.27  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                             | Broadcom, Inc.                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     13617 | NS      | $7613673.21   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                             | McKesson Corp.                                       | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     31420 | NS      | $11786270.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                 | Sarepta Therapeutics, Inc.                           | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     30608 | NS      | $3966184.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    203114 | NS      | $22299886.06  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                       | Meta Platforms, Inc., Class A                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    348704 | NS      | $41963039.36  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                              | Medtronic plc                                        | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    204785 | NS      | $15915890.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.           | Air Products and Chemicals, Inc.                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     27274 | NS      | $8407483.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                | Capital One Financial Corp.                          | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     36055 | NS      | $3351672.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                     | Costco Wholesale Corp.                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     68266 | NS      | $31163429.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                    | Aon plc, Class A                                     | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     30669 | NS      | $9204993.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.          | Philip Morris International, Inc.                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    195152 | NS      | $19751333.92  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                        | SVB Financial Group                                  | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     12539 | NS      | $2885725.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                              | Comcast Corp., Class A                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    914385 | NS      | $31976043.45  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                             | Fortinet, Inc.                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     88148 | NS      | $4309555.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                   | Motorola Solutions, Inc.                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     38233 | NS      | $9853026.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                          | Ulta Beauty, Inc.                                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      6886 | NS      | $3230016.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.      | Public Service Enterprise Group, Inc.                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    242283 | NS      | $14844679.41  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                        | Expedia Group, Inc.                                  | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102827 | NS      | $9007645.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                              | Netflix, Inc.                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     77328 | NS      | $22802480.64  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                 | US Bancorp                                           | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    782829 | NS      | $34139172.69  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                               | Dexcom, Inc.                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     49992 | NS      | $5661094.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                          | Wells Fargo & Co.                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1073931 | NS      | $44342610.99  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                              | PepsiCo, Inc.                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    104833 | NS      | $18939129.78  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                              | Corning, Inc.                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    112705 | NS      | $3599797.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    422167 | NS      | $13851299.27  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                          | FirstEnergy Corp.                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    147190 | NS      | $6173148.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                   | Berkshire Hathaway, Inc., Class B                    | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    209250 | NS      | $64637325.00  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    212350 | NS      | $18053997.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                      | Affirm Holdings, Inc.                                | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145722 | NS      | $1409131.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                       | PPG Industries, Inc.                                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |    133730 | NS      | $16815210.20  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                          | T-Mobile US, Inc.                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    145172 | NS      | $20324080.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.               | Advanced Micro Devices, Inc.                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    364379 | NS      | $23600827.83  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.               | Vertex Pharmaceuticals, Inc.                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     75547 | NS      | $21816462.66  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                          | Lowe's Cos., Inc.                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    217924 | NS      | $43419177.76  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                       | Analog Devices, Inc.                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    203710 | NS      | $33414551.30  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                      | Colgate-Palmolive Co.                                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    322266 | NS      | $25391338.14  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                              | Chevron Corp.                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102590 | NS      | $18413879.10  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc            | Seagate Technology Holdings plc                      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    244056 | NS      | $12839786.16  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                               | Target Corp.                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     44102 | NS      | $6572962.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.               | Zimmer Biomet Holdings, Inc.                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     43246 | NS      | $5513865.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    377010 | NS      | $44487180.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                               | Lennar Corp., Class A                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    144250 | NS      | $13054625.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                       | Avery Dennison Corp.                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     30559 | NS      | $5531179.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                    | Micron Technology, Inc.                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     73858 | NS      | $3691422.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                       | Ingersoll Rand, Inc.                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     50818 | NS      | $2655240.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                               | Ameren Corp.                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    128097 | NS      | $11390385.24  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                        | Coca-Cola Co. (The)                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    824379 | NS      | $52438748.19  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                    | DuPont de Nemours, Inc.                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    112839 | NS      | $7744140.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P 500 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10833 | NC      | $33636465.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                       | TJX Cos., Inc. (The)                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    169529 | NS      | $13494508.40  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                       | Coterra Energy, Inc.                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    295199 | NS      | $7253039.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp.                     | Norfolk Southern Corp.                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     89572 | NS      | $22072332.24  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                 | Ameriprise Financial, Inc.                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     35417 | NS      | $11027791.29  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                 | Procter & Gamble Co. (The)                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    269343 | NS      | $40821625.08  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                     | Truist Financial Corp.                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    553847 | NS      | $23832036.41  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                       | Domino's Pizza, Inc.                                 | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     13073 | NS      | $4528487.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P 500 Index                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10833 | NC      | $-1765779.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     26689 | NS      | $1051546.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                      | Walt Disney Co. (The)                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     74118 | NS      | $6439371.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55584 | NS      | $5964163.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                               | Humana, Inc.                                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     19384 | NS      | $9928290.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                            | Microsoft Corp.                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1058623 | NS      | $253878967.86 | 6.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                              | Textron, Inc.                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    218776 | NS      | $15489340.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                      | Bank of America Corp.                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1037135 | NS      | $34349911.20  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                    | Rivian Automotive, Inc., Class A                     | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37492 | NS      | $690977.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                             | Prologis, Inc.                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    261192 | NS      | $29444174.16  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                       | Kimberly-Clark Corp.                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    111396 | NS      | $15122007.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                 | NIKE, Inc., Class B                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    206687 | NS      | $24184445.87  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                       | TE Connectivity Ltd.                                 | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |     42488 | NS      | $4877622.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.              | Honeywell International, Inc.                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    229250 | NS      | $49128275.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund | JPMorgan U.S. Government Money Market Fund, Class IM | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        |  52983467 | NS      | $52983467.45  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.            | Martin Marietta Materials, Inc.                      | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     19069 | NS      | $6444749.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp.                | Raytheon Technologies Corp.                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    413380 | NS      | $41718309.60  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                      | Elevance Health, Inc.                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     53592 | NS      | $27491088.24  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                | Masco Corp.                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |    201211 | NS      | $9390517.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                   | Intuitive Surgical, Inc.                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     94599 | NS      | $25101844.65  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                         | State Street Corp.                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    109947 | NS      | $8528588.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.               | Mondelez International, Inc., Class A                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    202412 | NS      | $13490759.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                               | AbbVie, Inc.                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    378894 | NS      | $61233059.34  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp.                        | Union Pacific Corp.                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     75452 | NS      | $15623845.64  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                      | NXP Semiconductors NV                                | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    193523 | NS      | $30582439.69  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                           | Baker Hughes Co.                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228176 | NS      | $6738037.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.            | Regeneron Pharmaceuticals, Inc.                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     36165 | NS      | $26092685.85  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                     | Booking Holdings, Inc.                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     12303 | NS      | $24793989.84  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                              | Sempra Energy                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    137298 | NS      | $21218032.92  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                          | Hershey Co. (The)                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     22967 | NS      | $5318468.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                        | EOG Resources, Inc.                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    203367 | NS      | $26340093.84  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P 500 E-Mini Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       307 | NC      | $-634291.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign, Inc.                             | DocuSign, Inc.                                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     85959 | NS      | $4763847.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                   | UnitedHealth Group, Inc.                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    155987 | NS      | $82701187.66  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.             | Thermo Fisher Scientific, Inc.                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     90620 | NS      | $49903527.80  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                  | O'Reilly Automotive, Inc.                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     21877 | NS      | $18464844.31  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                | Dover Corp.                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     68496 | NS      | $9275043.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc., Class A                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    262759 | NS      | $54590809.84  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                      | Parker-Hannifin Corp.                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     75365 | NS      | $21931215.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                           | McDonald's Corp.                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     90939 | NS      | $23965154.67  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                      | Leidos Holdings, Inc.                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    111683 | NS      | $11747934.77  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                          | Yum! Brands, Inc.                                    | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     57491 | NS      | $7363447.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.               | Charter Communications, Inc., Class A                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     56221 | NS      | $19064541.10  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                              | Accenture plc, Class A                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    138418 | NS      | $36935459.12  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                           | PulteGroup, Inc.                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21539 | NS      | $980670.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                           | CVS Health Corp.                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     29652 | NS      | $2763269.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                             | QUALCOMM, Inc.                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     49889 | NS      | $5484796.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                         | Lam Research Corp.                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     74162 | NS      | $31170288.60  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                              | Centene Corp.                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    230460 | NS      | $18900024.60  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                   | CenterPoint Energy, Inc.                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    427945 | NS      | $12834070.55  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                       | Eastman Chemical Co.                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    149815 | NS      | $12200933.60  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                    | Burlington Stores, Inc.                              | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     38736 | NS      | $7854111.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.          | Booz Allen Hamilton Holding Corp.                    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     38229 | NS      | $3995695.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                    | Texas Instruments, Inc.                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    267911 | NS      | $44264255.42  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                           | Salesforce, Inc.                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     19668 | NS      | $2607780.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                              | Workday, Inc., Class A                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     55444 | NS      | $9277444.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                  | CSX Corp.                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    266667 | NS      | $8261343.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                | Block, Inc.                                          | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     35171 | NS      | $2210145.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                              | Equinix, Inc.                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     19126 | NS      | $12528103.78  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                               | Cintas Corp.                                         | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12920 | NS      | $5834930.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                         | Best Buy Co., Inc.                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    188412 | NS      | $15112526.52  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust IV

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer