# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013550
**Filing Date:** 2023-2
**Character Count:** 184189
**Document Hash:** baa2b3f15fdff4fdd2529bbfd3d1ae69
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013550.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013550

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683282

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

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

## Series and Classes Contracts Data

### JNL/MELLON S&P 500 INDEX FUND (Series ID: S000001727)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000004634 | JNL/MELLON S&P 500 INDEX FUND (A) |  |
| C000067968 | JNL/MELLON S&P 500 INDEX FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/Mellon S&P 500 Index Fund

- **b. EDGAR series identifier (if any):** S000001727

- **c. LEI of Series:** DM06YTEWRZYM9UE5I144

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11309029078.72

**Total Liabilities:** $650545840.03

**Net Assets:** $10658483238.69

**Cash Not Reported:** $9238001.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004634 | 8.06%                | 5.52%                | -5.80%               |
| Class ID C000067968 | 8.09%                | 5.55%                | -5.78%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1767726.52              | $780617366.10                              |
| Month 2  | $0.00                    | $574636544.19                              |
| Month 3  | $17231510.33             | $-678548943.26                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIGROUP GLOBAL MARKETS INC                          | REPURCHASE AGREEMENT - CITIGROUP GLOBAL MARKETS INC   | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        | 300000000 | PA      | $300000000.00 | 2.81%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | REPURCHASE AGREEMENT - MORGAN STANLEY                 | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        | 200000000 | PA      | $200000000.00 | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                | JNL Securities Lending Collateral Fund                | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 143625326 | NS      | $143625325.50 | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                           | FUTURE - CASH SETTLED                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       575 | NC      | $-3053957.91  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                          | Fiserv, Inc.                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    207006 | NS      | $20922096.42  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                              | Franklin Resources, Inc.                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     90691 | NS      | $2392428.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Arthur J. Gallagher & Co.                             | Arthur J. Gallagher & Co.                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     68580 | NS      | $12930073.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                         | Gartner, Inc.                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     25828 | NS      | $8681823.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC Incorporated                                    | AFLAC Incorporated                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    194173 | NS      | $13968805.62  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com, Inc.                                      | Amazon.com, Inc.                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   2914120 | NS      | $244786080.00 | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                             | W. R. Berkley Corporation                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     67611 | NS      | $4906530.27   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                       | BorgWarner Inc.                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     75769 | NS      | $3049702.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Honeywell International Inc.                          | Honeywell International Inc.                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    220903 | NS      | $47339512.90  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | Humana Inc.                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     41746 | NS      | $21381883.74  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                   | J. B. Hunt Transport Services, Inc.                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     26577 | NS      | $4633965.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                    | Huntington Bancshares Incorporated                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    477816 | NS      | $6737205.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                   | Huntington Ingalls Industries, Inc.                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     12624 | NS      | $2912104.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings            | Laboratory Corporation of America Holdings            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     28742 | NS      | $6768166.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                  | M&T Bank Corporation                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     56314 | NS      | $8168908.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                         | PepsiCo, Inc.                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    450409 | NS      | $81370889.94  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | Accenture Public Limited Company                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    207697 | NS      | $55421867.48  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | Eaton Corporation Public Limited Company              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    131737 | NS      | $20676122.15  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group, Ltd.                                | Everest Re Group, Ltd.                                | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     13522 | NS      | $4479432.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                      | CBRE Group, Inc.                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    103581 | NS      | $7971593.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Residential                                    | Equity Residential                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    109416 | NS      | $6455544.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                              | Extra Space Storage Inc.                              | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |     42450 | NS      | $6247791.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                  | Meta Platforms, Inc.                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    738470 | NS      | $88867479.80  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FedEx Corporation                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     78843 | NS      | $13655607.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Celanese Corporation                                  | Celanese Corporation                                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     34108 | NS      | $3487201.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage 1990 Corporation                     | Monster Beverage 1990 Corporation                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    124046 | NS      | $12594390.38  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MOS Holdings Inc.                                     | MOS Holdings Inc.                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    109441 | NS      | $4801176.67   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dish Network Corporation                              | Dish Network Corporation                              | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     82298 | NS      | $1155460.03   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Edison International                                  | Edison International                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    129514 | NS      | $8239680.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Exxon Mobil Corporation                               | Exxon Mobil Corporation                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1351984 | NS      | $149123835.20 | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                       | Federal Realty Investment Trust                       | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |     25882 | NS      | $2615117.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NVR, Inc.                                             | NVR, Inc.                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       939 | NS      | $4331212.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                          | NetApp, Inc.                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     71070 | NS      | $4268464.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Qorvo, Inc.                                           | Qorvo, Inc.                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     34993 | NS      | $3171765.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                       | S&P Global Inc.                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    109193 | NS      | $36573103.42  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                      | Salesforce, Inc.                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    329756 | NS      | $43722348.04  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | Verizon Communications Inc.                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1377520 | NS      | $54274288.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                             | Visa Inc.                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    536864 | NS      | $111538864.60 | 1.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Teledyne Technologies Incorporated                    | Teledyne Technologies Incorporated                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     15329 | NS      | $6130220.39   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                           | United Parcel Service, Inc.                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    239049 | NS      | $41556278.16  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts, Limited                                 | Wynn Resorts, Limited                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     34690 | NS      | $2860884.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc.                                         | Alphabet Inc.                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1961261 | NS      | $173042058.00 | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                         | AmerisourceBergen Corporation                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     54101 | NS      | $8965076.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | Broadcom Inc.                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    132852 | NS      | $74281538.76  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                             | Cboe Global Markets, Inc.                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     34269 | NS      | $4299731.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                          | Charter Communications, Inc.                          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     35131 | NS      | $11912922.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                   | Cisco Systems, Inc.                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1349460 | NS      | $64288274.40  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | Comcast Corporation                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1419647 | NS      | $49645055.59  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                         | Corteva, Inc.                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    232475 | NS      | $13664880.50  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                               | Molina Healthcare, Inc.                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     19100 | NS      | $6307202.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     37639 | NS      | $694063.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NiSource Inc.                                         | NiSource Inc.                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    129845 | NS      | $3560349.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA Corporation                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    819050 | NS      | $119695967.00 | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings, Inc.                                 | Paypal Holdings, Inc.                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    376737 | NS      | $26831209.14  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                     | Raytheon Technologies Corporation                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    484252 | NS      | $48870712.61  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                        | Signature Bank                                        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     21548 | NS      | $2482760.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Take-Two Interactive Software, Inc.                   | Take-Two Interactive Software, Inc.                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     51018 | NS      | $5312504.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tapestry, Inc.                                        | Tapestry, Inc.                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     81262 | NS      | $3094456.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                  | Weyerhaeuser Company                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    251132 | NS      | $7785092.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                          | The Williams Companies, Inc.                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    404224 | NS      | $13298969.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Steris Limited                                        | Steris Limited                                        | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |     33427 | NS      | $6173632.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameren Corporation                                    | Ameren Corporation                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     81200 | NS      | $7220304.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                           | Bank of America Corporation                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2300216 | NS      | $76183153.92  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation               | The Bank of New York Mellon Corporation               | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    239838 | NS      | $10917425.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                            | Bio-Rad Laboratories, Inc.                            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      7150 | NS      | $3006503.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                 | Invitation Homes Inc.                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189663 | NS      | $5621611.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Arista Networks, Inc.                                 | Arista Networks, Inc.                                 | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     82573 | NS      | $10020233.55  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | Atmos Energy Corporation                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     47087 | NS      | $5277040.09   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Bath & Body Works, Inc.                               | Bath & Body Works, Inc.                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     76966 | NS      | $3243347.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                | Juniper Networks, Inc.                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     99925 | NS      | $3193603.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                           | Keysight Technologies, Inc.                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     58480 | NS      | $10004173.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | Baxter International Inc.                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    169520 | NS      | $8640434.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Scientific Corporation                         | Boston Scientific Corporation                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    468549 | NS      | $21679762.23  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                              | Kimco Realty Corporation                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |    199444 | NS      | $4224223.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinder Morgan, Inc.                                   | Kinder Morgan, Inc.                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    650965 | NS      | $11769447.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Simon Property Group, Inc.                            | Simon Property Group, Inc.                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    106364 | NS      | $12495642.72  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | The Southern Company                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    357549 | NS      | $25532574.09  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | Lockheed Martin Corporation                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     76458 | NS      | $37196052.42  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                               | Lumen Technologies Inc.                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    298346 | NS      | $1557366.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Airlines Co.                                | Southwest Airlines Co.                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    191225 | NS      | $6438545.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                          | Stanley Black & Decker, Inc.                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     48720 | NS      | $3659846.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MGM Resorts International                             | MGM Resorts International                             | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |    104194 | NS      | $3493624.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | Newmont Corporation                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    263954 | NS      | $12458628.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | State Street Corporation                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    122083 | NS      | $9469978.31   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                        | Synopsys, Inc.                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     50659 | NS      | $16174912.11  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                       | Medtronic, Inc.                                       | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |    437457 | NS      | $33999158.04  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | Garmin Ltd.                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     49634 | NS      | $4580721.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                     | Nucor Corporation                                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     84055 | NS      | $11079289.55  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                      | PulteGroup, Inc.                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77198 | NS      | $3514824.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                  | TE Connectivity Ltd.                                  | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |    103035 | NS      | $11828418.00  | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LyondellBasell Industries N.V.                        | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     85757 | NS      | $7120403.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| NXP Semiconductors N.V.                               | NXP Semiconductors N.V.                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     85933 | NS      | $13579991.99  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                         | Becton, Dickinson and Company                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     95038 | NS      | $24168163.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | Berkshire Hathaway Inc.                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    591771 | NS      | $182798061.90 | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                    | Best Buy Co., Inc.                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     65486 | NS      | $5252632.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| The Boeing Company                                    | The Boeing Company                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    182076 | NS      | $34683657.24  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| International Paper Company                           | International Paper Company                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    122073 | NS      | $4227387.99   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralph Lauren Corporation                              | Ralph Lauren Corporation                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     11425 | NS      | $1207279.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| A. O. Smith Corporation                               | A. O. Smith Corporation                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     45744 | NS      | $2618386.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Snap-on Incorporated                                  | Snap-on Incorporated                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     17225 | NS      | $3935740.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mondelez International, Inc.                          | Mondelez International, Inc.                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    447417 | NS      | $29820343.05  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | Pinnacle West Capital Corporation                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     37755 | NS      | $2870890.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                | Sealed Air Corporation                                | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     46028 | NS      | $2295876.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                  | Steel Dynamics, Inc.                                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     49583 | NS      | $4844259.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | Stryker Corporation                                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    111039 | NS      | $27147925.11  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M Company                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    179925 | NS      | $21576606.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | Truist Financial Corporation                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    429851 | NS      | $18496488.53  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company    | Seagate Technology Holdings Public Limited Company    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     63788 | NS      | $3355886.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliant Energy Corporation                            | Alliant Energy Corporation                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     81483 | NS      | $4498676.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                               | Boston Properties, Inc.                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     47137 | NS      | $3185518.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | Bristol-Myers Squibb Company                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    694983 | NS      | $50004026.85  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                          | CF Industries Holdings, Inc.                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     67553 | NS      | $5755515.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | Carnival Corporation                                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    319040 | NS      | $2571462.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eli Lilly and Company                                 | Eli Lilly and Company                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    259170 | NS      | $94814752.80  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                          | Lincoln National Corporation                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     53596 | NS      | $1646469.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Nation Entertainment, Inc.                       | Live Nation Entertainment, Inc.                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     46942 | NS      | $3273735.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Lowe`s Companies, Inc.                                | Lowe`s Companies, Inc.                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    203412 | NS      | $40527806.88  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                      | NRG Energy, Inc.                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     78968 | NS      | $2512761.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Northrop Grumman Corporation                          | Northrop Grumman Corporation                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     47261 | NS      | $25786074.21  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| On Semiconductor Corporation                          | On Semiconductor Corporation                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    140224 | NS      | $8745770.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK, Inc.                                           | ONEOK, Inc.                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    142166 | NS      | $9340306.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG Industries, Inc.                                  | PPG Industries, Inc.                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     76734 | NS      | $9648533.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                      | Packaging Corporation of America                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     30143 | NS      | $3855591.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                     | PerkinElmer, Inc.                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     41296 | NS      | $5790525.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Principal Financial Group, Inc.                       | Principal Financial Group, Inc.                       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     70856 | NS      | $5946235.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                         | ProLogis Inc.                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    301694 | NS      | $34009964.62  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | The J. M. Smucker Company                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     34893 | NS      | $5529144.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sysco Corporation                                     | Sysco Corporation                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    165308 | NS      | $12637796.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Waters Corporation                                    | Waters Corporation                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     19567 | NS      | $6703262.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                                         | Amcor Pty Ltd                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    485505 | NS      | $5782364.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Ltd.                                          | Invesco Ltd.                                          | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    157030 | NS      | $2824969.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FMC Corporation                                       | FMC Corporation                                       | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     41198 | NS      | $5141510.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| FactSet Research Systems Inc.                         | FactSet Research Systems Inc.                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     12774 | NS      | $5125056.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | Fastenal Company                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    185821 | NS      | $8793049.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    100253 | NS      | $3044690.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UDR, Inc.                                             | UDR, Inc.                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    102317 | NS      | $3962737.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                          | U.S. Bancorp                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    446618 | NS      | $19477010.98  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                             | Union Pacific Corporation                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    201930 | NS      | $41813645.10  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                        | United Airlines Holdings, Inc.                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    105225 | NS      | $3966982.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ceridian HCM Holding Inc.                             | Ceridian HCM Holding Inc.                             | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     51635 | NS      | $3312385.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Domino's Pizza, Inc.                                  | Domino's Pizza, Inc.                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     11671 | NS      | $4042834.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                   | EOG Resources, Inc.                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    192036 | NS      | $24872502.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| EQT Corporation                                       | EQT Corporation                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    121011 | NS      | $4093802.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc.                                           | Ecolab Inc.                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     80592 | NS      | $11730971.52  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    194608 | NS      | $18694044.48  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                  | Enphase Energy, Inc.                                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     44746 | NS      | $11855900.16  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FirstEnergy Corp.                                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    180737 | NS      | $7580109.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                    | T-Mobile USA, Inc.                                    | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |    195357 | NS      | $27349980.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | Biogen Inc.                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     46624 | NS      | $12911118.08  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                              | CenterPoint Energy, Inc.                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    199463 | NS      | $5981895.37   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                           | FleetCor Technologies, Inc.                           | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     26011 | NS      | $4777700.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                    | Ford Motor Company                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1315285 | NS      | $15296764.55  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | General Electric Company                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    356785 | NS      | $29895015.15  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Ball Corporation                                      | Ball Corporation                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     99347 | NS      | $5080605.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| W. W. Grainger, Inc.                                  | W. W. Grainger, Inc.                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     14857 | NS      | $8264206.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Philip Morris International Inc.                      | Philip Morris International Inc.                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    509684 | NS      | $51585117.64  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | Public Service Enterprise Group Incorporated          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    163453 | NS      | $10014765.31  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                   | Brown & Brown, Inc.                                   | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     79424 | NS      | $4524785.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX Corporation                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    688234 | NS      | $21321489.32  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS Health Corporation                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    432113 | NS      | $40268610.47  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | Lennar Corporation                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     80754 | NS      | $7308237.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Oil Corporation                              | Marathon Oil Corporation                              | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    206012 | NS      | $5576744.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    112275 | NS      | $11111856.75  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | Phillips 66                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    155033 | NS      | $16135834.64  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                            | Prudential Financial, Inc.                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    122840 | NS      | $12217666.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Raymond James Financial, Inc.                         | Raymond James Financial, Inc.                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     65551 | NS      | $7004124.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Realty Income Corporation                             | Realty Income Corporation                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |    206871 | NS      | $13121827.53  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Regency Centers Corporation                           | Regency Centers Corporation                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     54505 | NS      | $3406562.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Services, Inc.                               | Republic Services, Inc.                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     68014 | NS      | $8773125.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                        | The Charles Schwab Corporation                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    500900 | NS      | $41704934.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                          | AMETEK, Inc.                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     74519 | NS      | $10411794.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                        | Catalent, Inc.                                        | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57836 | NS      | $2603198.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | Caterpillar Inc.                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    173696 | NS      | $41610613.76  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                     | D.R. Horton, Inc.                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    107101 | NS      | $9546983.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DaVita Inc.                                           | DaVita Inc.                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     21752 | NS      | $1624221.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dentsply Sirona Inc.                                  | Dentsply Sirona Inc.                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     69729 | NS      | $2220171.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                   | Entergy Corporation                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     64559 | NS      | $7262887.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                         | Equinix, Inc.                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     30402 | NS      | $19914222.06  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| American Water Works Company, Inc.                    | American Water Works Company, Inc.                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     58699 | NS      | $8946901.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                     | Dollar Tree, Inc.                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     68614 | NS      | $9704764.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | Dow Inc.                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    235480 | NS      | $11865837.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | General Motors Company                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    465276 | NS      | $15651884.64  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                          | Advanced Micro Devices, Inc.                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    531415 | NS      | $34419749.55  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                      | Air Products and Chemicals, Inc.                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     73245 | NS      | $22578503.70  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | Quest Diagnostics Incorporated                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     37876 | NS      | $5925321.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Synchrony Financial                                   | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    146444 | NS      | $4812149.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                                | Alaska Air Group, Inc.                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     41085 | NS      | $1764189.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| The Allstate Corporation                              | The Allstate Corporation                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     88743 | NS      | $12033550.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                  | United Rentals, Inc.                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     23085 | NS      | $8204870.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Services, Inc.                       | Universal Health Services, Inc.                       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     21664 | NS      | $3052240.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | V.F. Corporation                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    106410 | NS      | $2937980.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI Properties Inc.                                  | VICI Properties Inc.                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    310781 | NS      | $10069304.40  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                      | Occidental Petroleum Corporation                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    235468 | NS      | $14832129.32  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                  | Vornado Realty Trust                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53731 | NS      | $1118142.11   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Walmart Inc.                                          | Walmart Inc.                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    466241 | NS      | $66108311.39  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.                   | Norwegian Cruise Line Holdings Ltd.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    122179 | NS      | $1495470.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc.                                         | Alphabet Inc.                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1739457 | NS      | $154342019.60 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                    | Altria Group, Inc.                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    590761 | NS      | $27003685.31  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                             | CDW Corp.                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     45202 | NS      | $8072173.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                         | C.H. Robinson Worldwide, Inc.                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     39005 | NS      | $3571297.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| The Coca-Cola Company                                 | The Coca-Cola Company                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1273108 | NS      | $80982399.88  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation            | Cognizant Technology Solutions Corporation            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    167884 | NS      | $9601285.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                 | Freeport-McMoRan Inc.                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    464271 | NS      | $17642298.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | Global Payments Inc.                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     86354 | NS      | $8576637.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Petroleum Corporation                        | Marathon Petroleum Corporation                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    153350 | NS      | $17848406.50  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                               | MasterCard Incorporated                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    277941 | NS      | $96648423.93  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                     | Match Group, Inc.                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     90965 | NS      | $3774137.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | McKesson Corporation                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     46912 | NS      | $17597629.44  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    130156 | NS      | $2368839.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PG&E Corporation                                      | PG&E Corporation                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    526627 | NS      | $8562955.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Target Corporation                                    | Target Corporation                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    151577 | NS      | $22591036.08  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradyne, Inc.                                        | Teradyne, Inc.                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     52279 | NS      | $4566570.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| VeriSign, Inc.                                        | VeriSign, Inc.                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     30448 | NS      | $6255237.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                 | Wells Fargo & Company                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1243280 | NS      | $51335031.20  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | Willis Towers Watson Public Limited Company           | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     37060 | NS      | $9064196.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Alexandria Real Estate Equities, Inc.                 | Alexandria Real Estate Equities, Inc.                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     48183 | NS      | $7018817.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                           | AvalonBay Communities, Inc.                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     45125 | NS      | $7288590.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | Coterra Energy Inc.                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    259658 | NS      | $6379797.06   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| IQVIA Holdings Inc                                    | IQVIA Holdings Inc                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     62150 | NS      | $12733913.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                            | Iron Mountain Incorporated                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     95750 | NS      | $4773137.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    962522 | NS      | $129074200.20 | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                      | JNL Government Money Market Fund                      | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  90383079 | NS      | $90383079.29  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                 | Jacobs Solutions Inc.                                 | CUSIP: 46982L108<br>LEI: 549300CZ8QS1GE53O776 | Long             | EC               | CORP              | US        |     41565 | NS      | $4990709.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                 | Leidos Holdings, Inc.                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     44522 | NS      | $4683269.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | Loews Corporation                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     62435 | NS      | $3641833.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                             | T. Rowe Price Group, Inc.                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     74984 | NS      | $8177755.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill, Inc.                          | Chipotle Mexican Grill, Inc.                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9115 | NS      | $12646971.35  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                             | Church & Dwight Co., Inc.                             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     78942 | NS      | $6363514.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                      | Cincinnati Financial Corporation                      | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     53894 | NS      | $5518206.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| The Home Depot, Inc.                                  | The Home Depot, Inc.                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    336173 | NS      | $106183603.80 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                     | Intel Corporation                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1351741 | NS      | $35726514.63  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | International Business Machines Corporation           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    294294 | NS      | $41463081.66  | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| International Flavors & Fragrances Inc.               | International Flavors & Fragrances Inc.               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     85878 | NS      | $9003449.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Foods Group, Inc.                               | Kraft Foods Group, Inc.                               | CUSIP: 500754106<br>LEI: 5493003STKEZ2S0RNU91 | Long             | EC               | CORP              | US        |    268471 | NS      | $10929454.42  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corporation                                       | LKQ Corporation                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     83458 | NS      | $4457491.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                              | Skyworks Solutions, Inc.                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     54001 | NS      | $4921111.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                        | Archer-Daniels-Midland Company                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    179830 | NS      | $16697215.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet, Inc.                                        | Fortinet, Inc.                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    211577 | NS      | $10343999.53  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Ltd.                           | SolarEdge Technologies Ltd.                           | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     18598 | NS      | $5268255.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Verisk Analytics, Inc.                                | Verisk Analytics, Inc.                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     50958 | NS      | $8990010.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                       | Globe Life Inc.                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     28510 | NS      | $3436880.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Company                    | Hewlett Packard Enterprise Company                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    419581 | NS      | $6696512.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Vertex Pharmaceuticals Incorporated                   | Vertex Pharmaceuticals Incorporated                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     85086 | NS      | $24571135.08  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                 | WEC Energy Group Inc.                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    102066 | NS      | $9569708.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                        | Hilton Worldwide Holdings Inc.                        | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |     89863 | NS      | $11355088.68  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX Corporation                                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     24236 | NS      | $5533805.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Waste Management, Inc.                                | Waste Management, Inc.                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    122106 | NS      | $19155989.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                              | IDEXX Laboratories, Inc.                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     27011 | NS      | $11019407.56  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                    | Incyte Corporation                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     62142 | NS      | $4991245.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                   | Ingersoll Rand Inc.                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    130698 | NS      | $6828970.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | Masco Corporation                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     76954 | NS      | $3591443.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| McCormick & Company, Incorporated                     | McCormick & Company, Incorporated                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     84406 | NS      | $6996413.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corporation                                | McDonald's Corporation                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    241139 | NS      | $63547360.67  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | Mettler-Toledo International Inc.                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      7317 | NS      | $10576357.65  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Microsoft Corporation                                 | Microsoft Corporation                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   2447584 | NS      | $586979594.90 | 5.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                     | Microchip Technology Incorporated                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    183664 | NS      | $12902396.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                         | Netflix, Inc.                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    146187 | NS      | $43107622.56  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Otis Worldwide Corporation                            | Otis Worldwide Corporation                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    137919 | NS      | $10800436.89  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | Parker-Hannifin Corporation                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     41802 | NS      | $12164382.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                         | Paychex, Inc.                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    107445 | NS      | $12416344.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanta Services, Inc.                                 | Quanta Services, Inc.                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     47790 | NS      | $6810075.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                     | Yum! Brands, Inc.                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     92028 | NS      | $11786946.24  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | Zebra Technologies Corporation                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     17243 | NS      | $4421277.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Zions Bancorporation, National Association            | Zions Bancorporation, National Association            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     48847 | NS      | $2401318.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ConocoPhillips                                        | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    408635 | NS      | $48218944.16  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                            | Constellation Brands, Inc.                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     53406 | NS      | $12376840.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellation Energy Group, Inc.                      | Constellation Energy Group, Inc.                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |    109820 | NS      | $9467582.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | Corning Incorporated                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    245316 | NS      | $7835393.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Costco Wholesale Corporation                          | Costco Wholesale Corporation                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    145376 | NS      | $66364144.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                    | CoStar Group, Inc.                                    | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137219 | NS      | $10604284.32  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | Cummins Inc.                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     45505 | NS      | $11025406.45  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Realty Trust, Inc.                            | Digital Realty Trust, Inc.                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     94388 | NS      | $9464284.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.                       | Regeneron Pharmaceuticals, Inc.                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     34863 | NS      | $25153305.87  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                   | SVB Financial Group                                   | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     19976 | NS      | $4597276.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                      | ServiceNow, Inc.                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     66678 | NS      | $25889067.06  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                     | Ulta Beauty, Inc.                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     16855 | NS      | $7906174.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UnitedHealth Group Incorporated                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    305959 | NS      | $162213342.60 | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | Valero Energy Corporation                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    128125 | NS      | $16253937.50  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                               | Arch Capital Group Ltd.                               | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    119914 | NS      | $7528200.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Pentair Public Limited Company                        | Pentair Public Limited Company                        | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     54582 | NS      | $2455098.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | Apple Inc.                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   4909580 | NS      | $637901729.40 | 5.98%             |  |  |  | No            |                  1 | On Loan: —       |
| Autodesk, Inc.                                        | Autodesk, Inc.                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     71276 | NS      | $13319346.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                | DXC Technology Company                                | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     70674 | NS      | $1872861.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                               | The Walt Disney Company                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    602339 | NS      | $52331212.32  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | Dover Corporation                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     46255 | NS      | $6263389.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ETSY, Inc.                                            | ETSY, Inc.                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     40656 | NS      | $4869775.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy, Inc.                                          | Evergy, Inc.                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     73646 | NS      | $4633806.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | Eversource Energy                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    110981 | NS      | $9304647.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelon Corporation                                    | Exelon Corporation                                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    329829 | NS      | $14258507.67  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Expedia Group, Inc.                                   | Expedia Group, Inc.                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     49621 | NS      | $4346799.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | Public Storage                                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     51363 | NS      | $14391398.97  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                               | The TJX Companies, Inc.                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    383445 | NS      | $30522222.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                      | WestRock Company                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     83828 | NS      | $2947392.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | Xcel Energy Inc.                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    182131 | NS      | $12769204.41  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                            | AON Public Limited Company                            | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     67333 | NS      | $20209326.62  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International Public Limited Company | Johnson Controls International Public Limited Company | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    222081 | NS      | $14213184.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | Chubb Limited                                         | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |    137179 | NS      | $30261687.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | Royal Caribbean Cruises Ltd.                          | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |     71620 | NS      | $3540176.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadence Design Systems, Inc.                          | Cadence Design Systems, Inc.                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     88960 | NS      | $14290534.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                            | Lamb Weston Holdings, Inc.                            | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     48779 | NS      | $4358891.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                       | Martin Marietta Materials, Inc.                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     20061 | NS      | $6780016.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                               | Mohawk Industries, Inc.                               | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     16429 | NS      | $1679372.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Moody's Corporation                                   | Moody's Corporation                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     52139 | NS      | $14526968.18  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                            | NIKE, Inc.                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    411937 | NS      | $48200748.37  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group, Inc.                | The PNC Financial Services Group, Inc.                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    133471 | NS      | $21080409.74  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                        | Robert Half International Inc.                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     34680 | NS      | $2560424.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rollins, Inc.                                         | Rollins, Inc.                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     75363 | NS      | $2753764.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                              | Roper Technologies, Inc.                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     35275 | NS      | $15241974.75  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | Starbucks Corporation                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    375578 | NS      | $37257337.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.        | Charles River Laboratories International, Inc.        | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     16240 | NS      | $3538696.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | Eastman Chemical Company                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     37092 | NS      | $3020772.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                              | F5, Inc.                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     19438 | NS      | $2789547.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Solar, Inc.                                     | First Solar, Inc.                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     31974 | NS      | $4789385.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Pfizer Inc.                                           | Pfizer Inc.                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1845953 | NS      | $94586631.72  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | ResMed Inc.                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     48227 | NS      | $10037485.51  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     34377 | NS      | $3846098.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                 | Campbell Soup Company                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     72197 | NS      | $4097179.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CarMax, Inc.                                          | CarMax, Inc.                                          | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |     52334 | NS      | $3186617.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| The Estee Lauder Companies Inc.                       | The Estee Lauder Companies Inc.                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     76125 | NS      | $18887373.75  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                      | Marsh & Mclennan Companies, Inc.                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    161432 | NS      | $26713767.36  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                          | Marriott International, Inc.                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     88129 | NS      | $13121526.81  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.               | Mid-America Apartment Communities, Inc.               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     38869 | NS      | $6102044.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc.                                    | Newell Brands Inc.                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    119287 | NS      | $1560273.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordson Corporation                                   | Nordson Corporation                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     18010 | NS      | $4281337.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                          | Norfolk Southern Corporation                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     75770 | NS      | $18671243.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | Northern Trust Corporation                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     65922 | NS      | $5833437.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Qualcomm Incorporated                                 | Qualcomm Incorporated                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    368921 | NS      | $40559174.74  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                             | Rockwell Automation, Inc.                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     37585 | NS      | $9680768.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                     | Ross Stores, Inc.                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |    112826 | NS      | $13095713.82  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                    | Henry Schein, Inc.                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     46280 | NS      | $3696383.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                  | Schlumberger Limited                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    462748 | NS      | $24738508.08  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                 | Teleflex Incorporated                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     15030 | NS      | $3751938.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Instruments Incorporated                        | Texas Instruments Incorporated                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    296921 | NS      | $49057287.62  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                 | Generac Holdings Inc.                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     20385 | NS      | $2051954.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Genuine Parts Company                                 | Genuine Parts Company                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     45349 | NS      | $7868504.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                 | Gilead Sciences, Inc.                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    410744 | NS      | $35262372.40  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    570386 | NS      | $62622678.94  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company, Inc.                 | American Electric Power Company, Inc.                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    169485 | NS      | $16092600.75  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME Group Inc.                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    117755 | NS      | $19801680.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                           | Caesars Entertainment, Inc.                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     67577 | NS      | $2811203.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                 | Cardinal Health, Inc.                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     86066 | NS      | $6615893.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens Financial Group, Inc.                        | Citizens Financial Group, Inc.                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    158292 | NS      | $6231956.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | Colgate-Palmolive Company                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    274407 | NS      | $21620527.53  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | Comerica Incorporated                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     39911 | NS      | $2668050.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                          | Copart, Inc.                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    144717 | NS      | $8811818.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                     | Crown Castle Inc.                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    143867 | NS      | $19514119.88  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.          | Fidelity National Information Services, Inc.          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    196273 | NS      | $13317123.05  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                              | Intuitive Surgical, Inc.                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    115910 | NS      | $30756718.50  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                 | Keurig Dr Pepper Inc.                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    280992 | NS      | $10020174.72  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI Inc.                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     26180 | NS      | $12178150.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                         | Organon & Co.                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     82111 | NS      | $2293360.23   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pool Corporation                                      | Pool Corporation                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     12933 | NS      | $3910033.89   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The AES Corporation                                   | The AES Corporation                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    215532 | NS      | $6198700.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | AbbVie Inc.                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    580999 | NS      | $93895248.39  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                             | Activision Blizzard, Inc.                             | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    231259 | NS      | $17702876.45  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | Adobe Inc.                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    152526 | NS      | $51329574.78  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Advance Auto Parts, Inc.                              | Advance Auto Parts, Inc.                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     19635 | NS      | $2886934.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                           | ANSYS, Inc.                                           | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     29100 | NS      | $7030269.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | Baker Hughes Company                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    328423 | NS      | $9698331.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadridge Financial Solutions, Inc.                  | Broadridge Financial Solutions, Inc.                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     39572 | NS      | $5307792.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                     | Capital One Financial Corporation                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    126846 | NS      | $11791604.16  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | Carrier Global Corporation                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    273745 | NS      | $11291981.25  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                 | Elevance Health, Inc.                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     78764 | NS      | $40403569.08  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | Centene Corporation                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    189760 | NS      | $15562217.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE Energy Company                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     62669 | NS      | $7365487.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | Danaher Corporation                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    215818 | NS      | $57282413.56  | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Edwards Lifesciences Corporation                      | Edwards Lifesciences Corporation                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    197704 | NS      | $14750695.44  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                               | Applied Materials, Inc.                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    283733 | NS      | $27629919.54  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Cintas Corporation                                    | Cintas Corporation                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28162 | NS      | $12718522.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | Hess Corporation                                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     90530 | NS      | $12838964.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                           | Host Hotels & Resorts, Inc.                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    234748 | NS      | $3767705.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The Cooper Companies, Inc.                            | The Cooper Companies, Inc.                            | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     15819 | NS      | $5230868.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                         | The Goldman Sachs Group, Inc.                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    110623 | NS      | $37985725.74  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                  | NextEra Energy, Inc.                                  | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |    652229 | NS      | $54526344.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                    | Oracle Corporation                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    503490 | NS      | $41155272.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                  | HCA Healthcare, Inc.                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     69858 | NS      | $16763125.68  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                              | HP, Inc.                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    297173 | NS      | $7985038.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PPL Corporation                                       | PPL Corporation                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    245331 | NS      | $7168571.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                              | PTC Inc.                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     34033 | NS      | $4085321.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                              | Hormel Foods Corporation                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     93433 | NS      | $4255873.15   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The Interpublic Group of Companies, Inc.              | The Interpublic Group of Companies, Inc.              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    114934 | NS      | $3828451.54   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The Travelers Companies, Inc.                         | The Travelers Companies, Inc.                         | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |     77440 | NS      | $14519225.60  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | Intuit Inc.                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     92750 | NS      | $36100155.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                        | The Kroger Co.                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    211069 | NS      | $9409456.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                     | Merck & Co., Inc.                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    832700 | NS      | $92388065.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                               | Micron Technology, Inc.                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    358277 | NS      | $17906684.46  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                          | Nasdaq, Inc.                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    105623 | NS      | $6479971.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                             | O'Reilly Automotive, Inc.                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     20626 | NS      | $17408962.78  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Paycom Software, Inc.                                 | Paycom Software, Inc.                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     15581 | NS      | $4834940.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Textron Inc.                                          | Textron Inc.                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     68763 | NS      | $4868420.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | Tractor Supply Company                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     35949 | NS      | $8087446.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                          | TransDigm Group Incorporated                          | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |     16969 | NS      | $10684530.85  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Trimble Inc.                                          | Trimble Inc.                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     82665 | NS      | $4179542.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                              | Tyler Technologies, Inc.                              | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     13302 | NS      | $4288697.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyson Foods, Inc.                                     | Tyson Foods, Inc.                                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     94972 | NS      | $5912007.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     87427 | NS      | $8142076.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company             | Trane Technologies Public Limited Company             | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     75471 | NS      | $12685920.39  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | eBay Inc.                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    170633 | NS      | $7076150.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | General Dynamics Corporation                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     74450 | NS      | $18471789.50  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                   | General Mills, Inc.                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    194346 | NS      | $16295912.10  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                    | American International Group, Inc.                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    247252 | NS      | $15636216.48  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                       | Automatic Data Processing, Inc.                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    136924 | NS      | $32705666.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | Chevron Corporation                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    583917 | NS      | $104807286.00 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                  | Conagra Brands, Inc.                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    156253 | NS      | $6046991.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                             | Consolidated Edison, Inc.                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    117096 | NS      | $11160419.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                     | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    857549 | NS      | $151486030.90 | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA Corporation                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     45830 | NS      | $17279284.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                       | Kellogg Company                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     84496 | NS      | $6019495.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| KeyCorp                                               | KeyCorp                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    317235 | NS      | $5526233.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimberly-Clark Corporation                            | Kimberly-Clark Corporation                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    112661 | NS      | $15293730.75  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | Xylem Inc.                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     61112 | NS      | $6757153.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Zimmer Biomet Holdings, Inc.                          | Zimmer Biomet Holdings, Inc.                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     67296 | NS      | $8580240.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | Zoetis Inc.                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    152027 | NS      | $22279556.85  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                       | Allegion Public Limited Company                       | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     28788 | NS      | $3030224.89   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                          | Linde Public Limited Company                          | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | GB        |    163013 | NS      | $53171580.34  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                         | Moderna, Inc.                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |    107379 | NS      | $19287415.98  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Omnicom Group Inc.                                    | Omnicom Group Inc.                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     64775 | NS      | $5283696.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                             | AT&T Inc.                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   2338391 | NS      | $43049778.31  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                            | Agilent Technologies, Inc.                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     96853 | NS      | $14494051.45  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                             | Akamai Technologies, Inc.                             | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     56411 | NS      | $4755447.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| American Airlines Group Inc.                          | American Airlines Group Inc.                          | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    211257 | NS      | $2687189.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| American Tower Corporation                            | American Tower Corporation                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    151507 | NS      | $32098273.02  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | Electronic Arts Inc.                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     85732 | NS      | $10474735.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | Halliburton Company                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    305727 | NS      | $12030357.45  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                          | Hasbro, Inc.                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     45365 | NS      | $2767718.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthpeak Properties, Inc.                           | Healthpeak Properties, Inc.                           | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    179147 | NS      | $4491215.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | Howmet Aerospace Inc.                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    121195 | NS      | $4776294.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | Illinois Tool Works Inc.                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     90603 | NS      | $19959840.90  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercontinental Exchange, Inc.                       | Intercontinental Exchange, Inc.                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    182093 | NS      | $18680920.87  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                           | L3Harris Technologies, Inc.                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     62245 | NS      | $12960031.45  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | Lam Research Corporation                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     44433 | NS      | $18675189.90  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                 | Albemarle Corporation                                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     38441 | NS      | $8336315.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                                | Align Technology, Inc.                                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     23782 | NS      | $5015623.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                 | Las Vegas Sands Corp.                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |    111682 | NS      | $5368553.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MarketAxess Holdings Inc.                             | MarketAxess Holdings Inc.                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     12688 | NS      | $3538556.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | American Express Company                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    197594 | NS      | $29194513.50  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                     | Cigna Corporation                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     99624 | NS      | $33009416.16  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS Energy Corporation                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     93907 | NS      | $5947130.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                         | MetLife, Inc.                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    208440 | NS      | $15084802.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | Thermo Fisher Scientific Inc.                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    129270 | NS      | $71187696.30  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                    | West Pharmaceutical Services, Inc.                    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     23884 | NS      | $5621099.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | Western Digital Corporation                           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    112070 | NS      | $3535808.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                 | Whirlpool Corporation                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     18138 | NS      | $2565801.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Inc.                                        | Citigroup Inc.                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    638041 | NS      | $28858594.43  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | The Clorox Company                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     40497 | NS      | $5682944.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Discover Financial Services                           | Discover Financial Services                           | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     90673 | NS      | $8870539.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | Dollar General Corporation                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     73857 | NS      | $18187286.25  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     44805 | NS      | $1274702.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                         | Jack Henry & Associates, Inc.                         | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     23067 | NS      | $4049642.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                   | The Hershey Company                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     49094 | NS      | $11368697.58  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                         | Hologic, Inc.                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     80749 | NS      | $6040832.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                        | Illumina, Inc.                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     52822 | NS      | $10680608.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Molson Coors Beverage Company                         | Molson Coors Beverage Company                         | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     62715 | NS      | $3231076.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Paramount Global                                      | Paramount Global                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    165787 | NS      | $2798484.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Welltower OP LLC                                      | Welltower OP LLC                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    156738 | NS      | $10274175.90  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | Gen Digital Inc.                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    198813 | NS      | $4260562.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Dominion Freight Line, Inc.                       | Old Dominion Freight Line, Inc.                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     30421 | NS      | $8632871.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| AutoZone, Inc.                                        | AutoZone, Inc.                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      6428 | NS      | $15852605.04  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | Avery Dennison Corporation                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     27171 | NS      | $4917951.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | Brown-Forman Corporation                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     61274 | NS      | $4024476.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| The Hartford Financial Services Group, Inc.           | The Hartford Financial Services Group, Inc.           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    104727 | NS      | $7941448.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                        | Monolithic Power Systems, Inc.                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     14098 | NS      | $4985193.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                        | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    430258 | NS      | $36580572.98  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                              | Motorola Solutions, Inc.                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     54699 | NS      | $14096479.29  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                     | Pioneer Natural Resources Company                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     76989 | NS      | $17583517.71  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                          | The Procter & Gamble Company                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    777862 | NS      | $117892764.70 | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                           | The Progressive Corporation                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    191182 | NS      | $24798217.22  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                         | Sempra Energy                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    104898 | NS      | $16210936.92  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                          | The Sherwin-Williams Company                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     76993 | NS      | $18272748.69  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                        | Assurant, Inc.                                        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     17269 | NS      | $2159661.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bio-Techne Corporation                                | Bio-Techne Corporation                                | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     50156 | NS      | $4156929.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock, Inc.                                       | BlackRock, Inc.                                       | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     49402 | NS      | $35007739.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                 | Booking Holdings Inc.                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     12912 | NS      | $26021295.36  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                              | Darden Restaurants, Inc.                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     40412 | NS      | $5590191.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                       | Deere & Company                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     90354 | NS      | $38740181.04  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Delta Air Lines, Inc.                                 | Delta Air Lines, Inc.                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    218309 | NS      | $7173633.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                          | DexCom, Inc.                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |    126977 | NS      | $14378875.48  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                   | First Republic Bank                                   | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     60502 | NS      | $7374588.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                   | Fortive Corporation                                   | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    118623 | NS      | $7621527.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | Regions Financial Corporation                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    301582 | NS      | $6502107.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SBA Communications Corporation                        | SBA Communications Corporation                        | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     35380 | NS      | $9917367.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | Targa Resources Corp.                                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     74106 | NS      | $5446791.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                            | Tesla Inc.                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    881290 | NS      | $108557302.20 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                          | Ventas, Inc.                                          | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    132328 | NS      | $5961376.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                          | Viatris Inc.                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    378955 | NS      | $4217769.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | Amgen Inc.                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    176593 | NS      | $46380385.52  | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Amphenol Corporation                                  | Amphenol Corporation                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    194032 | NS      | $14773596.48  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                  | Analog Devices, Inc.                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    168792 | NS      | $27686951.76  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apa Corp.                                             | Apa Corp.                                             | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109154 | NS      | $5095308.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Devon Energy Corporation                              | Devon Energy Corporation                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    218122 | NS      | $13416684.22  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                              | Diamondback Energy, Inc.                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     59791 | NS      | $8178212.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                 | Dominion Energy, Inc.                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    273640 | NS      | $16779604.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                               | Duke Energy Corporation                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    253900 | NS      | $26149161.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                               | DuPont de Nemours, Inc.                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    157805 | NS      | $10830157.15  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| EPAM Systems, Inc.                                    | EPAM Systems, Inc.                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     18723 | NS      | $6136276.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriprise Financial, Inc.                            | Ameriprise Financial, Inc.                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     35468 | NS      | $11043671.16  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | Equifax Inc.                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     41456 | NS      | $8057388.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Essex Property Trust, Inc.                            | Essex Property Trust, Inc.                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     21479 | NS      | $4551829.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.          | Expeditors International of Washington, Inc.          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     51509 | NS      | $5352815.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    220719 | NS      | $7241790.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Vulcan Corp.                                   | Legacy Vulcan Corp.                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     45092 | NS      | $7896060.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | Westinghouse Air Brake Technologies Corporation       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     57757 | NS      | $5764726.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                        | Walgreens Boots Alliance, Inc.                        | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    232200 | NS      | $8674992.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Warner Bros. Discovery, Inc.                          | Warner Bros. Discovery, Inc.                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    707444 | NS      | $6706569.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer