# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013505
**Filing Date:** 2023-2
**Character Count:** 183651
**Document Hash:** ce61190b9d90741fafb178d7e00b91ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013505.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013505

**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:** 23683232

**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 S&P 500 Index Fund (Series ID: S000058482)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000192047 | JNL 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 S&P 500 Index Fund

- **b. EDGAR series identifier (if any):** S000058482

- **c. LEI of Series:** 549300POGG9EA1DKER18

**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:** $279409968.87

**Total Liabilities:** $422499.48

**Net Assets:** $278987469.39

**Cash Not Reported:** $469159.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192047 | 8.12%                | 5.60%                | -5.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1382.92                | $20125932.73                               |
| Month 2  | $-31596.44               | $15150935.27                               |
| Month 3  | $1066932.31              | $-18340258.49                              |

### Schedule of Portfolio Investments

| Name                                                  | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                | JNL Securities Lending Collateral Fund                | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      6382 | NS      | $6382.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                           | FUTURE - CASH SETTLED                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        22 | NC      | $-70744.04    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                           | AvalonBay Communities, Inc.                           | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      1217 | NS      | $196569.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                      | Ball Corporation                                      | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      2685 | NS      | $137310.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                               | Boston Properties, Inc.                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      1315 | NS      | $88867.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                  | Broadridge Financial Solutions, Inc.                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       979 | NS      | $131313.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                   | Brown & Brown, Inc.                                   | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1937 | NS      | $110350.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                             | Cboe Global Markets, Inc.                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       869 | NS      | $109033.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                      | CBRE Group, Inc.                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      2688 | NS      | $206868.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                             | CDW Corp.                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      1140 | NS      | $203581.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                     | Capital One Financial Corporation                     | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      3175 | NS      | $295148.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                        | Citizens Financial Group, Inc.                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      4106 | NS      | $161653.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | Danaher Corporation                                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5557 | NS      | $1474938.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                              | Darden Restaurants, Inc.                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1061 | NS      | $146768.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                       | Deere & Company                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2336 | NS      | $1001583.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                     | Dollar Tree, Inc.                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1742 | NS      | $246388.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.               | International Flavors & Fragrances Inc.               | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2156 | NS      | $226035.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA Corporation                                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1181 | NS      | $445272.43    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Company                                       | Kellogg Company                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      2156 | NS      | $153593.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                          | Norfolk Southern Corporation                          | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1953 | NS      | $481258.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | Omnicom Group Inc.                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1713 | NS      | $139729.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                | Southwest Airlines Co.                                | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      4824 | NS      | $162424.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                             | Activision Blizzard, Inc.                             | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      6055 | NS      | $463510.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.                    | American International Group, Inc.                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      6265 | NS      | $396198.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                  | Amphenol Corporation                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      5093 | NS      | $387781.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                  | Analog Devices, Inc.                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4400 | NS      | $721732.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                 | Elevance Health, Inc.                                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2017 | NS      | $1034660.49   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                  | HCA Healthcare, Inc.                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1782 | NS      | $427608.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                                    | Incyte Corporation                                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1552 | NS      | $124656.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                     | Match Group, Inc.                                     | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      2339 | NS      | $97045.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                             | O'Reilly Automotive, Inc.                             | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       534 | NS      | $450712.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                                 | Whirlpool Corporation                                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       451 | NS      | $63798.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                          | The Williams Companies, Inc.                          | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     10417 | NS      | $342719.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts, Limited                                 | Wynn Resorts, Limited                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |       926 | NS      | $76367.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                     | Yum! Brands, Inc.                                     | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      2400 | NS      | $307392.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | Global Payments Inc.                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2302 | NS      | $228634.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                       | Globe Life Inc.                                       | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       767 | NS      | $92461.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | Halliburton Company                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      7725 | NS      | $303978.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR Inc                                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      2888 | NS      | $285825.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | Phillips 66                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3979 | NS      | $414134.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                      | Salesforce, Inc.                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      8447 | NS      | $1119987.73   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                            | 3M Company                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4679 | NS      | $561105.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                          | Viatris Inc.                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     10025 | NS      | $111580.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                             | AT&T Inc.                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     60484 | NS      | $1113510.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | AbbVie Inc.                                           | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14978 | NS      | $2420594.58   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                               | Applied Materials, Inc.                               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      7400 | NS      | $720612.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                        | Archer-Daniels-Midland Company                        | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4642 | NS      | $431009.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                         | FactSet Research Systems Inc.                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       315 | NS      | $126381.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                   | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      5939 | NS      | $194858.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                                 | Generac Holdings Inc.                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       543 | NS      | $54658.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | General Motors Company                                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     12126 | NS      | $407918.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                 | Gilead Sciences, Inc.                                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     10552 | NS      | $905889.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                    | IQVIA Holdings Inc                                    | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1553 | NS      | $318194.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                              | Kimco Realty Corporation                              | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      5552 | NS      | $117591.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                             | MarketAxess Holdings Inc.                             | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       306 | NS      | $85340.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                               | MasterCard Incorporated                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7163 | NS      | $2490789.99   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                            | Otis Worldwide Corporation                            | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      3499 | NS      | $274006.69    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                         | ProLogis Inc.                                         | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      7752 | NS      | $873930.87    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                        | Public Storage                                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1349 | NS      | $377976.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                        | Tapestry, Inc.                                        | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      2046 | NS      | $77911.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                    | Teledyne Technologies Incorporated                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       414 | NS      | $165541.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | Textron Inc.                                          | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1758 | NS      | $124466.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                             | UDR, Inc.                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      2719 | NS      | $105306.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                           | Zoetis Inc.                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3962 | NS      | $580631.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | Invesco Ltd.                                          | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |      3738 | NS      | $67246.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                          | Chipotle Mexican Grill, Inc.                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       237 | NS      | $328835.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                             | Church & Dwight Co., Inc.                             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      2074 | NS      | $167185.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                      | Cincinnati Financial Corporation                      | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      1287 | NS      | $131775.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | Cintas Corporation                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       736 | NS      | $332392.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                        | Citigroup Inc.                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     16474 | NS      | $745119.02    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                              | iShares Core S&P 500 ETF                              | CUSIP: 464287200<br>LEI: 5493002YECWEEITPWL97 | Long             | EC               | RF                | US        |      4744 | NS      | $1822692.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                            | Lamb Weston Holdings, Inc.                            | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      1184 | NS      | $105802.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Estee Lauder Companies Inc.                       | The Estee Lauder Companies Inc.                       | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      1927 | NS      | $478107.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                                 | Leidos Holdings, Inc.                                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1225 | NS      | $128857.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | Lennar Corporation                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      2116 | NS      | $191498.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                      | Marsh & Mclennan Companies, Inc.                      | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4199 | NS      | $694850.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                               | Micron Technology, Inc.                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      9179 | NS      | $458766.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                              | Marathon Oil Corporation                              | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      5292 | NS      | $143254.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corporation                                | McDonald's Corporation                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      6163 | NS      | $1624135.39   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                               | Mohawk Industries, Inc.                               | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       459 | NS      | $46918.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                          | Mondelez International, Inc.                          | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     11565 | NS      | $770807.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                     | Merck & Co., Inc.                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     21361 | NS      | $2370002.95   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                         | MetLife, Inc.                                         | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5559 | NS      | $402304.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                        | Monolithic Power Systems, Inc.                        | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       360 | NS      | $127299.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                          | Nasdaq, Inc.                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      2899 | NS      | $177853.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.               | Mid-America Apartment Communities, Inc.               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       990 | NS      | $155420.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                         | Moderna, Inc.                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      2814 | NS      | $505450.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                             | Rockwell Automation, Inc.                             | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       968 | NS      | $249327.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                  | Schlumberger Limited                                  | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     11994 | NS      | $641199.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corporation                                   | Moody's Corporation                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      1316 | NS      | $366663.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MOS Holdings Inc.                                     | MOS Holdings Inc.                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3084 | NS      | $135295.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                            | Simon Property Group, Inc.                            | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      2723 | NS      | $319898.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                              | Motorola Solutions, Inc.                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1423 | NS      | $366721.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | Northern Trust Corporation                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      1735 | NS      | $153530.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                           | Regency Centers Corporation                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      1405 | NS      | $87812.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                           | International Paper Company                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      3020 | NS      | $104582.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.              | The Interpublic Group of Companies, Inc.              | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      3260 | NS      | $108590.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | Intuit Inc.                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2400 | NS      | $934128.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                     | Johnson & Johnson                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     22170 | NS      | $3916330.50   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                           | Keysight Technologies, Inc.                           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1494 | NS      | $255578.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                 | Eli Lilly and Company                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      6681 | NS      | $2444177.04   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                             | MSCI Inc.                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |       676 | NS      | $314454.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                        | Marathon Petroleum Corporation                        | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3941 | NS      | $458692.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     11124 | NS      | $945762.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                    | Oracle Corporation                                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     12983 | NS      | $1061230.42   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                       | PPL Corporation                                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      6191 | NS      | $180901.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                             | T. Rowe Price Group, Inc.                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1867 | NS      | $203615.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                       | EQT Corporation                                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      3099 | NS      | $104839.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                              | Roper Technologies, Inc.                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       907 | NS      | $391905.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                     | Ross Stores, Inc.                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3022 | NS      | $350763.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                    | Henry Schein, Inc.                                    | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1146 | NS      | $91531.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Incorporated                                  | Snap-on Incorporated                                  | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       449 | NS      | $102592.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                        | Synopsys, Inc.                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      1305 | NS      | $416673.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | Westinghouse Air Brake Technologies Corporation       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      1550 | NS      | $154705.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                          | Walmart Inc.                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     11925 | NS      | $1690845.75   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                        | Walgreens Boots Alliance, Inc.                        | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      5982 | NS      | $223487.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery, Inc.                          | Warner Bros. Discovery, Inc.                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     18845 | NS      | $178649.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                 | Delta Air Lines, Inc.                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      5556 | NS      | $182570.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                          | DexCom, Inc.                                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      3294 | NS      | $373012.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                            | Digital Realty Trust, Inc.                            | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      2484 | NS      | $249070.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Walt Disney Company                               | The Walt Disney Company                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     15475 | NS      | $1344468.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | Illinois Tool Works Inc.                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      2345 | NS      | $516603.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                        | Illumina, Inc.                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      1365 | NS      | $276003.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                           | L3Harris Technologies, Inc.                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1629 | NS      | $339174.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                 | Las Vegas Sands Corp.                                 | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      2801 | NS      | $134644.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                       | Live Nation Entertainment, Inc.                       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      1183 | NS      | $82502.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                          | Marriott International, Inc.                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      2308 | NS      | $343638.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                 | Microsoft Corporation                                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     63098 | NS      | $15132162.36  | 5.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                     | Microchip Technology Incorporated                     | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      4770 | NS      | $335092.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                         | Sempra Energy                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      2691 | NS      | $415867.14    | 0.15%             |  |  |  | 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        |      3807 | NS      | $46597.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                         | Paychex, Inc.                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      2657 | NS      | $307042.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                         | PepsiCo, Inc.                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     11637 | NS      | $2102340.42   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                     | PerkinElmer, Inc.                                     | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      1034 | NS      | $144987.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                | Sealed Air Corporation                                | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1280 | NS      | $63846.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                      | ServiceNow, Inc.                                      | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1707 | NS      | $662776.89    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                        | Signature Bank                                        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       526 | NS      | $60605.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                              | Skyworks Solutions, Inc.                              | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      1377 | NS      | $125486.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Ltd.                           | SolarEdge Technologies Ltd.                           | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |       473 | NS      | $133986.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                             | W. R. Berkley Corporation                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      1708 | NS      | $123949.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | Bristol-Myers Squibb Company                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17987 | NS      | $1294164.65   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                  | Carnival Corporation                                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      8056 | NS      | $64931.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Union Pacific Corporation                             | Union Pacific Corporation                             | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5193 | NS      | $1075314.51   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                          | Ventas, Inc.                                          | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      3559 | NS      | $160332.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | Verizon Communications Inc.                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     35344 | NS      | $1392553.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                | Verisk Analytics, Inc.                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      1306 | NS      | $230404.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | Vertex Pharmaceuticals Incorporated                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2154 | NS      | $622032.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                        | Assurant, Inc.                                        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       423 | NS      | $52900.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                     | D.R. Horton, Inc.                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      2756 | NS      | $245669.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                   | Entergy Corporation                                   | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1762 | NS      | $198225.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FedEx Corporation                                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2045 | NS      | $354194.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                   | Fortive Corporation                                   | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      3101 | NS      | $199239.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2651 | NS      | $80510.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                          | Honeywell International Inc.                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      5717 | NS      | $1225153.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                           | Humana Inc.                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1078 | NS      | $552140.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                                     | Intel Corporation                                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     34885 | NS      | $922010.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                           | Lockheed Martin Corporation                           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      1976 | NS      | $961304.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                | Lowe`s Companies, Inc.                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5249 | NS      | $1045810.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc.                               | Lumen Technologies Inc.                               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      8279 | NS      | $43216.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                              | Ralph Lauren Corporation                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       372 | NS      | $39309.24     | 0.01%             |  |  |  | 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        |      6345 | NS      | $288824.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                | Bio-Techne Corporation                                | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      1328 | NS      | $110064.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                       | BlackRock, Inc.                                       | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      1271 | NS      | $900668.73    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                         | C.H. Robinson Worldwide, Inc.                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       993 | NS      | $90919.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                          | Cadence Design Systems, Inc.                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      2338 | NS      | $375576.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                        | Catalent, Inc.                                        | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1671 | NS      | $75211.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Vulcan Corp.                                   | Legacy Vulcan Corp.                                   | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      1107 | NS      | $193846.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                 | Wells Fargo & Company                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     32210 | NS      | $1329950.90   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                            | Ameriprise Financial, Inc.                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       914 | NS      | $284592.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apa Corp.                                             | Apa Corp.                                             | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2699 | NS      | $125989.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                  | Domino's Pizza, Inc.                                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       296 | NS      | $102534.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                        | The Charles Schwab Corporation                        | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     12842 | NS      | $1069224.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                  | Enphase Energy, Inc.                                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      1133 | NS      | $300199.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                       | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      1041 | NS      | $29616.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                         | Jack Henry & Associates, Inc.                         | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       597 | NS      | $104809.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | Howmet Aerospace Inc.                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      3062 | NS      | $120673.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                              | State Street Corporation                              | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      3067 | NS      | $237907.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                  | Steel Dynamics, Inc.                                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1278 | NS      | $124860.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                           | United Parcel Service, Inc.                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      6165 | NS      | $1071723.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                  | United Rentals, Inc.                                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       592 | NS      | $210408.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corporation                         | AmerisourceBergen Corporation                         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1409 | NS      | $233485.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | Pinnacle West Capital Corporation                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       936 | NS      | $71173.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                     | Pioneer Natural Resources Company                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      2010 | NS      | $459063.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Company                          | The Procter & Gamble Company                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     20059 | NS      | $3040142.04   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                 | Quanta Services, Inc.                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1229 | NS      | $175132.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corporation                     | Raytheon Technologies Corporation                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     12417 | NS      | $1253123.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | Target Corporation                                    | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      3927 | NS      | $585280.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                        | VeriSign, Inc.                                        | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       816 | NS      | $167639.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                 | Booking Holdings Inc.                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       326 | NS      | $656981.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                    | Equity Residential                                    | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2845 | NS      | $167855.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                   | Expedia Group, Inc.                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      1276 | NS      | $111777.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                     | Masco Corporation                                     | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1909 | NS      | $89093.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                    | Newell Brands Inc.                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      3467 | NS      | $45348.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | Gen Digital Inc.                                      | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      4945 | NS      | $105971.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | Public Service Enterprise Group Incorporated          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      4143 | NS      | $253841.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | The Southern Company                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      9213 | NS      | $657900.33    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                       | Universal Health Services, Inc.                       | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       558 | NS      | $78616.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | Waters Corporation                                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       523 | NS      | $179169.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                 | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       865 | NS      | $96776.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                          | CarMax, Inc.                                          | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |      1464 | NS      | $89142.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corporation                                      | IDEX Corporation                                      | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       632 | NS      | $144304.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc.                                   | Ingersoll Rand Inc.                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      3540 | NS      | $184965.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                  | M&T Bank Corporation                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      1438 | NS      | $208596.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                           | ONEOK, Inc.                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      3712 | NS      | $243878.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | Pool Corporation                                      | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       324 | NS      | $97954.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | Quest Diagnostics Incorporated                        | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       959 | NS      | $150025.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                       | Regeneron Pharmaceuticals, Inc.                       | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       918 | NS      | $662327.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                        | SBA Communications Corporation                        | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       892 | NS      | $250036.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                   | Synchrony Financial                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3996 | NS      | $131308.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | Targa Resources Corp.                                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      1898 | NS      | $139503.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                            | Tesla Inc.                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     22724 | NS      | $2799142.32   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | Adobe Inc.                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3931 | NS      | $1322899.43   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                              | Advance Auto Parts, Inc.                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       529 | NS      | $77778.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                    | American Water Works Company, Inc.                    | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      1519 | NS      | $231525.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS Energy Corporation                                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      2433 | NS      | $154081.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                       | CSX Corporation                                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     17817 | NS      | $551970.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | Chevron Corporation                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15050 | NS      | $2701367.20   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                    | The Clorox Company                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      1080 | NS      | $151556.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                  | Conagra Brands, Inc.                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      3919 | NS      | $151665.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | Edison International                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3225 | NS      | $205174.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                            | Essex Property Trust, Inc.                            | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       520 | NS      | $110198.40    | 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        |      1336 | NS      | $138837.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | General Electric Company                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      9188 | NS      | $769862.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                   | General Mills, Inc.                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      5072 | NS      | $425287.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                 | Genuine Parts Company                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1182 | NS      | $205088.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                | Juniper Networks, Inc.                                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2859 | NS      | $91373.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                 | Keurig Dr Pepper Inc.                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      7244 | NS      | $258321.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corporation                                  | McKesson Corporation                                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      1226 | NS      | $459897.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                                      | Welltower OP LLC                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |      3849 | NS      | $252301.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                          | Zimmer Biomet Holdings, Inc.                          | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      1726 | NS      | $220065.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                       | Allegion Public Limited Company                       | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |       777 | NS      | $81787.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd.                                  | TE Connectivity Ltd.                                  | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |      2660 | NS      | $305368.00    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                             | Consolidated Edison, Inc.                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      2956 | NS      | $281736.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                            | The Cooper Companies, Inc.                            | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       424 | NS      | $140204.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                          | Copart, Inc.                                          | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      3564 | NS      | $217011.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | Corning Incorporated                                  | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6289 | NS      | $200870.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                           | Discover Financial Services                           | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2350 | NS      | $229900.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | Dollar General Corporation                            | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      1883 | NS      | $463688.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                        | Robert Half International Inc.                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       928 | NS      | $68514.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                         | Rollins, Inc.                                         | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      1912 | NS      | $69846.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                          | Stanley Black & Decker, Inc.                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      1317 | NS      | $98933.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                 | Comerica Incorporated                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1089 | NS      | $72799.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                                 | Albemarle Corporation                                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       973 | NS      | $211004.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W. W. Grainger, Inc.                                  | W. W. Grainger, Inc.                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       385 | NS      | $214156.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                              | HP, Inc.                                              | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      7481 | NS      | $201014.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                           | Healthpeak Properties, Inc.                           | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |      4435 | NS      | $111185.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                              | IDEXX Laboratories, Inc.                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       687 | NS      | $280268.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                         | NiSource Inc.                                         | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      3265 | NS      | $89526.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                          | Advanced Micro Devices, Inc.                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     13612 | NS      | $881649.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                                 | Paycom Software, Inc.                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       405 | NS      | $125675.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                            | Apple Inc.                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    126606 | NS      | $16449917.58  | 5.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                 | Arista Networks, Inc.                                 | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      2117 | NS      | $256897.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                        | Autodesk, Inc.                                        | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1853 | NS      | $346270.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                        | Hilton Worldwide Holdings Inc.                        | CUSIP: 43300A203<br>LEI: 549300406TN7EY0NPH20 | Long             | EC               | CORP              | US        |      2210 | NS      | $279255.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                           | Ecolab Inc.                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2129 | NS      | $309897.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | Fastenal Company                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      4760 | NS      | $225243.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                       | Federal Realty Investment Trust                       | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |       582 | NS      | $58805.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                          | Fiserv, Inc.                                          | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5335 | NS      | $539208.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                    | Ford Motor Company                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     33379 | NS      | $388197.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                             | Arthur J. Gallagher & Co.                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1751 | NS      | $330133.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                         | Gartner, Inc.                                         | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       686 | NS      | $230592.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                          | General Dynamics Corporation                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1906 | NS      | $472897.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                            | Iron Mountain Incorporated                            | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      2365 | NS      | $117895.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     24826 | NS      | $3329166.60   | 1.19%             |  |  |  | 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        |   4326841 | NS      | $4326841.23   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                 | Jacobs Solutions Inc.                                 | CUSIP: 46982L108<br>LEI: 549300CZ8QS1GE53O776 | Long             | EC               | CORP              | US        |      1130 | NS      | $135679.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                        | The Kroger Co.                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      5673 | NS      | $252902.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ Corporation                                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      2078 | NS      | $110985.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Intercontinental Exchange, Inc.                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4719 | NS      | $484122.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                 | Invitation Homes Inc.                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4785 | NS      | $141827.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                                   | Nordson Corporation                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       451 | NS      | $107211.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                       | Principal Financial Group, Inc.                       | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      1967 | NS      | $165070.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                         | Organon & Co.                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      2124 | NS      | $59314.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                      | PG&E Corporation                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     13487 | NS      | $219298.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                              | PTC Inc.                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       895 | NS      | $107435.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                 | Teleflex Incorporated                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       407 | NS      | $101599.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                        | Teradyne, Inc.                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1388 | NS      | $121241.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                        | Texas Instruments Incorporated                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      7691 | NS      | $1270707.02   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | Tractor Supply Company                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       972 | NS      | $218670.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                          | U.S. Bancorp                                          | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     11514 | NS      | $502125.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                      | Air Products and Chemicals, Inc.                      | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1875 | NS      | $577987.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                             | Akamai Technologies, Inc.                             | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1305 | NS      | $110011.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                            | American Tower Corporation                            | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      3970 | NS      | $841084.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | Atmos Energy Corporation                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      1183 | NS      | $132578.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                                 | Campbell Soup Company                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1670 | NS      | $94772.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE Energy Company                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      1607 | NS      | $188870.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                      | Edwards Lifesciences Corporation                      | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5174 | NS      | $386032.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                               | Molina Healthcare, Inc.                               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       480 | NS      | $158505.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage 1990 Corporation                     | Monster Beverage 1990 Corporation                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      3215 | NS      | $326418.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                             | NVR, Inc.                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        25 | NS      | $115314.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                         | Netflix, Inc.                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3773 | NS      | $1112582.24   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1460 | NS      | $26922.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                          | Northrop Grumman Corporation                          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1221 | NS      | $666189.81    | 0.24%             |  |  |  | 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        |      3383 | NS      | $534311.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                   | Take-Two Interactive Software, Inc.                   | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      1359 | NS      | $141512.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                         | The Travelers Companies, Inc.                         | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |      1980 | NS      | $371230.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | Western Digital Corporation                           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2865 | NS      | $90390.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                           | DaVita Inc.                                           | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |       478 | NS      | $35692.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc.                                  | Dentsply Sirona Inc.                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1774 | NS      | $56484.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | Devon Energy Corporation                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      5574 | NS      | $342856.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                              | Diamondback Energy, Inc.                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1478 | NS      | $202160.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dish Network Corporation                              | Dish Network Corporation                              | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      2154 | NS      | $30242.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                               | Duke Energy Corporation                               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      6410 | NS      | $660165.90    | 0.24%             |  |  |  | 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        |       683 | NS      | $119087.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                    | Huntington Bancshares Incorporated                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     12342 | NS      | $174022.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                          | Lincoln National Corporation                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      1282 | NS      | $39383.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                         | Raymond James Financial, Inc.                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1626 | NS      | $173791.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | Berkshire Hathaway Inc.                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     15257 | NS      | $4712887.30   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                    | Best Buy Co., Inc.                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1591 | NS      | $127614.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                            | Bio-Rad Laboratories, Inc.                            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       197 | NS      | $82836.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boeing Company                                    | The Boeing Company                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      4737 | NS      | $902351.13    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                   | Centene Corporation                                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      4767 | NS      | $390941.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                              | CenterPoint Energy, Inc.                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      5509 | NS      | $165214.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                            | Constellation Brands, Inc.                            | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      1375 | NS      | $318656.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | Caterpillar Inc.                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4402 | NS      | $1054543.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                 | Dominion Energy, Inc.                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      7088 | NS      | $434636.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                                    | EPAM Systems, Inc.                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       475 | NS      | $155676.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                              | Hormel Foods Corporation                              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      2485 | NS      | $113191.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                   | Huntington Ingalls Industries, Inc.                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       341 | NS      | $78661.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                              | Lam Research Corporation                              | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1145 | NS      | $481243.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                             | MGM Resorts International                             | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      2454 | NS      | $82282.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corporation                             | Realty Income Corporation                             | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      5308 | NS      | $336686.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                               | Republic Services, Inc.                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1774 | NS      | $228828.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | ResMed Inc.                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1227 | NS      | $255375.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                | Waste Management, Inc.                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3203 | NS      | $502486.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                                      | WestRock Company                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      2311 | NS      | $81254.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | International Business Machines Corporation           | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      7682 | NS      | $1082316.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | Baker Hughes Company                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8781 | NS      | $259302.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | Baxter International Inc.                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4249 | NS      | $216571.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                         | Becton, Dickinson and Company                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      2381 | NS      | $605488.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | Biogen Inc.                                           | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1221 | NS      | $338119.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                         | Boston Scientific Corporation                         | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     12169 | NS      | $563059.63    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                            | ETSY, Inc.                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1043 | NS      | $124930.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                          | Evergy, Inc.                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1865 | NS      | $117345.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | Eversource Energy                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2889 | NS      | $242213.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                               | Exxon Mobil Corporation                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     34853 | NS      | $3844285.90   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                   | The AES Corporation                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      5905 | NS      | $169827.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                            | Agilent Technologies, Inc.                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      2531 | NS      | $378764.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                                | Alaska Air Group, Inc.                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1078 | NS      | $46289.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | Alphabet Inc.                                         | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     44812 | NS      | $3976168.76   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | Alphabet Inc.                                         | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     50560 | NS      | $4460908.80   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                    | Altria Group, Inc.                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     15321 | NS      | $700322.91    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc.                          | American Airlines Group Inc.                          | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5335 | NS      | $67861.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                              | Brown-Forman Corporation                              | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1500 | NS      | $98520.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS Health Corporation                                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     11167 | NS      | $1040652.73   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | Coterra Energy Inc.                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      6500 | NS      | $159705.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Coca-Cola Company                                 | The Coca-Cola Company                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     32820 | NS      | $2087680.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation            | Cognizant Technology Solutions Corporation            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4352 | NS      | $248890.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | Colgate-Palmolive Company                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      7040 | NS      | $554681.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                          | Equifax Inc.                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      1036 | NS      | $201356.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                              | F5, Inc.                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       479 | NS      | $68741.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.                       | Old Dominion Freight Line, Inc.                       | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       766 | NS      | $217375.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| On Semiconductor Corporation                          | On Semiconductor Corporation                          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      3764 | NS      | $234760.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                    | Ameren Corporation                                    | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2174 | NS      | $193312.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | American Express Company                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5063 | NS      | $748058.25    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                       | Automatic Data Processing, Inc.                       | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      3527 | NS      | $842459.22    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                             | eBay Inc.                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      4556 | NS      | $188937.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | Electronic Arts Inc.                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      2202 | NS      | $269040.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                     | First Solar, Inc.                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       834 | NS      | $124924.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                           | FleetCor Technologies, Inc.                           | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       680 | NS      | $124902.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                              | Franklin Resources, Inc.                              | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      2418 | NS      | $63786.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                           | Qorvo, Inc.                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       821 | NS      | $74415.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Incorporated                          | TransDigm Group Incorporated                          | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |       432 | NS      | $272008.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                          | Trimble Inc.                                          | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      1986 | NS      | $100412.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                              | Tyler Technologies, Inc.                              | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       353 | NS      | $113810.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                     | Tyson Foods, Inc.                                     | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      2399 | NS      | $149337.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                  | Weyerhaeuser Company                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      6157 | NS      | $190867.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                      | Xcel Energy Inc.                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      4677 | NS      | $327904.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Public Limited Company                      | Accenture Public Limited Company                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5331 | NS      | $1422524.04   | 0.51%             |  |  |  | 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        |      3357 | NS      | $526881.15    | 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        |       328 | NS      | $108656.56    | 0.04%             |  |  |  | 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        |      5834 | NS      | $373376.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                       | Medtronic, Inc.                                       | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |     11283 | NS      | $876914.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | Chubb Limited                                         | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |      3551 | NS      | $783350.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                 | Alexandria Real Estate Equities, Inc.                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1262 | NS      | $183835.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                        | AutoZone, Inc.                                        | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       160 | NS      | $394588.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.        | Charles River Laboratories International, Inc.        | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       432 | NS      | $94132.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | Dover Corporation                                     | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1119 | NS      | $151523.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | Dow Inc.                                              | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      5967 | NS      | $300677.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      5041 | NS      | $484238.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corporation                                   | Newmont Corporation                                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      6602 | NS      | $311614.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                      | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2918 | NS      | $53107.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                  | NextEra Energy, Inc.                                  | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |     16822 | NS      | $1406319.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                            | NIKE, Inc.                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     10732 | NS      | $1255751.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2250 | NS      | $209542.50    | 0.08%             |  |  |  | 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        |      1676 | NS      | $88174.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                        | Pentair Public Limited Company                        | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |      1229 | NS      | $55280.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris Limited                                        | Steris Limited                                        | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |       874 | NS      | $161419.06    | 0.06%             |  |  |  | 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        |      1920 | NS      | $322732.80    | 0.12%             |  |  |  | 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        |       911 | NS      | $222812.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                           | Bank of America Corporation                           | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     58947 | NS      | $1952324.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                               | Bath & Body Works, Inc.                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1801 | NS      | $75894.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                       | BorgWarner Inc.                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1939 | NS      | $78044.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | Broadcom Inc.                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3425 | NS      | $1915020.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                        | CME Group Inc.                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3045 | NS      | $512047.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                    | CoStar Group, Inc.                                    | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3559 | NS      | $275039.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                     | Crown Castle Inc.                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      3692 | NS      | $500782.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                | DXC Technology Company                                | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      1808 | NS      | $47912.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                              | Extra Space Storage Inc.                              | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      1163 | NS      | $171170.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                                | Align Technology, Inc.                                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       595 | NS      | $125485.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                            | Alliant Energy Corporation                            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      2243 | NS      | $123836.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                              | The Allstate Corporation                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2276 | NS      | $308625.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                      | Amazon.com, Inc.                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     75142 | NS      | $6311928.00   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | Cummins Inc.                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1202 | NS      | $291232.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | Exelon Corporation                                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      8491 | NS      | $367065.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | Molson Coors Beverage Company                         | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1581 | NS      | $81453.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                                     | Nucor Corporation                                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2180 | NS      | $287345.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corporation                      | Occidental Petroleum Corporation                      | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      6141 | NS      | $386821.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                  | Celanese Corporation                                  | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       796 | NS      | $81383.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | Sysco Corporation                                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      4368 | NS      | $333933.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                    | T-Mobile USA, Inc.                                    | CUSIP: 872590104<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EC               | CORP              | US        |      5026 | NS      | $703640.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | Eastman Chemical Company                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       994 | NS      | $80951.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                       | FMC Corporation                                       | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      1080 | NS      | $134784.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                               | DuPont de Nemours, Inc.                               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      4271 | NS      | $293118.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                         | Equinix, Inc.                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       782 | NS      | $512233.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FirstEnergy Corp.                                     | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      4746 | NS      | $199047.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                               | KeyCorp                                               | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      7743 | NS      | $134883.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                            | Kimberly-Clark Corporation                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2909 | NS      | $394896.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Foods Group, Inc.                               | Kraft Foods Group, Inc.                               | CUSIP: 500754106<br>LEI: 5493003STKEZ2S0RNU91 | Long             | EC               | CORP              | US        |      6878 | NS      | $280003.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                  | Meta Platforms, Inc.                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     19031 | NS      | $2290190.54   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.          | Fidelity National Information Services, Inc.          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      5003 | NS      | $339453.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | Xylem Inc.                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1494 | NS      | $165191.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                                         | Amcor Pty Ltd                                         | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     12343 | NS      | $147005.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                            | AON Public Limited Company                            | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      1760 | NS      | $528246.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                               | Arch Capital Group Ltd.                               | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      3055 | NS      | $191792.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                                   | First Republic Bank                                   | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1609 | NS      | $196121.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                      | PulteGroup, Inc.                                      | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1837 | NS      | $83638.61     | 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        |      4196 | NS      | $1368651.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | Garmin Ltd.                                           | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      1325 | NS      | $122284.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                 | Qualcomm Incorporated                                 | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      9435 | NS      | $1037283.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                          | The Sherwin-Williams Company                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2009 | NS      | $476795.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LyondellBasell Industries N.V.                        | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      2037 | NS      | $169132.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                               | NXP Semiconductors N.V.                               | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |      2202 | NS      | $347982.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | A. O. Smith Corporation                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      1214 | NS      | $69489.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                             | The J. M. Smucker Company                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       889 | NS      | $140870.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | Starbucks Corporation                                 | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      9772 | NS      | $969382.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | Royal Caribbean Cruises Ltd.                          | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |      2005 | NS      | $99107.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                 | Cardinal Health, Inc.                                 | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2240 | NS      | $172188.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                            | Carrier Global Corporation                            | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      6978 | NS      | $287842.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | Comcast Corporation                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     37057 | NS      | $1295883.29   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                         | Corteva, Inc.                                         | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      6082 | NS      | $357499.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | Costco Wholesale Corporation                          | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3758 | NS      | $1715527.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | Mettler-Toledo International Inc.                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       190 | NS      | $274635.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Company, Inc.                 | American Electric Power Company, Inc.                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      4377 | NS      | $415596.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                            | Amgen Inc.                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      4501 | NS      | $1182142.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                            | Avery Dennison Corporation                            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       683 | NS      | $123623.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                          | CF Industries Holdings, Inc.                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1664 | NS      | $141772.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                     | Cigna Corporation                                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2589 | NS      | $857839.26    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | Hess Corporation                                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      2317 | NS      | $328596.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                   | Kinder Morgan, Inc.                                   | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     17135 | NS      | $309800.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings, Inc.                                 | Paypal Holdings, Inc.                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9590 | NS      | $682999.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                          | AMETEK, Inc.                                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1959 | NS      | $273711.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                           | Caesars Entertainment, Inc.                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      1945 | NS      | $80912.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc.                             | Ceridian HCM Holding Inc.                             | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      1355 | NS      | $86923.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                          | Charter Communications, Inc.                          | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       898 | NS      | $304511.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                   | Cisco Systems, Inc.                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     34660 | NS      | $1651202.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                   | EOG Resources, Inc.                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5023 | NS      | $650578.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | ConocoPhillips                                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     10550 | NS      | $1244942.48   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Group, Inc.                      | Constellation Energy Group, Inc.                      | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2733 | NS      | $235611.93    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.           | The Hartford Financial Services Group, Inc.           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      2655 | NS      | $201328.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hershey Company                                   | The Hershey Company                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      1267 | NS      | $293399.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                       | Martin Marietta Materials, Inc.                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       517 | NS      | $174730.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                     | McCormick & Company, Incorporated                     | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      2152 | NS      | $178379.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                         | Hologic, Inc.                                         | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2041 | NS      | $152687.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Home Depot, Inc.                                  | The Home Depot, Inc.                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8666 | NS      | $2737242.76   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | Loews Corporation                                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      1683 | NS      | $98169.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                      | NRG Energy, Inc.                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2077 | NS      | $66090.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | Stryker Corporation                                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      2864 | NS      | $700219.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                        | United Airlines Holdings, Inc.                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      2628 | NS      | $99075.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corporation                                      | V.F. Corporation                                      | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      2764 | NS      | $76314.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                  | VICI Properties Inc.                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      8182 | NS      | $265096.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                  | Vornado Realty Trust                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $24014.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC Incorporated                                    | AFLAC Incorporated                                    | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      4901 | NS      | $352577.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                   | Abbott Laboratories                                   | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     14761 | NS      | $1620610.19   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                           | ANSYS, Inc.                                           | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       721 | NS      | $174186.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                        | Fortinet, Inc.                                        | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      5456 | NS      | $266743.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goldman Sachs Group, Inc.                         | The Goldman Sachs Group, Inc.                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2865 | NS      | $983783.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                    | Hewlett Packard Enterprise Company                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     10371 | NS      | $165521.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                           | Host Hotels & Resorts, Inc.                           | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      5886 | NS      | $94470.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                              | Intuitive Surgical, Inc.                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2985 | NS      | $792069.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corporation of America Holdings            | Laboratory Corporation of America Holdings            | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       743 | NS      | $174961.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corporation                                    | NVIDIA Corporation                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     21114 | NS      | $3085599.96   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies, Inc.                               | The TJX Companies, Inc.                               | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      9817 | NS      | $781433.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | Thermo Fisher Scientific Inc.                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3324 | NS      | $1830493.56   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.                    | West Pharmaceutical Services, Inc.                    | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       619 | NS      | $145681.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | Zebra Technologies Corporation                        | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       441 | NS      | $113076.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation, National Association            | Zions Bancorporation, National Association            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1321 | NS      | $64940.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc.                                 | Freeport-McMoRan Inc.                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     11976 | NS      | $455088.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                          | NetApp, Inc.                                          | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1799 | NS      | $108047.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                                  | PPG Industries, Inc.                                  | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1964 | NS      | $246953.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | Philip Morris International Inc.                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     13159 | NS      | $1331822.39   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                           | The Progressive Corporation                           | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4977 | NS      | $645566.67    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                            | Prudential Financial, Inc.                            | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      3098 | NS      | $308127.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | Truist Financial Corporation                          | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     11297 | NS      | $486109.91    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                     | Ulta Beauty, Inc.                                     | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       428 | NS      | $200761.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UnitedHealth Group Incorporated                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7916 | NS      | $4196904.88   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | Valero Energy Corporation                             | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      3252 | NS      | $412548.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                      | Paramount Global                                      | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      4160 | NS      | $70220.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hasbro, Inc.                                          | Hasbro, Inc.                                          | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      1232 | NS      | $75164.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                      | Packaging Corporation of America                      | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       772 | NS      | $98746.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | Parker-Hannifin Corporation                           | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1107 | NS      | $322137.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                           | Pfizer Inc.                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     47533 | NS      | $2435590.92   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | Regions Financial Corporation                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      8092 | NS      | $174463.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                       | S&P Global Inc.                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2820 | NS      | $944530.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                   | SVB Financial Group                                   | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       483 | NS      | $111157.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                             | Visa Inc.                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     13840 | NS      | $2875398.40   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                 | WEC Energy Group Inc.                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      2629 | NS      | $246495.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer