# EDGAR Filing Document

**Accession Number:** 0001003239
**File Stem:** 0001410368-25-030852
**Filing Date:** 2025-11
**Character Count:** 169054
**Document Hash:** 7eb8a2e0c1174717b1f86dfdae807dd5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030852.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030852

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEASONS SERIES TRUST
- **CENTRAL INDEX KEY:** 0001003239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07725
- **FILM NUMBER:** 251519169

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

## Series and Classes Contracts Data

### SA Multi-Managed Large Cap Value Portfolio (Series ID: S000008058)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021864 | Class 1      |  |
| C000021865 | Class 2      |  |
| C000021866 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEASONS SERIES TRUST

- **b. Investment Company Act file number:** 811-07725

- **c. CIK number of Registrant:** 0001003239

- **d. LEI of Registrant:** 549300O318N6OBWGKN57

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

  - **Street Address 1:** 21650 Oxnard Street

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Multi-Managed Large Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000008058

- **c. LEI of Series:** 549300SAUI5MHM7WII44

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $327451557.28

**Total Liabilities:** $359913.38

**Net Assets:** $327091643.90

**Cash Not Reported:** $1702666.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021864 | 1.12%                | 3.25%                | 0.84%                |
| Class ID C000021865 | 1.20%                | 3.17%                | 0.85%                |
| Class ID C000021866 | 1.12%                | 3.17%                | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $826811.14               | $2466889.15                                |
| Month 2  | $748069.46               | $9239608.03                                |
| Month 3  | $566659.74               | $1723447.98                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Honeywell International Inc                                | Honeywell International Inc                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      2819 | NS      | $593399.50    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                                   | EQT Corp                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      2683 | NS      | $146035.69    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                                               | Nordson Corp                                               | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       229 | NS      | $51971.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles River Laboratories International Inc               | Charles River Laboratories International Inc               | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       209 | NS      | $32700.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EPAM Systems Inc                                           | EPAM Systems Inc                                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       255 | NS      | $38451.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                                  | Jabil Inc                                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       473 | NS      | $102721.41    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                                          | Cisco Systems Inc                                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     80441 | NS      | $5503773.22   | 1.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                             | Albemarle Corp                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       530 | NS      | $42972.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc                                               | Assurant Inc                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       215 | NS      | $46569.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                             | Salesforce Inc                                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      6292 | NS      | $1491204.00   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                                    | Dow Inc                                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      3134 | NS      | $71862.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                                  | L3Harris Technologies Inc                                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      8501 | NS      | $2596290.41   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                                    | Zebra Technologies Corp                                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       127 | NS      | $37739.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery Inc                                  | Warner Bros Discovery Inc                                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     11059 | NS      | $215982.27    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service Inc                                  | United Parcel Service Inc                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3270 | NS      | $273143.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar General Corp                                        | Dollar General Corp                                        | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       965 | NS      | $99732.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackrock Inc                                              | Blackrock Inc                                              | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      2588 | NS      | $3017271.56   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                                              | Accenture PLC                                              | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     10969 | NS      | $2704955.40   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                                         | Equity Residential                                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     25204 | NS      | $1631454.92   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| AMETEK Inc                                                 | AMETEK Inc                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       552 | NS      | $103776.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American Electric Power Co Inc                             | American Electric Power Co Inc                             | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     18172 | NS      | $2044350.00   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                                          | General Motors Co                                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4233 | NS      | $258086.01    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Digital Corp                                       | Western Digital Corp                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1536 | NS      | $184412.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO    | ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO    | CUSIP: 000000000<br>LEI: 549300WHU4EIHRP28H10 | Long             | RA               | CORP              | US        |    455000 | PA      | $455000.00    | 0.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Teledyne Technologies Inc                                  | Teledyne Technologies Inc                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       210 | NS      | $123068.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                              | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      1374 | NS      | $244764.36    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Washington Inc                 | Expeditors International of Washington Inc                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       602 | NS      | $73799.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                                           | Genuine Parts Co                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       627 | NS      | $86902.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                                | Viatris Inc                                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      5021 | NS      | $49707.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Progressive Corp/The                                       | Progressive Corp/The                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1344 | NS      | $331900.80    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates Inc                                | Jack Henry & Associates Inc                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       197 | NS      | $29339.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pool Corp                                                  | Pool Corp                                                  | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |       147 | NS      | $45580.29     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| American Water Works Co Inc                                | American Water Works Co Inc                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       878 | NS      | $122208.82    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                        | Dominion Energy Inc                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      3791 | NS      | $231895.47    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                 | Mondelez International Inc                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     26714 | NS      | $1668823.58   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2639 | NS      | $623780.43    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Toro Co/The                                                | Toro Co/The                                                | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     11662 | NS      | $888644.40    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                          | Johnson & Johnson                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     48320 | NS      | $8959494.40   | 2.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Realty Income Corp                                         | Realty Income Corp                                         | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     13332 | NS      | $810452.28    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                                            | McDonald's Corp                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      3176 | NS      | $965154.64    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                                 | NetApp Inc                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       486 | NS      | $57571.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken Holding NV                                        | Heineken Holding NV                                        | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |     15372 | NS      | $1053072.02   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group Inc                                     | UnitedHealth Group Inc                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15516 | NS      | $5357674.80   | 1.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Clorox Co/The                                              | Clorox Co/The                                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       555 | NS      | $68431.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Molson Coors Beverage Co                                   | Molson Coors Beverage Co                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |       776 | NS      | $35114.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International Inc                            | Philip Morris International Inc                            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      3192 | NS      | $517742.40    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Pentair PLC                                                | Pentair PLC                                                | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |       261 | NS      | $28908.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                                         | Valero Energy Corp                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1383 | NS      | $235469.58    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                           | Wells Fargo & Co                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     14257 | NS      | $1195021.74   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                                        | Northern Trust Corp                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      8601 | NS      | $1157694.60   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                                  | News Corp                                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      1705 | NS      | $52360.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                                    | Marathon Petroleum Corp                                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     10563 | NS      | $2035912.62   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Revvity Inc                                                | Revvity Inc                                                | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       511 | NS      | $44789.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                         | NextEra Energy Inc                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      3012 | NS      | $227375.88    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| UDR Inc                                                    | UDR Inc                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       747 | NS      | $27833.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                                          | General Mills Inc                                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     15546 | NS      | $783829.32    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| DR Horton Inc                                              | DR Horton Inc                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      1226 | NS      | $207770.22    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                                | Paychex Inc                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       764 | NS      | $96844.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                           | Reinsurance Group of America Inc                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      5525 | NS      | $1061518.25   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Schlumberger NV                                            | Schlumberger NV                                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      6597 | NS      | $226738.89    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4560 | NS      | $1055822.40   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                                          | Tractor Supply Co                                          | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1107 | NS      | $62955.09     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Health Services Inc                              | Universal Health Services Inc                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      3447 | NS      | $704704.68    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                                  | Ball Corp                                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      1198 | NS      | $60403.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate Technology Holdings PLC                            | Seagate Technology Holdings PLC                            | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       943 | NS      | $222604.58    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products and Chemicals Inc                             | Air Products and Chemicals Inc                             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       995 | NS      | $271356.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Inc                                                 | Ventas Inc                                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |      2021 | NS      | $141449.79    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                               | Thermo Fisher Scientific Inc                               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1684 | NS      | $816773.68    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Group Ltd                                          | Everest Group Ltd                                          | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       181 | NS      | $63391.63     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp                                          | Brown-Forman Corp                                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       822 | NS      | $22259.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                                               | Teradyne Inc                                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       705 | NS      | $97036.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp                        | Cognizant Technology Solutions Corp                        | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     11477 | NS      | $769762.39    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                                 | Masco Corp                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       564 | NS      | $39699.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                                   | eBay Inc                                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       676 | NS      | $61482.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| WEC Energy Group Inc                                       | WEC Energy Group Inc                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      1432 | NS      | $164092.88    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                          | EOG Resources Inc                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      2419 | NS      | $271218.28    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| 3M Co                                                      | 3M Co                                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     11633 | NS      | $1805208.94   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                                   | NIKE Inc                                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      5275 | NS      | $367825.75    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                   | Agilent Technologies Inc                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1261 | NS      | $161849.35    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Shell PLC                                                  | Shell PLC                                                  | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     27788 | NS      | $989051.74    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Micron Technology Inc                                      | Micron Technology Inc                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4991 | NS      | $835094.12    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp                                       | Regency Centers Corp                                       | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       736 | NS      | $53654.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block Inc                                              | H&R Block Inc                                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     25529 | NS      | $1291001.53   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos Inc/The                                       | Williams Cos Inc/The                                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      2638 | NS      | $167117.30    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $2360.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Snap-on Inc                                                | Snap-on Inc                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       235 | NS      | $81434.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8189 | NS      | $831183.50    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Chubb Ltd                                                  | Chubb Ltd                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1642 | NS      | $463454.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| iShares S&P 500 Value ETF                                  | iShares S&P 500 Value ETF                                  | CUSIP: 464287408<br>LEI: 549300CBC7RH6BCDVO32 | Long             | EC               | RF                | US        |       283 | NS      | $58442.33     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                                          | Omnicom Group Inc                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       841 | NS      | $68566.73     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                                  | Amcor PLC                                                  | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     10062 | NS      | $82307.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                       | PNC Financial Services Group Inc/The                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     10630 | NS      | $2135885.90   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                         | Cooper Cos Inc/The                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       900 | NS      | $61704.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp                                      | General Dynamics Corp                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1129 | NS      | $384989.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| US Foods Holding Corp                                      | US Foods Holding Corp                                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     21450 | NS      | $1643499.00   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Robinhood Markets Inc                                      | Robinhood Markets Inc                                      | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      1141 | NS      | $163368.38    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy Inc                                            | Xcel Energy Inc                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     28873 | NS      | $2328607.45   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                                              | Mosaic Co/The                                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      1432 | NS      | $49661.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                                               | Allegion plc                                               | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       184 | NS      | $32632.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     16450 | NS      | $516859.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PPG Industries Inc                                         | PPG Industries Inc                                         | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      7931 | NS      | $833627.41    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                                 | Amdocs Ltd                                                 | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |     31994 | NS      | $2625107.70   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd                                                | Invesco Ltd                                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      2020 | NS      | $46338.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                | SP500 MIC EMIN FUTDEC25                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         6 | NC      | $1261.47      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmos Energy Corp                                          | Atmos Energy Corp                                          | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      9462 | NS      | $1615636.50   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp                                               | Moody's Corp                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       328 | NS      | $156285.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                                   | Fox Corp                                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       922 | NS      | $58141.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Akzo Nobel NV                                              | Akzo Nobel NV                                              | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |      7693 | NS      | $547337.49    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PPL Corp                                                   | PPL Corp                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      1597 | NS      | $59344.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                                                | Exelon Corp                                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      4531 | NS      | $203940.31    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp                                                 | Nucor Corp                                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1030 | NS      | $139492.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging Holding Co                               | Graphic Packaging Holding Co                               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58735 | NS      | $1149443.95   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Axalta Coating Systems Ltd                                 | Axalta Coating Systems Ltd                                 | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     39331 | NS      | $1125653.22   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Unilever PLC                                               | Unilever PLC                                               | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     47162 | NS      | $2795763.36   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                                              | Medtronic PLC                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     29251 | NS      | $2785865.24   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Industria de Diseno Textil SA                              | Industria de Diseno Textil SA                              | CUSIP: 455793109<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    115069 | NS      | $1589102.89   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp                                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     51595 | NS      | $2358923.40   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva Inc                                                | Corteva Inc                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      3050 | NS      | $206271.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Reckitt Benckiser Group PLC                                | Reckitt Benckiser Group PLC                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      8236 | NS      | $633359.53    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Micro Devices Inc                                 | Advanced Micro Devices Inc                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      7220 | NS      | $1168123.80   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH                               | Huntington Bancshares Inc/OH                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      6554 | NS      | $113187.58    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Coterra Energy, Inc.                                       | Coterra Energy, Inc.                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     87642 | NS      | $2072733.30   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo Inc                                                | PepsiCo Inc                                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     22300 | NS      | $3131812.00   | 0.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                      | Texas Instruments Inc                                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4046 | NS      | $743371.58    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                              | CME Group Inc                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1598 | NS      | $431763.62    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Vulcan Materials Co                                        | Vulcan Materials Co                                        | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       226 | NS      | $69522.12     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                                        | PayPal Holdings Inc                                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1416 | NS      | $94956.96     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                                               | Centene Corp                                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      2063 | NS      | $73607.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                                      | Dell Technologies Inc                                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       697 | NS      | $98813.69     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     11554 | NS      | $2808777.40   | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| BXP Inc                                                    | BXP Inc                                                    | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |       656 | NS      | $48767.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Estee Lauder Cos Inc/The                                   | Estee Lauder Cos Inc/The                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     13921 | NS      | $1226718.52   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                                                | Phillips 66                                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      1805 | NS      | $245516.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                                   | Microchip Technology Inc                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      2428 | NS      | $155926.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      4121 | NS      | $471936.92    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co                              | Hewlett Packard Enterprise Co                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      5780 | NS      | $141956.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Co/The                                            | Southern Co/The                                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4907 | NS      | $465036.39    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                           | Roche Holding AG                                           | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2944 | NS      | $961177.82    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                                 | Zoetis Inc                                                 | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1984 | NS      | $290298.88    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                                        | Eastman Chemical Co                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |       519 | NS      | $32722.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Zimmer Biomet Holdings Inc                                 | Zimmer Biomet Holdings Inc                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     22456 | NS      | $2211916.00   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co                                  | Archer-Daniels-Midland Co                                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     32117 | NS      | $1918669.58   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health Inc                                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      7010 | NS      | $2265071.20   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp                                                | Lennar Corp                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1028 | NS      | $129569.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                                          | Lam Research Corp                                          | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5626 | NS      | $753321.40    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co                                            | Baker Hughes Co                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17266 | NS      | $841199.52    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| J M Smucker Co/The                                         | J M Smucker Co/The                                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       479 | NS      | $52019.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                                      | NXP Semiconductors NV                                      | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      8009 | NS      | $1823889.57   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                                        | Leidos Holdings Inc                                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       265 | NS      | $50074.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                                | Raymond James Financial Inc                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      9715 | NS      | $1676809.00   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                 | Biogen Inc                                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       660 | NS      | $92452.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                                  | Block Inc                                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1548 | NS      | $111873.96    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gaming and Leisure Properties Inc                          | Gaming and Leisure Properties Inc                          | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     28791 | NS      | $1341948.51   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                       | Edison International                                       | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1738 | NS      | $96076.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                    | Procter & Gamble Co/The                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     10425 | NS      | $1601801.25   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                                    | Akamai Technologies Inc                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       633 | NS      | $47956.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Skydance Corp                                    | Paramount Skydance Corp                                    | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |      1395 | NS      | $26393.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Generac Holdings Inc                                       | Generac Holdings Inc                                       | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       102 | NS      | $17074.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                          | State Street Corp                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1271 | NS      | $147448.71    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                                       | Lockheed Martin Corp                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       910 | NS      | $454281.10    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos Inc                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2496 | NS      | $627269.76    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Dominion Freight Line Inc                              | Old Dominion Freight Line Inc                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       456 | NS      | $64195.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hasbro Inc                                                 | Hasbro Inc                                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       591 | NS      | $44827.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                                | Cummins Inc                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2295 | NS      | $969339.15    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday Inc                                                | Workday Inc                                                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       508 | NS      | $122290.84    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEX Corp                                                  | IDEX Corp                                                  | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |       341 | NS      | $55501.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                                                | CDW Corp/DE                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       579 | NS      | $92223.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                                      | Norfolk Southern Corp                                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      8443 | NS      | $2536361.63   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     35158 | NS      | $18210086.10  | 5.57%             |  |  |  | No            | 1                  | On Loan: No      |
| A O Smith Corp                                             | A O Smith Corp                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     15172 | NS      | $1113776.52   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc                                       | Align Technology Inc                                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       291 | NS      | $36439.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp                                       | Targa Resources Corp                                       | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      9661 | NS      | $1618603.94   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                                            | Tyson Foods Inc                                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1290 | NS      | $70047.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson & Co                                      | Becton Dickinson & Co                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     14512 | NS      | $2716211.04   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                        | American Tower Corp                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      8603 | NS      | $1654528.96   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree Inc                                            | Dollar Tree Inc                                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       846 | NS      | $79837.02     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                                  | Packaging Corp of America                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       201 | NS      | $43803.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                         | IQVIA Holdings Inc                                         | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      8867 | NS      | $1684197.98   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange Inc                              | Intercontinental Exchange Inc                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1225 | NS      | $206388.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                                      | Applied Materials Inc                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      2079 | NS      | $425654.46    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $4124.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp                                  | Occidental Petroleum Corp                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      3176 | NS      | $150066.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv PLC                                                  | Aptiv PLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      8143 | NS      | $702089.46    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Rockwell Automation Inc                                    | Rockwell Automation Inc                                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       500 | NS      | $174765.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                                                | Moderna Inc                                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1527 | NS      | $39442.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellanova                                                  | Kellanova                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1210 | NS      | $99244.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Realty Investment Trust                            | Federal Realty Investment Trust                            | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               |  | US        |       348 | NS      | $35255.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                               | Stryker Corp                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       722 | NS      | $266901.74    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries Inc                          | Huntington Ingalls Industries Inc                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       176 | NS      | $50672.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                             | PARIBAS REPO                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | RA               | CORP              | US        |    625000 | PA      | $625000.00    | 0.19%             |  |  |  | No            | N/A                | On Loan: No      |
| Newmont Goldcorp Corp.                                     | Newmont Goldcorp Corp.                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4906 | NS      | $413624.86    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Alexandria Real Estate Equities Inc                        | Alexandria Real Estate Equities Inc                        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       694 | NS      | $57837.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp                                 | Pinnacle West Capital Corp                                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       513 | NS      | $45995.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Brands Inc                                   | Constellation Brands Inc                                   | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       638 | NS      | $85919.46     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                                | Trimble Inc                                                | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |       578 | NS      | $47193.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Towers Watson PLC                                   | Willis Towers Watson PLC                                   | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      6255 | NS      | $2160789.75   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                                            | Best Buy Co Inc                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       877 | NS      | $66318.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                               | Chevron Corp                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18545 | NS      | $2879853.05   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc                         | Johnson Controls International plc                         | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     19309 | NS      | $2123024.55   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe, Inc.                                                | Adobe, Inc.                                                | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1095 | NS      | $386261.25    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                    | KeyCorp                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      4163 | NS      | $77806.47     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Take-Two Interactive Software Inc                          | Take-Two Interactive Software Inc                          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       763 | NS      | $197128.68    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Waste Management Inc                                       | Waste Management Inc                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |       773 | NS      | $170701.59    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp                                               | Entergy Corp                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1973 | NS      | $183863.87    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                               | Alphabet Inc                                               | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6151 | NS      | $1498076.05   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                            | AstraZeneca PLC                                            | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     20070 | NS      | $1539770.40   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Group/The                                            | Cigna Group/The                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1191 | NS      | $343305.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T Bank Corp                                              | M&T Bank Corp                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      8849 | NS      | $1748739.38   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                                     | Sempra                                                     | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     26058 | NS      | $2344698.84   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                                           | W R Berkley Corp                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       609 | NS      | $46661.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12934 | NS      | $975094.26    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle Inc                                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     20209 | NS      | $1949966.41   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours, Inc.                                    | DuPont de Nemours, Inc.                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1840 | NS      | $143336.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                         | Walt Disney Co/The                                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     20353 | NS      | $2330418.50   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                                  | Linde PLC                                                  | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      2086 | NS      | $990850.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp                                                | Target Corp                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2031 | NS      | $182180.70    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dick's Sporting Goods Inc                                  | Dick's Sporting Goods Inc                                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      7131 | NS      | $1584650.82   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                   | Marsh & McLennan Cos Inc                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      9597 | NS      | $1934083.41   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc                              | Principal Financial Group Inc                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       900 | NS      | $74619.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart Inc                                                | Walmart Inc                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      6436 | NS      | $663294.16    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Co/The                                           | Coca-Cola Co/The                                           | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     17239 | NS      | $1143290.48   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Ares Management Corp                                       | Ares Management Corp                                       | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      6269 | NS      | $1002350.41   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                                 | Stanley Black & Decker Inc                                 | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       695 | NS      | $51659.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR Inc                                                 | PACCAR Inc                                                 | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     29217 | NS      | $2872615.44   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                                           | Exxon Mobil Corp                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     25623 | NS      | $2888993.25   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| Corning Inc                                                | Corning Inc                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     27748 | NS      | $2276168.44   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources Inc                                     | Franklin Resources Inc                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1397 | NS      | $32312.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1347 | NS      | $98681.22     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Host Hotels & Resorts Inc                                  | Host Hotels & Resorts Inc                                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |       969 | NS      | $16492.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics Inc                                         | Steel Dynamics Inc                                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       605 | NS      | $84355.15     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Darden Restaurants Inc                                     | Darden Restaurants Inc                                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       301 | NS      | $57298.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| McCormick & Co Inc/MD                                      | McCormick & Co Inc/MD                                      | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1136 | NS      | $76009.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Edison Inc                                    | Consolidated Edison Inc                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      1585 | NS      | $159324.20    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Martin Marietta Materials Inc                              | Martin Marietta Materials Inc                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       127 | NS      | $80045.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CoStar Group Inc                                           | CoStar Group Inc                                           | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      1867 | NS      | $157518.79    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4850.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                            | TJX Cos Inc/The                                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2033 | NS      | $293849.82    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                                | Incyte Corp                                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       290 | NS      | $24594.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Monster Beverage Corp                                      | Monster Beverage Corp                                      | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      1768 | NS      | $119004.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                                   | Lamb Weston Holdings Inc                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       643 | NS      | $37345.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                     | Berkshire Hathaway Inc                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7745 | NS      | $3893721.30   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co/The                                             | Hershey Co/The                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       649 | NS      | $121395.45    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                           | Roche Holding AG                                           | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     27844 | NS      | $1164157.64   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Design Systems Inc                                 | Cadence Design Systems Inc                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       546 | NS      | $191787.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimco Realty Corp                                          | Kimco Realty Corp                                          | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |      3063 | NS      | $66926.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Xylem Inc/NY                                               | Xylem Inc/NY                                               | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1072 | NS      | $158120.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab Inc                                                 | Ecolab Inc                                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       579 | NS      | $158564.94    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     31818 | NS      | $898540.32    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Pernod Ricard SA                                           | Pernod Ricard SA                                           | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |     10841 | NS      | $1063287.37   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co                                      | Southwest Airlines Co                                      | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     18546 | NS      | $591802.86    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                               | Broadcom Inc                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3259 | NS      | $1075176.69   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                                  | Amgen Inc                                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1366 | NS      | $385485.20    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     30329 | NS      | $1564673.11   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Essex Property Trust Inc                                   | Essex Property Trust Inc                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       151 | NS      | $40416.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hormel Foods Corp                                          | Hormel Foods Corp                                          | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      1312 | NS      | $32458.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Global SA                                            | Bunge Global SA                                            | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |       602 | NS      | $48912.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     52628 | NS      | $2543511.24   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Campbell's Company/The                                     | Campbell's Company/The                                     | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       887 | NS      | $28011.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                         | Home Depot Inc/The                                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2484 | NS      | $1006491.96   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Alliant Energy Corp                                        | Alliant Energy Corp                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1156 | NS      | $77925.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp                                                 | Intel Corp                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     19456 | NS      | $652748.80    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc                   | Knight-Swift Transportation Holdings Inc                   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25437 | NS      | $1005015.87   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Labcorp Holdings Inc                                       | Labcorp Holdings Inc                                       | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $104489.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Camden Property Trust                                      | Camden Property Trust                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       236 | NS      | $25200.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy Inc                                                 | Evergy Inc                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1037 | NS      | $78832.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                                         | Conagra Brands Inc                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     28929 | NS      | $529689.99    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E Corp                                                  | PG&E Corp                                                  | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      9852 | NS      | $148568.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Jacobs Solutions Inc                                       | Jacobs Solutions Inc                                       | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $79126.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                                  | News Corp                                                  | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       503 | NS      | $17378.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                                        | Abbott Laboratories                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      7745 | NS      | $1037365.30   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                 | FedEx Corp                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       966 | NS      | $227792.46    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Veralto Corp                                               | Veralto Corp                                               | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |       579 | NS      | $61727.19     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                                              | Ford Motor Co                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     17554 | NS      | $209945.84    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kenvue Inc                                                 | Kenvue Inc                                                 | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     97937 | NS      | $1589517.51   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Inc                                            | Match Group Inc                                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      1041 | NS      | $36768.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp                                    | SBA Communications Corp                                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |       485 | NS      | $93774.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $4713.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Domino's Pizza Inc                                         | Domino's Pizza Inc                                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        81 | NS      | $34968.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| GE HealthCare Technologies Inc                             | GE HealthCare Technologies Inc                             | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      2010 | NS      | $150951.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp                                                   | CSX Corp                                                   | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     20866 | NS      | $740951.66    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank Securities, Inc.                             | DEUTSCHE REPO                                              | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    455000 | PA      | $455000.00    | 0.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Kinder Morgan Inc                                          | Kinder Morgan Inc                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      8610 | NS      | $243749.10    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cincinnati Financial Corp                                  | Cincinnati Financial Corp                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       331 | NS      | $52331.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                | Goldman Sachs Group Inc/The                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1347 | NS      | $1072683.45   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Rollins Inc                                                | Rollins Inc                                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |       531 | NS      | $31190.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $4556.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                       | Freeport-McMoRan Inc                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      6429 | NS      | $252145.38    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CenterPoint Energy Inc                                     | CenterPoint Energy Inc                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      2938 | NS      | $113994.40    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4298.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sysco Corp                                                 | Sysco Corp                                                 | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      2123 | NS      | $174807.82    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities Inc                                  | AvalonBay Communities Inc                                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       359 | NS      | $69348.03     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| FactSet Research Systems Inc                               | FactSet Research Systems Inc                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        95 | NS      | $27216.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services Inc                 | Fidelity National Information Services Inc                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     14209 | NS      | $936941.46    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corp/The                                          | Middleby Corp/The                                          | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      9187 | NS      | $1221227.91   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                    | Sherwin-Williams Co/The                                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       439 | NS      | $152008.14    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                                 | Dexcom Inc                                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      1000 | NS      | $67290.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| International Paper Co                                     | International Paper Co                                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2380 | NS      | $110432.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                                               | NiSource Inc                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |      2119 | NS      | $91752.70     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FirstEnergy Corp                                           | FirstEnergy Corp                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      2314 | NS      | $106027.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co                                        | General Electric Co                                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2782 | NS      | $836881.24    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp                                                   | APA Corp                                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1668 | NS      | $40499.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                                 | Deere & Co                                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       628 | NS      | $287159.28    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices Inc                                         | Analog Devices Inc                                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8347 | NS      | $2050857.90   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                    | Charles Schwab Corp/The                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     31482 | NS      | $3005586.54   | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     22435 | NS      | $1847970.95   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works Inc                                    | Illinois Tool Works Inc                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       697 | NS      | $181749.72    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                                  | MGM Resorts International                                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       918 | NS      | $31817.88     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aflac Inc                                                  | Aflac Inc                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      2150 | NS      | $240155.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Eversource Energy                                          | Eversource Energy                                          | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     13760 | NS      | $978886.40    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                                     | F5 Inc                                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      7777 | NS      | $2513448.63   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp                                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     19397 | NS      | $2400378.75   | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer Inc                                                 | Pfizer Inc                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    118953 | NS      | $3030922.44   | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                               | VeriSign Inc                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       365 | NS      | $102043.05    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                                            | Ross Stores Inc                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1464 | NS      | $223098.96    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Techne Corp                                            | Bio-Techne Corp                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |       713 | NS      | $39664.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica Inc                                    | Lululemon Athletica Inc                                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       266 | NS      | $47329.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp                                                | Ameren Corp                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1216 | NS      | $126926.08    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar Inc                                            | First Solar Inc                                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       227 | NS      | $50060.31     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                                 | Verizon Communications Inc                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     61356 | NS      | $2696596.20   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                      | Molina Healthcare Inc                                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       250 | NS      | $47840.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                          | BARCLAYS CAPITAL REPO                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | RA               | CORP              | US        |    640000 | PA      | $640000.00    | 0.20%             |  |  |  | No            | N/A                | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $4450.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CarMax Inc                                                 | CarMax Inc                                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $31094.91     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RTX Corp                                                   | RTX Corp                                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     11144 | NS      | $1864725.52   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Edwards Lifesciences Corp                                  | Edwards Lifesciences Corp                                  | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      2615 | NS      | $203368.55    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                               | KKR & Co Inc                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     13369 | NS      | $1737301.55   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Globe Life Inc                                             | Globe Life Inc                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       353 | NS      | $50468.41     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                                        | Avery Dennison Corp                                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       342 | NS      | $55462.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co/The                                              | Boeing Co/The                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      3373 | NS      | $727994.59    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Aon PLC                                                    | Aon PLC                                                    | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |       468 | NS      | $166879.44    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                                   | Fox Corp                                                   | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       594 | NS      | $34030.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                             | Blackstone Inc                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3266 | NS      | $557996.10    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Gen Digital Inc                                            | Gen Digital Inc                                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      1027 | NS      | $29156.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $4778.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Allstate Corp/The                                          | Allstate Corp/The                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      4692 | NS      | $1007137.80   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Solventum Corp                                             | Solventum Corp                                             | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |       623 | NS      | $45479.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dover Corp                                                 | Dover Corp                                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      4812 | NS      | $802785.96    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health Inc                                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1066 | NS      | $167319.36    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cencora Inc                                                | Cencora Inc                                                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       866 | NS      | $270650.98    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings Inc                                 | LPL Financial Holdings Inc                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      4943 | NS      | $1644486.67   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Carrier Global Corp                                        | Carrier Global Corp                                        | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      1840 | NS      | $109848.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Roper Technologies Inc                                     | Roper Technologies Inc                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |       477 | NS      | $237875.13    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                                          | Devon Energy Corp                                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2837 | NS      | $99465.22     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV                               | LyondellBasell Industries NV                               | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1168 | NS      | $57278.72     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions Inc                                     | Skyworks Solutions Inc                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       638 | NS      | $49113.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                                           | Altria Group Inc                                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4030 | NS      | $266221.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                                        | VICI Properties Inc                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      4756 | NS      | $155093.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| LKQ Corp                                                   | LKQ Corp                                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1171 | NS      | $35762.34     | 0.01%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Starbucks Corp                                             | Starbucks Corp                                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     19621 | NS      | $1659936.60   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity PLC                                        | TE Connectivity PLC                                        | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |      4354 | NS      | $955833.62    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                                        | Emerson Electric Co                                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     15706 | NS      | $2060313.08   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hunt Transport Services Inc                             | JB Hunt Transport Services Inc                             | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       334 | NS      | $44812.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Citizens Financial Group Inc                               | Citizens Financial Group Inc                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1910 | NS      | $101535.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands Inc                                            | Yum! Brands Inc                                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       719 | NS      | $109288.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup Inc                                             | PulteGroup Inc                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5916 | NS      | $781681.08    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| International Flavors & Fragrances Inc                     | International Flavors & Fragrances Inc                     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1153 | NS      | $70955.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp/The                           | Bank of New York Mellon Corp/The                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     12960 | NS      | $1412121.60   | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Inc                                                    | PTC Inc                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       288 | NS      | $58469.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     14483 | NS      | $2302217.68   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty Inc                                            | Ulta Beauty Inc                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       199 | NS      | $108803.25    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings Inc                                 | CF Industries Holdings Inc                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       699 | NS      | $62700.30     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                               | QUALCOMM Inc                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     12365 | NS      | $2057041.40   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                                | Gentex Corp                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     56458 | NS      | $1597761.40   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens AG                                                 | Siemens AG                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      3213 | NS      | $864593.92    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TotalEnergies SE                                           | TotalEnergies SE                                           | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      8519 | NS      | $508499.11    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                                | Textron Inc                                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       782 | NS      | $66071.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ON Semiconductor Corp                                      | ON Semiconductor Corp                                      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     10669 | NS      | $526088.39    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                                         | HCA Healthcare Inc                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       300 | NS      | $127860.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                                        | Otis Worldwide Corp                                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1748 | NS      | $159819.64    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp/The                                               | AES Corp                                                   | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      3206 | NS      | $42190.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp                                      | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       598 | NS      | $364373.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Insurance Group Inc/The                           | Hartford Insurance Group Inc/The                           | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       558 | NS      | $74431.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy Inc                                     | Diamondback Energy Inc                                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       841 | NS      | $120347.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc                               | MSC Industrial Direct Co Inc                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     10864 | NS      | $1001008.96   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| NVR Inc                                                    | NVR Inc                                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         4 | NS      | $32138.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                                        | Electronic Arts Inc                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       609 | NS      | $122835.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                                              | McKesson Corp                                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       554 | NS      | $427987.16    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     68381 | NS      | $1803206.97   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Resources Corp                                      | Antero Resources Corp                                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     51591 | NS      | $1731393.96   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Verisk Analytics Inc                                       | Verisk Analytics Inc                                       | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       341 | NS      | $85764.91     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                                 | Humana Inc                                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       530 | NS      | $137890.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Keysight Technologies Inc                                  | Keysight Technologies Inc                                  | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       758 | NS      | $132589.36    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                                              | Kroger Co/The                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      2713 | NS      | $182883.33    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortive Corp                                               | Fortive Corp                                               | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      1512 | NS      | $74072.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Church & Dwight Co Inc                                     | Church & Dwight Co Inc                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      1070 | NS      | $93764.10     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                               | Synopsys Inc                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |       398 | NS      | $196369.22    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     35667 | NS      | $9081888.21   | 2.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp                                               | Danaher Corp                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2840 | NS      | $563058.40    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Smurfit WestRock PLC                                       | Smurfit WestRock PLC                                       | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      2229 | NS      | $94888.53     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                              | Regeneron Pharmaceuticals Inc                              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       455 | NS      | $255832.85    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets Inc                                    | Cboe Global Markets Inc                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       472 | NS      | $115758.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                                   | Builders FirstSource Inc                                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       224 | NS      | $27160.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing Inc                              | Automatic Data Processing Inc                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       777 | NS      | $228049.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mid-America Apartment Communities Inc                      | Mid-America Apartment Communities Inc                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       311 | NS      | $43456.03     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial Inc                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1562 | NS      | $162041.88    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG                                                     | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $190.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                     | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $25.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      1409 | NS      | $243587.92    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nasdaq Inc                                                 | Nasdaq Inc                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     17415 | NS      | $1540356.75   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Equifax Inc                                                | Equifax Inc                                                | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       557 | NS      | $142887.21    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                        | Fifth Third Bancorp                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2948 | NS      | $131333.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                                            | T-Mobile US Inc                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1004 | NS      | $240337.52    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimberly-Clark Corp                                        | Kimberly-Clark Corp                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      6723 | NS      | $835937.82    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                           | Mettler-Toledo International Inc                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |        55 | NS      | $67518.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos Inc/The                           | Interpublic Group of Cos Inc/The                           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      1679 | NS      | $46860.89     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos Inc/The                                      | Travelers Cos Inc/The                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       999 | NS      | $278940.78    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                                 | Charter Communications Inc                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       420 | NS      | $115544.10    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                                         | Kraft Heinz Co/The                                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3808 | NS      | $99160.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyerhaeuser Co                                            | Weyerhaeuser Co                                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |      3266 | NS      | $80964.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Extra Space Storage Inc                                    | Extra Space Storage Inc                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       526 | NS      | $74134.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Group Inc                                     | T Rowe Price Group Inc                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       972 | NS      | $99766.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                | E-MINI RUSS 1000 VDEC25                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         5 | NC      | $2407.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD CHF                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2421.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper Inc                                       | Keurig Dr Pepper Inc                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     49592 | NS      | $1265091.92   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co Inc                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     58897 | NS      | $4943225.21   | 1.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       232 | NS      | $181711.68    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthpeak Properties Inc                                  | Healthpeak Properties Inc                                  | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               |  | US        |      3154 | NS      | $60399.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Expand Energy Corp                                         | Expand Energy Corp                                         | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1064 | NS      | $113039.36    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co                                       | Colgate-Palmolive Co                                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2003 | NS      | $160119.82    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadridge Financial Solutions Inc                         | Broadridge Financial Solutions Inc                         | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |       296 | NS      | $70498.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                                      | Quest Diagnostics Inc                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      3347 | NS      | $637871.26    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| STERIS PLC                                                 | STERIS PLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       442 | NS      | $109368.48    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| S&P Global Inc                                             | S&P Global Inc                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       736 | NS      | $358218.56    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| West Pharmaceutical Services Inc                           | West Pharmaceutical Services Inc                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       326 | NS      | $85519.58     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CRH PLC                                                    | CRH PLC                                                    | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      7232 | NS      | $867116.80    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                                | Waters Corp                                                | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       145 | NS      | $43472.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                             | Eli Lilly & Co                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1815 | NS      | $1384845.00   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co                                    | Arthur J Gallagher & Co                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       629 | NS      | $194826.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                                        | Global Payments Inc                                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1074 | NS      | $89227.92     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Schein Inc                                           | Henry Schein Inc                                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     17629 | NS      | $1170036.73   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     27520 | NS      | $8680633.60   | 2.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co                                             | Halliburton Co                                             | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |      3758 | NS      | $92446.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                             | Amazon.com Inc                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     18141 | NS      | $3983219.37   | 1.22%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                                     | HP Inc                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      4213 | NS      | $114719.99    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BofA Securities, Inc.                                      | BANK OF AMERICA MASTER NOTE                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |    455000 | PA      | $455000.00    | 0.14%             |  |  |  | No            | N/A                | On Loan: No      |
| DTE Energy Co                                              | DTE Energy Co                                              | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       910 | NS      | $128701.30    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Loews Corp                                                 | Loews Corp                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       761 | NS      | $76396.79     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Coinbase Global Inc                                        | Coinbase Global Inc                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       515 | NS      | $173807.35    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |    560968 | NS      | $560967.74    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| IDEXX Laboratories Inc                                     | IDEXX Laboratories Inc                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       355 | NS      | $226805.95    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Inc                                               | Reliance Inc                                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2094 | NS      | $588058.02    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK Inc                                                  | ONEOK Inc                                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     18995 | NS      | $1386065.15   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic Inc                                                | Hologic Inc                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1012 | NS      | $68299.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries Inc                                      | Mohawk Industries Inc                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      7556 | NS      | $974119.52    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Baxter International Inc                                   | Baxter International Inc                                   | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      2302 | NS      | $52416.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                                    | Bristol-Myers Squibb Co                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9076 | NS      | $409327.60    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitation Homes Inc                                       | Invitation Homes Inc                                       | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      2555 | NS      | $74938.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                                  | CH Robinson Worldwide Inc                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       535 | NS      | $70834.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                 | Capital One Financial Corp                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2851 | NS      | $606065.58    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Service Enterprise Group Inc                        | Public Service Enterprise Group Inc                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1192 | NS      | $99484.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                           | American International Group Inc                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      2674 | NS      | $210015.96    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastenal Co                                                | Fastenal Co                                                | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      2161 | NS      | $105975.44    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                        | Gilead Sciences Inc                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     24302 | NS      | $2697522.00   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                             | ConocoPhillips                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     24070 | NS      | $2276781.30   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** SEASONS SERIES TRUST

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer