# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001174
**Filing Date:** 2025-8
**Character Count:** 186093
**Document Hash:** 3dca19d6d2c96e69e84360f13c716f1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001174.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001174

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266043

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $16827428689.62

**Total Liabilities:** $874702321.01

**Net Assets:** $15952726368.61

**Cash Not Reported:** $13815686.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004634 | -0.72%               | 6.24%                | 5.06%                |
| Class ID C000067968 | -0.69%               | 6.28%                | 5.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7311.24                 | $-109585044.90                             |
| Month 2  | $77110.88                | $877383942.25                              |
| Month 3  | $91677557.40             | $657041505.56                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Waste Management, Inc.                                | Waste Management, Inc.                                  | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    109153 | NS      | $24976389.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc.                                        | Welltower Inc.                                          | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    186744 | NS      | $28708155.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                         | Workday, Inc.                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     65376 | NS      | $15690240.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| XCEL Energy Inc.                                      | XCEL Energy Inc.                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    174723 | NS      | $11898636.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                            | Xylem Inc.                                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     75007 | NS      | $9702905.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                          | Zimmer Biomet Holdings, Inc.                            | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     58688 | NS      | $5352932.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Zoetis Inc.                                           | Zoetis Inc.                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    135356 | NS      | $21108768.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion Public Limited Company                       | Allegion Public Limited Company                         | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     25786 | NS      | $3716278.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Pty Ltd                                         | Amcor Pty Ltd                                           | CUSIP: N/A<br>LEI: 54930002QM8QVWM56E14       | Long             | EC               | CORP              | JE        |    674141 | NS      | $6195355.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AON Public Limited Company                            | AON Public Limited Company                              | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     65485 | NS      | $23362428.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                               | Arch Capital Group Ltd.                                 | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    111241 | NS      | $10128493.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture Public Limited Company                      | Accenture Public Limited Company                        | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    188858 | NS      | $56447767.62   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company              | Eaton Corporation Public Limited Company                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    118656 | NS      | $42359005.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                                   | Everest Group, Ltd.                                     | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     12560 | NS      | $4268516.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                             | Aptiv PLC                                               | CUSIP: N/A<br>LEI: 254900HTTDFIJZ32GX53       | Long             | EC               | CORP              | JE        |     64606 | NS      | $4407421.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                          | Invesco Ltd.                                            | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    127416 | NS      | $2009350.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson Controls International Public Limited Company | Johnson Controls International Public Limited Company   | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    198956 | NS      | $21013732.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                          | Linde Public Limited Company                            | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |    141244 | NS      | $66268859.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                       | Medtronic, Inc.                                         | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |    384277 | NS      | $33497426.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corporation, The                                  | AES Corporation, The                                    | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    215754 | NS      | $2269732.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                             | AT&T Inc.                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   2171409 | NS      | $62840576.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                           | AbbVie Inc.                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    532428 | NS      | $98829285.36   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc.                                            | Adobe Inc.                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    128159 | NS      | $49582153.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                            | Agilent Technologies, Inc.                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     84562 | NS      | $9979161.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                             | Akamai Technologies, Inc.                               | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     45617 | NS      | $3638411.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cencora, Inc.                                         | Cencora, Inc.                                           | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     52336 | NS      | $15692949.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                           | AvalonBay Communities, Inc.                             | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     43560 | NS      | $8864460.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Avery Dennison Corporation                            | Avery Dennison Corporation                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     23329 | NS      | $4093539.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Edwards Lifesciences Corporation                      | Edwards Lifesciences Corporation                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    177810 | NS      | $13906520.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                        | Fortinet, Inc.                                          | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    193637 | NS      | $20471303.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc.                                       | Globe Life Inc.                                         | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     24081 | NS      | $2993027.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                 | Quanta Services, Inc.                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     44812 | NS      | $16942520.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| RTX Corporation                                       | RTX Corporation                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    403097 | NS      | $58860225.05   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                    | Target Corporation                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    139893 | NS      | $13800444.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc. , The                       | Travelers Companies, Inc. , The                         | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |     68004 | NS      | $18193790.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corporation                                   | Veralto Corporation                                     | CUSIP: 92338C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73124 | NS      | $7381901.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                        | VeriSign, Inc.                                          | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     24129 | NS      | $6968455.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                           | Verizon Communications Inc.                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1270495 | NS      | $54974318.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                | Verisk Analytics, Inc.                                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |     42312 | NS      | $13180188.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                   | Vertex Pharmaceuticals Incorporated                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     77450 | NS      | $34480740.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Paramount Global                                      | Paramount Global                                        | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    165957 | NS      | $2140845.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                          | Viatris Inc.                                            | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    356015 | NS      | $3179213.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Visa Inc.                                             | Visa Inc.                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    514303 | NS      | $182603280.20  | 1.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Vistra Corp.                                          | Vistra Corp.                                            | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    102717 | NS      | $19907581.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                 | WEC Energy Group Inc.                                   | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     95990 | NS      | $10002158.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma, Inc.                                 | Williams-Sonoma, Inc.                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     36825 | NS      | $6016100.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Wynn Resorts, Limited                                 | Wynn Resorts, Limited                                   | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     25846 | NS      | $2420994.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Yum! Brands, Inc.                                     | Yum! Brands, Inc.                                       | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     82360 | NS      | $12204104.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                        | Zebra Technologies Corporation                          | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |     15880 | NS      | $4896756.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Norwegian Cruise Line Holdings Ltd.                   | Norwegian Cruise Line Holdings Ltd.                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    123064 | NS      | $2495737.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company    | Seagate Technology Holdings Public Limited Company      | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     64150 | NS      | $9258769.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                        | Pentair Public Limited Company                          | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     48246 | NS      | $4952934.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Smurfit Westrock Public Limited Company               | Smurfit Westrock Public Limited Company                 | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |    149497 | NS      | $6450795.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Steris Public Limited Company                         | Steris Public Limited Company                           | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |     29976 | NS      | $7200834.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Public Limited Company                | TE Connectivity Public Limited Company                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     88019 | NS      | $14846164.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company             | Trane Technologies Public Limited Company               | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     67342 | NS      | $29456064.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company           | Willis Towers Watson Public Limited Company             | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     30158 | NS      | $9243504.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Bunge Global SA                                       | Bunge Global SA                                         | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | CH        |     40648 | NS      | $3263221.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                         | Chubb Limited                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |    112327 | NS      | $32543378.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                           | Garmin Ltd.                                             | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     47255 | NS      | $9863063.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                        | LyondellBasell Industries N.V.                          | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     76666 | NS      | $4435894.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NXP Semiconductors N.V.                               | NXP Semiconductors N.V.                                 | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     76287 | NS      | $16667946.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                          | Royal Caribbean Cruises Ltd.                            | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |     74691 | NS      | $23388739.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Oracle Corporation                                    | Oracle Corporation                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    489188 | NS      | $106951172.40  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corporation                            | Otis Worldwide Corporation                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    119698 | NS      | $11852495.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                      | PG&E Corporation                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    665865 | NS      | $9282158.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                       | PPL Corporation                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    230483 | NS      | $7811068.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC Inc.                                              | PTC Inc.                                                | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     37447 | NS      | $6453615.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Palantir Technologies Inc.                            | Palantir Technologies Inc.                              | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    640257 | NS      | $87279834.24   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                                 | Paycom Software, Inc.                                   | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     13579 | NS      | $3142180.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PayPal Holdings, Inc.                                 | PayPal Holdings, Inc.                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    288328 | NS      | $21428536.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                      | Pool Corporation                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     11646 | NS      | $3394576.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| T. Rowe Price Group, Inc.                             | T. Rowe Price Group, Inc.                               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     66374 | NS      | $6405091.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                       | Principal Financial Group, Inc.                         | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     60867 | NS      | $4834665.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProLogis Inc.                                         | ProLogis Inc.                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    279464 | NS      | $29377255.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Company                      | Public Storage Operating Company                        | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     48491 | NS      | $14228229.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                        | Quest Diagnostics Incorporated                          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     32939 | NS      | $5916832.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.                       | Regeneron Pharmaceuticals, Inc.                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     31127 | NS      | $16341675.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                         | Regions Financial Corporation                           | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    256339 | NS      | $6029093.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| S&P Global Inc.                                       | S&P Global Inc.                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     94527 | NS      | $49843141.83   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                        | SBA Communications Corporation                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     31504 | NS      | $7398399.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Salesforce, Inc.                                      | Salesforce, Inc.                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    288976 | NS      | $78800865.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                      | ServiceNow, Inc.                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     62049 | NS      | $63791335.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                              | Skyworks Solutions, Inc.                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     45212 | NS      | $3369198.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solventum Corporation                                 | Solventum Corporation                                   | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |     45575 | NS      | $3456408.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                            | Super Micro Computer, Inc.                              | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    153600 | NS      | $7527936.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Synchrony Financial                                   | Synchrony Financial                                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    118862 | NS      | $7932849.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TKO Group Holdings Inc.                               | TKO Group Holdings Inc.                                 | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19764 | NS      | $3596059.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                 | Targa Resources Corp.                                   | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     64006 | NS      | $11142164.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                            | Tesla Inc.                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    843625 | NS      | $267985917.50  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                         | Moderna, Inc.                                           | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |    102413 | NS      | $2825574.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Molina Healthcare, Inc.                               | Molina Healthcare, Inc.                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     16305 | NS      | $4857259.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                         | Molson Coors Beverage Company                           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     50535 | NS      | $2430228.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Monster Beverage 1990 Corporation                     | Monster Beverage 1990 Corporation                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |    210434 | NS      | $13181585.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Company, The                                   | Mosaic Company, The                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     91832 | NS      | $3350031.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                             | NVR, Inc.                                               | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       851 | NS      | $6285196.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                          | NetApp, Inc.                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     64264 | NS      | $6847329.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                         | Netflix, Inc.                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |    128054 | NS      | $171480953.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    103158 | NS      | $3065855.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                      | News Corporation                                        | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     37677 | NS      | $1292697.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy, Inc.                                  | NextEra Energy, Inc.                                    | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |    621188 | NS      | $43122870.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                         | NiSource Inc.                                           | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    143168 | NS      | $5775397.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NVIDIA Corporation                                    | NVIDIA Corporation                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   7343391 | NS      | $1160182344.00 | 7.27%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                             | O'Reilly Automotive, Inc.                               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    253235 | NS      | $22824070.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                        | Texas Pacific Land Corporation                          | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |      5659 | NS      | $5978111.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| 3M Company                                            | 3M Company                                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    162782 | NS      | $24781931.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                          | Truist Financial Corporation                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    399487 | NS      | $17173946.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies, Inc.                               | Uber Technologies, Inc.                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    632654 | NS      | $59026618.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                     | Ulta Beauty, Inc.                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     14159 | NS      | $6623863.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Incorporated                       | UnitedHealth Group Incorporated                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    273118 | NS      | $85204622.46   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                      | CBRE Group, Inc.                                        | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     86993 | NS      | $12189459.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                             | CDW Corp.                                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     38878 | NS      | $6943222.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide, Inc.                         | C.H. Robinson Worldwide, Inc.                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     34813 | NS      | $3340307.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CME Group Inc.                                        | CME Group Inc.                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    108510 | NS      | $29907526.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                           | Caesars Entertainment, Inc.                             | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     67648 | NS      | $1920526.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital One Financial Corporation                     | Capital One Financial Corporation                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    193178 | NS      | $41100551.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                 | Cardinal Health, Inc.                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     72638 | NS      | $12203184.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Former Charter Communications Parent, Inc.            | Former Charter Communications Parent, Inc.              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     28533 | NS      | $11664575.73   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cisco Systems, Inc.                                   | Cisco Systems, Inc.                                     | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1195799 | NS      | $82964534.62   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                                 | Coinbase Global, Inc.                                   | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     63509 | NS      | $22259269.41   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                   | Comcast Corporation                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1126781 | NS      | $40214813.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                        | ConocoPhillips                                          | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    385055 | NS      | $34554846.47   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                            | Constellation Brands, Inc.                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     45705 | NS      | $7435289.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Group, Inc.                      | Constellation Energy Group, Inc.                        | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     93574 | NS      | $30201944.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                         | Corteva, Inc.                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    209463 | NS      | $15611277.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                          | Costco Wholesale Corporation                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    133739 | NS      | $132393585.70  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                                    | CoStar Group, Inc.                                      | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132309 | NS      | $10637643.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings, Inc.                            | CrowdStrike Holdings, Inc.                              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     75340 | NS      | $38371415.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                     | Crown Castle Inc.                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    131084 | NS      | $13466259.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                     | Tyson Foods, Inc.                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     88356 | NS      | $4942634.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                             | UDR, Inc.                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     91648 | NS      | $3741987.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| U.S. Bancorp                                          | U.S. Bancorp                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    462460 | NS      | $20926315.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Union Pacific Corporation                             | Union Pacific Corporation                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    180533 | NS      | $41537032.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                        | United Airlines Holdings, Inc.                          | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     99674 | NS      | $7937040.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                           | United Parcel Service, Inc.                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    221043 | NS      | $22312080.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                                  | United Rentals, Inc.                                    | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     19090 | NS      | $14382406.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                       | Universal Health Services, Inc.                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     16660 | NS      | $3017959.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                                  | VICI Properties Inc.                                    | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    316533 | NS      | $10318975.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Vulcan Materials Company                              | Vulcan Materials Company                                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     39261 | NS      | $10240054.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corporation                             | Valero Energy Corporation                               | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     93535 | NS      | $12572974.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ventas, Inc.                                          | Ventas, Inc.                                            | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    138900 | NS      | $8771535.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Freeport-McMoRan Inc.                                 | Freeport-McMoRan Inc.                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    441752 | NS      | $19149949.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc.                       | GE HealthCare Technologies Inc.                         | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |    138032 | NS      | $10224030.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc.                                       | GE Vernova Inc.                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     81883 | NS      | $43328389.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Company                                | General Motors Company                                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    300434 | NS      | $14784357.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                     | D.R. Horton, Inc.                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     81441 | NS      | $10499373.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc.                                           | Davita Inc.                                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     11913 | NS      | $1697006.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dell Technologies Inc.                                | Dell Technologies Inc.                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     89858 | NS      | $11016590.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                              | Devon Energy Corporation                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    190090 | NS      | $6046762.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                              | Diamondback Energy, Inc.                                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     55753 | NS      | $7660462.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Dominion Energy, Inc.                                 | Dominion Energy, Inc.                                   | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    257899 | NS      | $14576451.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Domino's Pizza, Inc.                                  | Domino's Pizza, Inc.                                    | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      9875 | NS      | $4449675.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                                        | DoorDash, Inc.                                          | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |    102259 | NS      | $25207866.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                               | Duke Energy Corporation                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    234206 | NS      | $27636308.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                               | DuPont de Nemours, Inc.                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    124445 | NS      | $8535682.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                   | EOG Resources, Inc.                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    162599 | NS      | $19448466.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc.                                  | Global Payments Inc.                                    | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     75046 | NS      | $6006648.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc., The                        | Goldman Sachs Group, Inc., The                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     92187 | NS      | $65245349.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                                  | HCA Healthcare, Inc.                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     52106 | NS      | $19961808.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                              | HP, Inc.                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    280252 | NS      | $6854963.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak OP, LLC                                    | Healthpeak OP, LLC                                      | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    206965 | NS      | $3623957.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                      | Hess Corporation                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     84666 | NS      | $11729627.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Company                    | Hewlett Packard Enterprise Company                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    397082 | NS      | $8120326.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                        | Hilton Worldwide Holdings Inc.                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     72796 | NS      | $19388486.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                           | Host Hotels & Resorts, Inc.                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    209620 | NS      | $3219763.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX Corporation                                      | IDEX Corporation                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     21944 | NS      | $3852708.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                              | IDEXX Laboratories, Inc.                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     24183 | NS      | $12970310.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Incyte Corporation                                    | Incyte Corporation                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     50421 | NS      | $3433670.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingersoll Rand Inc.                                   | Ingersoll Rand Inc.                                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    121570 | NS      | $10112192.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Insulet Corporation                                   | Insulet Corporation                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |     21099 | NS      | $6628883.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Intercontinental Exchange, Inc.                         | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    173827 | NS      | $31892039.69   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                              | Intuitive Surgical, Inc.                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    107976 | NS      | $58675238.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                                 | Invitation Homes Inc.                                   | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173700 | NS      | $5697360.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                    | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     48668 | NS      | $7669590.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                            | Iron Mountain Incorporated                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     91398 | NS      | $9374692.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    836934 | NS      | $242635535.90  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                      | JNL Government Money Market Fund                        | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 122204532 | NS      | $122204531.50  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                 | Jacobs Solutions Inc.                                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35935 | NS      | $4723655.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                | Juniper Networks, Inc.                                  | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    100025 | NS      | $3993998.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                          | CarMax, Inc.                                            | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |     39745 | NS      | $2671261.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Carnival Corporation                                  | Carnival Corporation                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    326948 | NS      | $9193777.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc.                                      | Caterpillar Inc.                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    141092 | NS      | $54773325.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.        | Charles River Laboratories International, Inc.          | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     13673 | NS      | $2074604.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                             | Expand Energy Corporation                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     65745 | NS      | $7688220.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                   | Chevron Corporation                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    488325 | NS      | $69923275.61   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill, Inc.                          | Chipotle Mexican Grill, Inc.                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    405301 | NS      | $22757651.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                             | Church & Dwight Co., Inc.                               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     72572 | NS      | $6974894.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cincinnati Financial Corporation                      | Cincinnati Financial Corporation                        | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     47155 | NS      | $7022322.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                    | Cintas Corporation                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103972 | NS      | $23172239.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                        | Citigroup Inc.                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    562921 | NS      | $47915835.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                        | Citizens Financial Group, Inc.                          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    127887 | NS      | $5722943.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Clorox Company, The                                   | Clorox Company, The                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     37824 | NS      | $4541527.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Company, The                                | Coca-Cola Company, The                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1168916 | NS      | $82700807.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation            | Cognizant Technology Solutions Corporation              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    150533 | NS      | $11746089.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                             | Colgate-Palmolive Company                               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    242780 | NS      | $22068702.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                                  | Conagra Brands, Inc.                                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    140828 | NS      | $2882749.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                             | Consolidated Edison, Inc.                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    108102 | NS      | $10848035.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Companies, Inc., The                           | Cooper Companies, Inc., The                             | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     58061 | NS      | $4131620.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                | Fair Isaac Corporation                                  | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      7274 | NS      | $13296581.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Company                                      | Fastenal Company                                        | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    346792 | NS      | $14565264.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                       | Federal Realty Investment Trust                         | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |     21455 | NS      | $2038010.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                              | F5, Inc.                                                | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     17345 | NS      | $5104980.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    199982 | NS      | $8225259.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| First Solar, Inc.                                     | First Solar, Inc.                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     32007 | NS      | $5298438.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                          | Fiserv, Inc.                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    166840 | NS      | $28764884.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                     | FirstEnergy Corp.                                       | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    159151 | NS      | $6407419.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ford Motor Company                                    | Ford Motor Company                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1164367 | NS      | $12633381.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Resources, Inc.                              | Franklin Resources, Inc.                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     90787 | NS      | $2165269.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arthur J. Gallagher & Co.                             | Arthur J. Gallagher & Co.                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     76717 | NS      | $24558646.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Gartner, Inc.                                         | Gartner, Inc.                                           | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     23347 | NS      | $9437324.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Generac Holdings Inc.                                 | Generac Holdings Inc.                                   | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |     17912 | NS      | $2565177.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| General Dynamics Corporation                          | General Dynamics Corporation                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     75062 | NS      | $21892582.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Company                              | General Electric Company                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    320318 | NS      | $82446650.02   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                   | General Mills, Inc.                                     | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    169410 | NS      | $8777132.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Genuine Parts Company                                 | Genuine Parts Company                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     42382 | NS      | $5141360.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                 | Gilead Sciences, Inc.                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    375768 | NS      | $41661398.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                          | GoDaddy Inc.                                            | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     42890 | NS      | $7722773.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co. Inc.                                        | KKR & Co. Inc.                                          | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    202611 | NS      | $26953341.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc.                                           | Kenvue Inc.                                             | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |    573039 | NS      | $11993706.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc.                                 | Keurig Dr Pepper Inc.                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    402979 | NS      | $13322485.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Keysight Technologies, Inc.                           | Keysight Technologies, Inc.                             | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     53129 | NS      | $8705717.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty OP, LLC                                  | Kimco Realty OP, LLC                                    | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |    199650 | NS      | $4196643.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                   | Kinder Morgan, Inc.                                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    591829 | NS      | $17399772.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corporation                                  | M&T Bank Corporation                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     49196 | NS      | $9543532.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI Inc.                                             | MSCI Inc.                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     23242 | NS      | $13404591.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corporation                        | Marathon Petroleum Corporation                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     92158 | NS      | $15308365.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                             | MarketAxess Holdings Inc.                               | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     11095 | NS      | $2477957.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MasterCard Incorporated                               | MasterCard Incorporated                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    244519 | NS      | $137405006.90  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                     | Match Group, Inc.                                       | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     78132 | NS      | $2413497.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| McKesson Corporation                                  | McKesson Corporation                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     37611 | NS      | $27560588.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                     | Merck & Co., Inc.                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    752975 | NS      | $59605501.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                         | MetLife, Inc.                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    168670 | NS      | $13564441.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid-America Apartment Communities, Inc.               | Mid-America Apartment Communities, Inc.                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     33187 | NS      | $4912007.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ball Corporation                                      | Ball Corporation                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     86839 | NS      | $4870799.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corporation                           | Bank of America Corporation                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1988050 | NS      | $94074526.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corporation, The              | Bank of New York Mellon Corporation, The                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    214481 | NS      | $19541363.91   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc.                             | Baxter International Inc.                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    158622 | NS      | $4803074.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                         | Becton, Dickinson and Company                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     87113 | NS      | $15005214.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W. R. Berkley Corporation                             | W. R. Berkley Corporation                               | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     93750 | NS      | $6887812.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                               | Berkshire Hathaway Inc.                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    552128 | NS      | $268207218.60  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                    | Best Buy Co., Inc.                                      | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     56005 | NS      | $3759615.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Company, The                                   | Boeing Company, The                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    226886 | NS      | $47539423.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP, Inc.                                             | BXP, Inc.                                               | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     47183 | NS      | $3183437.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Scientific Corporation                         | Boston Scientific Corporation                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    442958 | NS      | $47578118.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                          | Bristol-Myers Squibb Company                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    612672 | NS      | $28360586.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                                   | Brown & Brown, Inc.                                     | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     72116 | NS      | $7995500.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Brown-Forman Corporation                              | Brown-Forman Corporation                                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     53860 | NS      | $1449372.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CF Industries Holdings, Inc.                          | CF Industries Holdings, Inc.                            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     47834 | NS      | $4400728.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group, The                                      | Cigna Group, The                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     81347 | NS      | $26891691.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                | CMS Energy Corporation                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     88067 | NS      | $6101281.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CSX Corporation                                       | CSX Corporation                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    562370 | NS      | $18350133.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corporation                                | CVS Health Corporation                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    380684 | NS      | $26259582.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                   | Coterra Energy Inc.                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    223450 | NS      | $5671161.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadence Design Systems, Inc.                          | Cadence Design Systems, Inc.                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     83400 | NS      | $25699710.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     34469 | NS      | $3884311.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Campbell's Company, The                               | Campbell's Company, The                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     63829 | NS      | $1956358.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Copart, Inc.                                          | Copart, Inc.                                            | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |    266702 | NS      | $13087067.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                  | Corning Incorporated                                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    228782 | NS      | $12031645.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                            | Corpay Inc                                              | CUSIP: 219948106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21630 | NS      | $7177266.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                          | Cummins Inc.                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     41175 | NS      | $13484812.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                    | DTE Energy Company                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     60217 | NS      | $7976343.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                   | Danaher Corporation                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    191906 | NS      | $37909111.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                              | Darden Restaurants, Inc.                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     35416 | NS      | $7719625.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corporation                           | Deckers Outdoor Corporation                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     46999 | NS      | $4844186.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Deere & Company                                       | Deere & Company                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     75972 | NS      | $38631002.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Delta Air Lines, Inc.                                 | Delta Air Lines, Inc.                                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    198761 | NS      | $9775065.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                          | DexCom, Inc.                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |    118669 | NS      | $10358617.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC Incorporated                                    | AFLAC Incorporated                                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    148646 | NS      | $15676207.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                                   | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    524127 | NS      | $71286513.27   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                            | Digital Realty Trust, Inc.                              | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     95398 | NS      | $16630733.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company, The                              | Walt Disney Company, The                                | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    542405 | NS      | $67263644.05   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                          | Advanced Micro Devices, Inc.                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    486540 | NS      | $69040026.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                          | Airbnb, Inc.                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |    128739 | NS      | $17037319.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                            | Dollar General Corporation                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     64779 | NS      | $7409422.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                                     | Dollar Tree, Inc.                                       | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     59001 | NS      | $5843459.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                      | Air Products and Chemicals, Inc.                        | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     66795 | NS      | $18840197.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Albemarle Corporation                                 | Albemarle Corporation                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     40508 | NS      | $2538636.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American International Group, Inc.                    | American International Group, Inc.                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    173604 | NS      | $14858766.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                 | Alexandria Real Estate Equities, Inc.                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     48829 | NS      | $3546450.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Align Technology, Inc.                                | Align Technology, Inc.                                  | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     19829 | NS      | $3754224.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                    | American Water Works Company, Inc.                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     57718 | NS      | $8029150.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AMETEK, Inc.                                          | AMETEK, Inc.                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     70352 | NS      | $12730897.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                     | Dover Corporation                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     41640 | NS      | $7629697.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                              | Dow Inc.                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    208792 | NS      | $5528812.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amgen Inc.                                            | Amgen Inc.                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    161918 | NS      | $45209124.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation           | International Business Machines Corporation             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    279308 | NS      | $82334412.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                              | Eastman Chemical Company                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     37129 | NS      | $2772051.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| eBay Inc.                                             | eBay Inc.                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    135729 | NS      | $10106381.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Alliant Energy Corporation                            | Alliant Energy Corporation                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     74730 | NS      | $4518923.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Allstate Corporation, The                             | Allstate Corporation, The                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     78656 | NS      | $15834239.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.               | International Flavors & Fragrances Inc.                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     79860 | NS      | $5873703.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                           | International Paper Company                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    159900 | NS      | $7488117.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc.                                         | Alphabet Inc.                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1414363 | NS      | $250893852.60  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                         | Alphabet Inc.                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1751322 | NS      | $308635476.10  | 1.93%             |  |  |  | No            |                  1 | On Loan: —       |
| Ecolab Inc.                                           | Ecolab Inc.                                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     76150 | NS      | $20517856.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                  | Edison International                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    119263 | NS      | $6153970.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.              | The Interpublic Group of Companies, Inc.                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    102259 | NS      | $2503300.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                           | Intuit Inc.                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     84529 | NS      | $66577576.27   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                    | Altria Group, Inc.                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    503953 | NS      | $29546764.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                      | Amazon.com, Inc.                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   2843459 | NS      | $623826470.00  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                            | Jabil Inc.                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     33017 | NS      | $7201007.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                     | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    725780 | NS      | $110862895.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                       | KLA Corporation                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     40220 | NS      | $36026662.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                             | Kellanova                                               | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     84724 | NS      | $6738099.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                  | Electronic Arts Inc.                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     68520 | NS      | $10942644.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    168935 | NS      | $22524103.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Equifax Inc.                                          | Equifax Inc.                                            | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     38324 | NS      | $9940095.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                            | Essex Property Trust, Inc.                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     19806 | NS      | $5613020.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameren Corporation                                    | Ameren Corporation                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     83789 | NS      | $8047095.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| American Electric Power Company, Inc.                 | American Electric Power Company, Inc.                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    160277 | NS      | $16630341.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Expeditors International of Washington, Inc.          | Expeditors International of Washington, Inc.            | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     39991 | NS      | $4568971.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FactSet Research Systems Inc.                         | FactSet Research Systems Inc.                           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     11160 | NS      | $4991644.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                               | KeyCorp                                                 | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    297874 | NS      | $5188965.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                            | Kimberly-Clark Corporation                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    100921 | NS      | $13010735.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                              | American Express Company                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    167586 | NS      | $53456582.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                            | American Tower Corporation                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    140353 | NS      | $31020820.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Kraft Heinz Company, The                              | Kraft Heinz Company, The                                | CUSIP: 500754106<br>LEI: V1BYR0MM295ZFWYYS367 | Long             | EC               | CORP              | US        |    265455 | NS      | $6854048.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kroger Co., The                                       | Kroger Co., The                                         | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    182783 | NS      | $13111024.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameriprise Financial, Inc.                            | Ameriprise Financial, Inc.                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     29261 | NS      | $15617473.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                  | Amphenol Corporation                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    366341 | NS      | $36176173.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                       | LKQ Corporation                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     73222 | NS      | $2709946.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies, Inc.                           | L3Harris Technologies, Inc.                             | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     56352 | NS      | $14135335.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Analog Devices, Inc.                                  | Analog Devices, Inc.                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    148909 | NS      | $35443320.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                           | ANSYS, Inc.                                             | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     26604 | NS      | $9343856.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. Grainger, Inc.                                   | W.W. Grainger, Inc.                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     13296 | NS      | $13831031.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                   | Halliburton Company                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    260715 | NS      | $5313371.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                 | Elevance Health, Inc.                                   | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     67663 | NS      | $26318200.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Apa Corp.                                             | Apa Corp.                                               | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100581 | NS      | $1839626.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Labcorp Holdings Inc.                                 | Labcorp Holdings Inc.                                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25567 | NS      | $6711593.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lam Research Corporation                              | Lam Research Corporation                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    383190 | NS      | $37299714.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Global Management, Inc.                        | Apollo Global Management, Inc.                          | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |    137405 | NS      | $19493647.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc.                                            | Apple Inc.                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   4497627 | NS      | $922778131.60  | 5.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc., The                   | Hartford Insurance Group, Inc., The                     | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     86012 | NS      | $10912342.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro, Inc.                                          | Hasbro, Inc.                                            | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     38731 | NS      | $2859122.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                            | Lamb Weston Holdings, Inc.                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     44644 | NS      | $2314791.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Las Vegas Sands Corp.                                 | Las Vegas Sands Corp.                                   | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |    102239 | NS      | $4448418.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                         | Jack Henry & Associates, Inc.                           | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     23180 | NS      | $4176340.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| The Hershey Company                                   | The Hershey Company                                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     44797 | NS      | $7434062.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials, Inc.                               | Applied Materials, Inc.                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    245162 | NS      | $44881807.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Company                        | Archer-Daniels-Midland Company                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    148571 | NS      | $7841577.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Companies Inc., The                      | Estee Lauder Companies Inc., The                        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     64975 | NS      | $5249980.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Leidos Holdings, Inc.                                 | Leidos Holdings, Inc.                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     40756 | NS      | $6429666.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                     | Mettler-Toledo International Inc.                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      6290 | NS      | $7388988.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Microsoft Corporation                                 | Microsoft Corporation                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   2237926 | NS      | $1113166772.00 | 6.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                    | Lennar Corporation                                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     69319 | NS      | $7667374.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc.                             | Lennox International Inc.                               | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      8991 | NS      | $5154000.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Microchip Technology Incorporated                     | Microchip Technology Incorporated                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    161817 | NS      | $11387062.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Micron Technology, Inc.                               | Micron Technology, Inc.                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    337694 | NS      | $41620785.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                               | Mohawk Industries, Inc.                                 | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     16447 | NS      | $1724303.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                          | Mondelez International, Inc.                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    391281 | NS      | $26387990.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Monolithic Power Systems, Inc.                        | Monolithic Power Systems, Inc.                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     14667 | NS      | $10727150.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Moody's Corporation                                   | Moody's Corporation                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     47310 | NS      | $23730222.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Morgan Stanley                                        | Morgan Stanley                                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    371519 | NS      | $52332228.99   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                              | Motorola Solutions, Inc.                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     50381 | NS      | $21183195.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                      | NRG Energy, Inc.                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     58795 | NS      | $9441301.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                          | Nasdaq, Inc.                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    120000 | NS      | $10730400.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmont Corporation                                   | Newmont Corporation                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    331969 | NS      | $19340513.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                            | NIKE, Inc.                                              | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    354961 | NS      | $25216429.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Arista Networks, Inc.                                 | Arista Networks, Inc.                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |    310836 | NS      | $31801631.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                        | Assurant, Inc.                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     15110 | NS      | $2984073.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordson Corporation                                   | Nordson Corporation                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     15990 | NS      | $3427776.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Norfolk Southern Corporation                          | Norfolk Southern Corporation                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     68340 | NS      | $17492989.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                              | Atmos Energy Corporation                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     47142 | NS      | $7265053.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                        | Autodesk, Inc.                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     64441 | NS      | $19949000.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                            | Northern Trust Corporation                              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     57372 | NS      | $7274195.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Dominion Freight Line, Inc.                       | Old Dominion Freight Line, Inc.                         | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     55656 | NS      | $9032968.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                       | Automatic Data Processing, Inc.                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    121843 | NS      | $37576381.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                        | AutoZone, Inc.                                          | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      5098 | NS      | $18924948.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                    | Omnicom Group Inc.                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     59982 | NS      | $4315105.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| On Semiconductor Corporation                          | On Semiconductor Corporation                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    128387 | NS      | $6728762.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Axon Enterprise, Inc.                                 | Axon Enterprise, Inc.                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     22488 | NS      | $18618714.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                  | Baker Hughes Company                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    305548 | NS      | $11714710.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc.                                           | Biogen Inc.                                             | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     44178 | NS      | $5548315.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                                | Bio-Techne Corporation                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     45892 | NS      | $2361143.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK, Inc.                                           | ONEOK, Inc.                                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    186901 | NS      | $15256728.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The PNC Financial Services Group, Inc.                | The PNC Financial Services Group, Inc.                  | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    117218 | NS      | $21851779.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                       | Blackstone Inc.                                         | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |    221023 | NS      | $33060620.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock, Inc.                                       | BlackRock, Inc.                                         | CUSIP: 09290D101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     43700 | NS      | $45852225.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                 | Booking Holdings Inc.                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      9937 | NS      | $57527677.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.                  | Broadridge Financial Solutions, Inc.                    | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |     35259 | NS      | $8568994.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                         | Broadcom Inc.                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   1415801 | NS      | $390265545.70  | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                            | Builders FirstSource, Inc.                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     34353 | NS      | $4008651.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG Industries, Inc.                                  | PPG Industries, Inc.                                    | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     66225 | NS      | $7533093.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                            | PACCAR Inc                                              | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    158096 | NS      | $15028605.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Global Markets, Inc.                             | CBOE Global Markets, Inc.                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     30239 | NS      | $7052037.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                         | Hologic, Inc.                                           | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     68253 | NS      | $4447365.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                      | Packaging Corporation of America                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     26538 | NS      | $5001086.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                              | Palo Alto Networks, Inc.                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    199990 | NS      | $40925953.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Depot, Inc. , The                                | Home Depot, Inc. , The                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    298251 | NS      | $109350746.60  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                          | Honeywell International Inc.                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    193025 | NS      | $44951662.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corporation                              | Hormel Foods Corporation                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     93916 | NS      | $2840959.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                 | Howmet Aerospace Inc.                                   | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |    123983 | NS      | $23076955.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Hubbell Incorporated                                  | Hubbell Incorporated                                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     15528 | NS      | $6341790.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Humana Inc.                                           | Humana Inc.                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     35806 | NS      | $8753850.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corporation                           | Parker-Hannifin Corporation                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     38407 | NS      | $26826137.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                         | Paychex, Inc.                                           | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     96776 | NS      | $14077036.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PepsiCo, Inc.                                         | PepsiCo, Inc.                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    414508 | NS      | $54731636.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                         | Revvity, Inc.                                           | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     38185 | NS      | $3693253.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| J.B. Hunt Transport Services, Inc.                    | J.B. Hunt Transport Services, Inc.                      | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     24411 | NS      | $3505419.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                    | Huntington Bancshares Incorporated                      | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    443348 | NS      | $7430512.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                           | Pfizer Inc.                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1707137 | NS      | $41381000.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                      | Philip Morris International Inc.                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    469314 | NS      | $85476158.82   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                   | Huntington Ingalls Industries, Inc.                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     12637 | NS      | $3051330.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                              | Illinois Tool Works Inc.                                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     79921 | NS      | $19760467.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips 66                                           | Phillips 66                                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    124395 | NS      | $14840323.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                     | Pinnacle West Capital Corporation                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     37646 | NS      | $3368187.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Intel Corporation                                     | Intel Corporation                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1309580 | NS      | $29334592.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly and Company                                 | Eli Lilly and Company                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    236572 | NS      | $184414971.20  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Company, The                         | Procter & Gamble Company, The                           | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    706877 | NS      | $112619643.60  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                           | The Progressive Corporation                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    177167 | NS      | $47278785.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                       | Live Nation Entertainment, Inc.                         | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     47067 | NS      | $7120295.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lockheed Martin Corporation                           | Lockheed Martin Corporation                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     62896 | NS      | $29129653.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                     | Loews Corporation                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     47975 | NS      | $4397388.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe`s Companies, Inc.                                | Lowe`s Companies, Inc.                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    167859 | NS      | $37242876.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                            | Prudential Financial, Inc.                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    105573 | NS      | $11342763.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated          | Public Service Enterprise Group Incorporated            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    150713 | NS      | $12687020.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                                      | PulteGroup, Inc.                                        | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64091 | NS      | $6759036.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualcomm Incorporated                                 | Qualcomm Incorporated                                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    329097 | NS      | $52411988.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                              | Lululemon Athletica Inc.                                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     33500 | NS      | $7958930.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                             | MGM Resorts International                               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     61095 | NS      | $2101057.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ralliant Corporation                                  | Ralliant Corporation                                    | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33957 | NS      | $1646573.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                              | Ralph Lauren Corporation                                | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     12366 | NS      | $3391746.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                         | Raymond James Financial, Inc.                           | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     53913 | NS      | $8268636.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Realty Income Corporation                             | Realty Income Corporation                               | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |    266879 | NS      | $15374899.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Marsh & Mclennan Companies, Inc.                      | Marsh & Mclennan Companies, Inc.                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    148433 | NS      | $32453391.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                          | Marriott International, Inc.                            | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     66865 | NS      | $18268186.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                           | Regency Centers Corporation                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     46676 | NS      | $3324731.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Services, Inc.                               | Republic Services, Inc.                                 | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     61878 | NS      | $15259733.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                           | ResMed Inc.                                             | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     44439 | NS      | $11465262.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Rockwell Automation, Inc.                             | Rockwell Automation, Inc.                               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     34325 | NS      | $11401735.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                       | Martin Marietta Materials, Inc.                         | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     17567 | NS      | $9643580.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Masco Corporation                                     | Masco Corporation                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     60780 | NS      | $3911800.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                         | Rollins, Inc.                                           | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     77349 | NS      | $4364030.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                              | Roper Technologies, Inc.                                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     32599 | NS      | $18478417.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                     | McCormick & Company, Incorporated                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     73075 | NS      | $5540546.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| McDonald's Corporation                                | McDonald's Corporation                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    215102 | NS      | $62846351.34   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                     | Ross Stores, Inc.                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     97842 | NS      | $12482682.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                    | Henry Schein, Inc.                                      | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     35449 | NS      | $2589549.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation       | Westinghouse Air Brake Technologies Corporation         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     50351 | NS      | $10540981.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc.                                          | Walmart Inc.                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |   1302336 | NS      | $127342414.10  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Limited                                  | Schlumberger Limited                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    402142 | NS      | $13592399.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corporation, The                       | Charles Schwab Corporation, The                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    512922 | NS      | $46799003.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                | Sempra                                                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    193778 | NS      | $14682559.06   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Company, The                         | Sherwin-Williams Company, The                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     69375 | NS      | $23820600.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                        | Walgreens Boots Alliance, Inc.                          | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    232431 | NS      | $2668307.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Warner Bros. Discovery, Inc.                          | Warner Bros. Discovery, Inc.                            | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    709104 | NS      | $8126331.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                            | Simon Property Group, Inc.                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     93071 | NS      | $14962093.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                               | A. O. Smith Corporation                                 | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     38854 | NS      | $2547656.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                                    | Waters Corporation                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     18110 | NS      | $6321114.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Company                                 | Wells Fargo & Company                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    979940 | NS      | $78512792.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| J. M. Smucker Company, The                            | J. M. Smucker Company, The                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     30734 | NS      | $3018078.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corporation                                 | Starbucks Corporation                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    344481 | NS      | $31564794.03   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| West Pharmaceutical Services, Inc.                    | West Pharmaceutical Services, Inc.                      | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     22589 | NS      | $4942473.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                           | Western Digital Corporation                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    108597 | NS      | $6949122.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Corporation                              | State Street Corporation                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     85773 | NS      | $9121100.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                                  | Steel Dynamics, Inc.                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     40447 | NS      | $5177620.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Weyerhaeuser Company                                  | Weyerhaeuser Company                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    221172 | NS      | $5681908.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams Companies, Inc., The                         | Williams Companies, Inc., The                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    367563 | NS      | $23086632.03   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                   | Stryker Corporation                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    104321 | NS      | $41272517.23   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Synopsys, Inc.                                        | Synopsys, Inc.                                          | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     46625 | NS      | $23903705.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                     | Sysco Corporation                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    147667 | NS      | $11184298.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Companies, Inc., The                              | TJX Companies, Inc., The                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    335793 | NS      | $41467077.57   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                     | T-Mobile US, Inc.                                       | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    143173 | NS      | $34112398.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                   | Take-Two Interactive Software, Inc.                     | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     50992 | NS      | $12383407.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                        | Tapestry, Inc.                                          | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     62710 | NS      | $5506565.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated                    | Teledyne Technologies Incorporated                      | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     13959 | NS      | $7151335.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                        | Teradyne, Inc.                                          | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     49466 | NS      | $4447982.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                        | Texas Instruments Incorporated                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    272608 | NS      | $56598872.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                          | Textron Inc.                                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     52536 | NS      | $4218115.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                         | Thermo Fisher Scientific Inc.                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    113353 | NS      | $45960107.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                | Tractor Supply Company                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    153612 | NS      | $8106105.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TransDigm Group Incorporated                          | TransDigm Group Incorporated                            | CUSIP: 893641100<br>LEI: 549300EQD0ZXRSMG3549 | Long             | EC               | CORP              | US        |     16912 | NS      | $25717063.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Trimble Inc.                                          | Trimble Inc.                                            | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     69525 | NS      | $5282509.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyler Technologies, Inc.                              | Tyler Technologies, Inc.                                | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     12869 | NS      | $7629257.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Northrop Grumman Corporation                          | Northrop Grumman Corporation                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     40765 | NS      | $20381684.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                      | Gen Digital Inc.                                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    165006 | NS      | $4851176.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nucor Corporation                                     | Nucor Corporation                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     70001 | NS      | $9067929.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Occidental Petroleum Corporation                      | Occidental Petroleum Corporation                        | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    214024 | NS      | $8991148.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Snap-on Incorporated                                  | Snap-on Incorporated                                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     15867 | NS      | $4937493.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                  | The Southern Company                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    331882 | NS      | $30476724.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Airlines Co.                                | Southwest Airlines Co.                                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    161232 | NS      | $5230366.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Stanley Black & Decker, Inc.                          | Stanley Black & Decker, Inc.                            | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     51725 | NS      | $3504368.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Exxon Mobil Corporation                               | Exxon Mobil Corporation                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1296918 | NS      | $139807760.40  | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| Meta Platforms, Inc.                                  | Meta Platforms, Inc.                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    653687 | NS      | $482479837.80  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                     | FedEx Corporation                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     66220 | NS      | $15052468.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.          | Fidelity National Information Services, Inc.            | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    155793 | NS      | $12683108.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortive Corporation                                   | Fortive Corporation                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    101871 | NS      | $5310535.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     66242 | NS      | $3712214.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                       | Fox Corporation                                         | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     35580 | NS      | $1836995.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Carrier Global Corporation                            | Carrier Global Corporation                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    245095 | NS      | $17938503.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Centene Corporation                                   | Centene Corporation                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    153202 | NS      | $8315804.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                              | CenterPoint Energy, Inc.                                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    190520 | NS      | $6999704.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Dayforce, Inc.                                        | Dayforce, Inc.                                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     45576 | NS      | $2524454.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EQT Corporation                                       | EQT Corporation                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    178828 | NS      | $10429248.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                  | Enphase Energy, Inc.                                    | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     39112 | NS      | $1550790.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Entergy Corporation                                   | Entergy Corporation                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    134850 | NS      | $11208732.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| EPAM Systems, Inc.                                    | EPAM Systems, Inc.                                      | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     16439 | NS      | $2906743.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Equinix, Inc.                                         | Equinix, Inc.                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     29459 | NS      | $23433750.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                    | Equity Residential                                      | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    103241 | NS      | $6967735.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Erie Indemnity Company                                | Erie Indemnity Company                                  | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      7807 | NS      | $2707389.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy, Inc.                                          | Evergy, Inc.                                            | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     67195 | NS      | $4631751.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                     | Eversource Energy                                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    110814 | NS      | $7049986.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                    | Exelon Corporation                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    306988 | NS      | $13329418.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                   | Expedia Group, Inc.                                     | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     37922 | NS      | $6396682.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                              | Extra Space Storage Inc.                                | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |     62424 | NS      | $9203794.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson National Asset Management, LLC                | JNL Government Money Market Fund - Class SL             | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 145688112 | NS      | $145688111.50  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                          | REPURCHASE AGREEMENT - CITIGROUP GLOBAL MARKETS INC     | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        | 300000000 | PA      | $300000000.00  | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA, TORONTO                      | REPURCHASE AGREEMENT - THE BANK OF NOVA SCOTIA, TORONTO | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        | 400000000 | PA      | $400000000.00  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                           | FUTURE - CASH SETTLED                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       470 | NC      | $4585234.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer