# EDGAR Filing Document

**Accession Number:** 0001022804
**File Stem:** 0001752724-23-067924
**Filing Date:** 2023-3
**Character Count:** 75284
**Document Hash:** 1064a122748c1b7768954d1d214a243a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067924.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067924

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN FUND ALLOCATOR SERIES
- **CENTRAL INDEX KEY:** 0001022804
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07851
- **FILM NUMBER:** 23764118

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-4018

**MAIL ADDRESS:**
- **STREET 1:** FRANKLIN FUND ALLOCATOR SERIES
- **STREET 2:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN TEMPLETON FUND ALLOCATOR SERIES
- **DATE OF NAME CHANGE:** 19960912

## Series and Classes Contracts Data

### Franklin U.S. Core Equity (IU) Fund (Series ID: S000066093)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213630 | Advisor      | FCEUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Fund Allocator Series

- **b. Investment Company Act file number:** 811-07851

- **c. CIK number of Registrant:** 0001022804

- **d. LEI of Registrant:** 5493009BPYLDNZHEMO31

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin U.S. Core Equity (IU) Fund

- **b. EDGAR series identifier (if any):** S000066093

- **c. LEI of Series:** 549300EV7Q7FYQ96LR11

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1936400098.75

**Total Liabilities:** $55735.01

**Net Assets:** $1936344363.74

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213630 | 5.30%                | -6.23%               | 5.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8216600.23             | $103116424.53                              |
| Month 2  | $-3344187.49             | $-121124808.51                             |
| Month 3  | $-23811094.55            | $122532827.45                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Synchrony Financial                                    | Synchrony Financial                                    | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    282550 | NS      | $10378061.50  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                           | Cadence Design Systems, Inc.                           | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    175937 | NS      | $32166561.71  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co.                             | Archer-Daniels-Midland Co.                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     28183 | NS      | $2334961.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                      | Exxon Mobil Corp.                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    191471 | NS      | $22212550.71  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class A                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    356969 | NS      | $35282815.96  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.           | Expeditors International of Washington, Inc.           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     67944 | NS      | $7348143.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                          | Walmart, Inc.                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     77251 | NS      | $11114101.37  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                                    | Valero Energy Corp.                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    218817 | NS      | $30640944.51  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                       | OGE Energy Corp.                                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    128241 | NS      | $5042436.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                             | Microchip Technology, Inc.                             | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     45308 | NS      | $3516806.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                             | Chubb Ltd.                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     22760 | NS      | $5177672.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                       | Amazon.com, Inc.                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    430996 | NS      | $44448617.48  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                                       | Timken Co. (The)                                       | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     38614 | NS      | $3179862.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                            | Jabil, Inc.                                            | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     86026 | NS      | $6764224.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                              | NVR, Inc.                                              | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      1060 | NS      | $5586200.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp.                                              | KLA Corp.                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      8147 | NS      | $3197534.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                               | Bristol-Myers Squibb Co.                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    234691 | NS      | $17050301.15  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                           | Waters Corp.                                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     30185 | NS      | $9918187.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                  | Deckers Outdoor Corp.                                  | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     16902 | NS      | $7225266.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class C                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    309904 | NS      | $30950112.48  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                          | Owens Corning                                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     57985 | NS      | $5604250.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                               | Bank OZK                                               | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     70496 | NS      | $3219552.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International, Inc.                     | Mettler-Toledo International, Inc.                     | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |     13864 | NS      | $21252402.88  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                            | Apple, Inc.                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    679564 | NS      | $98054289.56  | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                           | ResMed, Inc.                                           | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      8623 | NS      | $1969234.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                        | Automatic Data Processing, Inc.                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     24545 | NS      | $5542506.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                                | Chesapeake Energy Corp.                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     75128 | NS      | $6515100.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                                     | Devon Energy Corp.                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     32965 | NS      | $2084706.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                    | Gaming and Leisure Properties, Inc.                    | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     36962 | NS      | $1979684.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy, Inc.                                   | Vitesse Energy, Inc.                                   | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13411 | NS      | $214039.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                          | Jack Henry & Associates, Inc.                          | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     46385 | NS      | $8353474.65   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                       | Fair Isaac Corp.                                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     15157 | NS      | $10093804.15  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                          | Gartner, Inc.                                          | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      8360 | NS      | $2826850.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                      | Choice Hotels International, Inc.                      | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     18581 | NS      | $2283419.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                                  | Albertsons Cos., Inc., Class A                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    107181 | NS      | $2272237.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                          | Snap-on, Inc.                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     33384 | NS      | $8303602.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                                       | Kroger Co. (The)                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    417087 | NS      | $18614592.81  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                  | MGIC Investment Corp.                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    189323 | NS      | $2673240.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     33126 | NS      | $5413450.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                      | Merck & Co., Inc.                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    372575 | NS      | $40018280.75  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                       | Mastercard, Inc., Class A                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     15741 | NS      | $5833614.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                             | AT&T, Inc.                                             | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    768659 | NS      | $15657583.83  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                           | Pfizer, Inc.                                           | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    624099 | NS      | $27560211.84  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                                  | Arista Networks, Inc.                                  | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     25485 | NS      | $3211619.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica, Inc.                              | Lululemon Athletica, Inc.                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      5666 | NS      | $1738782.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                  | Assured Guaranty Ltd.                                  | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     36703 | NS      | $2297607.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co.                               | Becton Dickinson and Co.                               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      7829 | NS      | $1974630.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                            | Nucor Corp.                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    104037 | NS      | $17584333.74  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                            | United Parcel Service, Inc., Class B                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     35378 | NS      | $6553066.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                                      | Genuine Parts Co.                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     20202 | NS      | $3390299.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                             | Simon Property Group, Inc.                             | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     61423 | NS      | $7890398.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | Hewlett Packard Enterprise Co.                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    808585 | NS      | $13042476.05  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | Omega Healthcare Investors, Inc.                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    149403 | NS      | $4398424.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                          | Raymond James Financial, Inc.                          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     53110 | NS      | $5989214.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                              | Nexstar Media Group, Inc., Class A                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     18199 | NS      | $3726609.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                                      | QuidelOrtho Corp.                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     30171 | NS      | $2582939.31   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                 | Home Depot, Inc. (The)                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     30707 | NS      | $9954288.19   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                    | General Mills, Inc.                                    | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     61084 | NS      | $4786542.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                               | Jones Lang LaSalle, Inc.                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     30191 | NS      | $5581410.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                         | VeriSign, Inc.                                         | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     13826 | NS      | $3014759.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                          | Hologic, Inc.                                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    152780 | NS      | $12431708.60  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy, Inc.                                   | Enphase Energy, Inc.                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     34089 | NS      | $7546622.82   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                                      | WW Grainger, Inc.                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      9270 | NS      | $5464479.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                           | Genpact Ltd.                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    117251 | NS      | $5543627.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                    | Acuity Brands, Inc.                                    | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20208 | NS      | $3809612.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                     | Altria Group, Inc.                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    240657 | NS      | $10839191.28  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                             | Performance Food Group Co.                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     31804 | NS      | $1950221.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                 | General Dynamics Corp.                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     32938 | NS      | $7676530.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co.                                            | Deere & Co.                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5308 | NS      | $2244434.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                             | Builders FirstSource, Inc.                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     91663 | NS      | $7305541.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                        | Lincoln Electric Holdings, Inc.                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     35375 | NS      | $5903026.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                              | Consolidated Edison, Inc.                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    152358 | NS      | $14521240.98  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                             | MSCI, Inc.                                             | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5887 | NS      | $3129293.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    471017 | NS      | $24596507.74  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                     | Ryder System, Inc.                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     31022 | NS      | $2928787.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV, Class A                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     45446 | NS      | $4394173.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                  | Williams-Sonoma, Inc.                                  | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     41127 | NS      | $5549677.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                              | APA Corp.                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    210133 | NS      | $9315195.89   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                            | Prosperity Bancshares, Inc.                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26905 | NS      | $2041013.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                         | AutoZone, Inc.                                         | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      5400 | NS      | $13169790.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                          | Rollins, Inc.                                          | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     64808 | NS      | $2359011.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                         | Broadcom, Inc.                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      8824 | NS      | $5162128.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp.                                         | McKesson Corp.                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     70467 | NS      | $26684443.56  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                         | Teradata Corp.                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     64316 | NS      | $2243342.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd.                                            | Lazard Ltd., Class A                                   | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |     51921 | NS      | $2080993.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                            | Amdocs Ltd.                                            | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     77406 | NS      | $7115933.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                   | Meta Platforms, Inc., Class A                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    232833 | NS      | $34685132.01  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                       | Air Products and Chemicals, Inc.                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      5932 | NS      | $1901265.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                          | Graphic Packaging Holding Co.                          | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185994 | NS      | $4480595.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VMware, Inc.                                           | VMware, Inc., Class A                                  | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     46105 | NS      | $5646479.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                            | Keysight Technologies, Inc.                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     11063 | NS      | $1984149.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                | Aon plc, Class A                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     33577 | NS      | $10700318.36  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                      | Philip Morris International, Inc.                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     35088 | NS      | $3657573.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                                | Avis Budget Group, Inc.                                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     15992 | NS      | $3199039.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.                        | Robert Half International, Inc.                        | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     26763 | NS      | $2247021.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                    | Clean Harbors, Inc.                                    | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     16404 | NS      | $2137441.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                | Arch Capital Group Ltd.                                | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     37260 | NS      | $2397681.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp., Class A                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    271832 | NS      | $10696589.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                         | Fortinet, Inc.                                         | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    388682 | NS      | $20343615.88  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                      | Ulta Beauty, Inc.                                      | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     31618 | NS      | $16250387.28  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                                  | Eagle Materials, Inc.                                  | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     14602 | NS      | $2133060.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard, Inc.                              | Activision Blizzard, Inc.                              | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    105822 | NS      | $8102790.54   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                           | Macy's, Inc.                                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    163304 | NS      | $3858873.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp.                                      | W R Berkley Corp.                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     81067 | NS      | $5686039.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                    | Cisco Systems, Inc.                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    173835 | NS      | $8460549.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                          | PepsiCo, Inc.                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    183420 | NS      | $31368488.40  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                   | Cognizant Technology Solutions Corp., Class A          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     56170 | NS      | $3749347.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                    | First Industrial Realty Trust, Inc.                    | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82023 | NS      | $4375927.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPMorgan Chase & Co.                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     15491 | NS      | $2168120.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                               | Berkshire Hathaway, Inc., Class B                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     33732 | NS      | $10508192.64  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                      | T-Mobile US, Inc.                                      | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     26968 | NS      | $4026592.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                  | Quanta Services, Inc.                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     13126 | NS      | $1997645.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                         | Evercore, Inc., Class A                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     22981 | NS      | $2983163.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                             | AGCO Corp.                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     22358 | NS      | $3088310.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                           | Vertex Pharmaceuticals, Inc.                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     38337 | NS      | $12386684.70  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                      | Lowe's Cos., Inc.                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      9506 | NS      | $1979624.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd.                                      | Schlumberger Ltd.                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    119593 | NS      | $6814409.14   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                  | Colgate-Palmolive Co.                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    384879 | NS      | $28685031.87  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                              | Cboe Global Markets, Inc.                              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     69100 | NS      | $8491008.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                             | Manhattan Associates, Inc.                             | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     40039 | NS      | $5219484.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                              | EQT Corp.                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     54759 | NS      | $1788976.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                          | Chevron Corp.                                          | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90531 | NS      | $15754204.62  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp.                                            | Cigna Corp.                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      8403 | NS      | $2660978.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                               | F5, Inc.                                               | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     13703 | NS      | $2023384.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                           | Zimmer Biomet Holdings, Inc.                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     17561 | NS      | $2236217.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                                  | Delta Air Lines, Inc.                                  | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     87316 | NS      | $3414055.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                                     | Erie Indemnity Co., Class A                            | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |     15044 | NS      | $3676001.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                                | RPM International, Inc.                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     81924 | NS      | $7365786.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                      | American Electric Power Co., Inc.                      | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    285618 | NS      | $26836667.28  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                                     | Pure Storage, Inc., Class A                            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     67629 | NS      | $1957183.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                    | World Wrestling Entertainment, Inc., Class A           | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     26942 | NS      | $2279832.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                             | Edwards Lifesciences Corp.                             | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     42607 | NS      | $3267956.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                               | IDEXX Laboratories, Inc.                               | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     40717 | NS      | $19564518.50  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.               | Science Applications International Corp.               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     16705 | NS      | $1733644.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos., Inc. (The)                                   | TJX Cos., Inc. (The)                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     70232 | NS      | $5749191.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                          | Penske Automotive Group, Inc.                          | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     16308 | NS      | $2084488.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                  | Thor Industries, Inc.                                  | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     32092 | NS      | $3059330.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                             | Procter & Gamble Co. (The)                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     11946 | NS      | $1700871.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                             | Agilent Technologies, Inc.                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     15878 | NS      | $2414726.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                                   | Domino's Pizza, Inc.                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     14370 | NS      | $5072610.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                         | American Financial Group, Inc.                         | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     13030 | NS      | $1857947.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                           | LPL Financial Holdings, Inc.                           | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     52108 | NS      | $12355848.96  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                          | Hubbell, Inc.                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     35212 | NS      | $8060378.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                          | Estee Lauder Cos., Inc. (The), Class A                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     10371 | NS      | $2873596.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                                | Western Union Co. (The)                                | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    247242 | NS      | $3503419.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                  | Walt Disney Co. (The)                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     25112 | NS      | $2724400.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                           | Humana, Inc.                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      9752 | NS      | $4990098.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                        | Principal Financial Group, Inc.                        | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |    153459 | NS      | $14202630.45  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                          | Paychex, Inc.                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    154753 | NS      | $17929682.58  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                        | Microsoft Corp.                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    429286 | NS      | $106381363.66 | 5.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                                     | DXC Technology Co.                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    145237 | NS      | $4172659.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                  | Bank of America Corp.                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    539823 | NS      | $19152920.04  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                           | CF Industries Holdings, Inc.                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    125214 | NS      | $10605625.80  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                         | Public Storage                                         | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     99156 | NS      | $30177137.04  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                            | Avnet, Inc.                                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     43663 | NS      | $2003258.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.                         | FactSet Research Systems, Inc.                         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     24298 | NS      | $10276596.12  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                   | Kimberly-Clark Corp.                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     15092 | NS      | $1962110.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                    | First Horizon Corp.                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    339722 | NS      | $8401325.06   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                                 | 3M Co.                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    110648 | NS      | $12733371.84  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                                      | Boyd Gaming Corp.                                      | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     36159 | NS      | $2253067.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                                 | OneMain Holdings, Inc.                                 | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     53931 | NS      | $2326583.34   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                                    | SEI Investments Co.                                    | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     65239 | NS      | $4072870.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                             | Unum Group                                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    126343 | NS      | $5310196.29   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                  | Elevance Health, Inc.                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     42038 | NS      | $21018579.62  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                     | State Street Corp.                                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    106805 | NS      | $9754500.65   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                 | ON Semiconductor Corp.                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    218216 | NS      | $16027965.20  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                             | Etsy, Inc.                                             | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     18806 | NS      | $2587329.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                           | PACCAR, Inc.                                           | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    122634 | NS      | $13405122.54  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                        | Regeneron Pharmaceuticals, Inc.                        | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     29885 | NS      | $22666875.95  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                 | Booking Holdings, Inc.                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      3089 | NS      | $7518934.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                        | Affiliated Managers Group, Inc.                        | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     23679 | NS      | $4090310.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                              | FNB Corp.                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    223690 | NS      | $3192056.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                          | Sempra Energy                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     32355 | NS      | $5187477.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.                    | Allison Transmission Holdings, Inc.                    | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     59113 | NS      | $2664814.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                      | Hershey Co. (The)                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     46023 | NS      | $10336765.80  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                  | Gilead Sciences, Inc.                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    269718 | NS      | $22640128.92  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                               | UnitedHealth Group, Inc.                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     15391 | NS      | $7683033.29   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                                     | General Motors Co.                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    431426 | NS      | $16963670.32  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                              | Essential Utilities, Inc.                              | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     39183 | NS      | $1831021.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                         | Synopsys, Inc.                                         | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     21429 | NS      | $7580508.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                                     | U-Haul Holding Co.                                     | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     51871 | NS      | $3205109.09   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                       | McDonald's Corp.                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     52163 | NS      | $13948386.20  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio | Institutional Fiduciary Trust - Money Market Portfolio | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |  15811872 | NS      | $15811871.88  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                     | Cirrus Logic, Inc.                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     33942 | NS      | $3068017.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                       | CVS Health Corp.                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    160768 | NS      | $14182952.96  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                                       | BorgWarner, Inc.                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     56722 | NS      | $2681816.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                                  | Electronic Arts, Inc.                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     56782 | NS      | $7306707.76   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                    | STORE Capital Corp.                                    | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    163415 | NS      | $5263597.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                                         | QUALCOMM, Inc.                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    165580 | NS      | $22056911.80  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                       | NRG Energy, Inc.                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    146594 | NS      | $5016446.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                                       | Mosaic Co. (The)                                       | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     94254 | NS      | $4669343.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                          | Centene Corp.                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     35266 | NS      | $2688679.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                  | Lockheed Martin Corp.                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     69312 | NS      | $32109477.12  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                      | Booz Allen Hamilton Holding Corp.                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     42708 | NS      | $4041885.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                | Texas Instruments, Inc.                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    206337 | NS      | $36564979.77  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                  | National Fuel Gas Co.                                  | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     55459 | NS      | $3219949.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                        | H&R Block, Inc.                                        | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     98255 | NS      | $3829979.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                        | Jefferies Financial Group, Inc.                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    113956 | NS      | $4476191.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                             | eBay, Inc.                                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    196081 | NS      | $9706009.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                           | Cintas Corp.                                           | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6741 | NS      | $2991251.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Franklin Fund Allocator Series

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer