# EDGAR Filing Document

**Accession Number:** 0001364923
**File Stem:** 0001752724-23-014654
**Filing Date:** 2023-1
**Character Count:** 132482
**Document Hash:** a58307def22d74e9260ac104b262817f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014654.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014654

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Commonwealth Trust II
- **CENTRAL INDEX KEY:** 0001364923
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21990
- **FILM NUMBER:** 23556498

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Mid Cap Enhanced Index Fund (Series ID: S000019927)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000055929 | Fidelity Mid Cap Enhanced Index Fund | FMEIX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Mid Cap Enhanced Index Fund**

**November 30, 2022**

MCE-NPRT1-0123

1.870939.114 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.2%** | &nbsp;&nbsp;**Common Stocks - 98.2%** | &nbsp;&nbsp;**Common Stocks - 98.2%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 2.6%  |  |  |
| Entertainment - 0.8% |  |  |
| Electronic Arts, Inc.  | 42349 | 5538402 |
| Playtika Holding Corp. (a) | 184879 | 1747107 |
| Roblox Corp. (a) | 83932 | 2666520 |
| Spotify Technology SA (a) | 43024 | 3416966 |
|  |  | 13368995 |
| Interactive Media & Services - 0.6% |  |  |
| Pinterest, Inc. Class A (a) | 366836 | 9324971 |
| Vimeo, Inc. (a) | 369063 | 1579590 |
|  |  | 10904561 |
| Media - 1.2% |  |  |
| Liberty Media Corp. Liberty Sir: |  |  |
|  Liberty SiriusXM Series A (a)(b) | 86117  | 3773647  |
|  Liberty SiriusXM Series C (a) | 96057  | 4210178  |
| News Corp.: |  |  |
|  Class A  | 355576  | 6809280  |
|  Class B  | 150270  | 2922752  |
| The Trade Desk, Inc. (a) | 82429 | 4297848 |
|  |  | 22013705 |
| TOTAL COMMUNICATION SERVICES |  | 46287261 |
| CONSUMER DISCRETIONARY - 13.7%  |  |  |
| Automobiles - 0.6% |  |  |
| Harley-Davidson, Inc.  | 216997 | 10227069 |
| Lucid Group, Inc. Class A (a)(b) | 19828 | 201056 |
| Rivian Automotive, Inc.  | 7673 | 245843 |
|  |  | 10673968 |
| Distributors - 1.0% |  |  |
| Genuine Parts Co.  | 74191 | 13601436 |
| LKQ Corp.  | 77231 | 4195960 |
|  |  | 17797396 |
| Diversified Consumer Services - 0.6% |  |  |
| H&R Block, Inc.  | 196262 | 8578612 |
| Service Corp. International  | 34769 | 2484245 |
|  |  | 11062857 |
| Hotels, Restaurants & Leisure - 4.4% |  |  |
| Airbnb, Inc. Class A (a) | 87173 | 8903850 |
| Booking Holdings, Inc. (a) | 4421 | 9193248 |
| Caesars Entertainment, Inc. (a) | 86398 | 4389882 |
| Chipotle Mexican Grill, Inc. (a) | 9958 | 16201268 |
| Expedia, Inc. (a) | 61161 | 6534441 |
| Hyatt Hotels Corp. Class A (a) | 23709 | 2378487 |
| International Game Technology PLC (b) | 282143 | 6923789 |
| MGM Resorts International  | 278147 | 10252498 |
| Wendy's Co.  | 456522 | 10299136 |
| Yum! Brands, Inc.  | 21351 | 2747020 |
|  |  | 77823619 |
| Household Durables - 1.1% |  |  |
| Lennar Corp. Class B  | 10210 | 741348 |
| Toll Brothers, Inc.  | 206275 | 9882635 |
| TopBuild Corp. (a) | 50792 | 7826031 |
| Whirlpool Corp.  | 7833 | 1147769 |
|  |  | 19597783 |
| Internet & Direct Marketing Retail - 0.8% |  |  |
| eBay, Inc.  | 157373 | 7151029 |
| Etsy, Inc. (a) | 17398 | 2298102 |
| Uber Technologies, Inc. (a) | 161455 | 4704799 |
|  |  | 14153930 |
| Leisure Products - 0.3% |  |  |
| Brunswick Corp.  | 64406 | 4778925 |
| Polaris, Inc. (b) | 9319 | 1062925 |
|  |  | 5841850 |
| Multiline Retail - 0.8% |  |  |
| Dollar General Corp.  | 24932 | 6374614 |
| Macy's, Inc.  | 354284 | 8325674 |
|  |  | 14700288 |
| Specialty Retail - 3.9% |  |  |
| AutoZone, Inc. (a) | 6937 | 17890523 |
| Bath & Body Works, Inc.  | 68098 | 2894165 |
| Dick's Sporting Goods, Inc.  | 44656 | 5339964 |
| GameStop Corp. Class A (b) | 24356 | 638371 |
| Lithia Motors, Inc. Class A (sub. vtg.)  | 4682 | 1120449 |
| O'Reilly Automotive, Inc. (a) | 21351 | 18458794 |
| RH (a) | 5476 | 1570681 |
| Ross Stores, Inc.  | 33353 | 3924648 |
| Ulta Beauty, Inc. (a) | 25282 | 11752085 |
| Williams-Sonoma, Inc. (b) | 47343 | 5534397 |
|  |  | 69124077 |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Tapestry, Inc.  | 92894 | 3508606 |
| TOTAL CONSUMER DISCRETIONARY |  | 244284374 |
| CONSUMER STAPLES - 2.7%  |  |  |
| Beverages - 0.1% |  |  |
| Monster Beverage Corp. (a) | 12464 | 1282047 |
| Food & Staples Retailing - 1.0% |  |  |
| BJ's Wholesale Club Holdings, Inc. (a) | 43197 | 3250142 |
| Kroger Co.  | 295264 | 14524036 |
|  |  | 17774178 |
| Food Products - 1.3% |  |  |
| Archer Daniels Midland Co.  | 27976 | 2727660 |
| Bunge Ltd.  | 24648 | 2584096 |
| Conagra Brands, Inc.  | 207612 | 7885104 |
| Darling Ingredients, Inc. (a) | 80584 | 5788349 |
| Lamb Weston Holdings, Inc.  | 14324 | 1244756 |
| The Kraft Heinz Co.  | 95929 | 3774806 |
|  |  | 24004771 |
| Household Products - 0.0% |  |  |
| Colgate-Palmolive Co.  | 10023 | 776582 |
| Personal Products - 0.1% |  |  |
| Coty, Inc. Class A (a) | 166825 | 1312913 |
| Tobacco - 0.2% |  |  |
| Altria Group, Inc.  | 84628 | 3941972 |
| TOTAL CONSUMER STAPLES |  | 49092463 |
| ENERGY - 6.1%  |  |  |
| Energy Equipment & Services - 0.8% |  |  |
| Baker Hughes Co. Class A  | 55866 | 1621231 |
| Halliburton Co.  | 267359 | 10130233 |
| Schlumberger Ltd.  | 36206 | 1866419 |
|  |  | 13617883 |
| Oil, Gas & Consumable Fuels - 5.3% |  |  |
| APA Corp.  | 74996 | 3513563 |
| Cheniere Energy, Inc.  | 80343 | 14088948 |
| Chesapeake Energy Corp.  | 30123 | 3117731 |
| Coterra Energy, Inc.  | 236863 | 6610846 |
| Devon Energy Corp.  | 156434 | 10718858 |
| Diamondback Energy, Inc.  | 40643 | 6015977 |
| Hess Corp.  | 10683 | 1537391 |
| Kinder Morgan, Inc.  | 113560 | 2171267 |
| Marathon Oil Corp.  | 190980 | 5849717 |
| Occidental Petroleum Corp.  | 27218 | 1891379 |
| ONEOK, Inc.  | 100920 | 6753566 |
| Ovintiv, Inc.  | 24233 | 1351232 |
| Phillips 66 Co.  | 161653 | 17529651 |
| Southwestern Energy Co. (a) | 202463 | 1401044 |
| Targa Resources Corp.  | 58063 | 4319307 |
| The Williams Companies, Inc.  | 234722 | 8144853 |
|  |  | 95015330 |
| TOTAL ENERGY |  | 108633213 |
| FINANCIALS - 12.8%  |  |  |
| Banks - 3.3% |  |  |
| Citizens Financial Group, Inc.  | 305158 | 12932596 |
| East West Bancorp, Inc.  | 77737 | 5457915 |
| Fifth Third Bancorp  | 355768 | 12935724 |
| First Citizens Bancshares, Inc.  | 2150 | 1755389 |
| First Hawaiian, Inc.  | 56543 | 1501217 |
| First Horizon National Corp.  | 11929 | 296436 |
| First Republic Bank  | 88051 | 11236188 |
| Huntington Bancshares, Inc.  | 404861 | 6267248 |
| Regions Financial Corp.  | 106413 | 2469846 |
| Wintrust Financial Corp.  | 17914 | 1637877 |
| Zions Bancorp NA  | 39249 | 2033883 |
|  |  | 58524319 |
| Capital Markets - 4.9% |  |  |
| Ameriprise Financial, Inc.  | 18766 | 6229374 |
| Bank of New York Mellon Corp.  | 146992 | 6746933 |
| Cboe Global Markets, Inc.  | 60927 | 7727981 |
| Interactive Brokers Group, Inc.  | 67692 | 5435668 |
| Jefferies Financial Group, Inc.  | 196438 | 7462680 |
| LPL Financial  | 53007 | 12547287 |
| NASDAQ, Inc.  | 199731 | 13673584 |
| Northern Trust Corp.  | 89182 | 8303736 |
| Raymond James Financial, Inc.  | 107656 | 12584986 |
| Stifel Financial Corp.  | 84592 | 5435036 |
| Tradeweb Markets, Inc. Class A  | 27941 | 1717254 |
|  |  | 87864519 |
| Consumer Finance - 1.0% |  |  |
| Discover Financial Services  | 103462 | 11211142 |
| Synchrony Financial  | 161401 | 6065450 |
|  |  | 17276592 |
| Diversified Financial Services - 0.0% |  |  |
| Apollo Global Management, Inc.  | 10918 | 757600 |
| Insurance - 3.5% |  |  |
| Arthur J. Gallagher & Co.  | 46714 | 9301225 |
| Brown & Brown, Inc.  | 178188 | 10618223 |
| Everest Re Group Ltd.  | 13862 | 4684524 |
| Fidelity National Financial, Inc.  | 152787 | 6166483 |
| Hartford Financial Services Group, Inc.  | 28559 | 2181051 |
| Loews Corp.  | 22244 | 1293489 |
| Prudential Financial, Inc.  | 104560 | 11295617 |
| Reinsurance Group of America, Inc.  | 32391 | 4677260 |
| W.R. Berkley Corp.  | 160347 | 12231269 |
|  |  | 62449141 |
| Thrifts & Mortgage Finance - 0.1% |  |  |
| MGIC Investment Corp.  | 99935 | 1372108 |
| TOTAL FINANCIALS |  | 228244279 |
| HEALTH CARE - 9.7%  |  |  |
| Biotechnology - 2.7% |  |  |
| Biogen, Inc. (a) | 54092 | 16507256 |
| Exelixis, Inc. (a) | 173499 | 2963363 |
| Gilead Sciences, Inc.  | 109960 | 9657787 |
| Incyte Corp. (a) | 61616 | 4908947 |
| Ionis Pharmaceuticals, Inc. (a) | 63898 | 2606399 |
| Natera, Inc. (a) | 15330 | 630370 |
| Regeneron Pharmaceuticals, Inc. (a) | 1547 | 1162880 |
| Sarepta Therapeutics, Inc. (a) | 33846 | 4156627 |
| Seagen, Inc. (a) | 10762 | 1306399 |
| United Therapeutics Corp. (a) | 17628 | 4933901 |
|  |  | 48833929 |
| Health Care Equipment & Supplies - 1.4% |  |  |
| Abiomed, Inc. (a) | 3289 | 1242551 |
| Dentsply Sirona, Inc.  | 129975 | 3933044 |
| Hologic, Inc. (a) | 101103 | 7700004 |
| QuidelOrtho Corp. (a) | 37389 | 3275650 |
| Shockwave Medical, Inc. (a) | 6407 | 1624815 |
| Zimmer Biomet Holdings, Inc.  | 54408 | 6534401 |
| Zimvie, Inc. (a)(b) | 33531 | 299767 |
|  |  | 24610232 |
| Health Care Providers & Services - 1.9% |  |  |
| AmerisourceBergen Corp.  | 14645 | 2499755 |
| DaVita HealthCare Partners, Inc. (a) | 52304 | 3856374 |
| Elevance Health, Inc.  | 17773 | 9471587 |
| Humana, Inc.  | 2974 | 1635403 |
| Molina Healthcare, Inc. (a) | 37271 | 12551755 |
| Quest Diagnostics, Inc.  | 9151 | 1389396 |
| Tenet Healthcare Corp. (a) | 43891 | 2026886 |
|  |  | 33431156 |
| Health Care Technology - 0.5% |  |  |
| Veeva Systems, Inc. Class A (a) | 46448 | 8841841 |
| Life Sciences Tools & Services - 2.5% |  |  |
| 10X Genomics, Inc. (a) | 69930 | 2703494 |
| Agilent Technologies, Inc.  | 113073 | 17524054 |
| IQVIA Holdings, Inc. (a) | 6011 | 1310518 |
| Mettler-Toledo International, Inc. (a) | 7500 | 11021700 |
| QIAGEN NV (a) | 85553 | 4238296 |
| Sotera Health Co. (a) | 61625 | 513953 |
| Syneos Health, Inc. (a) | 18294 | 645412 |
| Waters Corp. (a) | 18964 | 6572922 |
|  |  | 44530349 |
| Pharmaceuticals - 0.7% |  |  |
| Elanco Animal Health, Inc. (a) | 101590 | 1307463 |
| Jazz Pharmaceuticals PLC (a) | 14546 | 2282413 |
| Viatris, Inc.  | 881928 | 9727666 |
|  |  | 13317542 |
| TOTAL HEALTH CARE |  | 173565049 |
| INDUSTRIALS - 16.9%  |  |  |
| Aerospace & Defense - 1.2% |  |  |
| Axon Enterprise, Inc. (a) | 23631 | 4348813 |
| Parsons Corp. (a) | 111513 | 5519894 |
| Textron, Inc.  | 168151 | 12002618 |
|  |  | 21871325 |
| Airlines - 1.0% |  |  |
| Alaska Air Group, Inc. (a) | 74868 | 3551738 |
| Southwest Airlines Co.  | 44310 | 1768412 |
| United Airlines Holdings, Inc. (a) | 263088 | 11620597 |
|  |  | 16940747 |
| Building Products - 1.1% |  |  |
| Carrier Global Corp.  | 346600 | 15361312 |
| Owens Corning  | 22870 | 2031771 |
| Trane Technologies PLC  | 14351 | 2560505 |
|  |  | 19953588 |
| Commercial Services & Supplies - 2.0% |  |  |
| Cintas Corp.  | 34840 | 16088415 |
| Copart, Inc. (a) | 6339 | 421924 |
| Republic Services, Inc.  | 90728 | 12637503 |
| Rollins, Inc.  | 101096 | 4088322 |
| Tetra Tech, Inc.  | 14432 | 2231043 |
|  |  | 35467207 |
| Construction & Engineering - 0.8% |  |  |
| AECOM  | 132910 | 11297350 |
| EMCOR Group, Inc.  | 23877 | 3698547 |
|  |  | 14995897 |
| Electrical Equipment - 2.3% |  |  |
| Acuity Brands, Inc.  | 51287 | 9656829 |
| AMETEK, Inc.  | 87186 | 12417030 |
| nVent Electric PLC  | 263852 | 10556719 |
| Regal Rexnord Corp.  | 61680 | 8086865 |
|  |  | 40717443 |
| Machinery - 3.6% |  |  |
| AGCO Corp.  | 58420 | 7753502 |
| Allison Transmission Holdings, Inc.  | 226342 | 10140122 |
| Cummins, Inc.  | 32209 | 8089612 |
| Dover Corp.  | 17826 | 2530401 |
| Fortive Corp.  | 191224 | 12917181 |
| PACCAR, Inc.  | 48896 | 5178575 |
| Parker Hannifin Corp.  | 52686 | 15749953 |
| Snap-On, Inc.  | 7705 | 1853823 |
|  |  | 64213169 |
| Marine - 0.3% |  |  |
| Kirby Corp. (a) | 72873 | 5085807 |
| Professional Services - 1.9% |  |  |
| Booz Allen Hamilton Holding Corp. Class A  | 83683 | 8903871 |
| CACI International, Inc. Class A (a) | 9316 | 2909387 |
| CoStar Group, Inc. (a) | 123253 | 9988423 |
| Leidos Holdings, Inc.  | 106603 | 11654906 |
|  |  | 33456587 |
| Road & Rail - 1.0% |  |  |
| Knight-Swift Transportation Holdings, Inc. Class A  | 11355 | 629408 |
| Old Dominion Freight Lines, Inc.  | 25075 | 7587946 |
| RXO, Inc. (a) | 179950 | 3419050 |
| XPO Logistics, Inc. (a) | 179950 | 6949669 |
|  |  | 18586073 |
| Trading Companies & Distributors - 1.7% |  |  |
| Fastenal Co.  | 175595 | 9044898 |
| MSC Industrial Direct Co., Inc. Class A  | 27458 | 2356720 |
| United Rentals, Inc. (a) | 8946 | 3158206 |
| Univar Solutions, Inc. (a) | 95952 | 3178890 |
| W.W. Grainger, Inc.  | 21844 | 13173243 |
|  |  | 30911957 |
| TOTAL INDUSTRIALS |  | 302199800 |
| INFORMATION TECHNOLOGY - 16.9%  |  |  |
| Communications Equipment - 1.6% |  |  |
| Arista Networks, Inc. (a) | 82713 | 11521921 |
| F5, Inc. (a) | 41970 | 6488982 |
| Juniper Networks, Inc.  | 333643 | 11090293 |
|  |  | 29101196 |
| Electronic Equipment & Components - 2.1% |  |  |
| Amphenol Corp. Class A  | 75255 | 6052760 |
| CDW Corp.  | 49142 | 9270147 |
| Keysight Technologies, Inc. (a) | 78939 | 14279276 |
| National Instruments Corp.  | 151977 | 6234097 |
| Vontier Corp.  | 46639 | 915524 |
|  |  | 36751804 |
| IT Services - 2.9% |  |  |
| Amdocs Ltd.  | 45903 | 4078941 |
| EPAM Systems, Inc. (a) | 14900 | 5491842 |
| FleetCor Technologies, Inc. (a) | 26351 | 5170066 |
| Gartner, Inc. (a) | 9647 | 3380019 |
| GoDaddy, Inc. (a) | 138269 | 10941226 |
| Okta, Inc. (a) | 67645 | 3606831 |
| Paychex, Inc.  | 30541 | 3788000 |
| The Western Union Co.  | 291904 | 4279313 |
| Twilio, Inc. Class A (a) | 123120 | 6035342 |
| WEX, Inc. (a) | 21347 | 3610632 |
| Wix.com Ltd. (a) | 17363 | 1571178 |
|  |  | 51953390 |
| Semiconductors & Semiconductor Equipment - 3.0% |  |  |
| Allegro MicroSystems LLC (a) | 70302 | 2189204 |
| Cirrus Logic, Inc. (a) | 62443 | 4665117 |
| Enphase Energy, Inc. (a) | 49066 | 15730069 |
| Lattice Semiconductor Corp. (a) | 59573 | 4338702 |
| Marvell Technology, Inc.  | 79732 | 3709133 |
| Microchip Technology, Inc.  | 51005 | 4039086 |
| Monolithic Power Systems, Inc.  | 8236 | 3145823 |
| Qorvo, Inc. (a) | 112884 | 11203737 |
| Semtech Corp. (a) | 139461 | 4287031 |
| Synaptics, Inc. (a) | 9144 | 968990 |
|  |  | 54276892 |
| Software - 6.9% |  |  |
| Box, Inc. Class A (a) | 270325 | 7420421 |
| Cadence Design Systems, Inc. (a) | 70288 | 12092348 |
| Crowdstrike Holdings, Inc. (a) | 39037 | 4592703 |
| Datadog, Inc. Class A (a) | 14643 | 1109647 |
| DocuSign, Inc. (a) | 66713 | 3140181 |
| Dropbox, Inc. Class A (a) | 440656 | 10381855 |
| Fortinet, Inc. (a) | 128398 | 6825638 |
| New Relic, Inc. (a) | 64944 | 3654399 |
| Nutanix, Inc. Class A (a) | 236959 | 6696461 |
| Palo Alto Networks, Inc. (a) | 48495 | 8239301 |
| RingCentral, Inc. (a) | 254647 | 9437218 |
| Splunk, Inc. (a) | 119474 | 9280740 |
| Synopsys, Inc. (a) | 54454 | 18489305 |
| Teradata Corp. (a) | 278731 | 9518664 |
| Unity Software, Inc. (a)(b) | 31380 | 1239824 |
| Workday, Inc. Class A (a) | 39446 | 6622983 |
| Zoom Video Communications, Inc. Class A (a) | 47865 | 3610457 |
|  |  | 122352145 |
| Technology Hardware, Storage & Peripherals - 0.4% |  |  |
| NetApp, Inc.  | 59751 | 4039765 |
| Pure Storage, Inc. Class A (a) | 129201 | 3771377 |
|  |  | 7811142 |
| TOTAL INFORMATION TECHNOLOGY |  | 302246569 |
| MATERIALS - 5.8%  |  |  |
| Chemicals - 3.6% |  |  |
| Albemarle Corp.  | 20832 | 5791088 |
| CF Industries Holdings, Inc.  | 112662 | 12188902 |
| Corteva, Inc.  | 125158 | 8405611 |
| DuPont de Nemours, Inc.  | 144811 | 10210624 |
| Element Solutions, Inc.  | 89876 | 1757975 |
| Ginkgo Bioworks Holdings, Inc. Class A (a)(b) | 1222016 | 2431812 |
| Olin Corp.  | 92002 | 5242274 |
| The Chemours Co. LLC  | 279931 | 8691858 |
| The Mosaic Co.  | 15882 | 814747 |
| Westlake Corp.  | 75303 | 8106368 |
|  |  | 63641259 |
| Containers & Packaging - 1.1% |  |  |
| Sealed Air Corp.  | 204047 | 10861422 |
| WestRock Co.  | 219334 | 8317145 |
|  |  | 19178567 |
| Metals & Mining - 1.0% |  |  |
| Nucor Corp.  | 109066 | 16354447 |
| Reliance Steel & Aluminum Co.  | 10411 | 2199740 |
|  |  | 18554187 |
| Paper & Forest Products - 0.1% |  |  |
| Louisiana-Pacific Corp.  | 27179 | 1734020 |
| TOTAL MATERIALS |  | 103108033 |
| REAL ESTATE - 6.6%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 6.2% |  |  |
| American Homes 4 Rent Class A  | 217764 | 7201455 |
| AvalonBay Communities, Inc.  | 8406 | 1470209 |
| Brixmor Property Group, Inc.  | 286076 | 6631242 |
| Camden Property Trust (SBI)  | 13192 | 1587393 |
| CubeSmart  | 63094 | 2611461 |
| Douglas Emmett, Inc.  | 309985 | 5368940 |
| Equity Residential (SBI)  | 39173 | 2540761 |
| Extra Space Storage, Inc.  | 7503 | 1205657 |
| Gaming & Leisure Properties  | 144894 | 7622873 |
| Highwoods Properties, Inc. (SBI)  | 123364 | 3676247 |
| Hudson Pacific Properties, Inc.  | 108845 | 1258248 |
| Invitation Homes, Inc.  | 318511 | 10393014 |
| Iron Mountain, Inc.  | 19329 | 1050145 |
| Kilroy Realty Corp.  | 82463 | 3564051 |
| Life Storage, Inc.  | 34332 | 3690347 |
| National Retail Properties, Inc.  | 222238 | 10302954 |
| National Storage Affiliates Trust  | 121335 | 4830346 |
| Park Hotels & Resorts, Inc.  | 279450 | 3585344 |
| Public Storage  | 25424 | 7575335 |
| Regency Centers Corp.  | 140724 | 9348295 |
| SBA Communications Corp. Class A  | 31798 | 9517141 |
| Ventas, Inc.  | 113409 | 5276921 |
|  |  | 110308379 |
| Real Estate Management & Development - 0.4% |  |  |
| Zillow Group, Inc.: |  |  |
|  Class A (a) | 80362  | 3005539  |
|  Class C (a)(b) | 115116  | 4372106  |
|  |  | 7377645 |
| TOTAL REAL ESTATE |  | 117686024 |
| UTILITIES - 4.4%  |  |  |
| Electric Utilities - 1.2% |  |  |
| Constellation Energy Corp.  | 52356 | 5032459 |
| Evergy, Inc.  | 9357 | 554028 |
| FirstEnergy Corp.  | 198414 | 8182593 |
| Hawaiian Electric Industries, Inc.  | 170717 | 7013054 |
|  |  | 20782134 |
| Gas Utilities - 0.3% |  |  |
| National Fuel Gas Co.  | 43789 | 2900145 |
| UGI Corp.  | 83366 | 3222096 |
|  |  | 6122241 |
| Independent Power and Renewable Electricity Producers - 1.1% |  |  |
| Clearway Energy, Inc. Class C  | 98020 | 3473829 |
| The AES Corp.  | 354822 | 10261452 |
| Vistra Corp.  | 241026 | 5864163 |
|  |  | 19599444 |
| Multi-Utilities - 1.5% |  |  |
| Consolidated Edison, Inc.  | 74540 | 7307902 |
| DTE Energy Co.  | 12711 | 1474603 |
| NiSource, Inc.  | 145695 | 4070718 |
| Public Service Enterprise Group, Inc.  | 16267 | 984967 |
| WEC Energy Group, Inc.  | 132886 | 13174318 |
|  |  | 27012508 |
| Water Utilities - 0.3% |  |  |
| American Water Works Co., Inc.  | 39321 | 5967355 |
| TOTAL UTILITIES |  | 79483682 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,575,757,106) |  | <br> **1754830747** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (c) | 25334333 | 25339400 |
| Fidelity Securities Lending Cash Central Fund 3.86% (c)(d) | 17652957 | 17654723 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $42,994,123) |  | **42994123** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.6%**<br> (Cost $1,618,751,229)<br>| <br>**1797824870** |
| **NET OTHER ASSETS (LIABILITIES) - (0.6)%** (e)  | **(10595777)** |
| **NET ASSETS - 100.0%** | **1787229093** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| CME E-mini S&P MidCap 400 Index Contracts (United States) | 101 | Dec 2022 | 26055980 | 2736581 | 2736581 |
| The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% |

---

**Legend**

(a) Non-income producing

(b) Security or a portion of the security is on loan at period end.

(c) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(d) Investment made with cash collateral received from securities on loan.

(e) Includes $1,363,500 of cash collateral to cover margin requirements for futures contracts.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 21467918 | 76094707 | 72223225 | 234432 | - | - | 25339400 | 0.1% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 41395337 | 56381946 | 80122560 | 55181 | - | - | 17654723 | 0.1% |
| Total | 62863255 | 132476653 | 152345785 | 289613 | - | - | 42994123 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Commonwealth Trust II

- **b. Investment Company Act file number:** 811-21990

- **c. CIK number of Registrant:** 0001364923

- **d. LEI of Registrant:** PJO8XCGPPRYUY4CZV047

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Mid Cap Enhanced Index Fund

- **b. EDGAR series identifier (if any):** S000019927

- **c. LEI of Series:** 5493003OBNKE301LZB47

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $1805774210.20

**Total Liabilities:** $18236614.21

**Net Assets:** $1787537595.99

**Cash Not Reported:** $3712860.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055929 | -8.61%               | 10.10%               | 5.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14004602.27            | $-130895242.45                             |
| Month 2  | $-15353665.87            | $166937400.51                              |
| Month 3  | $10572154.18             | $81097011.52                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES HOLDINGS INC             | UNITED AIRLINES HOLDINGS INC                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    263088 | NS      | $11620596.96  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                             | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     92894 | NS      | $3508606.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                 | EBAY INC                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    157373 | NS      | $7151029.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL INC                    | SHOCKWAVE MEDICAL INC                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      6407 | NS      | $1624815.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                              | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    101103 | NS      | $7700004.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                              | ABIOMED INC                                   | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      3289 | NS      | $1242551.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                 | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    354822 | NS      | $10261452.24  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                    | CAMDEN PROPERTY TRUST - REIT                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     13192 | NS      | $1587393.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                            | NEWS CORP NEW CL A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    355576 | NS      | $6809280.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     54454 | NS      | $18489311.16  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                             | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    173499 | NS      | $2963362.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                              | GARTNER INC                                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      9647 | NS      | $3380019.39   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC              | S and P MID 400 EMINI FUT DEC22 FAZ2          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       101 | NC      | $2736581.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                 | LAMB WESTON HOLDINGS INC                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     14324 | NS      | $1244755.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                  | ZIMMER BIOMET HLDGS INC                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     54408 | NS      | $6534400.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                              | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    161653 | NS      | $17529651.32  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                       | IQVIA HOLDINGS INC                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      6011 | NS      | $1310518.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT INC                | MSC INDUSTRIAL DIRECT CO CL A                 | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     27458 | NS      | $2356720.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                               | NASDAQ INC                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    199731 | NS      | $13673584.26  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                     | ALASKA AIR GROUP INC                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     74868 | NS      | $3551737.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                  | EXTRA SPACE STORAGE INC                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7503 | NS      | $1205657.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                    | PLAYTIKA HOLDING CORP                         | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |    184879 | NS      | $1747106.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                    | QUEST DIAGNOSTICS INC                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      9151 | NS      | $1389396.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                              | GODADDY INC CL A                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |    138269 | NS      | $10941225.97  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN INC                             | DOCUSIGN INC                                  | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     66713 | NS      | $3140180.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL             | UNITED THERAPEUTICS CORP DEL                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     17628 | NS      | $4933900.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                      | BROWN and BROWN INC                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |    178188 | NS      | $10618222.92  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC           | OLD DOMINION FREIGHT LINES INC                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     25075 | NS      | $7587945.75   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                         | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     74191 | NS      | $13601436.03  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                       | CONAGRA BRANDS INC                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    207612 | NS      | $7885103.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC               | BRIXMOR PPTY GROUP INC                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    286076 | NS      | $6631241.68   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC (THE)                     | TRADE DESK INC                                | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     82429 | NS      | $4297848.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH             | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    404861 | NS      | $6267248.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                         | SOTERA HEALTH CO                              | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61625 | NS      | $513952.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                              | DROPBOX INC CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    440656 | NS      | $10381855.36  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC        | INTERNATIONAL GAME TECHNOLOGY PLC             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    282143 | NS      | $6923789.22   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| MARATHON OIL CORP                        | MARATHON OIL CORP                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    190980 | NS      | $5849717.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST        | NATIONAL STORAGE AFFILIATES TRUST             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121335 | NS      | $4830346.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                              | LENNAR CORP CL B                              | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     10210 | NS      | $741348.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                 | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     75255 | NS      | $6052759.65   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                               | DOVER CORP                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     17826 | NS      | $2530400.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                     | TRADEWEB MARKETS INC A                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27941 | NS      | $1717253.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                 | SAREPTA THERAPEUTICS INC                      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     33846 | NS      | $4156627.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                              | WATERS CORP                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     18964 | NS      | $6572922.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC         | FIRST CITIZENS BANCSHARES INC CL A            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      2150 | NS      | $1755389.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                      | AXON ENTERPRISE INC                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     23631 | NS      | $4348812.93   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                               | DAVITA INC                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     52304 | NS      | $3856373.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                    | RIVIAN AUTOMOTIVE INC                         | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7673 | NS      | $245842.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                              | WIX.COM LTD                                   | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |     17363 | NS      | $1571177.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                      | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    104560 | NS      | $11295616.80  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                         | EPAM SYSTEMS INC                              | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     14900 | NS      | $5491842.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                              | WESTROCK CO                                   | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219334 | NS      | $8317145.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                       | UNITED RENTALS INC                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      8946 | NS      | $3158206.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                      | HARLEY-DAVIDSON INC                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    216997 | NS      | $10227068.61  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      6937 | NS      | $17890523.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                           | YUM BRANDS INC                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     21351 | NS      | $2747019.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                        | ACUITY BRANDS INC                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51287 | NS      | $9656829.23   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                            | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    100920 | NS      | $6753566.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC               | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    305158 | NS      | $12932596.04  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC            | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1547 | NS      | $1162879.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC             | APOLLO GLOBAL MANAGEMENT INC                  | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10918 | NS      | $757600.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                             | PARSONS CORP                                  | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |    111513 | NS      | $5519893.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC           | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    222238 | NS      | $10302953.68  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                        | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    196262 | NS      | $8578612.02   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                              | DATADOG INC CL A                              | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     14643 | NS      | $1109646.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                   | CHESAPEAKE ENERGY CORP                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     30123 | NS      | $3117730.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                | CUBESMART                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63094 | NS      | $2611460.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP                | BANK OF NEW YORK MELLON CORP                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    146992 | NS      | $6746932.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                         | LIFE STORAGE INC                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     34332 | NS      | $3690346.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                               | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     48896 | NS      | $5178575.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                 | CROWDSTRIKE HOLDINGS INC                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     39037 | NS      | $4592703.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                               | VENTAS INC REIT                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    113409 | NS      | $5276920.77   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                         | SCHLUMBERGER LTD                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     36206 | NS      | $1866419.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                      | CARRIER GLOBAL CORP                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    346600 | NS      | $15361312.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                  | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     80584 | NS      | $5788348.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                    | STIFEL FINANCIAL CORP                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     84592 | NS      | $5435036.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM      | LIBERTY SIRIUS GROUP-A                        | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86117 | NS      | $3773646.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITY SOFTWARE INC                       | UNITY SOFTWARE INC                            | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     31380 | NS      | $1239823.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| APA CORP                                 | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     74996 | NS      | $3513562.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                      | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     42349 | NS      | $5538402.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                               | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     54092 | NS      | $16507255.64  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                         | ZIONS BANCORP                                 | CUSIP: 989701107<br>LEI: YYQWUR1Z2BCX32HQS333 | Long             | EC               | CORP              | US        |     39249 | NS      | $2033883.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                       | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     61680 | NS      | $8086864.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                | KEYSIGHT TECHNOLOGIES INC                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     78939 | NS      | $14279275.71  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO           | RELIANCE STEEL and ALUMINUM CO                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     10411 | NS      | $2199740.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                  | WEX INC                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     21347 | NS      | $3610631.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                           | PUBLIC STORAGE                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     25424 | NS      | $7575335.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                | CAESARS ENTERTAINMENT INC                     | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     86398 | NS      | $4389882.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                 | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     44656 | NS      | $5339964.48   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    198414 | NS      | $8182593.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.             | RAYMOND JAMES FINANCIAL INC.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    107656 | NS      | $12584986.40  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                         | 10X GENOMICS INC                              | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     69930 | NS      | $2703493.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM      | LIBERTY SIRIUS GROUP-C                        | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96057 | NS      | $4210178.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                      | CLEARWAY ENERGY INC CL C                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     98020 | NS      | $3473828.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                     | UNIVAR INC                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     95952 | NS      | $3178889.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                               | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     22244 | NS      | $1293488.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                 | COTY INC CL A                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    166825 | NS      | $1312912.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                             | VONTIER CORP W/I                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     46639 | NS      | $915523.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC             | MONOLITHIC POWER SYS INC                      | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      8236 | NS      | $3145822.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC              | AMERICAN WATER WRKS COMPANY                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     39321 | NS      | $5967354.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                 | HIGHWOODS PROPERTIES INC                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    123364 | NS      | $3676247.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    132910 | NS      | $11297350.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                              | POLARIS INC                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      9319 | NS      | $1062925.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SEAGEN INC                               | SEAGEN INC                                    | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10762 | NS      | $1306399.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC             | HARTFORD FINL SVCS GROUP INC                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     28559 | NS      | $2181050.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                           | HALLIBURTON CO                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    267359 | NS      | $10130232.51  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      5476 | NS      | $1570681.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     27218 | NS      | $1891378.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                              | FASTENAL CO                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    175595 | NS      | $9044898.45   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                   | F5 INC                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     41970 | NS      | $6488981.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                     | COLGATE-PALMOLIVE CO                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     10023 | NS      | $776582.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                      | DOLLAR GENERAL CORP                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     24932 | NS      | $6374613.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                            | WESTLAKE CORP                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     75303 | NS      | $8106367.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                  | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     74540 | NS      | $7307901.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                               | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    109066 | NS      | $16354446.70  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                              | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     32209 | NS      | $8089612.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                            | SYNAPTICS INC                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      9144 | NS      | $968989.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                  | WINTRUST FINANCIAL CORP                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     17914 | NS      | $1637877.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                | QORVO INC                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    112884 | NS      | $11203737.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                              | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    125158 | NS      | $8405611.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                   | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      9316 | NS      | $2909386.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC         | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     32391 | NS      | $4677260.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                | HESS CORP                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     10683 | NS      | $1537390.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                              | TEXTRON INC                                   | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    168151 | NS      | $12002618.38  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    354284 | NS      | $8325674.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                        | GAMESTOP CORP CL A                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     24356 | NS      | $638370.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KILROY REALTY CORP                       | KILROY REALTY CORP                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     82463 | NS      | $3564050.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | MICROCHIP TECHNOLOGY                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     51005 | NS      | $4039085.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                   | MARVELL TECHNOLOGY INC                        | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79732 | NS      | $3709132.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                    | SPOTIFY TECHNOLOGY SA                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |     43024 | NS      | $3416966.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                 | ALLEGRO MICROSYSTEMS INC                      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70302 | NS      | $2189204.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                            | TOLL BROTHERS INC                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    206275 | NS      | $9882635.25   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                 | OKTA INC CL A                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     67645 | NS      | $3606831.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     17773 | NS      | $9471587.16   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC           | SERVICE CORP INTERNATIONAL INC                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     34769 | NS      | $2484245.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                         | PURE STORAGE INC CL A                         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    129201 | NS      | $3771377.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                       | EQUITY RESIDENTIAL REIT                       | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     39173 | NS      | $2540760.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                              | CINTAS CORP                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34840 | NS      | $16088415.20  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                             | SEMTECH CORP                                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    139461 | NS      | $4287031.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                     | THE BOOKING HOLDINGS INC                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      4421 | NS      | $9193248.45   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW                    | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    106413 | NS      | $2469845.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                              | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    101096 | NS      | $4088322.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP NEW                             | UGI CORP NEW                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     83366 | NS      | $3222095.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                     | JUNIPER NETWORKS INC                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    333643 | NS      | $11090293.32  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                     | PARKER HANNIFIN CORP                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     52686 | NS      | $15749952.84  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                     | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    291904 | NS      | $4279312.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO             | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     46714 | NS      | $9301224.54   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    145695 | NS      | $4070718.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC            | HUDSON PACIFIC PROPERTIES INC                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108845 | NS      | $1258248.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                 | LKQ CORP                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     77231 | NS      | $4195960.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC            | JEFFERIES FINANCIAL GROUP INC                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    196438 | NS      | $7462679.62   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                              | CHEMOURS CO/ THE                              | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    279931 | NS      | $8691857.55   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                   | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     21351 | NS      | $18458793.54  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                              | INCYTE CORP                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     61616 | NS      | $4908946.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                            | NEWS CORP NEW CL B                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    150270 | NS      | $2922751.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC               | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     70288 | NS      | $12092347.52  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                      | FIRST REPUBLIC BANK                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     88051 | NS      | $11236188.11  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP               | LATTICE SEMICONDUCTOR CORP                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     59573 | NS      | $4338701.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                          | BERKLEY (WR) CORP                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    160347 | NS      | $12231269.16  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                              | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    881928 | NS      | $9727665.84   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                | QIAGEN NV                                     | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     85553 | NS      | $4238295.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                | FLEETCOR TECHNOLOGIES INC                     | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     26351 | NS      | $5170066.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                              | NUTANIX INC CL A                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    236959 | NS      | $6696461.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                        | HYATT HOTELS CORP CL A                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     23709 | NS      | $2378486.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                             | FORTIVE CORP                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    191224 | NS      | $12917181.20  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11355 | NS      | $629407.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                 | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    101590 | NS      | $1307463.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                             | FORTINET INC                                  | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    128398 | NS      | $6825637.68   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                       | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     11929 | NS      | $296435.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                      | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     89182 | NS      | $8303736.02   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                          | EMCOR GROUP INC                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     23877 | NS      | $3698547.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                      | SYNCHRONY FINANCIAL                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    161401 | NS      | $6065449.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                               | ZIMVIE INC                                    | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     33531 | NS      | $299767.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ENPHASE ENERGY INC                       | ENPHASE ENERGY INC                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     49066 | NS      | $15730068.94  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                       | NVENT ELECTRIC PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    263852 | NS      | $10556718.52  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                | OLIN CORP                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     92002 | NS      | $5242273.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                         | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    234722 | NS      | $8144853.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                   | SOUTHWESTERN ENERGY CO                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    202463 | NS      | $1401043.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC               | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    112662 | NS      | $12188901.78  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC               | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     53007 | NS      | $12547286.97  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                  | NATIONAL FUEL GAS CO NJ                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     43789 | NS      | $2900145.47   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC INC                            | NEW RELIC INC                                 | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     64944 | NS      | $3654398.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                           | WHIRLPOOL CORP                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      7833 | NS      | $1147769.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                         | QUIDELORTHO CORP                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     37389 | NS      | $3275650.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                     | INVITATION HOMES INC                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    318511 | NS      | $10393013.93  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    295264 | NS      | $14524036.16  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE GROUP LTD            | EVEREST REINSURANCE GROUP LTD                 | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     13862 | NS      | $4684524.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                       | DOUGLAS EMMETT INC REIT                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309985 | NS      | $5368940.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                       | SNAP-ON INCORPORATED                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      7705 | NS      | $1853823.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC          | FIDELITY NATIONAL FINL INC                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    152787 | NS      | $6166483.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                            | ALBEMARLE CORP                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     20832 | NS      | $5791087.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                | MONSTER BEVERAGE CORP                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     12464 | NS      | $1282047.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     40643 | NS      | $6015976.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                    | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    113560 | NS      | $2171267.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC             | GINKGO BIOWORKS HOLDINGS INC                  | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1222016 | NS      | $2431811.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| BOX INC                                  | BOX INC CL A                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    270325 | NS      | $7420421.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                    | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     43891 | NS      | $2026886.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                     | MGIC INVESTMENT CORP                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     99935 | NS      | $1372107.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                 | AGILENT TECHNOLOGIES INC                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    113073 | NS      | $17524053.54  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  25334333 | NS      | $25339399.95  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                      | DENTSPLY SIRONA INC                           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    129975 | NS      | $3933043.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                   | TRANE TECHNOLOGIES PLC                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     14351 | NS      | $2560505.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                  | BATH and BODY WORKS INC                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     68098 | NS      | $2894165.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                        | EXPEDIA INC                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     61161 | NS      | $6534441.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                    | AMERICAN HOMES 4 RENT                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    217764 | NS      | $7201455.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                         | COSTAR GROUP INC                              | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123253 | NS      | $9988423.12   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC        | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    144894 | NS      | $7622873.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                    | ELEMENT SOLUTIONS INC                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     89876 | NS      | $1757974.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    236863 | NS      | $6610846.33   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                | AGCO CORP                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     58420 | NS      | $7753502.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                        | CIRRUS LOGIC INC                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     62943 | NS      | $4702471.53   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     37271 | NS      | $12551754.67  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                            | PINTEREST INC CL A                            | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    366836 | NS      | $9324971.12   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                  | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     60927 | NS      | $7727980.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                            | TOPBUILD CORP                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     50792 | NS      | $7826031.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                      | WILLIAMS-SONOMA INC                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     47343 | NS      | $5534396.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| BAKER HUGHES CO                          | BAKER HUGHES CO                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55866 | NS      | $1621231.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                   | PALO ALTO NETWORKS INC                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     48495 | NS      | $8239300.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                               | NATERA INC                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15330 | NS      | $630369.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                        | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      4682 | NS      | $1120449.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                | CONSTELLATION ENERGY CORP                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52356 | NS      | $5032458.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                       | TETRA TECH INC                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     14432 | NS      | $2231042.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS and RESORTS INC              | PARK HOTELS and RESORTS INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    279450 | NS      | $3585343.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                        | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     19329 | NS      | $1050144.57   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                               | COPART INC                                    | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |      6339 | NS      | $421923.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIMEO INC                                | VIMEO INC                                     | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    369063 | NS      | $1579589.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP         | BOOZ ALLEN HAMILTON HLDG CL A                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     83683 | NS      | $8903871.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC ENERGY GROUP INC                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |    132886 | NS      | $13174318.04  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC      | PUBLIC SVC ENTERPRISE GRP INC                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     16267 | NS      | $984966.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                 | CDW CORPORATION                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     49142 | NS      | $9270146.88   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                               | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      9357 | NS      | $554027.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                               | TWILIO INC CLASS A                            | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |    123120 | NS      | $6035342.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC           | ALLISON TRANSMISSION HLDGS INC                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |    226342 | NS      | $10140121.60  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDYS CO                                | WENDYS CO                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    456522 | NS      | $10299136.32  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                    | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    156434 | NS      | $10718857.68  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC               | CHIPOTLE MEXICAN GRILL INC                    | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9958 | NS      | $16201267.68  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                           | TARGA RESOURCES CORP                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     58063 | NS      | $4319306.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                   | LOUISIANA PACIFIC CORP                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     27179 | NS      | $1734020.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  17588522 | NS      | $17590280.76  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                   | DISCOVER FIN SVCS                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    103462 | NS      | $11211142.32  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                        | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     22870 | NS      | $2031770.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                              | ROBLOX CORP                                   | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83932 | NS      | $2666519.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYS INC                            | VEEVA SYS INC CL A                            | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     46448 | NS      | $8841841.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS INC            | ZOOM VIDEO COMMUNICATIONS INC CL A            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     47865 | NS      | $3610456.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                          | LUCID GROUP INC - A                           | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19828 | NS      | $201055.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DUPONT DE NEMOURS INC                    | DUPONT DE NEMOURS INC                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    144811 | NS      | $10210623.61  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                           | BRUNSWICK CORP                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     64406 | NS      | $4778925.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                              | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     30541 | NS      | $3788000.23   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO LOGISTICS INC                        | XPO LOGISTICS INC                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    179950 | NS      | $6949669.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                         | ZILLOW GROUP INC                              | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     80362 | NS      | $3005538.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                               | SPLUNK INC                                    | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |    119474 | NS      | $9280740.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                  | METTLER-TOLEDO INTL INC                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      7500 | NS      | $11021700.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                              | WORKDAY INC CL A                              | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     39446 | NS      | $6622983.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC          | BJS WHSL CLUB HLDGS INC                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     43197 | NS      | $3250142.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                           | AMETEK INC NEW                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     87186 | NS      | $12417030.12  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                         | LEIDOS HOLDINGS INC                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    106603 | NS      | $11654905.99  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     12711 | NS      | $1474603.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     27976 | NS      | $2727660.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                  | SBA COMMUNICATIONS CORP                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     31798 | NS      | $9517141.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                               | AIRBNB INC CLASS A                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     87173 | NS      | $8903850.22   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                               | KIRBY CORP                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     72873 | NS      | $5085806.67   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                      | WW GRAINGER INC                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     21844 | NS      | $13173242.64  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                         | ZILLOW GROUP INC CL C                         | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |    115116 | NS      | $4372105.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNEOS HEALTH INC                        | SYNEOS HEALTH INC                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     18294 | NS      | $645412.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                               | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2974 | NS      | $1635402.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                      | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    109960 | NS      | $9657786.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                               | NETAPP INC                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     59751 | NS      | $4039765.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                    | SOUTHWEST AIRLINES CO                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     44310 | NS      | $1768412.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                       | FIRST HAWAIIAN INC                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     56543 | NS      | $1501216.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                            | BUNGE LIMITED                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     24648 | NS      | $2584096.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                           | KRAFT HEINZ CO                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     95929 | NS      | $3774806.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                         | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     84628 | NS      | $3941972.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     15882 | NS      | $814746.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                  | RXO INC                                       | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179950 | NS      | $3419050.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                 | ETSY INC                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     17398 | NS      | $2298101.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENT CORP                 | NATIONAL INSTRUMENT CORP                      | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    151977 | NS      | $6234096.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     33353 | NS      | $3924647.51   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                      | FIFTH THIRD BANCORP                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    355768 | NS      | $12935724.48  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                   | AMERISOURCEBERGEN CORP                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     14645 | NS      | $2499755.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                    | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77737 | NS      | $5457914.77   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                           | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     45903 | NS      | $4078940.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24233 | NS      | $1351232.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC         | HAWAIIAN ELECTRIC INDS INC                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    170717 | NS      | $7013054.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)               | REGENCY CENTERS CORP REIT                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |    140724 | NS      | $9348295.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                          | SEALED AIR CORP                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    204047 | NS      | $10861421.81  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                              | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    241026 | NS      | $5864162.58   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                      | ARISTA NETWORKS INC                           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     82713 | NS      | $11521920.90  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP DEL                        | TERADATA CORP                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    278731 | NS      | $9518663.65   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                      | AMERIPRISE FINANCIAL INC                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     18766 | NS      | $6229373.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                 | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     14546 | NS      | $2282412.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                          | RINGCENTRAL INC CL A                          | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |    254647 | NS      | $9437217.82   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                | IONIS PHARMACEUTICALS INC                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     63898 | NS      | $2606399.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     90728 | NS      | $12637503.12  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                | AVALONBAY COMMUNITIES INC REIT                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      8406 | NS      | $1470209.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                    | UBER TECHNOLOGIES INC                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    161455 | NS      | $4704798.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                      | CHENIERE ENERGY INC                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     80343 | NS      | $14088948.48  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC            | INTERACTIVE BROKERS GROUP INC                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     67692 | NS      | $5435667.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                          | ULTA BEAUTY INC                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |     25282 | NS      | $11752084.88  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                | MGM RESORTS INTERNATIONAL                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |    278147 | NS      | $10252498.42  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer