# EDGAR Filing Document

**Accession Number:** 0000927384
**File Stem:** 0001752724-23-034956
**Filing Date:** 2023-2
**Character Count:** 76129
**Document Hash:** 5b62b39ac9d2291ed51c67a143c9a170
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034956.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034956

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS FUND III
- **CENTRAL INDEX KEY:** 0000927384
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07205
- **FILM NUMBER:** 23657023

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VARIABLE INSURANCE PRODUCTS III
- **DATE OF NAME CHANGE:** 19970106

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ADVISOR ANNUITY FUND
- **DATE OF NAME CHANGE:** 19940722

## Series and Classes Contracts Data

### Growth & Income Portfolio (Series ID: S000007732)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000021034 | Initial Class   |  |
| C000021035 | Investor Class  |  |
| C000021036 | Service Class   |  |
| C000021037 | Service Class 2 | QGI2Q           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Variable Insurance Products Fund III

- **b. Investment Company Act file number:** 811-07205

- **c. CIK number of Registrant:** 0000927384

- **d. LEI of Registrant:** C88PZA3GJP7OWPNW6V03

- **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:** VIP Growth and Income Portfolio

- **b. EDGAR series identifier (if any):** S000007732

- **c. LEI of Series:** FNCMQTUE9VSRHBV78O10

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1957312295.12

**Total Liabilities:** $30127751.96

**Net Assets:** $1927184543.16

**Cash Not Reported:** $133938.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021037 | 12.10%               | 6.01%                | -4.68%               |
| Class ID C000021036 | 12.13%               | 6.01%                | -4.69%               |
| Class ID C000021034 | 12.12%               | 6.05%                | -4.69%               |
| Class ID C000021035 | 12.10%               | 6.05%                | -4.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $912754.12               | $205167637.83                              |
| Month 2  | $4512272.67              | $104762528.05                              |
| Month 3  | $2499362.64              | $-99790535.55                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TAPESTRY INC                               | TAPESTRY INC                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       900 | NS      | $34272.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                       | DUKE ENERGY CORP NEW                                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     30000 | NS      | $3089700.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                         | ENERGY TRANSFER LP                                          | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |     81800 | NS      | $970966.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                | EQUINIX INC                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       200 | NS      | $131006.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE             | MCKESSON CORP CALL 380 01/20/2023                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -18 | NC      | $-12870.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                               | TERADYNE INC                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     19800 | NS      | $1729530.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                          | STATE STREET CORP                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     28179 | NS      | $2185845.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                   | LAMB WESTON HOLDINGS INC                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     50100 | NS      | $4476936.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                           | ESSENT GROUP LTD                                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     61500 | NS      | $2391120.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NINTENDO CO LTD                            | NINTENDO LTD ADR                                            | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |    259100 | NS      | $2699822.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                    | BECTON DICKINSON AND CO 6.5% PC 06/01/2023                  | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |     40000 | NS      | $2004000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                | PHILLIPS 66                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     23700 | NS      | $2466696.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                 | SAMSUNG ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     41980 | NS      | $1843779.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                 | WATSCO INC                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     50992 | NS      | $12717404.80  | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| MSC INDUSTRIAL DIRECT INC                  | MSC INDUSTRIAL DIRECT CO CL A                               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      4400 | NS      | $359480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD REINSURANCE LTD                 | BROOKFIELD REINSURANCE LTD                                  | CUSIP: N/A<br>LEI: 9845004583U3B8E06924       | Long             | EC               | CORP              | BM        |       548 | NS      | $17146.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                    | ACTIVISION BLIZZARD INC                                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     33600 | NS      | $2572080.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE             | CVS HEALTH CORP CALL 105 01/20/2023                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       -94 | NC      | $-611.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                             | KKR and CO INC                                              | CUSIP: 48251W104<br>LEI: 549300JOHU21WRN2Z451 | Long             | EC               | CORP              | US        |    134493 | NS      | $6243165.06   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP           | WESTINGHOUSE AIR BRAKE TECH CORP                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     32121 | NS      | $3205997.01   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                 | HALEON PLC SPONS ADR                                        | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    631294 | NS      | $5050352.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                               | NORDSON CORP                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     24500 | NS      | $5824140.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COPA HOLDINGS SA                           | COPA HOLDINGS SA CL A                                       | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      7200 | NS      | $598824.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                  | APPLE INC                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    412132 | NS      | $53548310.76  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                           | ENTERGY CORP                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     32900 | NS      | $3701250.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                 | DIAGEO PLC SPON ADR                                         | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     54500 | NS      | $9711355.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| ELISA CORP                                 | ELISA CORP CL A                                             | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     29400 | NS      | $1556567.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                         | ANALOG DEVICES INC                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     38100 | NS      | $6249543.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                     | OLD REPUBLIC INTL CORP                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     55000 | NS      | $1328250.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                           | SOUTHERN CO                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    200800 | NS      | $14339128.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                             | MICROSOFT CORP                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    464318 | NS      | $111352742.76 | 5.78%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC | EXPEDITORS INTL OF WASH INC                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      2095 | NS      | $217712.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                          | LAM RESEARCH CORP                                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     10000 | NS      | $4203000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| S and P GLOBAL INC                         | S and P GLOBAL INC                                          | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       300 | NS      | $100482.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    170576 | NS      | $35438869.76  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | BRISTOL-MYERS SQUIBB CO                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    499100 | NS      | $35910245.00  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                             | US BANCORP DEL                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    267798 | NS      | $11678670.78  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                      | 3M CO                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     25400 | NS      | $3045968.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                          | ACUITY BRANDS INC                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35500 | NS      | $5879155.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | KIMBERLY CLARK CORP                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3200 | NS      | $434400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC               | STANLEY BLACK and DECKER INC                                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     13100 | NS      | $984072.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SANOFI                                     | SANOFI SPON ADR                                             | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     51200 | NS      | $2479616.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC              | HEALTHCARE SERVICES GROUP INC                               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    166300 | NS      | $1995600.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY INC                         | NEXTERA ENERGY INC                                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $652080.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                   | RELX PLC                                                    | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    220320 | NS      | $6091414.55   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| EDENRED                                    | EDENRED                                                     | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |    156600 | NS      | $8529140.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                 | INTUIT INC                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     28800 | NS      | $11209536.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                              | CME GROUP INC CL A                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1100 | NS      | $184976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                  | CHUBB LTD                                                   | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     28400 | NS      | $6265040.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                        | OTIS WORLDWIDE CORP                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     22643 | NS      | $1773173.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC              | ROBERT HALF INTERNATIONAL INC.                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2600 | NS      | $191958.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                 | FIRST QUANTUM MINERALS INC                                  | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    454900 | NS      | $9504520.68   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                               | COMERICA INC                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      9100 | NS      | $608335.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                      | GENERAL DYNAMICS CORPORATION                                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     34700 | NS      | $8609417.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                         | REGAL REXNORD CORP                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     30600 | NS      | $3671388.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC               | SPECTRUM BRANDS HOLDINGS INC                                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     35700 | NS      | $2174844.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                      | NXP SEMICONDUCTORS NV                                       | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     52000 | NS      | $8217560.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                             | PUBLIC STORAGE                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       700 | NS      | $196133.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                              | SEMPRA ENERGY                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     17900 | NS      | $2766266.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                 | CIGNA CORP                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     88390 | NS      | $29287142.60  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HLDG AG                             | SONOVA HLDG AG                                              | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |      6040 | NS      | $1432511.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                              | LOWES COS INC                                               | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     89617 | NS      | $17855291.08  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                               | GLENCORE PLC                                                | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |   1591800 | NS      | $10615152.55  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                         | VERTIV HOLDINGS CO                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    392200 | NS      | $5357452.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.               | RAYMOND JAMES FINANCIAL INC.                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     96550 | NS      | $10316367.50  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                | EQUIFAX INC                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     21300 | NS      | $4139868.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                         | CENOVUS ENERGY INC                                          | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   1345904 | NS      | $26112923.25  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHMORE GROUP PLC                          | ASHMORE GROUP LTD                                           | CUSIP: N/A<br>LEI: 549300U3L59WB4YI2X12       | Long             | EC               | CORP              | GB        |    314500 | NS      | $910234.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                 | INTEL CORP                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    128200 | NS      | $3388326.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORPORATION                      | OPEN TEXT CORPORATION                                       | CUSIP: 683715106<br>LEI: 549300UQROQS42RKHM85 | Long             | EC               | CORP              | CA        |     42600 | NS      | $1262268.83   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                | FASTENAL CO                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     32300 | NS      | $1528436.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                 | RAYTHEON TECHNOLOGIES CORP                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     46587 | NS      | $4701560.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | COLGATE-PALMOLIVE CO                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     16100 | NS      | $1268519.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                             | STARBUCKS CORP                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     36200 | NS      | $3591040.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                | HUBBELL INC                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     33179 | NS      | $7786447.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                          | TJX COMPANIES INC NEW                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      6200 | NS      | $493520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                | CUMMINS INC                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     14000 | NS      | $3392060.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                 | MARSH and MCLENNAN COS INC                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     40542 | NS      | $6708890.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE             | EXXON MOBIL CORP CALL 110 01/20/2023                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -728 | NC      | $-238420.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                  | HESS CORP                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    247700 | NS      | $35128814.00  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                              | PG and E CORP                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    274400 | NS      | $4461744.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                | TARGET CORP                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     25300 | NS      | $3770712.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG INDUSTRIES INC                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     14400 | NS      | $1810656.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                        | CHURCHILL DOWNS INC                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     27800 | NS      | $5877754.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | MICROCHIP TECHNOLOGY                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      5900 | NS      | $414475.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | MARVELL TECHNOLOGY INC                                      | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    180900 | NS      | $6700536.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD              | MARRIOTT INTERNATIONAL INC A                                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     28800 | NS      | $4288032.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                | WALMART INC                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     65400 | NS      | $9273066.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                       | ESTEE LAUDER COS INC CL A                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      4100 | NS      | $1017251.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                            | SONY GROUP CORP ADR                                         | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     31400 | NS      | $2395192.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (AO) CORP                            | SMITH (AO) CORP                                             | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     41900 | NS      | $2398356.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                          | M and T BANK CORP                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     29900 | NS      | $4337294.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                       | KEURIG DR PEPPER INC                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    246200 | NS      | $8779492.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                   | NIKE INC CL B                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     22100 | NS      | $2585921.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMENOS AG                                 | TEMENOS AG                                                  | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |     31440 | NS      | $1725264.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                | VIATRIS INC                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     22500 | NS      | $250425.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                        | AMADEUS IT GROUP SA                                         | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    142700 | NS      | $7402958.14   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | PHILIPS NV (KON) (NY REG) NEW YORK REGISTERED SHARES        | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    234927 | NS      | $3521555.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| TOURMALINE OIL CORP                        | TOURMALINE OIL CORP                                         | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |    224700 | NS      | $11337890.69  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC               | INTERPUBLIC GROUP OF COS INC                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    404600 | NS      | $13477226.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                  | AIRBUS SE                                                   | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     91000 | NS      | $10820127.73  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| KARDEX HOLDING AG                          | KARDEX AG REG                                               | CUSIP: N/A<br>LEI: 529900JKKMQ07D6QZ480       | Long             | EC               | CORP              | CH        |      1700 | NS      | $279457.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                               | FORTIVE CORP                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     67400 | NS      | $4330450.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                     | BOSTON SCIENTIFIC CORP                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    319400 | NS      | $14778638.00  | 0.77%             |  |  |  | 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        |    185138 | NS      | $9703082.58   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                        | CELLNEX TELECOM SAU                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    174800 | NS      | $5798334.96   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LILLY (ELI) and CO                         | LILLY (ELI) and CO                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     21000 | NS      | $7682640.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC | FIDELITY NATL INFORM SVCS INC                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    120000 | NS      | $8142000.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENNTAG SE                                | BRENNTAG SE                                                 | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |     19000 | NS      | $1211722.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                  | SAFRAN SA                                                   | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     31700 | NS      | $3970551.73   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA COLA CO                               | COCA COLA CO                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    352453 | NS      | $22419535.33  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                        | NORTHERN TRUST CORP                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    207545 | NS      | $18365657.05  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                       | FREEPORT MCMORAN INC                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    495600 | NS      | $18832800.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                           | RADIAN GROUP INC                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    170450 | NS      | $3250481.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                        | ABBOTT LABORATORIES                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      8300 | NS      | $911257.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                    | WESCO INTERNATIONAL INC                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      7000 | NS      | $876400.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                        | GENERAL ELECTRIC CO                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |   1132731 | NS      | $94911530.49  | 4.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                           | CROWN CASTLE INC                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     16900 | NS      | $2292316.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU AERO ENGINES AG                        | MTU AERO ENGINES AG                                         | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     13000 | NS      | $2813784.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                            | CATERPILLAR INC                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      9800 | NS      | $2347688.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC              | INTERCONTINENTAL EXCHANGE INC                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      3200 | NS      | $328288.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                | UNISYS CORP NEW                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    210696 | NS      | $1076656.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                             | WHIRLPOOL CORP                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      8100 | NS      | $1145826.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM INC                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    167561 | NS      | $18421656.34  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                           | COMCAST CORP CL A                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1014662 | NS      | $35482730.14  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP            | ENTERPRISE PRODS PARTNERS LP                                | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |     48600 | NS      | $1172232.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                 | ZOETIS INC CL A                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3500 | NS      | $512925.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                 | VERIZON COMMUNICATIONS INC                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    185480 | NS      | $7307912.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  88146970 | NS      | $88164598.97  | 4.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GRP CORP                      | WARNER MUSIC GRP CORP CL A                                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104300 | NS      | $3652586.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                              | MCKESSON CORP                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     67688 | NS      | $25391122.56  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE             | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC CALL 60 01/20/2023 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -169 | NC      | $-1690.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD            | TAIWAN SEMIC MFG CO LTD SP ADR                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     20100 | NS      | $1497249.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO CO PLC                             | PERRIGO CO PLC                                              | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     40300 | NS      | $1373827.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                      | GFL ENVIRONMENTAL INC                                       | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |    302900 | NS      | $8845395.86   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD            | BROOKFIELD ASSET MANAGEMENT LTD A                           | CUSIP: 113004105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     18973 | NS      | $543955.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GN GREAT NORDIC LTD                        | GN STORE NORDIC LTD                                         | CUSIP: N/A<br>LEI: 5493008U3H3W0NKPFL10       | Long             | EC               | CORP              | DK        |     12500 | NS      | $287452.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                           | EXXON MOBIL CORP                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1438600 | NS      | $158677580.00 | 8.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                               | DANAHER CORP                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     30500 | NS      | $8095310.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                           | IMPERIAL OIL LTD                                            | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |    226100 | NS      | $11012773.26  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                        | WILLIAMS-SONOMA INC                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2900 | NS      | $333268.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                            | BAKER HUGHES CO                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15100 | NS      | $445903.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OPTIONS EXCHANGE             | BORGWARNER INC CALL 45 01/20/2023                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      -167 | NC      | $-1252.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                  | CONSTELLATION ENERGY CORP                                   | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12333 | NS      | $1063227.93   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA AG (RUDOLPH DASSLER SPORT             | PUMA SE                                                     | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |     34702 | NS      | $2106221.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM HLDGS CORP                        | FUJIFILM HOLDINGS CORP                                      | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     16300 | NS      | $815023.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC          | HUNTINGTON INGALLS INDUSTRIES INC                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     25800 | NS      | $5951544.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                  | BOEING CO                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    154810 | NS      | $29489756.90  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                     | UCB SA                                                      | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     62300 | NS      | $4905645.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                   | CDW CORPORATION                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |     25300 | NS      | $4518074.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                  | UNITED PARCEL SERVICE INC CL B                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    161572 | NS      | $28087676.48  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC               | RITCHIE BROS AUCTIONEERS                                    | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      4000 | NS      | $231048.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                | GENPACT LTD                                                 | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    131700 | NS      | $6100344.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                    | GSK PLC SPONS ADR                                           | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    404235 | NS      | $14204817.90  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                    | BECTON DICKINSON and CO                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     25576 | NS      | $6503976.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                          | TRAVELERS COMPANIES INC                                     | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     18600 | NS      | $3487314.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REMY COINTREAU SA                          | REMY COINTREAU SA                                           | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |      9428 | NS      | $1590531.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                            | INTL BUS MACH CORP                                          | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     49700 | NS      | $7002233.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC             | ALLISON TRANSMISSION HLDGS INC                              | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     74000 | NS      | $3078400.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                             | MORGAN STANLEY                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     82283 | NS      | $6995700.66   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                           | PERNOD-RICARD                                               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     16000 | NS      | $3147122.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | GLOBAL PAYMENTS INC                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     31100 | NS      | $3088852.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                 | FEDEX CORP                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     29300 | NS      | $5074760.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD             | CANADIAN NATL RESOURCES LTD                                 | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    130700 | NS      | $7258000.74   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUIST FINANCIAL CORP                      | TRUIST FINL CORP                                            | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    352304 | NS      | $15159641.12  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                            | CVS HEALTH CORP                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    192964 | NS      | $17982315.16  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                     | LOUISIANA PACIFIC CORP                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7100 | NS      | $420320.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Securities Lending Cash Central Fund               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  28722787 | NS      | $28725659.74  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                     | SAP SE SPON ADR                                             | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |    144800 | NS      | $14941912.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| DISCOVER FINANCIAL SVS                     | DISCOVER FIN SVCS                                           | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     32200 | NS      | $3150126.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                      | APPLIED MATERIALS INC                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     40100 | NS      | $3904938.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA CORP                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     28500 | NS      | $4164990.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC               | ALIMENTATION COUCHE-TARD INC                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     11500 | NS      | $505354.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                      | JPMORGAN CHASE and CO                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    147832 | NS      | $19824271.20  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                             | MASTERCARD INC CL A                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     13300 | NS      | $4624809.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                   | BAYER AG                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     22633 | NS      | $1164922.86   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                         | WELLS FARGO and CO                                          | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2359279 | NS      | $97414629.91  | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                   | UNIVERSAL MUSIC GROUP NV                                    | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |    442600 | NS      | $10703258.63  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                      | DUPONT DE NEMOURS INC                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    162000 | NS      | $11118060.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                 | SYSCO CORP                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    180200 | NS      | $13776290.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                        | CARDINAL HEALTH INC                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    163500 | NS      | $12568245.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                              | DONALDSON CO INC                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    155200 | NS      | $9136624.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                | BANK OF AMERICA CORPORATION                                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   1620912 | NS      | $53684605.44  | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AENA SME SA                                | AENA SME SA                                                 | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |     12500 | NS      | $1566980.46   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | HUMANA INC                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      9300 | NS      | $4763367.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                            | BROOKFIELD CORP CL A                                        | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |     81145 | NS      | $2552821.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                             | FLOWSERVE CORP                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     85300 | NS      | $2617004.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UNITEDHEALTH GROUP INC                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     59900 | NS      | $31757782.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                | EXELON CORP                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     37000 | NS      | $1599510.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                   | SIMON PPTY GROUP INC - REIT                                 | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    101800 | NS      | $11959464.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                          | KOSMOS ENERGY LTD                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   1021328 | NS      | $6495646.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                           | ALTRIA GROUP INC                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    428285 | NS      | $19576907.35  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                   | SNAP INC CONV 0.125% 03/01/2028 144A                        | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2241000 | PA      | $1495867.50   | 0.08%             | 2028-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | AMERICAN TOWER CORP                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     42900 | NS      | $9088794.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                    | DSV A/S                                                     | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |     12300 | NS      | $1941462.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC TECHNOLOGY CO                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     29500 | NS      | $781750.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                        | JOHNSON and JOHNSON                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    154459 | NS      | $27285182.35  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                             | BORGWARNER INC                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    170280 | NS      | $6853770.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO               | AMERICAN FINL GROUP INC OHIO                                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     10500 | NS      | $1441440.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC         | JOHNSON CONTROLS INTERNATIONAL PLC                          | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    111600 | NS      | $7142400.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                    | ROCKWELL AUTOMATION INC                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      5100 | NS      | $1313607.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIROC AB                                  | EPIROC AB CL A                                              | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |      8400 | NS      | $152956.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                     | BOSTON SCIENTIFIC CORP SER A PC 5.5% 06/01/2023             | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     23900 | NS      | $2744973.65   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC             | PNC FINANCIAL SERVICES GRP INC                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    127372 | NS      | $20117133.68  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                             | DISNEY (WALT) CO                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    114700 | NS      | $9965136.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer