# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067527
**Filing Date:** 2023-3
**Character Count:** 351420
**Document Hash:** a3847200d1cf46b79afde11b89bb2681
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067527.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067527

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 23763631

**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:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Large Cap Value Index Fund (Series ID: S000054096)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000170037 | Fidelity Large Cap Value Index Fund | FLCOX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Large Cap Value Index Fund**

**January 31, 2023**

LC2-NPRT3-0423

1.9871051.106 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.7%** | &nbsp;&nbsp;**Common Stocks - 99.7%** | &nbsp;&nbsp;**Common Stocks - 99.7%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 7.9%  |  |  |
| Diversified Telecommunication Services - 1.7% |  |  |
| AT&T, Inc.  | 2147291 | 43740318 |
| Frontier Communications Parent, Inc. (a)(b) | 73345 | 2171745 |
| Lumen Technologies, Inc. (b) | 307730 | 1615583 |
| Verizon Communications, Inc.  | 1260551 | 52401105 |
|  |  | 99928751 |
| Entertainment - 2.1% |  |  |
| Activision Blizzard, Inc.  | 232903 | 17833383 |
| AMC Entertainment Holdings, Inc. Class A (a)(b) | 155092 | 829742 |
| Electronic Arts, Inc.  | 77891 | 10023014 |
| Liberty Media Corp. Liberty Formula One: |  |  |
|  Class A (a) | 5508  | 350749  |
|  Series C (a) | 53458  | 3784826  |
| Live Nation Entertainment, Inc. (a) | 23359 | 1880166 |
| Madison Square Garden Sports Corp.  | 2815 | 511880 |
| Netflix, Inc. (a) | 72078 | 25505521 |
| Playtika Holding Corp. (a) | 2522 | 26456 |
| Roku, Inc. Class A (a) | 26147 | 1503453 |
| Take-Two Interactive Software, Inc. (a) | 8428 | 954302 |
| The Walt Disney Co. (a) | 509848 | 55313410 |
| Warner Bros Discovery, Inc. (a) | 188023 | 2786501 |
|  |  | 121303403 |
| Interactive Media & Services - 2.2% |  |  |
| Alphabet, Inc.: |  |  |
|  Class A (a) | 234597  | 23187567  |
|  Class C (a) | 207924  | 20765370  |
| IAC, Inc. (a) | 23014 | 1300291 |
| Match Group, Inc. (a) | 5231 | 283102 |
| Meta Platforms, Inc. Class A (a) | 530629 | 79047802 |
| Pinterest, Inc. Class A (a) | 137651 | 3618845 |
| TripAdvisor, Inc. (a)(b) | 28001 | 652423 |
|  |  | 128855400 |
| Media - 1.4% |  |  |
| Altice U.S.A., Inc. Class A (a) | 62375 | 305638 |
| Cable One, Inc.  | 665 | 525270 |
| Comcast Corp. Class A  | 1286607 | 50627985 |
| DISH Network Corp. Class A (a) | 75046 | 1079912 |
| Fox Corp.: |  |  |
|  Class A  | 88995  | 3020490  |
|  Class B  | 42706  | 1353780  |
| Interpublic Group of Companies, Inc.  | 116251 | 4238511 |
| Liberty Broadband Corp.: |  |  |
|  Class A (a) | 2771  | 248337  |
|  Class C (a)(b) | 19132  | 1717671  |
| Liberty Media Corp. Liberty SiriusXM: |  |  |
|  Series A (a) | 16422  | 667062  |
|  Series C (a) | 33302  | 1342071  |
| News Corp.: |  |  |
|  Class A  | 113565  | 2300827  |
|  Class B  | 35668  | 729054  |
| Nexstar Broadcasting Group, Inc. Class A  | 9869 | 2020875 |
| Omnicom Group, Inc.  | 60962 | 5242122 |
| Paramount Global: |  |  |
|  Class A (b) | 3273  | 87225  |
|  Class B (b) | 172163  | 3987295  |
| Sirius XM Holdings, Inc. (b) | 210297 | 1217620 |
| The New York Times Co. Class A  | 48647 | 1694861 |
|  |  | 82406606 |
| Wireless Telecommunication Services - 0.5% |  |  |
| T-Mobile U.S., Inc. (a) | 178666 | 26676620 |
| TOTAL COMMUNICATION SERVICES |  | 459170780 |
| CONSUMER DISCRETIONARY - 6.3%  |  |  |
| Auto Components - 0.3% |  |  |
| Aptiv PLC (a) | 60676 | 6861849 |
| BorgWarner, Inc.  | 69922 | 3305912 |
| Gentex Corp.  | 70401 | 2077534 |
| Lear Corp.  | 17625 | 2569373 |
| QuantumScape Corp. Class A (a)(b) | 76939 | 654751 |
|  |  | 15469419 |
| Automobiles - 0.7% |  |  |
| Ford Motor Co.  | 1181855 | 15966861 |
| General Motors Co.  | 424865 | 16705692 |
| Harley-Davidson, Inc.  | 40297 | 1854871 |
| Lucid Group, Inc. Class A (a)(b) | 9490 | 110938 |
| Rivian Automotive, Inc. (a)(b) | 155689 | 3020367 |
| Thor Industries, Inc. (b) | 15464 | 1474183 |
|  |  | 39132912 |
| Distributors - 0.2% |  |  |
| Genuine Parts Co.  | 38227 | 6415255 |
| LKQ Corp.  | 74882 | 4415043 |
|  |  | 10830298 |
| Diversified Consumer Services - 0.1% |  |  |
| ADT, Inc.  | 62817 | 552161 |
| Bright Horizons Family Solutions, Inc. (a) | 12376 | 950229 |
| Grand Canyon Education, Inc. (a) | 9181 | 1070137 |
| H&R Block, Inc.  | 8148 | 317609 |
| Mister Car Wash, Inc. (a)(b) | 6750 | 69323 |
| Service Corp. International  | 44789 | 3321104 |
|  |  | 6280563 |
| Hotels, Restaurants & Leisure - 2.0% |  |  |
| ARAMARK Holdings Corp.  | 69423 | 3091406 |
| Boyd Gaming Corp.  | 22881 | 1425715 |
| Caesars Entertainment, Inc. (a) | 19313 | 1005435 |
| Carnival Corp. (a)(b) | 292216 | 3161777 |
| Darden Restaurants, Inc.  | 9897 | 1464459 |
| Domino's Pizza, Inc.  | 2844 | 1003932 |
| Hilton Worldwide Holdings, Inc.  | 22103 | 3206924 |
| Hyatt Hotels Corp. Class A (a) | 14175 | 1546776 |
| Las Vegas Sands Corp. (a) | 62131 | 3665729 |
| Marriott Vacations Worldwide Corp.  | 11195 | 1791648 |
| McDonald's Corp.  | 167782 | 44864907 |
| MGM Resorts International  | 96080 | 3978673 |
| Norwegian Cruise Line Holdings Ltd. (a)(b) | 115981 | 1764071 |
| Penn Entertainment, Inc. (a) | 46252 | 1639633 |
| Planet Fitness, Inc. (a) | 6602 | 558859 |
| Royal Caribbean Cruises Ltd. (a) | 65986 | 4285131 |
| Six Flags Entertainment Corp. (a) | 11137 | 299028 |
| Starbucks Corp.  | 220095 | 24021168 |
| Travel+Leisure Co.  | 6750 | 285998 |
| Vail Resorts, Inc.  | 656 | 172095 |
| Wyndham Hotels & Resorts, Inc.  | 7981 | 618607 |
| Wynn Resorts Ltd. (a) | 27284 | 2827714 |
| Yum! Brands, Inc.  | 74780 | 9759538 |
|  |  | 116439223 |
| Household Durables - 0.5% |  |  |
| D.R. Horton, Inc.  | 44994 | 4440458 |
| Garmin Ltd.  | 46187 | 4566971 |
| Leggett & Platt, Inc. (b) | 39849 | 1456879 |
| Lennar Corp.: |  |  |
|  Class A  | 75105  | 7690752  |
|  Class B  | 4464  | 385511  |
| Mohawk Industries, Inc. (a) | 15753 | 1891305 |
| Newell Brands, Inc.  | 113073 | 1804645 |
| NVR, Inc. (a) | 244 | 1285880 |
| PulteGroup, Inc.  | 41342 | 2351946 |
| Tempur Sealy International, Inc.  | 50326 | 2050785 |
| Toll Brothers, Inc.  | 15354 | 913409 |
| TopBuild Corp. (a) | 1496 | 299290 |
| Whirlpool Corp.  | 15973 | 2485239 |
|  |  | 31623070 |
| Internet & Direct Marketing Retail - 0.2% |  |  |
| Doordash, Inc. (a)(b) | 8570 | 496374 |
| eBay, Inc.  | 141557 | 7007072 |
| Lyft, Inc. (a) | 19070 | 309888 |
| Uber Technologies, Inc. (a) | 77105 | 2384858 |
| Wayfair LLC Class A (a)(b) | 8659 | 523870 |
|  |  | 10722062 |
| Leisure Products - 0.1% |  |  |
| Brunswick Corp.  | 17878 | 1507652 |
| Hasbro, Inc.  | 39363 | 2329109 |
| Mattel, Inc. (a) | 54553 | 1116154 |
| Peloton Interactive, Inc. Class A (a)(b) | 92339 | 1193943 |
| Polaris, Inc.  | 4252 | 488300 |
|  |  | 6635158 |
| Multiline Retail - 0.4% |  |  |
| Dollar Tree, Inc. (a) | 43929 | 6597257 |
| Kohl's Corp.  | 34773 | 1125602 |
| Macy's, Inc.  | 80704 | 1907036 |
| Nordstrom, Inc. (b) | 4946 | 96645 |
| Ollie's Bargain Outlet Holdings, Inc. (a) | 17748 | 971880 |
| Target Corp.  | 62357 | 10734134 |
|  |  | 21432554 |
| Specialty Retail - 1.5% |  |  |
| Advance Auto Parts, Inc.  | 16579 | 2524650 |
| AutoNation, Inc. (a) | 10097 | 1279492 |
| AutoZone, Inc. (a) | 522 | 1273080 |
| Bath & Body Works, Inc.  | 68534 | 3153249 |
| Best Buy Co., Inc.  | 41367 | 3670080 |
| Burlington Stores, Inc. (a) | 1245 | 286138 |
| CarMax, Inc. (a)(b) | 41808 | 2945374 |
| Dick's Sporting Goods, Inc.  | 15922 | 2081961 |
| GameStop Corp. Class A (b) | 80408 | 1758523 |
| Gap, Inc. (b) | 58384 | 792271 |
| Leslie's, Inc. (a)(b) | 5127 | 79417 |
| Lithia Motors, Inc. Class A (sub. vtg.) (b) | 8121 | 2137447 |
| Lowe's Companies, Inc.  | 25513 | 5313082 |
| O'Reilly Automotive, Inc. (a) | 11000 | 8715850 |
| Penske Automotive Group, Inc.  | 7728 | 987793 |
| Petco Health & Wellness Co., Inc. (a)(b) | 24219 | 283120 |
| RH (a) | 3564 | 1111932 |
| Ross Stores, Inc.  | 58843 | 6954654 |
| The Home Depot, Inc.  | 130152 | 42191374 |
| Victoria's Secret & Co. (a) | 6960 | 293364 |
| Williams-Sonoma, Inc.  | 4170 | 562700 |
|  |  | 88395551 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |
| Capri Holdings Ltd. (a) | 37615 | 2501021 |
| Carter's, Inc. (b) | 11178 | 931910 |
| Columbia Sportswear Co.  | 10790 | 1034761 |
| Deckers Outdoor Corp. (a) | 918 | 392427 |
| Hanesbrands, Inc.  | 104506 | 882031 |
| PVH Corp.  | 19430 | 1746757 |
| Ralph Lauren Corp.  | 12143 | 1503911 |
| Skechers U.S.A., Inc. Class A (sub. vtg.) (a) | 34023 | 1638207 |
| Tapestry, Inc.  | 62744 | 2859244 |
| Under Armour, Inc.: |  |  |
|  Class A (sub. vtg.) (a) | 56207  | 696405  |
|  Class C (non-vtg.) (a) | 59366  | 647089  |
| VF Corp.  | 104739 | 3240625 |
|  |  | 18074388 |
| TOTAL CONSUMER DISCRETIONARY |  | 365035198 |
| CONSUMER STAPLES - 6.9%  |  |  |
| Beverages - 0.9% |  |  |
| Boston Beer Co., Inc. Class A (a)(b) | 149 | 57903 |
| Brown-Forman Corp.: |  |  |
|  Class A  | 5363  | 356640  |
|  Class B (non-vtg.)  | 22906  | 1525081  |
| Constellation Brands, Inc. Class A (sub. vtg.)  | 45409 | 10513092 |
| Keurig Dr. Pepper, Inc.  | 256993 | 9066713 |
| Molson Coors Beverage Co. Class B  | 52431 | 2756822 |
| Monster Beverage Corp. (a) | 8242 | 857827 |
| PepsiCo, Inc.  | 64266 | 10990771 |
| The Coca-Cola Co.  | 292757 | 17951859 |
|  |  | 54076708 |
| Food & Staples Retailing - 1.5% |  |  |
| Albertsons Companies, Inc.  | 50411 | 1068713 |
| BJ's Wholesale Club Holdings, Inc. (a) | 14814 | 1073571 |
| Casey's General Stores, Inc.  | 11101 | 2618837 |
| Grocery Outlet Holding Corp. (a) | 24522 | 745224 |
| Kroger Co.  | 196486 | 8769170 |
| Performance Food Group Co. (a) | 31469 | 1929679 |
| U.S. Foods Holding Corp. (a) | 60436 | 2304425 |
| Walgreens Boots Alliance, Inc.  | 214993 | 7924642 |
| Walmart, Inc.  | 426294 | 61330918 |
|  |  | 87765179 |
| Food Products - 1.9% |  |  |
| Archer Daniels Midland Co.  | 163899 | 13579032 |
| Bunge Ltd.  | 41441 | 4106803 |
| Campbell Soup Co.  | 58070 | 3015575 |
| Conagra Brands, Inc.  | 141034 | 5245054 |
| Darling Ingredients, Inc. (a) | 44618 | 2957727 |
| Flowers Foods, Inc.  | 56142 | 1554572 |
| Freshpet, Inc. (a)(b) | 5977 | 378523 |
| General Mills, Inc.  | 178618 | 13996506 |
| Hormel Foods Corp.  | 85894 | 3891857 |
| Ingredion, Inc.  | 19630 | 2017964 |
| Kellogg Co.  | 34528 | 2367930 |
| McCormick & Co., Inc. (non-vtg.)  | 75107 | 5642038 |
| Mondelez International, Inc.  | 408895 | 26758089 |
| Pilgrim's Pride Corp. (a) | 6615 | 160612 |
| Post Holdings, Inc. (a) | 16383 | 1555566 |
| Seaboard Corp.  | 76 | 297958 |
| The Hershey Co.  | 5818 | 1306723 |
| The J.M. Smucker Co.  | 30886 | 4719381 |
| The Kraft Heinz Co.  | 209445 | 8488806 |
| Tyson Foods, Inc. Class A  | 85355 | 5612091 |
|  |  | 107652807 |
| Household Products - 1.3% |  |  |
| Church & Dwight Co., Inc.  | 39792 | 3217581 |
| Colgate-Palmolive Co.  | 95574 | 7123130 |
| Kimberly-Clark Corp.  | 41048 | 5336650 |
| Procter & Gamble Co.  | 406366 | 57858391 |
| Reynolds Consumer Products, Inc.  | 16359 | 487007 |
| Spectrum Brands Holdings, Inc.  | 11958 | 811709 |
| The Clorox Co.  | 6319 | 914296 |
|  |  | 75748764 |
| Personal Products - 0.0% |  |  |
| Coty, Inc. Class A (a) | 105287 | 1048659 |
| Tobacco - 1.3% |  |  |
| Altria Group, Inc.  | 537666 | 24216477 |
| Philip Morris International, Inc.  | 464733 | 48443768 |
|  |  | 72660245 |
| TOTAL CONSUMER STAPLES |  | 398952362 |
| ENERGY - 8.2%  |  |  |
| Energy Equipment & Services - 0.7% |  |  |
| Baker Hughes Co. Class A  | 282195 | 8956869 |
| Halliburton Co.  | 147254 | 6069810 |
| NOV, Inc.  | 117234 | 2865199 |
| Schlumberger Ltd.  | 423567 | 24134848 |
|  |  | 42026726 |
| Oil, Gas & Consumable Fuels - 7.5% |  |  |
| Antero Midstream GP LP  | 100703 | 1097663 |
| Antero Resources Corp. (a) | 29675 | 855827 |
| APA Corp.  | 95972 | 4254439 |
| Cheniere Energy, Inc.  | 31699 | 4843290 |
| Chesapeake Energy Corp.  | 36277 | 3145941 |
| Chevron Corp.  | 580045 | 100939431 |
| ConocoPhillips Co.  | 373821 | 45557565 |
| Coterra Energy, Inc.  | 196805 | 4926029 |
| Devon Energy Corp.  | 99591 | 6298135 |
| Diamondback Energy, Inc.  | 22568 | 3297636 |
| DT Midstream, Inc.  | 29028 | 1586670 |
| EOG Resources, Inc.  | 47175 | 6238894 |
| EQT Corp.  | 110402 | 3606833 |
| Exxon Mobil Corp.  | 1235948 | 143382327 |
| Hess Corp.  | 18306 | 2748829 |
| HF Sinclair Corp.  | 40409 | 2299272 |
| Kinder Morgan, Inc.  | 595556 | 10898675 |
| Marathon Oil Corp.  | 189661 | 5209988 |
| Marathon Petroleum Corp.  | 140297 | 18030970 |
| Occidental Petroleum Corp.  | 41403 | 2682500 |
| ONEOK, Inc.  | 118139 | 8090159 |
| Ovintiv, Inc.  | 21473 | 1057116 |
| PDC Energy, Inc.  | 12224 | 827932 |
| Phillips 66 Co.  | 141669 | 14205151 |
| Pioneer Natural Resources Co.  | 32063 | 7385712 |
| Range Resources Corp.  | 24066 | 602131 |
| Southwestern Energy Co. (a)(b) | 306160 | 1690003 |
| The Williams Companies, Inc.  | 365008 | 11767858 |
| Valero Energy Corp.  | 115319 | 16148120 |
| Vitesse Energy, Inc. (a)(b) | 7061 | 112694 |
|  |  | 433787790 |
| TOTAL ENERGY |  | 475814516 |
| FINANCIALS - 20.5%  |  |  |
| Banks - 7.5% |  |  |
| Bank of America Corp.  | 2106423 | 74735888 |
| Bank of Hawaii Corp. (b) | 11848 | 906254 |
| Bank OZK (b) | 33499 | 1529899 |
| BOK Financial Corp.  | 8700 | 874350 |
| Citigroup, Inc.  | 580549 | 30316269 |
| Citizens Financial Group, Inc.  | 146286 | 6337110 |
| Comerica, Inc.  | 39128 | 2868474 |
| Commerce Bancshares, Inc.  | 34052 | 2266501 |
| Cullen/Frost Bankers, Inc.  | 17471 | 2276122 |
| East West Bancorp, Inc.  | 42354 | 3325636 |
| Fifth Third Bancorp  | 204134 | 7408023 |
| First Citizens Bancshares, Inc.  | 2478 | 1927091 |
| First Hawaiian, Inc.  | 38261 | 1049882 |
| First Horizon National Corp.  | 158540 | 3920694 |
| First Republic Bank  | 54478 | 7674861 |
| FNB Corp., Pennsylvania  | 104528 | 1491615 |
| Huntington Bancshares, Inc.  | 429984 | 6522857 |
| JPMorgan Chase & Co.  | 874796 | 122436448 |
| KeyCorp  | 278380 | 5342112 |
| M&T Bank Corp.  | 51513 | 8036028 |
| PacWest Bancorp  | 34851 | 963979 |
| Pinnacle Financial Partners, Inc.  | 22446 | 1767174 |
| PNC Financial Services Group, Inc.  | 120725 | 19971537 |
| Popular, Inc.  | 21337 | 1464572 |
| Prosperity Bancshares, Inc.  | 26226 | 1989504 |
| Regions Financial Corp.  | 280039 | 6592118 |
| Signature Bank  | 17612 | 2271067 |
| SVB Financial Group (a) | 6364 | 1924728 |
| Synovus Financial Corp.  | 43115 | 1808674 |
| Truist Financial Corp.  | 398642 | 19688928 |
| U.S. Bancorp  | 402421 | 20040566 |
| Umpqua Holdings Corp.  | 64708 | 1177686 |
| Webster Financial Corp.  | 51760 | 2725164 |
| Wells Fargo & Co.  | 1137428 | 53311250 |
| Western Alliance Bancorp.  | 12307 | 927579 |
| Wintrust Financial Corp.  | 17946 | 1641521 |
| Zions Bancorp NA  | 44093 | 2343984 |
|  |  | 431856145 |
| Capital Markets - 5.0% |  |  |
| Affiliated Managers Group, Inc.  | 11194 | 1933652 |
| Ameriprise Financial, Inc.  | 11529 | 4036533 |
| Bank of New York Mellon Corp.  | 220126 | 11131772 |
| BlackRock, Inc. Class A  | 45002 | 34165968 |
| Carlyle Group LP  | 62005 | 2230320 |
| Cboe Global Markets, Inc.  | 31717 | 3897385 |
| Charles Schwab Corp.  | 202854 | 15704957 |
| CME Group, Inc.  | 107551 | 18999960 |
| Coinbase Global, Inc. (a)(b) | 47833 | 2797274 |
| Evercore, Inc. Class A  | 10917 | 1417136 |
| Franklin Resources, Inc.  | 85465 | 2666508 |
| Goldman Sachs Group, Inc.  | 98367 | 35983632 |
| Interactive Brokers Group, Inc.  | 27812 | 2223291 |
| Intercontinental Exchange, Inc.  | 165473 | 17796621 |
| Invesco Ltd.  | 111825 | 2069881 |
| Janus Henderson Group PLC  | 40736 | 1055877 |
| Jefferies Financial Group, Inc.  | 59996 | 2356643 |
| KKR & Co. LP  | 171370 | 9564160 |
| Lazard Ltd. Class A  | 24813 | 994505 |
| Moody's Corp.  | 2736 | 883044 |
| Morgan Stanley  | 369741 | 35986892 |
| Morningstar, Inc.  | 705 | 171230 |
| MSCI, Inc.  | 5748 | 3055407 |
| NASDAQ, Inc.  | 103016 | 6200533 |
| Northern Trust Corp.  | 61583 | 5971704 |
| Raymond James Financial, Inc.  | 53645 | 6049547 |
| Robinhood Markets, Inc. (a)(b) | 168321 | 1752222 |
| S&P Global, Inc.  | 97638 | 36608392 |
| SEI Investments Co.  | 30799 | 1922782 |
| State Street Corp.  | 109932 | 10040090 |
| Stifel Financial Corp.  | 30941 | 2085733 |
| T. Rowe Price Group, Inc.  | 65923 | 7678052 |
| Tradeweb Markets, Inc. Class A  | 11887 | 886057 |
| Virtu Financial, Inc. Class A  | 28370 | 547825 |
|  |  | 290865585 |
| Consumer Finance - 1.1% |  |  |
| Ally Financial, Inc.  | 89380 | 2903956 |
| American Express Co.  | 169179 | 29594482 |
| Capital One Financial Corp.  | 114113 | 13579447 |
| Credit Acceptance Corp. (a)(b) | 1813 | 838766 |
| Discover Financial Services  | 81757 | 9543495 |
| OneMain Holdings, Inc.  | 34370 | 1482722 |
| SLM Corp.  | 74933 | 1316573 |
| SoFi Technologies, Inc. (a)(b) | 241265 | 1671966 |
| Synchrony Financial  | 134507 | 4940442 |
| Upstart Holdings, Inc. (a)(b) | 17179 | 320904 |
|  |  | 66192753 |
| Diversified Financial Services - 3.1% |  |  |
| Apollo Global Management, Inc.  | 34475 | 2440141 |
| Berkshire Hathaway, Inc. Class B (a) | 541085 | 168558793 |
| Corebridge Financial, Inc.  | 24140 | 525286 |
| Equitable Holdings, Inc.  | 110396 | 3540400 |
| Voya Financial, Inc.  | 29150 | 2033796 |
|  |  | 177098416 |
| Insurance - 3.6% |  |  |
| AFLAC, Inc.  | 184780 | 13581330 |
| Allstate Corp.  | 79208 | 10175852 |
| American Financial Group, Inc.  | 20154 | 2873759 |
| American International Group, Inc.  | 222808 | 14085922 |
| Aon PLC  | 3563 | 1135457 |
| Arch Capital Group Ltd. (a) | 71631 | 4609455 |
| Arthur J. Gallagher & Co.  | 55235 | 10810594 |
| Assurant, Inc.  | 14966 | 1984342 |
| Assured Guaranty Ltd.  | 17249 | 1079787 |
| Axis Capital Holdings Ltd.  | 23323 | 1459320 |
| Brighthouse Financial, Inc. (a) | 20550 | 1156349 |
| Brown & Brown, Inc.  | 65433 | 3831756 |
| Chubb Ltd.  | 124639 | 28354126 |
| Cincinnati Financial Corp.  | 45929 | 5196866 |
| CNA Financial Corp.  | 8218 | 357976 |
| Erie Indemnity Co. Class A  | 1944 | 475016 |
| Everest Re Group Ltd.  | 8055 | 2816753 |
| F&G Annuities & Life, Inc.  | 5354 | 114897 |
| Fidelity National Financial, Inc.  | 77805 | 3425754 |
| First American Financial Corp.  | 30212 | 1869216 |
| Globe Life, Inc.  | 26789 | 3237451 |
| Hanover Insurance Group, Inc.  | 10607 | 1427490 |
| Hartford Financial Services Group, Inc.  | 95130 | 7383039 |
| Kemper Corp.  | 19025 | 1117338 |
| Lincoln National Corp.  | 40290 | 1427475 |
| Loews Corp.  | 58852 | 3618221 |
| Markel Corp. (a) | 3086 | 4348112 |
| Marsh & McLennan Companies, Inc.  | 15892 | 2779670 |
| MetLife, Inc.  | 198083 | 14464021 |
| Old Republic International Corp.  | 83633 | 2207075 |
| Primerica, Inc.  | 10980 | 1776015 |
| Principal Financial Group, Inc.  | 72546 | 6714132 |
| Progressive Corp.  | 22761 | 3103462 |
| Prudential Financial, Inc.  | 110349 | 11580024 |
| Reinsurance Group of America, Inc.  | 20015 | 3037677 |
| RenaissanceRe Holdings Ltd.  | 5840 | 1142830 |
| The Travelers Companies, Inc.  | 70134 | 13404010 |
| Unum Group  | 59354 | 2494649 |
| W.R. Berkley Corp.  | 61674 | 4325814 |
| White Mountains Insurance Group Ltd.  | 749 | 1144442 |
| Willis Towers Watson PLC  | 32255 | 8198898 |
|  |  | 208326372 |
| Mortgage Real Estate Investment Trusts - 0.1% |  |  |
| AGNC Investment Corp.  | 170841 | 1981756 |
| Annaly Capital Management, Inc.  | 140010 | 3286035 |
| Rithm Capital Corp.  | 129652 | 1220025 |
| Starwood Property Trust, Inc.  | 87500 | 1827875 |
|  |  | 8315691 |
| Thrifts & Mortgage Finance - 0.1% |  |  |
| MGIC Investment Corp.  | 88473 | 1249239 |
| New York Community Bancorp, Inc.  | 200486 | 2002855 |
| Rocket Companies, Inc. (b) | 15232 | 143333 |
| TFS Financial Corp. (b) | 14901 | 212339 |
| UWM Holdings Corp. Class A (b) | 2410 | 11038 |
|  |  | 3618804 |
| TOTAL FINANCIALS |  | 1186273766 |
| HEALTH CARE - 16.3%  |  |  |
| Biotechnology - 1.8% |  |  |
| Amgen, Inc.  | 25625 | 6467750 |
| Biogen, Inc. (a) | 42955 | 12495610 |
| BioMarin Pharmaceutical, Inc. (a) | 55289 | 6377586 |
| Exact Sciences Corp. (a)(b) | 42886 | 2895663 |
| Exelixis, Inc. (a) | 12810 | 225712 |
| Gilead Sciences, Inc.  | 376480 | 31601731 |
| Horizon Therapeutics PLC (a) | 4621 | 507016 |
| Incyte Corp. (a) | 7409 | 630802 |
| Ionis Pharmaceuticals, Inc. (a) | 3472 | 138429 |
| Mirati Therapeutics, Inc. (a) | 13321 | 711475 |
| Moderna, Inc. (a) | 93534 | 16467596 |
| Natera, Inc. (a) | 2049 | 87964 |
| Regeneron Pharmaceuticals, Inc. (a) | 26547 | 20135103 |
| Repligen Corp. (a) | 4776 | 884993 |
| Ultragenyx Pharmaceutical, Inc. (a) | 4389 | 198953 |
| United Therapeutics Corp. (a) | 13362 | 3516478 |
| Vertex Pharmaceuticals, Inc. (a) | 4294 | 1387391 |
|  |  | 104730252 |
| Health Care Equipment & Supplies - 3.3% |  |  |
| Abbott Laboratories  | 446391 | 49348525 |
| Align Technology, Inc. (a) | 5875 | 1584664 |
| Baxter International, Inc.  | 127320 | 5817251 |
| Becton, Dickinson & Co.  | 85151 | 21476785 |
| Boston Scientific Corp. (a) | 427901 | 19790421 |
| Dentsply Sirona, Inc.  | 64175 | 2363565 |
| Enovis Corp. (a) | 15177 | 955392 |
| Envista Holdings Corp. (a) | 48748 | 1900685 |
| GE HealthCare Technologies, Inc. (a) | 103343 | 7184405 |
| Globus Medical, Inc. (a) | 21340 | 1611170 |
| Hologic, Inc. (a) | 73698 | 5996806 |
| ICU Medical, Inc. (a)(b) | 4923 | 951271 |
| Integra LifeSciences Holdings Corp. (a) | 21688 | 1242722 |
| Intuitive Surgical, Inc. (a) | 8344 | 2050037 |
| Masimo Corp. (a) | 3355 | 570618 |
| Medtronic PLC  | 400858 | 33547806 |
| QuidelOrtho Corp. (a) | 14602 | 1250077 |
| STERIS PLC  | 29898 | 6174236 |
| Stryker Corp.  | 48993 | 12434913 |
| Tandem Diabetes Care, Inc. (a) | 1270 | 51740 |
| Teleflex, Inc.  | 14055 | 3421268 |
| The Cooper Companies, Inc.  | 14554 | 5078327 |
| Zimmer Biomet Holdings, Inc.  | 62860 | 8004592 |
|  |  | 192807276 |
| Health Care Providers & Services - 3.1% |  |  |
| Acadia Healthcare Co., Inc. (a) | 26669 | 2240729 |
| agilon health, Inc. (a)(b) | 3739 | 81361 |
| Amedisys, Inc. (a) | 9592 | 927163 |
| Cardinal Health, Inc.  | 78507 | 6064666 |
| Centene Corp. (a) | 170383 | 12990000 |
| Chemed Corp.  | 2818 | 1423485 |
| Cigna Corp.  | 75496 | 23907318 |
| CVS Health Corp.  | 393135 | 34682370 |
| Elevance Health, Inc.  | 50317 | 25157997 |
| Encompass Health Corp.  | 29326 | 1831409 |
| Enhabit Home Health & Hospice (a) | 14547 | 223442 |
| HCA Holdings, Inc.  | 60751 | 15495758 |
| Henry Schein, Inc. (a) | 40498 | 3488903 |
| Humana, Inc.  | 11145 | 5702897 |
| Laboratory Corp. of America Holdings  | 26531 | 6688996 |
| McKesson Corp.  | 34201 | 12951235 |
| Molina Healthcare, Inc. (a) | 3843 | 1198363 |
| Oak Street Health, Inc. (a) | 34897 | 1014107 |
| Premier, Inc.  | 35262 | 1176340 |
| Quest Diagnostics, Inc.  | 34007 | 5049359 |
| Signify Health, Inc. (a)(b) | 22980 | 654011 |
| Tenet Healthcare Corp. (a) | 31831 | 1745930 |
| UnitedHealth Group, Inc.  | 25248 | 12603549 |
| Universal Health Services, Inc. Class B  | 18584 | 2754335 |
|  |  | 180053723 |
| Health Care Technology - 0.0% |  |  |
| Certara, Inc. (a) | 12310 | 238814 |
| Definitive Healthcare Corp. (a)(b) | 5076 | 62841 |
| Doximity, Inc. (a)(b) | 17948 | 633026 |
| Teladoc Health, Inc. (a)(b) | 43481 | 1278341 |
|  |  | 2213022 |
| Life Sciences Tools & Services - 2.3% |  |  |
| 10X Genomics, Inc. (a)(b) | 2834 | 132716 |
| Agilent Technologies, Inc.  | 9045 | 1375564 |
| Avantor, Inc. (a) | 12886 | 307975 |
| Azenta, Inc. (a) | 22204 | 1241204 |
| Bio-Rad Laboratories, Inc. Class A (a) | 6404 | 2993614 |
| Charles River Laboratories International, Inc. (a) | 1006 | 244710 |
| Danaher Corp.  | 180943 | 47837710 |
| Illumina, Inc. (a) | 47104 | 10089677 |
| PerkinElmer, Inc.  | 37788 | 5196984 |
| QIAGEN NV (a) | 67954 | 3329746 |
| Syneos Health, Inc. (a) | 25342 | 910285 |
| Thermo Fisher Scientific, Inc.  | 103032 | 58762241 |
|  |  | 132422426 |
| Pharmaceuticals - 5.8% |  |  |
| Bristol-Myers Squibb Co.  | 638734 | 46404025 |
| Catalent, Inc. (a) | 36501 | 1954629 |
| Elanco Animal Health, Inc. (a) | 133359 | 1831019 |
| Eli Lilly & Co.  | 47003 | 16176082 |
| Jazz Pharmaceuticals PLC (a) | 18439 | 2888654 |
| Johnson & Johnson  | 789317 | 128990184 |
| Merck & Co., Inc.  | 440808 | 47347187 |
| Organon & Co.  | 76116 | 2293375 |
| Perrigo Co. PLC  | 40223 | 1505145 |
| Pfizer, Inc.  | 1695107 | 74855925 |
| Royalty Pharma PLC  | 111429 | 4366903 |
| Viatris, Inc.  | 363031 | 4414457 |
|  |  | 333027585 |
| TOTAL HEALTH CARE |  | 945254284 |
| INDUSTRIALS - 10.4%  |  |  |
| Aerospace & Defense - 2.4% |  |  |
| Axon Enterprise, Inc. (a) | 4579 | 894920 |
| BWX Technologies, Inc.  | 16691 | 1015814 |
| Curtiss-Wright Corp.  | 11466 | 1901063 |
| General Dynamics Corp.  | 72941 | 16999629 |
| HEICO Corp. (b) | 859 | 146846 |
| HEICO Corp. Class A  | 1493 | 199584 |
| Hexcel Corp.  | 25091 | 1770923 |
| Howmet Aerospace, Inc.  | 100262 | 4079661 |
| Huntington Ingalls Industries, Inc.  | 9195 | 2027865 |
| L3Harris Technologies, Inc.  | 56948 | 12233569 |
| Mercury Systems, Inc. (a) | 14770 | 738278 |
| Northrop Grumman Corp.  | 38765 | 17368271 |
| Raytheon Technologies Corp.  | 440826 | 44016476 |
| Spirit AeroSystems Holdings, Inc. Class A  | 1651 | 59684 |
| Textron, Inc.  | 62460 | 4550211 |
| The Boeing Co. (a) | 113232 | 24118416 |
| TransDigm Group, Inc.  | 9432 | 6769818 |
| Woodward, Inc.  | 17624 | 1802230 |
|  |  | 140693258 |
| Air Freight & Logistics - 0.5% |  |  |
| C.H. Robinson Worldwide, Inc.  | 25417 | 2546021 |
| Expeditors International of Washington, Inc.  | 32841 | 3551754 |
| FedEx Corp.  | 71984 | 13954818 |
| GXO Logistics, Inc. (a) | 28184 | 1474869 |
| United Parcel Service, Inc. Class B  | 23810 | 4410326 |
|  |  | 25937788 |
| Airlines - 0.3% |  |  |
| Alaska Air Group, Inc. (a) | 37035 | 1901377 |
| American Airlines Group, Inc. (a) | 193419 | 3121783 |
| Copa Holdings SA Class A (a) | 8605 | 792348 |
| JetBlue Airways Corp. (a) | 96228 | 769824 |
| Southwest Airlines Co.  | 177429 | 6346635 |
| United Airlines Holdings, Inc. (a) | 97712 | 4783980 |
|  |  | 17715947 |
| Building Products - 0.9% |  |  |
| A.O. Smith Corp.  | 28442 | 1925523 |
| Allegion PLC  | 5476 | 643704 |
| Armstrong World Industries, Inc.  | 5696 | 440927 |
| Builders FirstSource, Inc. (a) | 43560 | 3471732 |
| Carlisle Companies, Inc.  | 2427 | 608837 |
| Carrier Global Corp.  | 250432 | 11402169 |
| Fortune Brands Home & Security, Inc.  | 25321 | 1633458 |
| Hayward Holdings, Inc. (a)(b) | 20217 | 272727 |
| Johnson Controls International PLC  | 206420 | 14360639 |
| Lennox International, Inc.  | 9568 | 2493612 |
| Masco Corp.  | 63972 | 3403310 |
| MasterBrand, Inc. (a) | 25355 | 233266 |
| Owens Corning  | 27938 | 2700208 |
| The AZEK Co., Inc. (a)(b) | 33382 | 805508 |
| Trane Technologies PLC  | 28848 | 5167254 |
|  |  | 49562874 |
| Commercial Services & Supplies - 0.3% |  |  |
| Cintas Corp.  | 1740 | 772108 |
| Clean Harbors, Inc. (a) | 15264 | 1988899 |
| Driven Brands Holdings, Inc. (a) | 17647 | 515116 |
| IAA, Inc. (a) | 6874 | 286852 |
| MSA Safety, Inc.  | 6793 | 926497 |
| Republic Services, Inc.  | 57836 | 7219090 |
| Rollins, Inc.  | 5144 | 187242 |
| Stericycle, Inc. (a)(b) | 27447 | 1476923 |
| Tetra Tech, Inc.  | 9281 | 1443381 |
| Waste Management, Inc.  | 7752 | 1199467 |
|  |  | 16015575 |
| Construction & Engineering - 0.2% |  |  |
| AECOM  | 37041 | 3232568 |
| MasTec, Inc. (a) | 18257 | 1793385 |
| MDU Resources Group, Inc.  | 60506 | 1870240 |
| Quanta Services, Inc.  | 19352 | 2945181 |
| Valmont Industries, Inc.  | 5418 | 1786477 |
| Willscot Mobile Mini Holdings (a) | 28507 | 1381449 |
|  |  | 13009300 |
| Electrical Equipment - 1.0% |  |  |
| Acuity Brands, Inc.  | 9601 | 1809981 |
| AMETEK, Inc.  | 69044 | 10005856 |
| Eaton Corp. PLC  | 119694 | 19415564 |
| Emerson Electric Co.  | 120577 | 10878457 |
| Hubbell, Inc. Class B  | 16041 | 3671945 |
| nVent Electric PLC  | 49476 | 1966671 |
| Plug Power, Inc. (a)(b) | 78239 | 1331628 |
| Regal Rexnord Corp.  | 19817 | 2758526 |
| Rockwell Automation, Inc.  | 11185 | 3154506 |
| Sensata Technologies, Inc. PLC  | 45293 | 2303149 |
| Sunrun, Inc. (a) | 62381 | 1639373 |
| Vertiv Holdings Co.  | 76549 | 1088527 |
|  |  | 60024183 |
| Industrial Conglomerates - 1.3% |  |  |
| 3M Co.  | 165318 | 19024795 |
| General Electric Co.  | 310027 | 24950973 |
| Honeywell International, Inc.  | 142697 | 29749471 |
|  |  | 73725239 |
| Machinery - 2.0% |  |  |
| AGCO Corp.  | 16137 | 2229004 |
| Allison Transmission Holdings, Inc.  | 5808 | 261825 |
| Caterpillar, Inc.  | 20133 | 5079355 |
| Crane Holdings Co.  | 14088 | 1632940 |
| Cummins, Inc.  | 42234 | 10539072 |
| Donaldson Co., Inc.  | 30734 | 1916265 |
| Dover Corp.  | 41967 | 6371850 |
| ESAB Corp.  | 15206 | 879059 |
| Flowserve Corp.  | 38992 | 1342105 |
| Fortive Corp.  | 106093 | 7217507 |
| Gates Industrial Corp. PLC (a) | 32168 | 424939 |
| Graco, Inc.  | 15789 | 1078704 |
| IDEX Corp.  | 18708 | 4483933 |
| Illinois Tool Works, Inc.  | 9255 | 2184550 |
| Ingersoll Rand, Inc.  | 121703 | 6815368 |
| ITT, Inc.  | 24999 | 2289658 |
| Middleby Corp. (a) | 14910 | 2317760 |
| Nordson Corp.  | 13124 | 3193069 |
| Oshkosh Corp.  | 19667 | 1982040 |
| Otis Worldwide Corp.  | 109691 | 9019891 |
| PACCAR, Inc.  | 102240 | 11175854 |
| Parker Hannifin Corp.  | 29644 | 9663944 |
| Pentair PLC  | 49282 | 2729237 |
| Snap-On, Inc.  | 15752 | 3917995 |
| Stanley Black & Decker, Inc.  | 44239 | 3950985 |
| Timken Co.  | 18326 | 1509146 |
| Westinghouse Air Brake Tech Co.  | 54232 | 5629824 |
| Xylem, Inc.  | 46152 | 4800270 |
|  |  | 114636149 |
| Marine - 0.0% |  |  |
| Kirby Corp. (a) | 17878 | 1265405 |
| Professional Services - 0.6% |  |  |
| CACI International, Inc. Class A (a) | 6939 | 2137837 |
| Clarivate Analytics PLC (a) | 141348 | 1571790 |
| CoStar Group, Inc. (a) | 103567 | 8067869 |
| Dun & Bradstreet Holdings, Inc.  | 75342 | 1103760 |
| Equifax, Inc.  | 18206 | 4045373 |
| FTI Consulting, Inc. (a) | 5858 | 934468 |
| Jacobs Solutions, Inc.  | 38287 | 4730359 |
| KBR, Inc.  | 14397 | 737558 |
| Leidos Holdings, Inc.  | 40808 | 4033463 |
| Manpower, Inc.  | 15048 | 1311584 |
| Robert Half International, Inc.  | 3713 | 311743 |
| Science Applications International Corp.  | 16463 | 1708530 |
| TransUnion Holding Co., Inc.  | 15397 | 1104735 |
|  |  | 31799069 |
| Road & Rail - 0.7% |  |  |
| Avis Budget Group, Inc. (a) | 7649 | 1530106 |
| CSX Corp.  | 471134 | 14567463 |
| Hertz Global Holdings, Inc. (a)(b) | 56583 | 1019626 |
| J.B. Hunt Transport Services, Inc.  | 2682 | 507032 |
| Knight-Swift Transportation Holdings, Inc. Class A  | 46729 | 2761684 |
| Landstar System, Inc.  | 1172 | 202557 |
| Norfolk Southern Corp.  | 69270 | 17027259 |
| RXO, Inc. (a) | 28445 | 521112 |
| Ryder System, Inc.  | 14549 | 1373571 |
| Schneider National, Inc. Class B  | 16112 | 426968 |
| U-Haul Holding Co. (b) | 2684 | 179909 |
| U-Haul Holding Co. (non-vtg.)  | 24264 | 1499273 |
| XPO, Inc. (a) | 28335 | 1129433 |
|  |  | 42745993 |
| Trading Companies & Distributors - 0.2% |  |  |
| Air Lease Corp. Class A  | 31104 | 1398747 |
| Core & Main, Inc. (a)(b) | 14061 | 310326 |
| MSC Industrial Direct Co., Inc. Class A  | 13858 | 1146057 |
| SiteOne Landscape Supply, Inc. (a)(b) | 5238 | 793609 |
| United Rentals, Inc.  | 11316 | 4989790 |
| Univar Solutions, Inc. (a) | 48145 | 1660040 |
| Watsco, Inc. (b) | 4653 | 1337133 |
| WESCO International, Inc. (a) | 6291 | 937422 |
|  |  | 12573124 |
| TOTAL INDUSTRIALS |  | 599703904 |
| INFORMATION TECHNOLOGY - 8.6%  |  |  |
| Communications Equipment - 1.4% |  |  |
| Ciena Corp. (a) | 44126 | 2295435 |
| Cisco Systems, Inc.  | 1232503 | 59985921 |
| F5, Inc. (a) | 17833 | 2633221 |
| Juniper Networks, Inc.  | 95717 | 3091659 |
| Lumentum Holdings, Inc. (a) | 20397 | 1227491 |
| Motorola Solutions, Inc.  | 49337 | 12680102 |
| Ubiquiti, Inc. (b) | 889 | 259730 |
| ViaSat, Inc. (a)(b) | 21556 | 742604 |
|  |  | 82916163 |
| Electronic Equipment & Components - 0.6% |  |  |
| Amphenol Corp. Class A  | 43163 | 3443113 |
| Arrow Electronics, Inc. (a) | 17431 | 2047968 |
| Avnet, Inc.  | 27237 | 1249634 |
| Cognex Corp.  | 3619 | 198104 |
| Coherent Corp. (a) | 29918 | 1298441 |
| Corning, Inc.  | 212891 | 7368158 |
| IPG Photonics Corp. (a) | 9766 | 1094769 |
| Jabil, Inc.  | 7274 | 571955 |
| Keysight Technologies, Inc. (a) | 3982 | 714172 |
| Littelfuse, Inc.  | 7239 | 1858179 |
| National Instruments Corp.  | 34074 | 1839996 |
| TD SYNNEX Corp.  | 13985 | 1428568 |
| Teledyne Technologies, Inc. (a) | 13874 | 5886183 |
| Trimble, Inc. (a) | 73748 | 4281809 |
| Vontier Corp.  | 17740 | 408552 |
| Zebra Technologies Corp. Class A (a) | 9120 | 2883562 |
|  |  | 36573163 |
| IT Services - 2.3% |  |  |
| Affirm Holdings, Inc. (a)(b) | 65283 | 1056932 |
| Akamai Technologies, Inc. (a) | 46402 | 4127458 |
| Amdocs Ltd.  | 36181 | 3326119 |
| Automatic Data Processing, Inc.  | 10266 | 2318165 |
| Block, Inc. Class A (a) | 160662 | 13129299 |
| Broadridge Financial Solutions, Inc.  | 3225 | 484911 |
| Cognizant Technology Solutions Corp. Class A  | 153784 | 10265082 |
| Concentrix Corp.  | 12729 | 1805099 |
| DXC Technology Co. (a) | 68895 | 1979353 |
| Euronet Worldwide, Inc. (a) | 3492 | 393479 |
| Fidelity National Information Services, Inc.  | 177704 | 13334908 |
| Fiserv, Inc. (a) | 160469 | 17118833 |
| Genpact Ltd.  | 25520 | 1206586 |
| Global Payments, Inc.  | 80408 | 9063590 |
| GoDaddy, Inc. (a) | 40400 | 3318052 |
| IBM Corp.  | 89606 | 12072616 |
| Kyndryl Holdings, Inc. (a) | 61334 | 821262 |
| Okta, Inc. (a) | 39151 | 2881905 |
| PayPal Holdings, Inc. (a) | 236528 | 19274667 |
| Snowflake, Inc. (a) | 5891 | 921588 |
| SS&C Technologies Holdings, Inc.  | 66086 | 3988290 |
| The Western Union Co.  | 76527 | 1084388 |
| Twilio, Inc. Class A (a) | 32452 | 1941928 |
| VeriSign, Inc. (a) | 24821 | 5412219 |
| WEX, Inc. (a) | 3610 | 667742 |
| Wix.com Ltd. (a) | 3690 | 320956 |
|  |  | 132315427 |
| Semiconductors & Semiconductor Equipment - 2.3% |  |  |
| Advanced Micro Devices, Inc. (a) | 102695 | 7717529 |
| Analog Devices, Inc.  | 122941 | 21080693 |
| Cirrus Logic, Inc. (a) | 16413 | 1483571 |
| First Solar, Inc. (a) | 31825 | 5652120 |
| GlobalFoundries, Inc. (a) | 14416 | 854580 |
| Intel Corp.  | 1227321 | 34684091 |
| Marvell Technology, Inc.  | 254308 | 10973390 |
| Microchip Technology, Inc.  | 23284 | 1807304 |
| Micron Technology, Inc.  | 264078 | 15923903 |
| MKS Instruments, Inc. (b) | 17162 | 1756016 |
| onsemi (a) | 48877 | 3590016 |
| Qorvo, Inc. (a) | 30293 | 3291637 |
| Skyworks Solutions, Inc.  | 48183 | 5284230 |
| Teradyne, Inc.  | 4341 | 441480 |
| Texas Instruments, Inc.  | 85735 | 15193099 |
| Wolfspeed, Inc. (a)(b) | 36886 | 2840591 |
|  |  | 132574250 |
| Software - 1.7% |  |  |
| ANSYS, Inc. (a) | 12321 | 3281822 |
| Bill.Com Holdings, Inc. (a)(b) | 29618 | 3424433 |
| Black Knight, Inc. (a) | 41986 | 2543932 |
| CCC Intelligent Solutions Holdings, Inc. Class A (a)(b) | 31593 | 292235 |
| Ceridian HCM Holding, Inc. (a) | 33194 | 2399262 |
| Coupa Software, Inc. (a) | 10025 | 801198 |
| Dolby Laboratories, Inc. Class A  | 18272 | 1453720 |
| DoubleVerify Holdings, Inc. (a)(b) | 2853 | 77573 |
| Dropbox, Inc. Class A (a) | 5430 | 126139 |
| Gen Digital, Inc.  | 107566 | 2475094 |
| Guidewire Software, Inc. (a) | 24539 | 1797236 |
| Informatica, Inc. (a)(b) | 9270 | 165006 |
| Jamf Holding Corp. (a)(b) | 2838 | 56391 |
| Manhattan Associates, Inc. (a) | 7132 | 929728 |
| nCino, Inc. (a)(b) | 16662 | 476533 |
| NCR Corp. (a) | 36133 | 990767 |
| Nutanix, Inc. Class A (a) | 32993 | 919515 |
| Oracle Corp.  | 143484 | 12692595 |
| Paycor HCM, Inc. (a)(b) | 16330 | 410046 |
| Procore Technologies, Inc. (a)(b) | 6005 | 335980 |
| Roper Technologies, Inc.  | 31648 | 13505784 |
| Salesforce.com, Inc. (a) | 226862 | 38106010 |
| SentinelOne, Inc. (a) | 17127 | 258446 |
| Teradata Corp. (a) | 13989 | 487936 |
| Tyler Technologies, Inc. (a) | 1561 | 503844 |
| UiPath, Inc. Class A (a) | 102529 | 1574845 |
| Unity Software, Inc. (a)(b) | 24358 | 865196 |
| VMware, Inc. Class A (a) | 32496 | 3979785 |
| Zoom Video Communications, Inc. Class A (a) | 37523 | 2814225 |
|  |  | 97745276 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Dell Technologies, Inc.  | 64107 | 2604026 |
| Hewlett Packard Enterprise Co.  | 385152 | 6212502 |
| HP, Inc.  | 163148 | 4754133 |
| Western Digital Corp. (a) | 95226 | 4185183 |
|  |  | 17755844 |
| TOTAL INFORMATION TECHNOLOGY |  | 499880123 |
| MATERIALS - 4.5%  |  |  |
| Chemicals - 2.7% |  |  |
| Air Products & Chemicals, Inc.  | 66394 | 21279941 |
| Albemarle Corp.  | 17008 | 4786902 |
| Ashland, Inc.  | 15171 | 1657735 |
| Axalta Coating Systems Ltd. (a) | 50105 | 1508161 |
| Celanese Corp. Class A  | 32443 | 3996978 |
| Corteva, Inc.  | 214385 | 13817113 |
| Dow, Inc.  | 211076 | 12527361 |
| DuPont de Nemours, Inc.  | 150277 | 11112984 |
| Eastman Chemical Co.  | 35825 | 3158690 |
| Ecolab, Inc.  | 8698 | 1346711 |
| Element Solutions, Inc.  | 67511 | 1382625 |
| FMC Corp.  | 24831 | 3305751 |
| Ginkgo Bioworks Holdings, Inc. Class A (a)(b) | 210916 | 411286 |
| Huntsman Corp.  | 54607 | 1730496 |
| International Flavors & Fragrances, Inc.  | 76365 | 8588008 |
| Linde PLC  | 117059 | 38739505 |
| LyondellBasell Industries NV Class A  | 77000 | 7445130 |
| NewMarket Corp.  | 1750 | 602893 |
| Olin Corp.  | 37804 | 2441760 |
| PPG Industries, Inc.  | 33115 | 4316209 |
| RPM International, Inc.  | 36281 | 3262025 |
| The Chemours Co. LLC  | 17882 | 650726 |
| The Mosaic Co.  | 89355 | 4426647 |
| The Scotts Miracle-Gro Co. Class A (b) | 7924 | 572034 |
| Westlake Corp.  | 9884 | 1213261 |
|  |  | 154280932 |
| Construction Materials - 0.2% |  |  |
| Eagle Materials, Inc.  | 1867 | 272731 |
| Martin Marietta Materials, Inc.  | 16994 | 6111722 |
| Vulcan Materials Co.  | 20310 | 3723432 |
|  |  | 10107885 |
| Containers & Packaging - 0.5% |  |  |
| Amcor PLC  | 449405 | 5419824 |
| Aptargroup, Inc.  | 19614 | 2268163 |
| Ardagh Group SA (a) | 4009 | 43017 |
| Ardagh Metal Packaging SA (b) | 30320 | 170398 |
| Avery Dennison Corp.  | 9391 | 1779031 |
| Ball Corp.  | 55620 | 3239309 |
| Berry Global Group, Inc.  | 19389 | 1196883 |
| Crown Holdings, Inc.  | 4115 | 362778 |
| Graphic Packaging Holding Co.  | 20889 | 503216 |
| International Paper Co.  | 106417 | 4450359 |
| Packaging Corp. of America  | 27339 | 3901275 |
| Silgan Holdings, Inc.  | 25188 | 1357381 |
| Sonoco Products Co.  | 29149 | 1781295 |
| WestRock Co.  | 75918 | 2979022 |
|  |  | 29451951 |
| Metals & Mining - 1.1% |  |  |
| Alcoa Corp.  | 52954 | 2766317 |
| Cleveland-Cliffs, Inc. (a) | 153062 | 3267874 |
| Freeport-McMoRan, Inc.  | 427372 | 19069339 |
| Newmont Corp.  | 238181 | 12606920 |
| Nucor Corp.  | 76831 | 12985976 |
| Reliance Steel & Aluminum Co.  | 17494 | 3979010 |
| Royal Gold, Inc.  | 18354 | 2331509 |
| Southern Copper Corp.  | 8776 | 660043 |
| SSR Mining, Inc. (b) | 61706 | 1045300 |
| Steel Dynamics, Inc.  | 49873 | 6016679 |
| United States Steel Corp.  | 69526 | 1980796 |
|  |  | 66709763 |
| Paper & Forest Products - 0.0% |  |  |
| Louisiana-Pacific Corp.  | 19223 | 1308894 |
| TOTAL MATERIALS |  | 261859425 |
| REAL ESTATE - 4.7%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 4.5% |  |  |
| Alexandria Real Estate Equities, Inc.  | 48537 | 7801837 |
| American Homes 4 Rent Class A  | 92201 | 3161572 |
| American Tower Corp.  | 32421 | 7242527 |
| Americold Realty Trust  | 80508 | 2528756 |
| Apartment Income (REIT) Corp.  | 41218 | 1577001 |
| AvalonBay Communities, Inc.  | 41853 | 7426396 |
| Boston Properties, Inc.  | 46948 | 3499504 |
| Brixmor Property Group, Inc.  | 89327 | 2101864 |
| Camden Property Trust (SBI)  | 28448 | 3505078 |
| Cousins Properties, Inc.  | 45225 | 1240070 |
| CubeSmart  | 66954 | 3065824 |
| Digital Realty Trust, Inc.  | 85965 | 9853308 |
| Douglas Emmett, Inc.  | 50697 | 849175 |
| EastGroup Properties, Inc.  | 12319 | 2072672 |
| EPR Properties  | 22194 | 942801 |
| Equinix, Inc.  | 6812 | 5028142 |
| Equity Lifestyle Properties, Inc.  | 20589 | 1477878 |
| Equity Residential (SBI)  | 110964 | 7062859 |
| Essex Property Trust, Inc.  | 19472 | 4402035 |
| Extra Space Storage, Inc.  | 34975 | 5520104 |
| Federal Realty Investment Trust (SBI)  | 24041 | 2681293 |
| First Industrial Realty Trust, Inc.  | 39456 | 2104978 |
| Gaming & Leisure Properties  | 73140 | 3917378 |
| Healthcare Trust of America, Inc.  | 113571 | 2445184 |
| Healthpeak Properties, Inc.  | 161558 | 4439614 |
| Highwoods Properties, Inc. (SBI)  | 31133 | 945509 |
| Host Hotels & Resorts, Inc.  | 212071 | 3997538 |
| Hudson Pacific Properties, Inc.  | 41019 | 467206 |
| Invitation Homes, Inc.  | 182837 | 5942203 |
| Iron Mountain, Inc.  | 21700 | 1184386 |
| JBG SMITH Properties  | 32100 | 646494 |
| Kilroy Realty Corp.  | 34807 | 1428479 |
| Kimco Realty Corp.  | 180933 | 4063755 |
| Lamar Advertising Co. Class A  | 3093 | 329528 |
| Life Storage, Inc.  | 25197 | 2722284 |
| Medical Properties Trust, Inc. (b) | 177887 | 2303637 |
| Mid-America Apartment Communities, Inc.  | 34397 | 5734668 |
| National Retail Properties, Inc.  | 53399 | 2528443 |
| National Storage Affiliates Trust  | 25441 | 1037993 |
| Omega Healthcare Investors, Inc.  | 70395 | 2072429 |
| Park Hotels & Resorts, Inc.  | 66845 | 983290 |
| Prologis (REIT), Inc.  | 276073 | 35690717 |
| Public Storage  | 9651 | 2937185 |
| Rayonier, Inc.  | 43638 | 1587987 |
| Realty Income Corp.  | 188075 | 12757127 |
| Regency Centers Corp.  | 51330 | 3420118 |
| Rexford Industrial Realty, Inc.  | 55013 | 3491675 |
| SBA Communications Corp. Class A  | 24668 | 7339470 |
| Simon Property Group, Inc.  | 50339 | 6466548 |
| SL Green Realty Corp.  | 19218 | 790821 |
| Spirit Realty Capital, Inc.  | 41675 | 1828699 |
| Store Capital Corp.  | 76117 | 2451729 |
| Sun Communities, Inc.  | 36447 | 5717076 |
| UDR, Inc.  | 96994 | 4130974 |
| Ventas, Inc.  | 119619 | 6197460 |
| VICI Properties, Inc.  | 288240 | 9852043 |
| Vornado Realty Trust  | 52833 | 1288597 |
| Welltower, Inc.  | 141757 | 10637445 |
| Weyerhaeuser Co.  | 220481 | 7591161 |
| WP Carey, Inc.  | 61778 | 5283872 |
|  |  | 261796396 |
| Real Estate Management & Development - 0.2% |  |  |
| CBRE Group, Inc. (a) | 48348 | 4134237 |
| Howard Hughes Corp. (a) | 10976 | 938338 |
| Jones Lang LaSalle, Inc. (a) | 14297 | 2643086 |
| Opendoor Technologies, Inc. (a)(b) | 102294 | 224024 |
| WeWork, Inc. (a)(b) | 64487 | 102534 |
| Zillow Group, Inc.: |  |  |
|  Class A (a) | 15948  | 685126  |
|  Class C (a)(b) | 44299  | 1958459  |
|  |  | 10685804 |
| TOTAL REAL ESTATE |  | 272482200 |
| UTILITIES - 5.4%  |  |  |
| Electric Utilities - 3.5% |  |  |
| Alliant Energy Corp.  | 75099 | 4057599 |
| American Electric Power Co., Inc.  | 154157 | 14484592 |
| Avangrid, Inc. (b) | 21239 | 895649 |
| Constellation Energy Corp.  | 97850 | 8352476 |
| Duke Energy Corp.  | 230917 | 23657447 |
| Edison International  | 112655 | 7761930 |
| Entergy Corp.  | 60829 | 6586564 |
| Evergy, Inc.  | 66604 | 4172741 |
| Eversource Energy  | 103265 | 8501807 |
| Exelon Corp.  | 297681 | 12559161 |
| FirstEnergy Corp.  | 162718 | 6663302 |
| Hawaiian Electric Industries, Inc.  | 32581 | 1377199 |
| IDACORP, Inc.  | 15074 | 1594980 |
| NextEra Energy, Inc.  | 595612 | 44450524 |
| NRG Energy, Inc.  | 68632 | 2348587 |
| OGE Energy Corp.  | 59813 | 2351847 |
| PG&E Corp. (a) | 493331 | 7843963 |
| Pinnacle West Capital Corp.  | 33815 | 2520908 |
| PPL Corp.  | 220828 | 6536509 |
| Southern Co.  | 326109 | 22071057 |
| Xcel Energy, Inc.  | 163435 | 11239425 |
|  |  | 200028267 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp.  | 41345 | 4859691 |
| National Fuel Gas Co.  | 24127 | 1400814 |
| UGI Corp.  | 62708 | 2497660 |
|  |  | 8758165 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Brookfield Renewable Corp.  | 38254 | 1205766 |
| The AES Corp.  | 163896 | 4492389 |
| Vistra Corp.  | 49781 | 1147950 |
|  |  | 6846105 |
| Multi-Utilities - 1.5% |  |  |
| Ameren Corp.  | 77119 | 6699328 |
| CenterPoint Energy, Inc.  | 188777 | 5685963 |
| CMS Energy Corp.  | 86751 | 5481796 |
| Consolidated Edison, Inc.  | 106355 | 10136695 |
| Dominion Energy, Inc.  | 249567 | 15882444 |
| DTE Energy Co.  | 57808 | 6727117 |
| NiSource, Inc.  | 121635 | 3375371 |
| Public Service Enterprise Group, Inc.  | 149211 | 9240637 |
| Sempra Energy  | 94316 | 15121684 |
| WEC Energy Group, Inc.  | 94568 | 8888446 |
|  |  | 87239481 |
| Water Utilities - 0.2% |  |  |
| American Water Works Co., Inc.  | 54514 | 8530896 |
| Essential Utilities, Inc.  | 69316 | 3239137 |
|  |  | 11770033 |
| TOTAL UTILITIES |  | 314642051 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $4,980,233,457) |  | <br> **5779068609** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Principal<br> Amount (c)<br>| Value ($)<br>|
| U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (d) <br>(Cost $981,243) <br>| 1000000 | **981226** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (e) | 10261961 | 10264013 |
| Fidelity Securities Lending Cash Central Fund 4.38% (e)(f) | 66693870 | 66700539 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $76,964,552) |  | **76964552** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.1%**<br> (Cost $5,058,179,252)<br>| <br>**5857014387** |
| **NET OTHER ASSETS (LIABILITIES) - (1.1)%**  | **(62027750)** |
| **NET ASSETS - 100.0%** | **5794986637** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &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 500 Index Contracts (United States) | 42 | Mar 2023 | 8589000 | 421464 | 421464 |
| CME E-mini S&P MidCap 400 Index Contracts (United States) | 35 | Mar 2023 | 9320150 | 725638 | 725638 |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **1147102** |
| The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% | The notional amount of futures purchased as a percentage of Net Assets is 0.3% |

---

**Legend**

(a) Non-income producing

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

(c) Amount is stated in United States dollars unless otherwise noted.

(d) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $848,760.

(e) 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.

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

**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 4.38% | 8584209 | 675420040 | 673740236 | 268198 | - | - | 10264013 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 45147021 | 283535893 | 261982375 | 542610 | - | - | 66700539 | 0.2% |
| Total | 53731230 | 958955933 | 935722611 | 810808 | - | - | 76964552 |  |

---

Amounts in the dividend 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.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

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 Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **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 Large Cap Value Index Fund

- **b. EDGAR series identifier (if any):** S000054096

- **c. LEI of Series:** 549300VZJI1V3BL34602

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

- **a. Date of fiscal year-end:** 2023-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5865279037.85

**Total Liabilities:** $69180916.13

**Net Assets:** $5796098121.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000170037 | 6.24%                | -4.03%               | 5.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-405821.89              | $324789749.91                              |
| Month 2  | $-7767787.24             | $-236527588.73                             |
| Month 3  | $-915590.74              | $277081624.78                              |

### 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        |     97712 | NS      | $4783979.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                     | DIGITAL REALTY TRUST INC                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     85965 | NS      | $9853308.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC               | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     50326 | NS      | $2050784.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                 | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     62744 | NS      | $2859244.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                            | GENERAL MOTORS CO                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    424865 | NS      | $16705691.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                       | LIBERTY BROADBAND CORP C                      | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     19132 | NS      | $1717670.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON BEER COMPANY INC                      | BOSTON BEER COMPANY CL A                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       149 | NS      | $57902.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SKECHERS USA INC                             | SKECHERS USA INC CL A                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     34023 | NS      | $1638207.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                     | EBAY INC                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    141557 | NS      | $7007071.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INS GROUP LTD                | WHITE MOUNTAINS INS GROUP LTD                 | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       749 | NS      | $1144442.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                               | MSA SAFETY INC                                | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      6793 | NS      | $926497.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                  | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     73698 | NS      | $5996806.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP NEW                         | DUKE ENERGY CORP NEW                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    230917 | NS      | $23657446.65  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                  | CHEMED CORP                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2818 | NS      | $1423484.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                | COHERENT CORP                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     29918 | NS      | $1298441.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                  | EQUINIX INC                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      6812 | NS      | $5028141.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                     | WASTE MANAGEMENT INC                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      7752 | NS      | $1199466.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                 | THERMO FISHER SCIENTIFIC INC                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    103032 | NS      | $58762240.56  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                    | ESAB CORP                                     | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     15206 | NS      | $879058.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                     | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    163896 | NS      | $4492389.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | COREBRIDGE FINANCIAL INC                      | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     24140 | NS      | $525286.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                 | TERADYNE INC                                  | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      4341 | NS      | $441479.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                        | CAMDEN PROPERTY TRUST - REIT                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     28448 | NS      | $3505078.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                | NEWS CORP NEW CL A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    113565 | NS      | $2300826.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                            | ONEMAIN HOLDINGS INC                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     34370 | NS      | $1482721.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                 | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     12810 | NS      | $225712.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC INC                                      | IAC INC                                       | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     23014 | NS      | $1300291.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                            | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    109932 | NS      | $10040089.56  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING SA                    | ARDAGH METAL PACKAGING SA                     | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |     30320 | NS      | $170398.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ZIMMER BIOMET HLDGS INC                      | ZIMMER BIOMET HLDGS INC                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     62860 | NS      | $8004592.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                       | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     71631 | NS      | $4609454.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                  | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    141669 | NS      | $14205150.63  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                            | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     60962 | NS      | $5242122.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV                       | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     77000 | NS      | $7445130.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                   | WATSCO INC                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      4653 | NS      | $1337132.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVEL+LEISURE CO                            | TRAVEL+LEISURE CO                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      6750 | NS      | $285997.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT INC                    | MSC INDUSTRIAL DIRECT CO CL A                 | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     13858 | NS      | $1146056.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                          | SVB FINL GROUP                                | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      6364 | NS      | $1924728.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                         | ALIGN TECHNOLOGY INC                          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      5875 | NS      | $1584663.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                   | UNUM GROUP                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     59354 | NS      | $2494648.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                        | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    406366 | NS      | $57858391.08  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                              | XCEL ENERGY INC                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    163435 | NS      | $11239424.95  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                   | NASDAQ INC                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    103016 | NS      | $6200533.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC          | ALEXANDRIA REAL ES EQ INC REIT                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     48537 | NS      | $7801837.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                  | ENOVIS CORP                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     15177 | NS      | $955392.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                        | ARROW ELECTRONICS INC                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     17431 | NS      | $2047968.19   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                 | SITEONE LANDSCAPE SUPPLY INC                  | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      5238 | NS      | $793609.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ALASKA AIR GROUP INC                         | ALASKA AIR GROUP INC                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     37035 | NS      | $1901376.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                      | EXTRA SPACE STORAGE INC                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34975 | NS      | $5520104.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                      | ACTIVISION BLIZZARD INC                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    232903 | NS      | $17833382.71  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                     | CSX CORP                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    471134 | NS      | $14567463.28  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                        | PLAYTIKA HOLDING CORP                         | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      2522 | NS      | $26455.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                               | KKR and CO INC                                | CUSIP: 48251W104<br>LEI: 549300JOHU21WRN2Z451 | Long             | EC               | CORP              | US        |    171370 | NS      | $9564159.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                          | BANK HAWAII CORP                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     11848 | NS      | $906253.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE TECH CORP             | WESTINGHOUSE AIR BRAKE TECH CORP              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     54232 | NS      | $5629823.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK CO INC/THE                              | AZEK CO INC                                   | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     33382 | NS      | $805507.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE       | LIBERTY FORMULA ONE-A                         | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5508 | NS      | $350749.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                                  | MARKEL CORP                                   | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      3086 | NS      | $4348112.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                        | DELL TECHNOLOGIES INC CL C                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     64107 | NS      | $2604026.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                        | QUEST DIAGNOSTICS INC                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     34007 | NS      | $5049359.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                                  | GODADDY INC CL A                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     40400 | NS      | $3318052.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                  | HEALTHCARE REALTY TRUST INC                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    113571 | NS      | $2445183.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                    | JANUS HENDERSON GROUP PLC                     | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     40736 | NS      | $1055877.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                            | U-HAUL HOLDING CO                             | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      2684 | NS      | $179908.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FORTUNE BRANDS INNOVATIONS INC               | FORTUNE BRANDS INNOVATIONS INC                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     25321 | NS      | $1633457.71   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                                 | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   2147291 | NS      | $43740317.67  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                 | UNITED THERAPEUTICS CORP DEL                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     13362 | NS      | $3516477.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                          | ALLIANT ENERGY CORPORATION                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     75099 | NS      | $4057598.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                    | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     25625 | NS      | $6467750.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                          | BROWN and BROWN INC                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     65433 | NS      | $3831756.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                             | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40409 | NS      | $2299272.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                       | INTERNATIONAL PAPER CO                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    106417 | NS      | $4450358.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                        | OAK STREET HEALTH INC                         | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     34897 | NS      | $1014106.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                                 | NORDSON CORP                                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     13124 | NS      | $3193069.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                  | COGNEX CORP                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      3619 | NS      | $198104.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                                 | AMEDISYS INC                                  | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      9592 | NS      | $927162.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COPA HOLDINGS SA                             | COPA HOLDINGS SA CL A                         | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      8605 | NS      | $792348.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                             | PARAMOUNT GLOBAL CL A                         | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      3273 | NS      | $87225.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GENUINE PARTS CO                             | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     38227 | NS      | $6415255.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                           | CONAGRA BRANDS INC                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    141034 | NS      | $5245054.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                             | ENTERGY CORP                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     60829 | NS      | $6586564.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                    | JABIL INC                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      7274 | NS      | $571954.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                   | BRIXMOR PPTY GROUP INC                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     89327 | NS      | $2101864.31   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                              | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     88995 | NS      | $3020490.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                      | ARAMARK                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     69423 | NS      | $3091406.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOR HCM INC                               | PAYCOR HCM INC                                | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16330 | NS      | $410046.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ANALOG DEVICES INC                           | ANALOG DEVICES INC                            | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    122941 | NS      | $21080693.27  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                                   | KOHLS CORP                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     34773 | NS      | $1125602.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                 | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    429984 | NS      | $6522857.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                  | DROPBOX INC CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      5430 | NS      | $126138.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                            | MARATHON OIL CORP                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    189661 | NS      | $5209987.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                              | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    178666 | NS      | $26676620.46  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                               | ROYAL GOLD INC                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     18354 | NS      | $2331508.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                     | CONSTELLATION BRANDS INC CL A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     45409 | NS      | $10513091.68  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                   | ADVANCED MICRO DEVICES INC                    | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    102695 | NS      | $7717529.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                       | OLD REPUBLIC INTL CORP                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     83633 | NS      | $2207074.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                            | MANPOWERGROUP INC                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     15048 | NS      | $1311583.68   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST            | NATIONAL STORAGE AFFILIATES TRUST             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25441 | NS      | $1037992.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                  | LENNAR CORP CL B                              | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4464 | NS      | $385511.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                    | CH ROBINSON WORLDWIDE INC                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     25417 | NS      | $2546020.89   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                           | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    373821 | NS      | $45557565.27  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                             | WYNN RESORTS LTD                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     27284 | NS      | $2827713.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                 | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     19667 | NS      | $1982040.26   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                 | STRYKER CORP                                  | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     48993 | NS      | $12434913.33  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORPORATION NEW                     | AMPHENOL CORPORATION CL A                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     43163 | NS      | $3443112.51   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                             | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    326109 | NS      | $22071057.12  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     12307 | NS      | $927578.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                              | OGE ENERGY CORP                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     59813 | NS      | $2351847.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                       | LIBERTY BROADBAND CORP A                      | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      2771 | NS      | $248337.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                             | CARLISLE COS INC                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2427 | NS      | $608837.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                         | HAYWARD HOLDINGS INC                          | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20217 | NS      | $272727.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DOVER CORP                                   | DOVER CORP                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     41967 | NS      | $6371849.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                           | IPG PHOTONICS CORP                            | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      9766 | NS      | $1094768.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                         | TRADEWEB MARKETS INC A                        | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11887 | NS      | $886056.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP                                 | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    141757 | NS      | $10637445.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                        | ROBINHOOD MARKETS INC                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    168321 | NS      | $1752221.61   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FORD MOTOR CO                                | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1181855 | NS      | $15966861.05  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                              | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     41367 | NS      | $3670080.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER INC                                  | PREMIER INC                                   | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35262 | NS      | $1176340.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                         | CLEVELAND-CLIFFS INC                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    153062 | NS      | $3267873.70   | 0.06%             |  |  |  | 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        |      2478 | NS      | $1927091.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC   | EXPEDITORS INTL OF WASH INC                   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     32841 | NS      | $3551754.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC CL C                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    207924 | NS      | $20765369.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                 | ALLEGION PLC                                  | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      5476 | NS      | $643703.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                          | AXON ENTERPRISE INC                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      4579 | NS      | $894919.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                          | AFFIRM HOLDINGS INC                           | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65283 | NS      | $1056931.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KIMCO REALTY CORP                            | KIMCO REALTY CORPORATION                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |    180933 | NS      | $4063755.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                        | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     20397 | NS      | $1227491.46   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                        | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     22761 | NS      | $3103462.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                        | RIVIAN AUTOMOTIVE INC                         | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155689 | NS      | $3020366.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                  | WIX.COM LTD                                   | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |      3690 | NS      | $320956.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HLDGS LTD              | NORWEGIAN CRUISE LINE HLDGS LTD               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    115981 | NS      | $1764071.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| TIMKEN CO                                    | TIMKEN CO                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     18326 | NS      | $1509146.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S and P GLOBAL INC                           | S and P GLOBAL INC                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     97638 | NS      | $36608391.72  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                          | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    110349 | NS      | $11580024.06  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                            | EVERSOURCE ENERGY                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    103265 | NS      | $8501807.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                              | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     19352 | NS      | $2945180.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                           | SEI INV CORP                                  | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     30799 | NS      | $1922781.57   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                  | WESTROCK CO                                   | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75918 | NS      | $2979022.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                               | AIR LEASE CORP CL A                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     31104 | NS      | $1398746.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                    | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |    117059 | NS      | $38739505.46  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                           | ALBERTSONS COS INC                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     50411 | NS      | $1068713.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                      | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    638734 | NS      | $46404025.10  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ROKU INC                                     | ROKU INC CLASS A                              | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     26147 | NS      | $1503452.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                  | TRIMBLE INC                                   | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     73748 | NS      | $4281808.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                           | UNITED RENTALS INC                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     11316 | NS      | $4989790.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                   | ALCOA CORP                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     52954 | NS      | $2766316.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                             | UNDER ARMOUR INC CL A                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     56207 | NS      | $696404.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC                     | PRICE (T ROWE)GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     65923 | NS      | $7678051.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                       | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     14297 | NS      | $2643086.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                | INGREDION INC                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     19630 | NS      | $2017964.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT CORPORATION                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    110402 | NS      | $3606833.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                         | ASSURED GUARANTY LTD                          | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     17249 | NS      | $1079787.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                          | HARLEY-DAVIDSON INC                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     40297 | NS      | $1854870.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                    | AXIS CAPITAL HOLDINGS LTD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     23323 | NS      | $1459320.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     98367 | NS      | $35983632.27  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                        | HANOVER INSURANCE GROUP INC                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     10607 | NS      | $1427490.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                               | US BANCORP DEL                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    402421 | NS      | $20040565.80  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                   | CAPITAL ONE FINANCIAL CORP                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    114113 | NS      | $13579447.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                   | COMMERCE BANCSHARES INC                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34052 | NS      | $2266501.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                        | 3M CO                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    165318 | NS      | $19024795.44  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                 | AUTOZONE INC                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       522 | NS      | $1273079.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                               | YUM BRANDS INC                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     74780 | NS      | $9759537.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                           | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     49873 | NS      | $6016678.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                     | CERIDIAN HCM HLDG INC                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     33194 | NS      | $2399262.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                            | ACUITY BRANDS INC                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9601 | NS      | $1809980.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                          | SUN COMMUNITIES INC - REIT                    | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     36447 | NS      | $5717076.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                                | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    118139 | NS      | $8090158.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                          | KIMBERLY CLARK CORP                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     41048 | NS      | $5336650.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC                 | STANLEY BLACK and DECKER INC                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     44239 | NS      | $3950985.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                      | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     24999 | NS      | $2289658.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                            | JAMF HOLDING CORP                             | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      2838 | NS      | $56391.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PVH CORP                                     | PVH CORP                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     19430 | NS      | $1746757.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                    | AFLAC INC                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    184780 | NS      | $13581330.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                   | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    146286 | NS      | $6337109.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON SEMICONDUCTOR CORP                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     48877 | NS      | $3590015.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     26547 | NS      | $20135103.09  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                           | META PLATFORMS INC CL A                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    530629 | NS      | $79047802.13  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                 | APOLLO GLOBAL MANAGEMENT INC                  | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34475 | NS      | $2440140.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                             | IDEX CORPORATION                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     18708 | NS      | $4483933.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                               | CBRE GROUP INC - CL A                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     48348 | NS      | $4134237.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC               | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     53399 | NS      | $2528442.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                           | NEXTERA ENERGY INC                            | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    595612 | NS      | $44450523.56  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                              | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     85355 | NS      | $5612091.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                          | SCHWAB CHARLES CORP                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    202854 | NS      | $15704956.68  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                            | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      8148 | NS      | $317609.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                | CME GROUP INC CL A                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    107551 | NS      | $18999959.66  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                               | PDC ENERGY INC                                | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     12224 | NS      | $827931.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                    | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    124639 | NS      | $28354126.11  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                  | HONEYWELL INTL INC                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    142697 | NS      | $29749470.56  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                       | CHESAPEAKE ENERGY CORP                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     36277 | NS      | $3145941.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                 | EVERCORE INC A                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     10917 | NS      | $1417135.77   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                    | CUBESMART                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66954 | NS      | $3065823.66   | 0.05%             |  |  |  | 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        |    220126 | NS      | $11131771.82  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                             | LIFE STORAGE INC                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     25197 | NS      | $2722283.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                          | OTIS WORLDWIDE CORP                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    109691 | NS      | $9019890.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                   | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    102240 | NS      | $11175854.40  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                     | LYFT INC                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     19070 | NS      | $309887.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                           | HCA HEALTHCARE INC                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     60751 | NS      | $15495757.57  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                          | MERCURY SYSTEMS INC                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     14770 | NS      | $738278.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC            | FIRST INDUSTRIAL REALTY TRUST                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39456 | NS      | $2104977.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                   | VENTAS INC REIT                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    119619 | NS      | $6197460.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC                | ROBERT HALF INTERNATIONAL INC.                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      3713 | NS      | $311743.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                | WOLFSPEED INC                                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     36886 | NS      | $2840590.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERO RESOURCES CORPORATION                 | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     29675 | NS      | $855827.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC               | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    154157 | NS      | $14484591.72  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORP                           | STORE CAPITAL CORP                            | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     76117 | NS      | $2451728.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                             | SCHLUMBERGER LTD                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    423567 | NS      | $24134847.66  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                           | FTI CONSULTING INC                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5858 | NS      | $934468.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                            | BROWN FORMAN CORP NON VTG CL B                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     22906 | NS      | $1525081.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                       | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     48183 | NS      | $5284229.61   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CERTARA INC                                  | CERTARA INC                                   | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12310 | NS      | $238814.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                          | CARRIER GLOBAL CORP                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    250432 | NS      | $11402168.96  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                  | BIOMARIN PHARMACEUTICAL INC                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     55289 | NS      | $6377586.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                      | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     44618 | NS      | $2957727.22   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                       | DOLBY LABORATORIES INC CL A                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     18272 | NS      | $1453720.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                        | STIFEL FINANCIAL CORP                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     30941 | NS      | $2085732.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM          | LIBERTY SIRIUS GROUP-A                        | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16422 | NS      | $667061.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                    | XYLEM INC                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     46152 | NS      | $4800269.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                 | ILLUMINA INC                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     47104 | NS      | $10089676.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                           | UNITY SOFTWARE INC                            | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     24358 | NS      | $865196.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VF CORPORATION                               | VF CORP                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    104739 | NS      | $3240624.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                 | COMERICA INC                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     39128 | NS      | $2868473.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                | MEDTRONIC PLC                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    400858 | NS      | $33547806.02  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                     | MOLSON COORS BEVERAGE CO B                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     52431 | NS      | $2756821.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                     | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     95972 | NS      | $4254438.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO                               | ORGANON and CO                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     76116 | NS      | $2293375.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                        | GENERAL DYNAMICS CORPORATION                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     72941 | NS      | $16999629.46  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                          | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     77891 | NS      | $10023013.88  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                | BLACKROCK INC                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     45002 | NS      | $34165968.42  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                | HUNTSMAN CORP                                 | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     54607 | NS      | $1730495.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                   | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     42955 | NS      | $12495609.50  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                         | COOPER COMPANIES INC                          | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     14554 | NS      | $5078327.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP INC                        | AVIS BUDGET GROUP                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      7649 | NS      | $1530105.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                             | ZIONS BANCORP                                 | CUSIP: 989701107<br>LEI: YYQWUR1Z2BCX32HQS333 | Long             | EC               | CORP              | US        |     44093 | NS      | $2343983.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                           | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     19817 | NS      | $2758526.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                               | NEWMARKET CORP                                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1750 | NS      | $602892.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                             | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    440808 | NS      | $47347187.28  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNIFY HEALTH INC                           | SIGNIFY HEALTH INC                            | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22980 | NS      | $654010.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SPECTRUM BRANDS HOLDINGS INC                 | SPECTRUM BRANDS HOLDINGS INC                  | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     11958 | NS      | $811709.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                    | KEYSIGHT TECHNOLOGIES INC                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      3982 | NS      | $714171.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO               | RELIANCE STEEL and ALUMINUM CO                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     17494 | NS      | $3979010.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                  | ROYAL CARIBBEAN CRUISES LTD                   | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     65986 | NS      | $4285130.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                      | WEX INC                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      3610 | NS      | $667741.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                               | PUBLIC STORAGE                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      9651 | NS      | $2937185.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     94316 | NS      | $15121684.28  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                    | CAESARS ENTERTAINMENT INC                     | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |     19313 | NS      | $1005434.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA INC                                   | AZENTA INC                                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     22204 | NS      | $1241203.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                          | DOMINION ENERGY INC                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    249567 | NS      | $15882443.88  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                         | WESTERN DIGITAL CORP                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     95226 | NS      | $4185182.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                   | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     75496 | NS      | $23907318.32  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                            | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    178618 | NS      | $13996506.48  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                                | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     25513 | NS      | $5313082.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                | AUTOMATIC DATA PROCESSING INC                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     10266 | NS      | $2318165.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                               | HEICO CORP                                    | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       859 | NS      | $146846.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MEDICAL PROPERTIES TRUST INC                 | MEDICAL PPTY TR INC                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    177887 | NS      | $2303636.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| VERTIV HOLDINGS CO                           | VERTIV HOLDINGS CO                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     76549 | NS      | $1088526.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                           | CAPRI HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     37615 | NS      | $2501021.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                  | AVANTOR INC                                   | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12886 | NS      | $307975.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                     | FMC CORP NEW                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     24831 | NS      | $3305751.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                     | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     15922 | NS      | $2081960.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                    | AMCOR PLC                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    449405 | NS      | $5419824.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                             | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    162718 | NS      | $6663302.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                 | RAYMOND JAMES FINANCIAL INC.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     53645 | NS      | $6049546.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORP PLC                    | GATES INDUSTRIAL CORP PLC                     | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     32168 | NS      | $424939.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                  | EQUIFAX INC                                   | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     18206 | NS      | $4045373.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                             | 10X GENOMICS INC                              | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      2834 | NS      | $132716.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MIDDLEBY CORP                                | MIDDLEBY CORP                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     14910 | NS      | $2317759.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP                    | CINCINNATI FINANCIAL CORP                     | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     45929 | NS      | $5196866.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                   | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     39363 | NS      | $2329108.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                    | BAXTER INTL INC                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    127320 | NS      | $5817250.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                           | INGERSOLL RAND INC                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    121703 | NS      | $6815368.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                    | WARNER BROS DISCOVERY INC                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    188023 | NS      | $2786500.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBIQUITI INC                                 | UBIQUITI INC                                  | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       889 | NS      | $259730.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DISH NETWORK CORP                            | DISH NETWORK CORP A                           | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     75046 | NS      | $1079911.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY SIRIUSXM          | LIBERTY SIRIUS GROUP-C                        | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33302 | NS      | $1342070.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                  | SCOTTS MIRACLE GRO CO                         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      7924 | NS      | $572033.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ORACLE CORP                                  | ORACLE CORP                                   | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    143484 | NS      | $12692594.64  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                             | BLACK KNIGHT INC                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     41986 | NS      | $2543931.74   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC ENTERTAINMENT HOLDING INC                | AMC ENTERTAINMENT HLDS CL A                   | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    155092 | NS      | $829742.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BALL CORP                                    | BALL CORP                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     55620 | NS      | $3239308.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                         | UNIVAR INC                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     48145 | NS      | $1660039.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                           | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    111429 | NS      | $4366902.51   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                     | UNITED STATES STEEL CORP                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     69526 | NS      | $1980795.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                   | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     58852 | NS      | $3618220.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                           | CROWN HOLDINGS INC                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4115 | NS      | $362778.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                     | COTY INC CL A                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    105287 | NS      | $1048658.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                            | JM SMUCKER CO/THE                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     30886 | NS      | $4719380.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                   | INTEL CORP                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   1227321 | NS      | $34684091.46  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER INC                                   | CARTERS INC                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     11178 | NS      | $931909.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AIR PRODUCTS and CHEMICALS INC               | AIR PRODUCTS and CHEMICALS INC                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     66394 | NS      | $21279940.94  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS CO                          | VULCAN MATERIALS CO                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     20310 | NS      | $3723432.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST                       | AMERICOLD REALTY TRUST                        | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     80508 | NS      | $2528756.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     44994 | NS      | $4440457.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                 | VONTIER CORP W/I                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     17740 | NS      | $408552.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL     | BRIGHT HORIZONS FAMILY SOLUTIONS INC          | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12376 | NS      | $950229.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC                  | AMERICAN WATER WRKS COMPANY                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     54514 | NS      | $8530895.86   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES INC                       | TYLER TECHNOLOGIES INC                        | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1561 | NS      | $503843.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABS INTL INC                   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1006 | NS      | $244709.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                            | CRANE HOLDINGS CO                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     14088 | NS      | $1632940.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                            | HORMEL FOODS CORP                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     85894 | NS      | $3891857.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                     | HIGHWOODS PROPERTIES INC                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     31133 | NS      | $945509.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                 | PIONEER NATURAL RESOURCES CO                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     32063 | NS      | $7385712.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                      | ZEBRA TECHNOLOGIES CORP CL A                  | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      9120 | NS      | $2883561.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     37041 | NS      | $3232568.07   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                                  | POLARIS INC                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      4252 | NS      | $488299.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                              | MORNINGSTAR INC                               | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       705 | NS      | $171230.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC                 | HARTFORD FINL SVCS GROUP INC                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     95130 | NS      | $7383039.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                          | AVERY DENNISON CORP                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      9391 | NS      | $1779031.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                       | COLUMBIA SPORTSWEAR CO                        | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     10790 | NS      | $1034761.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                    | PERFORMANCE FOOD GROUP CO                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     31469 | NS      | $1929679.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                               | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    130152 | NS      | $42191373.84  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                               | HALLIBURTON CO                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    147254 | NS      | $6069809.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                   | GRAND CANYON EDUCATION INC                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      9181 | NS      | $1070137.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                            | CLEAN HARBORS INC                             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     15264 | NS      | $1988899.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                           | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      3564 | NS      | $1111932.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                    | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     41403 | NS      | $2682500.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                   | CIENA CORP                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     44126 | NS      | $2295434.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                   | RAYTHEON TECHNOLOGIES CORP                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    440826 | NS      | $44016476.10  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                       | F5 INC                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     17833 | NS      | $2633220.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                 | TELEFLEX INC                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     14055 | NS      | $3421268.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                               | NRG ENERGY INC                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     68632 | NS      | $2348587.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                         | COLGATE-PALMOLIVE CO                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     95574 | NS      | $7123130.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                  | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     21337 | NS      | $1464571.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                            | U-HAUL HOLDING CO                             | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     24264 | NS      | $1499272.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH INC                          | MISTER CAR WASH INC                           | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6750 | NS      | $69322.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| KEMPER CORP DEL                              | KEMPER CORP                                   | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     19025 | NS      | $1117338.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                      | GAP INC                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     58384 | NS      | $792270.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTLAKE CORP                                | WESTLAKE CORP                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      9884 | NS      | $1213261.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC                | ULTRAGENYX PHARMA INC                         | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      4389 | NS      | $198953.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                      | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    106355 | NS      | $10136695.05  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                               | STARBUCKS CORP                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    220095 | NS      | $24021168.30  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                   | SUNRUN INC                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     62381 | NS      | $1639372.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                   | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     76831 | NS      | $12985975.62  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                  | HUBBELL INC                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     16041 | NS      | $3671945.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                         | UPSTART HOLDINGS INC                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     17179 | NS      | $320903.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CUMMINS INC                                  | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     42234 | NS      | $10539072.36  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                         | MCCORMICK and CO INC NON-VTG                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     75107 | NS      | $5642037.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                          | EMERSON ELECTRIC CO                           | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    120577 | NS      | $10878456.94  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                         | MANHATTAN ASSOCIATES INC                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      7132 | NS      | $929727.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                   | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15892 | NS      | $2779669.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                  | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    198083 | NS      | $14464020.66  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                   | VIASAT INC                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     21556 | NS      | $742604.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAPHIC PACKAGING HOLDING CO                 | GRAPHIC PACKAGING HOLDING CO                  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20889 | NS      | $503216.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                      | WINTRUST FINANCIAL CORP                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     17946 | NS      | $1641520.62   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                                    | QORVO INC                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     30293 | NS      | $3291637.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC             | SENSATA TECHNOLOGIES HOLDING PLC              | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     45293 | NS      | $2303149.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                  | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    214385 | NS      | $13817113.25  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                                   | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1695107 | NS      | $74855925.12  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                              | WEYERHAEUSER CO                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    220481 | NS      | $7591160.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                       | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      6939 | NS      | $2137836.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                                    | ANSYS INC                                     | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     12321 | NS      | $3281821.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC             | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     20015 | NS      | $3037676.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                    | HESS CORP                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     18306 | NS      | $2748828.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                  | TEXTRON INC                                   | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     62460 | NS      | $4550211.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                             | UNDER ARMOUR INC CL C                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     59366 | NS      | $647089.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                    | HEALTHPEAK PPTYS INC                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |    161558 | NS      | $4439613.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIE'S INC                                 | LESLIE'S INC                                  | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5127 | NS      | $79417.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GENTEX CORP                                  | GENTEX CORP                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     70401 | NS      | $2077533.51   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                    | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     80704 | NS      | $1907035.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                    | APTIV PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     60676 | NS      | $6861848.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    493331 | NS      | $7843962.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION NEW                          | NCR CORP                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     36133 | NS      | $990766.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                  | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     62357 | NS      | $10734133.98  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                       | VALMONT INDUSTRIES INC                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      5418 | NS      | $1786477.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES INC                           | PPG INDUSTRIES INC                            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     33115 | NS      | $4316209.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ENHABIT HOME HEALTH and HOSPICE              | ENHABIT HOME HEALTH and HOSPICE               | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     14547 | NS      | $223441.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                 | FEDERAL REALTY INVESTMENT TR                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |     24041 | NS      | $2681292.73   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                            | GAMESTOP CORP CL A                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     80408 | NS      | $1758522.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI PPTYS INC                               | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    288240 | NS      | $9852043.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                            | POST HOLDINGS INC                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     16383 | NS      | $1555565.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                           | KILROY REALTY CORP                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     34807 | NS      | $1428479.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                | SNOWFLAKE INC CL A                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      5891 | NS      | $921588.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                     | MICROCHIP TECHNOLOGY                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     23284 | NS      | $1807304.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                       | MARVELL TECHNOLOGY INC                        | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254308 | NS      | $10973390.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                       | PENN ENTERTAINMENT INC                        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46252 | NS      | $1639633.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                      | ADT INC                                       | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62817 | NS      | $552161.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS HLDGS INC                 | SPIRIT AEROSYSTEM HLD INC CL A                | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1651 | NS      | $59683.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                  | AMEREN CORP                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     77119 | NS      | $6699327.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                | TOLL BROTHERS INC                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     15354 | NS      | $913409.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                     | OKTA INC CL A                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     39151 | NS      | $2881905.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                          | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     50317 | NS      | $25157996.83  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                              | PERKINELMER INC                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     37788 | NS      | $5196983.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                     | WILLIS TOWERS WATSON PLC                      | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     32255 | NS      | $8198898.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC               | SERVICE CORP INTERNATIONAL INC                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     44789 | NS      | $3321104.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                 | CATALENT INC                                  | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36501 | NS      | $1954628.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                  | WALMART INC                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    426294 | NS      | $61330917.78  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                          | MKS INSTRUMENTS INC                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     17162 | NS      | $1756015.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUITY RESIDENTIAL                           | EQUITY RESIDENTIAL REIT                       | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    110964 | NS      | $7062858.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC             | AMERICAN INTERNATIONAL GROUP                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    222808 | NS      | $14085921.76  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                     | SLM CORP                                      | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     74933 | NS      | $1316572.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                  | CINTAS CORP                                   | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1740 | NS      | $772107.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH INC                                   | UIPATH INC A                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    102529 | NS      | $1574845.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                              | CMS ENERGY CORP                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     86751 | NS      | $5481795.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                  | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     15074 | NS      | $1594979.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                | LIVE NATION ENTERTAINMENT INC                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     23359 | NS      | $1880165.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                      | KBR INC                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     14397 | NS      | $737558.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                         | BWX TECHNOLOGIES INC                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     16691 | NS      | $1015814.26   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW                        | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    280039 | NS      | $6592118.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                  | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      5144 | NS      | $187241.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION          | SIX FLAGS ENTERTAINMENT CORP                  | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     11137 | NS      | $299028.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                           | GLOBUS MEDICAL INC                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     21340 | NS      | $1611170.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                   | MONDELEZ INTL INC                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |    408895 | NS      | $26758088.80  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                           | TELADOC HEALTH INC                            | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     43481 | NS      | $1278341.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PRINCIPAL FINANCIAL GROUP INC                | PRINCIPAL FINL GROUP INC                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     72546 | NS      | $6714132.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP NEW                                 | UGI CORP NEW                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     62708 | NS      | $2497659.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC           | FRONTIER COMMUNICATIONS PARENT INC            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73345 | NS      | $2171745.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SMITH (AO) CORP                              | SMITH (AO) CORP                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     28442 | NS      | $1925523.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                             | BOYD GAMING CORP                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     22881 | NS      | $1425715.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                               | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     26789 | NS      | $3237450.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                               | EATON CORP PLC                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |    119694 | NS      | $19415563.74  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                            | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     51513 | NS      | $8036028.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                         | SL GREEN REALTY CORP REIT                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     19218 | NS      | $790820.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                         | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    256993 | NS      | $9066713.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                         | JUNIPER NETWORKS INC                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     95717 | NS      | $3091659.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                             | HENRY SCHEIN INC                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     40498 | NS      | $3488902.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                          | EASTMAN CHEMICAL CO                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     35825 | NS      | $3158690.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                         | PARKER HANNIFIN CORP                          | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     29644 | NS      | $9663944.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                             | PAYPAL HLDGS INC                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    236528 | NS      | $19274666.72  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                  | S and P MID 400 EMINI FUT MAR23 FAH3          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        32 | NC      | $714674.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                         | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     76527 | NS      | $1084387.59   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CORP                   | APARTMENT INCOME REIT CORP CL A               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41218 | NS      | $1577000.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                 | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     55235 | NS      | $10810594.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                 | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    121635 | NS      | $3375371.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                | HUDSON PACIFIC PROPERTIES INC                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41019 | NS      | $467206.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS CO INC             | PETCO HEALTH AND WELLNESS CO INC              | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     24219 | NS      | $283120.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ CORP                                     | LKQ CORP                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     74882 | NS      | $4415042.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                | JEFFERIES FINANCIAL GROUP INC                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     59996 | NS      | $2356642.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                  | CHEMOURS CO/ THE                              | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     17882 | NS      | $650725.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC               | NEW YORK COMMUNITY BANCORP INC                | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    200486 | NS      | $2002855.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                       | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     11000 | NS      | $8715850.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                                  | INCYTE CORP                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      7409 | NS      | $630802.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                | NEWS CORP NEW CL B                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     35668 | NS      | $729053.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                           | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    115319 | NS      | $16148119.57  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                           | BOK FINANCIAL COMMON NEW                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      8700 | NS      | $874350.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                   | VMWARE INC CL A                               | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     32496 | NS      | $3979785.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS          | LABORATORY CORP OF AMER HLDGS                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     26531 | NS      | $6688995.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                             | VAIL RESORTS INC                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       656 | NS      | $172095.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                      | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      9869 | NS      | $2020875.13   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA INC                                  | MODERNA INC                                   | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     93534 | NS      | $16467596.04  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                          | FIRST REPUBLIC BANK                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     54478 | NS      | $7674860.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC                        | BILL.COM HOLDINGS INC                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     29618 | NS      | $3424433.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DOMINOS PIZZA INC                            | DOMINOS PIZZA INC                             | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      2844 | NS      | $1003932.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON THERAPEUTICS PLC                     | HORIZON THERAPEUTICS PLC                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      4621 | NS      | $507016.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                   | CASEY GENERAL STORES                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     11101 | NS      | $2618836.91   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                           | C N A FINANCIAL CORP                          | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      8218 | NS      | $357976.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                       | ROPER TECHNOLOGIES INC                        | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     31648 | NS      | $13505784.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                    | LEAR CORP NEW                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     17625 | NS      | $2569372.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                              | BERKLEY (WR) CORP                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     61674 | NS      | $4325814.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                       | CREDIT ACCEPTANCE CORP                        | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1813 | NS      | $838766.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VIATRIS INC                                  | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    363031 | NS      | $4414456.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                    | L3HARRIS TECHNOLOGIES INC                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     56948 | NS      | $12233569.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                    | PROSPERITY BANCSHARES INC                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26226 | NS      | $1989504.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                 | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    116251 | NS      | $4238511.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                    | QIAGEN NV                                     | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     67954 | NS      | $3329746.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                      | KEYCORP                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    278380 | NS      | $5342112.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                | PRIMERICA INC                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     10980 | NS      | $1776015.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                     | BANK OZK                                      | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     33499 | NS      | $1529899.33   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NUTANIX INC                                  | NUTANIX INC CL A                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     32993 | NS      | $919514.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                            | HYATT HOTELS CORP CL A                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     14175 | NS      | $1546776.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                 | FORTIVE CORP                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    106093 | NS      | $7217506.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC       | CCC INTELLIGENT SOLUTIONS HOLD CL A           | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31593 | NS      | $292235.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PULTE GROUP INC                              | PULTEGROUP INC                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41342 | NS      | $2351946.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC     | INTERNATIONAL FLAVORS and FRAGRA              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     76365 | NS      | $8588007.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC               | GE HEALTHCARE TECHNOLOGIES INC WI             | CUSIP: 36266G107<br>LEI: MESVVMK28W96MOVF7R93 | Long             | EC               | CORP              | US        |    103343 | NS      | $7184405.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                 | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     17624 | NS      | $1802230.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                             | RYDER SYSTEM INC                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     14549 | NS      | $1373571.09   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                          | THOR INDUSTRIES INC                           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     15464 | NS      | $1474183.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                       | BOSTON SCIENTIFIC CORP                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    427901 | NS      | $19790421.25  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    385152 | NS      | $6212501.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                   | FISERV INC                                    | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    160469 | NS      | $17118832.92  | 0.30%             |  |  |  | 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        |     46729 | NS      | $2761683.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                      | PELOTON INTERACTIVE INC CL A                  | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     92339 | NS      | $1193943.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| LILLY (ELI) and CO                           | LILLY (ELI) and CO                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     47003 | NS      | $16176082.45  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                               | APTARGROUP INC                                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     19614 | NS      | $2268162.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                               | HEICO CORP CL A                               | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1493 | NS      | $199584.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC   | FIDELITY NATL INFORM SVCS INC                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    177704 | NS      | $13334908.16  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                     | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    133359 | NS      | $1831019.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                           | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    158540 | NS      | $3920694.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                          | TRANSDIGM GROUP INC                           | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9432 | NS      | $6769818.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                                 | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    292757 | NS      | $17951859.24  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                          | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     61583 | NS      | $5971703.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH and DWIGHT INC                        | CHURCH and DWIGHT CO INC                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     39792 | NS      | $3217581.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | FREEPORT MCMORAN INC                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    427372 | NS      | $19069338.64  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC               | ARMSTRONG WORLD INDUSTRIES INC                | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      5696 | NS      | $440927.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                    | CLOROX CO                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      6319 | NS      | $914296.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                               | ENTERTAINMENT PPTYS TR                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     22194 | NS      | $942801.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                        | ANTERO MIDSTREAM CORP                         | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100703 | NS      | $1097662.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                          | ABBOTT LABORATORIES                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    446391 | NS      | $49348525.05  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                         | JBG SMITH PROPERTIES                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32100 | NS      | $646494.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                                   | HERSHEY CO (THE)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5818 | NS      | $1306722.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                 | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     61778 | NS      | $5283872.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                      | WESCO INTERNATIONAL INC                       | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      6291 | NS      | $937421.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | SYNCHRONY FINANCIAL                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    134507 | NS      | $4940442.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                        | BOSTON PROPERTIES INC                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     46948 | NS      | $3499503.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                          | GENERAL ELECTRIC CO                           | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    310027 | NS      | $24950972.96  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS FINANCIAL CORP                           | TFS FINANCIAL CORP                            | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14901 | NS      | $212339.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PENSKE AUTOMOTIVE GROUP INC                  | PENSKE AUTOMOTIVE GROUP INC                   | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7728 | NS      | $987792.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                           | NVENT ELECTRIC PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     49476 | NS      | $1966671.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PL                                    | STERIS PLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     29898 | NS      | $6174235.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                                   | LAZARD LTD CL A                               | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |     24813 | NS      | $994505.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                    | OLIN CORP                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     37804 | NS      | $2441760.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                 | VERISIGN INC                                  | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     24821 | NS      | $5412219.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                              | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     20133 | NS      | $5079354.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                             | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    365008 | NS      | $11767857.92  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                    | UST BILLS 0% 06/29/2023                       | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $981225.93    | 0.02%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                            | GXO LOGISTICS INC                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     28184 | NS      | $1474868.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                       | SOUTHWESTERN ENERGY CO                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    306160 | NS      | $1690003.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KYNDRYL HOLDINGS INC                         | KYNDRYL HOLDINGS INC                          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     61334 | NS      | $821262.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                      | NATIONAL FUEL GAS CO NJ                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     24127 | NS      | $1400813.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                         | JETBLUE AIRWAYS CORP                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     96228 | NS      | $769824.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                              | MASTERBRAND INC                               | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     25355 | NS      | $233266.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    580549 | NS      | $30316268.78  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                    | BRIGHTHOUSE FINANCIAL INC                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     20550 | NS      | $1156348.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BK NEW YORK NY                     | SIGNATURE BANK                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     17612 | NS      | $2271067.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                   | NOV INC                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    117234 | NS      | $2865198.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                           | PLANET FITNESS INC CL A                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      6602 | NS      | $558859.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                           | RITHM CAPITAL CORP                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    129652 | NS      | $1220025.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                | INTERCONTINENTAL EXCHANGE INC                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    165473 | NS      | $17796621.15  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                | TAKE-TWO INTERACTV SOFTWR INC                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      8428 | NS      | $954302.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                               | WHIRLPOOL CORP                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     15973 | NS      | $2485239.07   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                      | NVR INC                                       | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       244 | NS      | $1285880.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                             | QUIDELORTHO CORP                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     14602 | NS      | $1250077.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                         | INVITATION HOMES INC                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182837 | NS      | $5942202.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                         | VORNADO REALTY TRUST                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52833 | NS      | $1288596.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                          | COINBASE GLOBAL INC                           | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     47833 | NS      | $2797273.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| COMCAST CORP NEW                             | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   1286607 | NS      | $50627985.45  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                       | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     85735 | NS      | $15193099.35  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP            | MARRIOTT VACATIONS WORLD                      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     11195 | NS      | $1791647.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                      | MARATHON PETROLEUM CORP                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    140297 | NS      | $18030970.44  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                    | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    196486 | NS      | $8769170.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE GROUP LTD                | EVEREST REINSURANCE GROUP LTD                 | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      8055 | NS      | $2816752.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                       | INTUITIVE SURGICAL INC                        | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      8344 | NS      | $2050037.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                      | ILLINOIS TOOL WORKS INC                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      9255 | NS      | $2184550.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                           | DOUGLAS EMMETT INC REIT                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50697 | NS      | $849174.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                           | SNAP-ON INCORPORATED                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     15752 | NS      | $3917994.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                   | MASCO CORPORATION                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     63972 | NS      | $3403310.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                       | CENTERPOINT ENERGY INC                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    188777 | NS      | $5685963.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                            | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3739 | NS      | $81360.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BROADRIDGE FINL SOLUTIONS INC                | BROADRIDGE FINANCIAL SOL                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3225 | NS      | $484911.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC              | FIDELITY NATIONAL FINL INC                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     77805 | NS      | $3425754.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                                | ALBEMARLE CORP                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     17008 | NS      | $4786901.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK INC                                   | WEWORK INC CL A                               | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64487 | NS      | $102534.33    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MID-AMERICA APT CMNTYS INC                   | MID AMERICA APT CMNTY INC                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     34397 | NS      | $5734667.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES INC                          | GLOBALFOUNDRIES INC                           | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | KY        |     14416 | NS      | $854580.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                    | MONSTER BEVERAGE CORP                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      8242 | NS      | $857827.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR INC                              | TRIPADVISOR INC                               | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     28001 | NS      | $652423.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DIAMONDBACK ENERGY INC                       | DIAMONDBACK ENERGY INC                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     22568 | NS      | $3297636.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORP                         | UMPQUA HOLDINGS CORP                          | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     64708 | NS      | $1177685.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                   | BERKSHIRE HATHAWAY INC CL B                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    541085 | NS      | $168558799.20 | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                     | LENNOX INTERNATIONAL INC                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      9568 | NS      | $2493612.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                        | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    595556 | NS      | $10898674.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                     | CULLEN FROST BANKERS INC                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     17471 | NS      | $2276121.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                   | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   1260551 | NS      | $52401105.07  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                        | BURLINGTON STORES INC                         | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1245 | NS      | $286138.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC              | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    464733 | NS      | $48443767.92  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                 | GINKGO BIOWORKS HOLDINGS INC                  | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210916 | NS      | $411286.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                        | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     31831 | NS      | $1745930.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                         | MGIC INVESTMENT CORP                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     88473 | NS      | $1249238.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                     | AGILENT TECHNOLOGIES INC                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      9045 | NS      | $1375563.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUMSCAPE CORP                            | QUANTUMSCAPE CORP A                           | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76939 | NS      | $654750.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SALESFORCE INC                               | SALESFORCE INC                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    226862 | NS      | $38106010.14  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                   | MATTEL INC                                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     54553 | NS      | $1116154.38   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                         | AGNC INVESTMENT CORP                          | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    170841 | NS      | $1981755.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMATICA INC                              | INFORMATICA INC                               | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9270 | NS      | $165006.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Revere Street Trust                 | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  10261961 | NS      | $10264013.49  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                          | DENTSPLY SIRONA INC                           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     64175 | NS      | $2363565.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                   | TRANSUNION                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     15397 | NS      | $1104734.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                                | MCKESSON CORP                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     34201 | NS      | $12951234.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                       | TRANE TECHNOLOGIES PLC                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     28848 | NS      | $5167253.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                      | BATH and BODY WORKS INC                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     68534 | NS      | $3153249.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                        | AMERICAN HOMES 4 RENT                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     92201 | NS      | $3161572.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                 | DOORDASH INC                                  | CUSIP: 25809K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8570 | NS      | $496374.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| REALTY INCOME CORP                           | REALTY INCOME CORP REIT                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |    188075 | NS      | $12757127.25  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                             | COSTAR GROUP INC                              | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103567 | NS      | $8067869.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                       | BERRY GLOBAL GROUP INC                        | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     19389 | NS      | $1196882.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC            | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     73140 | NS      | $3917378.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                    | TELEDYNE TECHNOLOGIES INC                     | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     13874 | NS      | $5886183.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                    | BLOCK INC CL A                                | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    160662 | NS      | $13129298.64  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                          | VIRTU FINANCIAL INC- CL A                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     28370 | NS      | $547824.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                        | ELEMENT SOLUTIONS INC                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     67511 | NS      | $1382625.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC                          | SIRIUS XM HLDGS INC                           | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    210297 | NS      | $1217619.63   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| COTERRA ENERGY INC                           | COTERRA ENERGY INC                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    196805 | NS      | $4926029.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                | CARNIVAL CORP                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    292216 | NS      | $3161777.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PARAMOUNT GLOBAL                             | PARAMOUNT GLOBAL CL B                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    172163 | NS      | $3987295.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO CORP                                    | AGCO CORP                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     16137 | NS      | $2229003.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                            | CIRRUS LOGIC INC                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     16413 | NS      | $1483571.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO CO PLC                               | PERRIGO CO PLC                                | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     40223 | NS      | $1505144.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                 | RAYONIER INC REIT                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     43638 | NS      | $1587986.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES INC                       | FRANKLIN RESOURCES INC                        | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     85465 | NS      | $2666508.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3843 | NS      | $1198362.69   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                 | FRESHPET INC                                  | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      5977 | NS      | $378523.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUBLEVERIFY HOLDINGS INC                    | DOUBLEVERIFY HOLDINGS INC                     | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2853 | NS      | $77573.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SPIRIT REALTY CAPITAL INC                    | SPIRIT RLTY CAP INC                           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     41675 | NS      | $1828699.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                             | CAMPBELL SOUP CO                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     58070 | NS      | $3015575.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC                                | PINTEREST INC CL A                            | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137651 | NS      | $3618844.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                      | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     31717 | NS      | $3897384.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                           | HEXCEL CORPORATION                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     25091 | NS      | $1770922.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                   | VERTEX PHARMACEUTICALS INC                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4294 | NS      | $1387391.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                             | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1235948 | NS      | $143382327.48 | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                           | ALLY FINANCIAL INC                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     89380 | NS      | $2903956.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                 | DANAHER CORP                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    180943 | NS      | $47837710.34  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                | TOPBUILD CORP                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1496 | NS      | $299289.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                          | WILLIAMS-SONOMA INC                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4170 | NS      | $562699.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                              | ARDAGH GROUP SA                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | EC               | CORP              | LU        |      4009 | NS      | $43016.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                              | BAKER HUGHES CO                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    282195 | NS      | $8956869.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                   | RENAISSANCERE HLDGS LTD                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      5840 | NS      | $1142829.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                | ALLSTATE CORPORATION                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     79208 | NS      | $10175851.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                              | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12729 | NS      | $1805099.49   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                              | DOLLAR TREE INC                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     43929 | NS      | $6597257.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                        | ENCOMPASS HEALTH CORP                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     29326 | NS      | $1831408.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                                    | AVNET INC                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     27237 | NS      | $1249633.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINL PARTNERS INC                   | PINNACLE FINL PARTNERS INC                    | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     22446 | NS      | $1767173.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                       | ADVANCE AUTO PARTS INC                        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     16579 | NS      | $2524650.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                   | NATERA INC                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2049 | NS      | $87963.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                            | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      8121 | NS      | $2137447.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFILIATED MANAGERS GROUP INC                | AFFILIATED MANAGERS GRP INC                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     11194 | NS      | $1933651.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                    | CONSTELLATION ENERGY CORP                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97850 | NS      | $8352476.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                               | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    167782 | NS      | $44864906.80  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                           | TETRA TECH INC                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      9281 | NS      | $1443381.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SENTINELONE INC                              | SENTINELONE INC                               | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17127 | NS      | $258446.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT and PLATT INC                        | LEGGETT and PLATT INC                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     39849 | NS      | $1456879.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LANDSTAR SYSTEM INC                          | LANDSTAR SYSTEM INC                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1172 | NS      | $202556.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC               | REYNOLDS CONSUMER PRODUCTS INC                | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16359 | NS      | $487007.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                            | UWM HOLDINGS CORP CL A                        | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2410 | NS      | $11037.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK HOTELS and RESORTS INC                  | PARK HOTELS and RESORTS INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     66845 | NS      | $983289.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                            | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     21700 | NS      | $1184386.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                | MARTIN MARIETTA MATERIALS INC                 | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     16994 | NS      | $6111722.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                           | AUTONATION INC                                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10097 | NS      | $1279491.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                        | NORTHROP GRUMMAN CORP                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     38765 | NS      | $17368270.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                           | VOYA FINANCIAL INC                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     29150 | NS      | $2033795.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                          | EXACT SCIENCES CORP                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     42886 | NS      | $2895662.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MADISON SQUARE GARDEN SPORTS CORP            | MADISON SQUARE GARDEN SPORTS CORP             | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2815 | NS      | $511879.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                | CLARIVATE PLC                                 | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |    141348 | NS      | $1571789.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                               | ROCKET COS INC                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15232 | NS      | $143333.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHEVRON CORP NEW                             | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    580045 | NS      | $100939430.90 | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                 | WALGREENS BOOTS ALLIANCE INC                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    214993 | NS      | $7924641.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC            | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      9195 | NS      | $2027865.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                                 | DOXIMITY INC                                  | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17948 | NS      | $633025.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                     | ACADIA HEALTHCARE CO INC                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     26669 | NS      | $2240729.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                    | BOEING CO                                     | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    113232 | NS      | $24118416.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                         | WEC ENERGY GROUP INC                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     94568 | NS      | $8888446.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                 | ENVISTA HOLDINGS CORP                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     48748 | NS      | $1900684.52   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                        | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     30212 | NS      | $1869216.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC          | PUBLIC SVC ENTERPRISE GRP INC                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    149211 | NS      | $9240637.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                   | AXALTA COATING SYSTEMS LTD                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     50105 | NS      | $1508160.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                    | PACKAGING CORP OF AMERICA                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     27339 | NS      | $3901275.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                     | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     43560 | NS      | $3471732.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                            | ATMOS ENERGY CORP                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     41345 | NS      | $4859691.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                    | LINCOLN NATIONAL CORP                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     40290 | NS      | $1427474.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                    | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     23810 | NS      | $4410326.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                     | TANDEM DIABETES CARE INC                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1270 | NS      | $51739.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                         | HOWMET AEROSPACE INC                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    100262 | NS      | $4079660.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                  | GROCERY OUTLET HOLDING CORP                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24522 | NS      | $745223.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                  | GENPACT LTD                                   | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     25520 | NS      | $1206585.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                       | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    163148 | NS      | $4754132.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                  | NETFLIX INC                                   | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     72078 | NS      | $25505521.08  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                      | BECTON DICKINSON and CO                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     85151 | NS      | $21476785.22  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                            | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     70134 | NS      | $13404010.08  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                           | SONOCO PRODUCTS CO                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     29149 | NS      | $1781295.39   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                   | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     66604 | NS      | $4172740.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                              | FOX CORPORATION B                             | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     42706 | NS      | $1353780.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                   | TWILIO INC CLASS A                            | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     32452 | NS      | $1941927.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                              | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     89606 | NS      | $12072616.38  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC               | ALLISON TRANSMISSION HLDGS INC                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      5808 | NS      | $261824.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                               | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    369741 | NS      | $35986891.53  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP      | SCIENCE APPLICATIONS INTERNATIONAL CORP       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     16463 | NS      | $1708530.14   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN and BRADSTREET HOLDINGS INC              | DUN and BRADSTREET HOLDINGS IN                | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75342 | NS      | $1103760.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                      | ESSENTIAL UTILITIES INC                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     69316 | NS      | $3239136.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                  | CORNING INC                                   | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    212891 | NS      | $7368157.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                            | EOG RESOURCES INC                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     47175 | NS      | $6238893.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                     | PROCORE TECHNOLOGIES INC                      | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |      6005 | NS      | $335979.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBAL PAYMENTS INC                          | GLOBAL PAYMENTS INC                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     80408 | NS      | $9063589.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                   | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     71984 | NS      | $13954818.24  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                         | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    112655 | NS      | $7761929.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                         | JACOBS SOLUTIONS INC                          | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38287 | NS      | $4730358.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                      | MDU RESOURCES GROUP INC                       | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     60506 | NS      | $1870240.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GARMIN LTD                                   | GARMIN LTD                                    | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     46187 | NS      | $4566970.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                          | SILGAN HOLDINGS INC                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     25188 | NS      | $1357381.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                              | EAGLE MATERIALS INC                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1867 | NS      | $272731.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                        | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     99591 | NS      | $6298134.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                        | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    264078 | NS      | $15923903.40  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                     | MSCI INC                                      | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      5748 | NS      | $3055406.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | TRUIST FINL CORP                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    398642 | NS      | $19688928.38  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                              | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    393135 | NS      | $34682369.70  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    140010 | NS      | $3286034.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC              | EQUITY LIFESTYLE PPTYS INC                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     20589 | NS      | $1477878.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                       | SYNOVUS FINANCIAL CORP.                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     43115 | NS      | $1808674.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                       | MOTOROLA SOLUTIONS INC                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     49337 | NS      | $12680102.37  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                       | LOUISIANA PACIFIC CORP                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     19223 | NS      | $1308894.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                  | STARWOOD PROPERTY TRUST INC                   | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     87500 | NS      | $1827875.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                 | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  68885493 | NS      | $68892381.98  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                       | DISCOVER FIN SVCS                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     81757 | NS      | $9543494.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                  | PENTAIR PLC                                   | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     49282 | NS      | $2729237.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                | UNIVERSAL HEALTH SVCS INC CL B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     18584 | NS      | $2754334.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC                  | HOST HOTELS and RESORTS INC                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    212071 | NS      | $3997538.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                   | ECOLAB INC                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      8698 | NS      | $1346711.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                            | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     27938 | NS      | $2700207.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                      | PILGRIM'S PRIDE CORP NEW                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      6615 | NS      | $160612.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE       | LIBERTY FORMULA ONE-C                         | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53458 | NS      | $3784826.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC                      | Mirati Therapeutics Inc                       | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     13321 | NS      | $711474.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                      | UDR INC                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     96994 | NS      | $4130974.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                        | NORFOLK SOUTHERN CORP                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     69270 | NS      | $17027258.70  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP           | WILLSCOT MOBILE MINI HOLDINGS CORP            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     28507 | NS      | $1381449.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                     | VICTORIA'S SECRET and CO                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      6960 | NS      | $293364.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                        | CARLYLE GROUP INC (THE)                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     62005 | NS      | $2230319.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                 | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     14966 | NS      | $1984341.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                        | JPMORGAN CHASE and CO                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    874796 | NS      | $122436448.16 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                        | EURONET WORLDWIDE INC                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      3492 | NS      | $393478.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTLEFUSE INC                               | LITTELFUSE INC                                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      7239 | NS      | $1858178.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                             | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    170383 | NS      | $12989999.92  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS INC                | ZOOM VIDEO COMMUNICATIONS INC CL A            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     37523 | NS      | $2814225.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                           | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1137428 | NS      | $53311250.36  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                       | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     51760 | NS      | $2725164.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                              | LUCID GROUP INC - A                           | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9490 | NS      | $110938.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| DUPONT DE NEMOURS INC                        | DUPONT DE NEMOURS INC                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    150277 | NS      | $11112984.15  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                               | BRUNSWICK CORP                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     17878 | NS      | $1507651.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                     | ESSEX PROPERTY TRUST INC                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     19472 | NS      | $4402035.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                              | PPL CORPORATION                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    220828 | NS      | $6536508.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                      | XPO INC                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     28335 | NS      | $1129433.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                          | CARDINAL HEALTH INC                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     78507 | NS      | $6064665.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                             | ZILLOW GROUP INC                              | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     15948 | NS      | $685126.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                                | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     30734 | NS      | $1916264.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                               | STERICYCLE INC                                | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     27447 | NS      | $1476923.07   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTEC INC                                   | MASTEC INC                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     18257 | NS      | $1793385.11   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                  | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2106423 | NS      | $74735888.04  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                              | HANESBRANDS INC                               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    104506 | NS      | $882030.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP                           | HOWARD HUGHES CORP                            | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     10976 | NS      | $938338.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                    | GRACO INC                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     15789 | NS      | $1078704.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANGRID INC                                 | AVANGRID INC                                  | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     21239 | NS      | $895648.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NEWELL BRANDS INC                            | NEWELL BRANDS INC                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    113073 | NS      | $1804645.08   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC              | BJS WHSL CLUB HLDGS INC                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     14814 | NS      | $1073570.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                               | AMETEK INC NEW                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     69044 | NS      | $10005856.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                               | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     13985 | NS      | $1428567.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                             | LEIDOS HOLDINGS INC                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     40808 | NS      | $4033462.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                  | WAYFAIR INC                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      8659 | NS      | $523869.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE ENERGY CO                                | DTE ENERGY CO                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     57808 | NS      | $6727116.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                     | SOUTHERN COPPER CORP                          | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      8776 | NS      | $660042.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCHER DANIELS MIDLAND CO                    | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    163899 | NS      | $13579032.15  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| F and G ANNUITIES and LIFE INC-WI            | F and G ANNUITIES and LIFE INC                | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5354 | NS      | $114896.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                      | SBA COMMUNICATIONS CORP                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     24668 | NS      | $7339470.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                            | BROWN FORMAN CORP CL A                        | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      5363 | NS      | $356639.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ GLOBAL HOLDINGS INC                    | HERTZ GLOBAL HOLDINGS INC                     | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     56583 | NS      | $1019625.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KIRBY CORP                                   | KIRBY CORP                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     17878 | NS      | $1265404.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                         | DECKERS OUTDOOR CORP                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       918 | NS      | $392426.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                              | FIRST SOLAR INC                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     31825 | NS      | $5652120.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                     | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     12319 | NS      | $2072671.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                             | ZILLOW GROUP INC CL C                         | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     44299 | NS      | $1958458.79   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| OMEGA HEALTHCARE INVESTORS INC               | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     70395 | NS      | $2072428.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                            | SYNEOS HEALTH INC                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     25342 | NS      | $910284.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                   | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     11145 | NS      | $5702896.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                       | EQUITABLE HOLDINGS INC                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    110396 | NS      | $3540399.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                  | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     64266 | NS      | $10990771.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                                  | LENNAR CORP CL A                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     75105 | NS      | $7690752.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                               | FLOWSERVE CORP                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     38992 | NS      | $1342104.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP PA                                  | FNB CORP PA                                   | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    104528 | NS      | $1491614.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                          | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    376480 | NS      | $31601731.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                              | ICU MEDICAL INC                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      4923 | NS      | $951271.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHWEST AIRLINES CO                        | SOUTHWEST AIRLINES CO                         | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    177429 | NS      | $6346635.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                       | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     25248 | NS      | $12603549.12  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                           | FIRST HAWAIIAN INC                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     38261 | NS      | $1049881.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCINO INC                                    | NCINO INC                                     | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16662 | NS      | $476533.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EXELON CORP                                  | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    297681 | NS      | $12559161.39  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                | BUNGE LIMITED                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     41441 | NS      | $4106803.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                                | NORDSTROM INC                                 | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      4946 | NS      | $96644.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CABLE ONE INC                                | CABLE ONE INC                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       665 | NS      | $525270.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC                                      | DOW INC                                       | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    211076 | NS      | $12527360.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                     | SIMON PPTY GROUP INC - REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     50339 | NS      | $6466547.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                        | RPM INTERNATIONAL INC                         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     36281 | NS      | $3262024.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                       | DARDEN RESTAURANTS INC                        | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      9897 | NS      | $1464459.09   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ CO                               | KRAFT HEINZ CO                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    209445 | NS      | $8488805.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                           | COUPA SOFTWARE INC                            | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     10025 | NS      | $801198.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                             | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    537666 | NS      | $24216476.64  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                              | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    107566 | NS      | $2475093.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                  | ASHLAND INC                                   | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     15171 | NS      | $1657735.17   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                | REPLIGEN                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4776 | NS      | $884992.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                    | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     89355 | NS      | $4426646.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                      | RXO INC                                       | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28445 | NS      | $521112.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                          | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     32421 | NS      | $7242527.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENT CORP                     | NATIONAL INSTRUMENT CORP                      | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     34074 | NS      | $1839996.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                               | PLUG POWER INC                                | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     78239 | NS      | $1331627.78   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DEFINITIVE HEALTHCARE CORP                   | DEFINITIVE HEALTHCARE CORP                    | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5076 | NS      | $62840.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ROSS STORES INC                              | ROSS STORES INC                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     58843 | NS      | $6954654.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                            | FLOWERS FOODS INC                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     56142 | NS      | $1554571.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                        | MOHAWK INDUSTRIES INC                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     15753 | NS      | $1891305.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                | HILTON WORLDWIDE HOLDINGS INC                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     22103 | NS      | $3206924.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                            | DXC TECHNOLOGY CO                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     68895 | NS      | $1979353.35   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                        | US FOODS HOLDING CORP                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     60436 | NS      | $2304424.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                          | FIFTH THIRD BANCORP                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    204134 | NS      | $7408022.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                        | REXFORD INDUSTRIAL REALTY INC                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     55013 | NS      | $3491675.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                        | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42354 | NS      | $3325636.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                               | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     36181 | NS      | $3326119.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                  | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21473 | NS      | $1057115.79   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                           | PACWEST BANCORP                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     34851 | NS      | $963978.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                          | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     11466 | NS      | $1901062.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                          | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    789317 | NS      | $128990184.14 | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                     | AMERICAN AIRLINES GROUP INC                   | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193419 | NS      | $3121782.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC             | HAWAIIAN ELECTRIC INDS INC                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     32581 | NS      | $1377198.87   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)                   | REGENCY CENTERS CORP REIT                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     51330 | NS      | $3420117.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                  | INVESCO LTD                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    111825 | NS      | $2069880.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPORT SERVICES                 | HUNT J B TRANSPORT SERVICES IN                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2682 | NS      | $507032.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC               | WYNDHAM HOTELS and RESORTS INC                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      7981 | NS      | $618607.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                         | RANGE RESOURCES CORP                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     24066 | NS      | $602131.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                     | BIO RAD LABS CL A                             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      6404 | NS      | $2993613.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                               | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     69922 | NS      | $3305912.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                 | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     20154 | NS      | $2873758.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC           | JOHNSON CONTROLS INTERNATIONAL PLC            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    206420 | NS      | $14360639.40  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP               | INTEGRA LIFESCIENCES HLDS CORP                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     21688 | NS      | $1242722.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                   | CARMAX INC                                    | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41808 | NS      | $2945373.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PINNACLE WEST CAPITAL CORP                   | PINNACLE WEST CAPITAL CORP                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     33815 | NS      | $2520908.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                            | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   1232503 | NS      | $59985921.01  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO                            | NEW YORK TIMES CO CL A                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     48647 | NS      | $1694861.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                  | S and P500 EMINI FUT MAR23 ESH3               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        38 | NC      | $421535.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                  | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     49781 | NS      | $1147949.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIES BARGAIN OUTLET HLDGS INC              | OLLIES BARGAIN OUTLET HOLDINGS INC            | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     17748 | NS      | $971880.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                      | IAA INC                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      6874 | NS      | $286852.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                      | ROCKWELL AUTOMATION INC                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     11185 | NS      | $3154505.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                  | MOODYS CORP                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      2736 | NS      | $883044.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP DEL                            | TERADATA CORP                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     13989 | NS      | $487936.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                          | AMERICAN EXPRESS CO                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    169179 | NS      | $29594482.47  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                          | AMERIPRISE FINANCIAL INC                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     11529 | NS      | $4036533.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC              | SS and C TECHNOLOGIES HOLDINGS INC            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     66086 | NS      | $3988290.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                     | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     18439 | NS      | $2888653.74   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL INC                       | SCHNEIDER NATIONAL INC CL B                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     16112 | NS      | $426968.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP          | COGNIZANT TECH SOLUTIONS CL A                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    153784 | NS      | $10265082.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                 | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    276073 | NS      | $35690717.44  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                    | BROOKFIELD RENEWABLE CORP                     | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     38254 | NS      | $1205766.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                              | MATCH GROUP INC                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5231 | NS      | $283101.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                    | IONIS PHARMACEUTICALS INC                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      3472 | NS      | $138428.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                         | LAS VEGAS SANDS CORP                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     62131 | NS      | $3665729.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                        | REPUBLIC SERVICES INC                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     57836 | NS      | $7219089.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                               | SSR MINING INC                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     61706 | NS      | $1045299.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GUIDEWIRE SOFTWARE INC                       | GUIDEWIRE SOFTWARE INC                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     24539 | NS      | $1797236.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                  | MASIMO CORP                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      3355 | NS      | $570618.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                    | AVALONBAY COMMUNITIES INC REIT                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     41853 | NS      | $7426396.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                            | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     32443 | NS      | $3996977.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                 | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    234597 | NS      | $23187567.48  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VITESSE ENERGY INC                           | VITESSE ENERGY INC                            | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7061 | NS      | $112693.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                        | UBER TECHNOLOGIES INC                         | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     77105 | NS      | $2384857.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                    | OPENDOOR TECHNOLOGIES INC                     | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    102294 | NS      | $224023.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CHENIERE ENERGY INC                          | CHENIERE ENERGY INC                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     31699 | NS      | $4843290.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                 | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    238181 | NS      | $12606920.33  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC                | INTERACTIVE BROKERS GROUP INC                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     27812 | NS      | $2223291.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORP                                | SEABOARD CORP                                 | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        76 | NS      | $297958.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                      | AON PLC                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      3563 | NS      | $1135456.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                        | SOFI TECHNOLOGIES INC                         | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    241265 | NS      | $1671966.45   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AKAMAI TECHNOLOGIES INC                      | AKAMAI TECHNOLOGIES INC                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     46402 | NS      | $4127457.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                         | LAMAR ADVERTISING CO CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      3093 | NS      | $329528.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                           | LUMEN TECHNOLOGIES INC                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    307730 | NS      | $1615582.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ALTICE USA INC                               | ALTICE USA INC A                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     62375 | NS      | $305637.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                             | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29028 | NS      | $1586670.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                                   | KELLOGG CO                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     34528 | NS      | $2367930.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE and MAIN INC                            | CORE and MAIN INC                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14061 | NS      | $310326.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PNC FINANCIAL SERVICES GRP INC               | PNC FINANCIAL SERVICES GRP INC                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    120725 | NS      | $19971536.75  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVEN BRANDS HOLDINGS INC                   | DRIVEN BRANDS HOLDINGS INC                    | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17647 | NS      | $515115.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                       | COUSINS PROPERTIES INC                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     45225 | NS      | $1240069.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                    | MGM RESORTS INTERNATIONAL                     | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     96080 | NS      | $3978672.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                               | DISNEY (WALT) CO                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    509848 | NS      | $55313409.52  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                            | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     12143 | NS      | $1503910.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                            | ERIE INDEMNITY CO CL A                        | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      1944 | NS      | $475016.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer