# EDGAR Filing Document

**Accession Number:** 0000819118
**File Stem:** 0001752724-23-067606
**Filing Date:** 2023-3
**Character Count:** 88930
**Document Hash:** 46896d3e294691ca0326fc0eaceae195
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067606.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067606

**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 CONCORD STREET TRUST
- **CENTRAL INDEX KEY:** 0000819118
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05251
- **FILM NUMBER:** 23763725

**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 INSTITUTIONAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Series Small Cap Core Fund (Series ID: S000077859)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000238446 | Fidelity Series Small Cap Core Fund | FSSLX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity Series Small Cap Core Fund**

**January 31, 2023**

SCC-NPRT3-0423

1.9906195.100 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.0%** | &nbsp;&nbsp;**Common Stocks - 99.0%** | &nbsp;&nbsp;**Common Stocks - 99.0%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 2.2%  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Cogent Communications Group, Inc.  | 153 | 10491 |
| Entertainment - 0.5% |  |  |
| IMAX Corp. (a) | 1166 | 19822 |
| Interactive Media & Services - 0.9% |  |  |
| QuinStreet, Inc. (a) | 840 | 12877 |
| Ziff Davis, Inc. (a) | 237 | 21207 |
|  |  | 34084 |
| Media - 0.1% |  |  |
| iHeartMedia, Inc. (a) | 567 | 4394 |
| Wireless Telecommunication Services - 0.4% |  |  |
| Gogo, Inc. (a) | 914 | 15328 |
| TOTAL COMMUNICATION SERVICES |  | 84119 |
| CONSUMER DISCRETIONARY - 10.8%  |  |  |
| Auto Components - 0.7% |  |  |
| Adient PLC (a) | 560 | 25211 |
| Diversified Consumer Services - 2.6% |  |  |
| Adtalem Global Education, Inc. (a) | 541 | 20655 |
| European Wax Center, Inc.  | 966 | 18199 |
| Grand Canyon Education, Inc. (a) | 142 | 16552 |
| Laureate Education, Inc. Class A  | 2498 | 27428 |
| OneSpaWorld Holdings Ltd. (a) | 1662 | 17468 |
|  |  | 100302 |
| Hotels, Restaurants & Leisure - 2.7% |  |  |
| Bowlero Corp. Class A (a) | 901 | 12389 |
| El Pollo Loco Holdings, Inc.  | 947 | 11620 |
| Everi Holdings, Inc. (a) | 1090 | 18933 |
| NeoGames SA (a) | 1091 | 14074 |
| Noodles & Co. (a) | 1522 | 9573 |
| Ruth's Hospitality Group, Inc.  | 566 | 9797 |
| Wingstop, Inc.  | 154 | 24404 |
|  |  | 100790 |
| Household Durables - 1.8% |  |  |
| Helen of Troy Ltd. (a) | 150 | 16967 |
| Tempur Sealy International, Inc.  | 646 | 26325 |
| TopBuild Corp. (a) | 116 | 23207 |
|  |  | 66499 |
| Specialty Retail - 1.6% |  |  |
| Dick's Sporting Goods, Inc.  | 181 | 23668 |
| Lithia Motors, Inc. Class A (sub. vtg.)  | 42 | 11054 |
| National Vision Holdings, Inc. (a) | 661 | 27167 |
|  |  | 61889 |
| Textiles, Apparel & Luxury Goods - 1.4% |  |  |
| Crocs, Inc. (a) | 146 | 17778 |
| Deckers Outdoor Corp. (a) | 8 | 3420 |
| Rocky Brands, Inc.  | 544 | 17125 |
| Steven Madden Ltd.  | 431 | 15451 |
|  |  | 53774 |
| TOTAL CONSUMER DISCRETIONARY |  | 408465 |
| CONSUMER STAPLES - 4.6%  |  |  |
| Beverages - 0.4% |  |  |
| Primo Water Corp.  | 878 | 13741 |
| Food & Staples Retailing - 1.7% |  |  |
| BJ's Wholesale Club Holdings, Inc. (a) | 86 | 6232 |
| Performance Food Group Co. (a) | 660 | 40471 |
| Sprouts Farmers Market LLC (a) | 597 | 19074 |
|  |  | 65777 |
| Food Products - 1.7% |  |  |
| Freshpet, Inc. (a) | 139 | 8803 |
| Hostess Brands, Inc. Class A (a) | 650 | 15035 |
| Sovos Brands, Inc. (a) | 564 | 7648 |
| SunOpta, Inc. (a) | 976 | 7974 |
| TreeHouse Foods, Inc. (a) | 442 | 21406 |
| Whole Earth Brands, Inc. Class A (a) | 1288 | 4882 |
|  |  | 65748 |
| Household Products - 0.4% |  |  |
| Spectrum Brands Holdings, Inc.  | 203 | 13780 |
| Personal Products - 0.4% |  |  |
| BellRing Brands, Inc. (a) | 478 | 13556 |
| TOTAL CONSUMER STAPLES |  | 172602 |
| ENERGY - 6.5%  |  |  |
| Energy Equipment & Services - 2.1% |  |  |
| Natural Gas Services Group, Inc. (a) | 813 | 9309 |
| Nextier Oilfield Solutions, Inc. (a) | 1379 | 12990 |
| Oceaneering International, Inc. (a) | 1521 | 32473 |
| TechnipFMC PLC (a) | 1795 | 24933 |
|  |  | 79705 |
| Oil, Gas & Consumable Fuels - 4.4% |  |  |
| California Resources Corp.  | 407 | 17391 |
| CVR Energy, Inc.  | 272 | 9030 |
| Golar LNG Ltd. (a) | 560 | 13126 |
| Magnolia Oil & Gas Corp. Class A  | 1949 | 46016 |
| National Energy Services Reunited Corp. (a) | 1533 | 11589 |
| Northern Oil & Gas, Inc.  | 396 | 13274 |
| PDC Energy, Inc.  | 418 | 28311 |
| Range Resources Corp.  | 1100 | 27522 |
|  |  | 166259 |
| TOTAL ENERGY |  | 245964 |
| FINANCIALS - 17.3%  |  |  |
| Banks - 10.2% |  |  |
| BankUnited, Inc.  | 828 | 31166 |
| Byline Bancorp, Inc.  | 539 | 13367 |
| Cadence Bank  | 1255 | 32103 |
| Camden National Corp.  | 423 | 17863 |
| First Foundation, Inc.  | 439 | 6818 |
| First Interstate Bancsystem, Inc.  | 705 | 25295 |
| FNB Corp., Pennsylvania  | 3178 | 45350 |
| Independent Bank Corp.  | 566 | 12548 |
| Orrstown Financial Services, Inc.  | 409 | 10123 |
| PacWest Bancorp  | 969 | 26803 |
| Professional Holdings Corp. (A Shares) (a) | 476 | 13637 |
| United Community Bank, Inc.  | 964 | 31369 |
| Univest Corp. of Pennsylvania  | 1373 | 37277 |
| Webster Financial Corp.  | 830 | 43700 |
| Western Alliance Bancorp.  | 150 | 11306 |
| Wintrust Financial Corp.  | 293 | 26801 |
|  |  | 385526 |
| Capital Markets - 1.3% |  |  |
| Cowen Group, Inc. Class A  | 258 | 10031 |
| Perella Weinberg Partners Class A  | 2477 | 25389 |
| Virtus Investment Partners, Inc.  | 68 | 14612 |
|  |  | 50032 |
| Consumer Finance - 1.3% |  |  |
| FirstCash Holdings, Inc.  | 538 | 49601 |
| Insurance - 1.7% |  |  |
| BRP Group, Inc. (a) | 545 | 15614 |
| Reinsurance Group of America, Inc.  | 154 | 23373 |
| White Mountains Insurance Group Ltd.  | 16 | 24447 |
|  |  | 63434 |
| Mortgage Real Estate Investment Trusts - 1.1% |  |  |
| AGNC Investment Corp.  | 2057 | 23861 |
| Redwood Trust, Inc.  | 2081 | 17397 |
|  |  | 41258 |
| Thrifts & Mortgage Finance - 1.7% |  |  |
| Bridgewater Bancshares, Inc. (a) | 973 | 15140 |
| Essent Group Ltd.  | 580 | 25537 |
| NMI Holdings, Inc. (a) | 1091 | 25344 |
|  |  | 66021 |
| TOTAL FINANCIALS |  | 655872 |
| HEALTH CARE - 14.9%  |  |  |
| Biotechnology - 5.7% |  |  |
| Argenx SE ADR (a) | 17 | 6498 |
| Avid Bioservices, Inc. (a) | 1253 | 19835 |
| BioCryst Pharmaceuticals, Inc. (a) | 963 | 10160 |
| Blueprint Medicines Corp. (a) | 289 | 13508 |
| Celldex Therapeutics, Inc. (a) | 387 | 17051 |
| Cerevel Therapeutics Holdings (a) | 124 | 4235 |
| Cytokinetics, Inc. (a) | 403 | 17119 |
| Day One Biopharmaceuticals, Inc. (a) | 722 | 15718 |
| Natera, Inc. (a) | 270 | 11591 |
| Prelude Therapeutics, Inc. (a) | 1118 | 7133 |
| PTC Therapeutics, Inc. (a) | 538 | 24689 |
| RAPT Therapeutics, Inc. (a) | 675 | 19609 |
| Relay Therapeutics, Inc. (a) | 546 | 11717 |
| Repare Therapeutics, Inc. (a) | 562 | 6946 |
| Stoke Therapeutics, Inc. (a) | 817 | 8137 |
| Vaxcyte, Inc. (a) | 287 | 13015 |
| Verve Therapeutics, Inc. (a) | 420 | 9555 |
|  |  | 216516 |
| Health Care Equipment & Supplies - 2.1% |  |  |
| Axonics Modulation Technologies, Inc. (a) | 403 | 24744 |
| Cutera, Inc. (a) | 286 | 9961 |
| Inogen, Inc. (a) | 285 | 6649 |
| Omnicell, Inc. (a) | 101 | 5602 |
| Tandem Diabetes Care, Inc. (a) | 387 | 15766 |
| ViewRay, Inc. (a) | 3737 | 17153 |
|  |  | 79875 |
| Health Care Providers & Services - 4.5% |  |  |
| Acadia Healthcare Co., Inc. (a) | 280 | 23526 |
| AdaptHealth Corp. (a) | 844 | 18087 |
| Addus HomeCare Corp. (a) | 148 | 15913 |
| Amedisys, Inc. (a) | 158 | 15272 |
| HealthEquity, Inc. (a) | 217 | 13204 |
| LifeStance Health Group, Inc. (a) | 1360 | 7181 |
| Option Care Health, Inc. (a) | 760 | 21941 |
| Owens & Minor, Inc.  | 396 | 7817 |
| R1 Rcm, Inc. (a) | 1477 | 21136 |
| Surgery Partners, Inc. (a) | 425 | 14110 |
| Tenet Healthcare Corp. (a) | 239 | 13109 |
|  |  | 171296 |
| Health Care Technology - 1.2% |  |  |
| Evolent Health, Inc. (a) | 542 | 17463 |
| Phreesia, Inc. (a) | 704 | 26393 |
|  |  | 43856 |
| Life Sciences Tools & Services - 0.5% |  |  |
| Bruker Corp.  | 284 | 19914 |
| Pharmaceuticals - 0.9% |  |  |
| Arvinas Holding Co. LLC (a) | 420 | 13763 |
| DICE Therapeutics, Inc. (a) | 420 | 13343 |
| Ventyx Biosciences, Inc. (a) | 153 | 6426 |
|  |  | 33532 |
| TOTAL HEALTH CARE |  | 564989 |
| INDUSTRIALS - 16.4%  |  |  |
| Aerospace & Defense - 1.1% |  |  |
| Cadre Holdings, Inc.  | 799 | 18289 |
| Kratos Defense & Security Solutions, Inc. (a) | 688 | 7878 |
| Mercury Systems, Inc. (a) | 284 | 14196 |
|  |  | 40363 |
| Airlines - 0.6% |  |  |
| SkyWest, Inc. (a) | 279 | 5792 |
| Spirit Airlines, Inc.  | 416 | 8253 |
| Sun Country Airlines Holdings, Inc. (a) | 554 | 10343 |
|  |  | 24388 |
| Building Products - 0.6% |  |  |
| Builders FirstSource, Inc. (a) | 304 | 24229 |
| Commercial Services & Supplies - 2.9% |  |  |
| Casella Waste Systems, Inc. Class A (a) | 289 | 23155 |
| Millerknoll, Inc.  | 376 | 8979 |
| Montrose Environmental Group, Inc. (a) | 369 | 19985 |
| The Brink's Co.  | 565 | 37064 |
| The GEO Group, Inc. (a) | 1700 | 19550 |
|  |  | 108733 |
| Construction & Engineering - 0.5% |  |  |
| Dycom Industries, Inc. (a) | 215 | 20505 |
| Electrical Equipment - 1.4% |  |  |
| Array Technologies, Inc. (a) | 567 | 12604 |
| Atkore, Inc. (a) | 156 | 20319 |
| Shoals Technologies Group, Inc. (a) | 677 | 18882 |
|  |  | 51805 |
| Machinery - 4.3% |  |  |
| Chart Industries, Inc. (a) | 108 | 14470 |
| Columbus McKinnon Corp. (NY Shares)  | 641 | 23044 |
| Crane Holdings Co.  | 255 | 29557 |
| Federal Signal Corp.  | 744 | 39618 |
| ITT, Inc.  | 282 | 25828 |
| John Bean Technologies Corp.  | 254 | 28379 |
|  |  | 160896 |
| Professional Services - 3.3% |  |  |
| ASGN, Inc. (a) | 367 | 33379 |
| CRA International, Inc.  | 298 | 35414 |
| ICF International, Inc.  | 281 | 28715 |
| Insperity, Inc.  | 261 | 28854 |
|  |  | 126362 |
| Road & Rail - 0.7% |  |  |
| Saia, Inc. (a) | 93 | 25369 |
| Trading Companies & Distributors - 1.0% |  |  |
| Applied Industrial Technologies, Inc.  | 276 | 39526 |
| TOTAL INDUSTRIALS |  | 622176 |
| INFORMATION TECHNOLOGY - 12.2%  |  |  |
| Electronic Equipment & Components - 1.6% |  |  |
| Advanced Energy Industries, Inc.  | 150 | 13911 |
| Coherent Corp. (a) | 469 | 20355 |
| Napco Security Technologies, Inc. (a) | 123 | 3563 |
| TTM Technologies, Inc. (a) | 1513 | 23784 |
|  |  | 61613 |
| IT Services - 3.7% |  |  |
| ExlService Holdings, Inc. (a) | 248 | 42309 |
| Maximus, Inc.  | 413 | 30913 |
| Perficient, Inc. (a) | 259 | 19202 |
| Verra Mobility Corp. (a) | 1115 | 17204 |
| WNS Holdings Ltd. sponsored ADR (a) | 338 | 28639 |
|  |  | 138267 |
| Semiconductors & Semiconductor Equipment - 3.1% |  |  |
| Cirrus Logic, Inc. (a) | 53 | 4791 |
| Diodes, Inc. (a) | 259 | 23100 |
| MACOM Technology Solutions Holdings, Inc. (a) | 422 | 28282 |
| Nova Ltd. (a) | 146 | 13242 |
| Onto Innovation, Inc. (a) | 273 | 21471 |
| SiTime Corp. (a) | 144 | 16593 |
| SMART Global Holdings, Inc. (a) | 690 | 11861 |
|  |  | 119340 |
| Software - 2.8% |  |  |
| LivePerson, Inc. (a) | 681 | 8771 |
| New Relic, Inc. (a) | 406 | 24786 |
| Qualys, Inc. (a) | 156 | 17996 |
| Telos Corp. (a) | 811 | 3933 |
| Tenable Holdings, Inc. (a) | 813 | 32707 |
| Varonis Systems, Inc. (a) | 676 | 17468 |
|  |  | 105661 |
| Technology Hardware, Storage & Peripherals - 1.0% |  |  |
| Avid Technology, Inc. (a) | 729 | 22096 |
| Pure Storage, Inc. Class A (a) | 547 | 15830 |
|  |  | 37926 |
| TOTAL INFORMATION TECHNOLOGY |  | 462807 |
| MATERIALS - 5.2%  |  |  |
| Chemicals - 3.3% |  |  |
| Ashland, Inc.  | 272 | 29721 |
| Element Solutions, Inc.  | 1103 | 22589 |
| Olin Corp.  | 408 | 26353 |
| Quaker Houghton  | 133 | 26184 |
| Tronox Holdings PLC  | 1096 | 18796 |
|  |  | 123643 |
| Construction Materials - 1.3% |  |  |
| Eagle Materials, Inc.  | 155 | 22642 |
| Summit Materials, Inc.  | 813 | 26715 |
|  |  | 49357 |
| Metals & Mining - 0.6% |  |  |
| ATI, Inc. (a) | 441 | 16048 |
| Commercial Metals Co.  | 121 | 6567 |
|  |  | 22615 |
| TOTAL MATERIALS |  | 195615 |
| REAL ESTATE - 6.3%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 5.3% |  |  |
| Apple Hospitality (REIT), Inc.  | 766 | 13581 |
| Armada Hoffler Properties, Inc.  | 1240 | 15723 |
| Corporate Office Properties Trust (SBI)  | 701 | 19677 |
| Douglas Emmett, Inc.  | 696 | 11658 |
| LXP Industrial Trust (REIT)  | 2774 | 32040 |
| Plymouth Industrial REIT, Inc.  | 981 | 21955 |
| Postal Realty Trust, Inc.  | 168 | 2597 |
| RLJ Lodging Trust  | 2191 | 27541 |
| Sabra Health Care REIT, Inc.  | 1399 | 18887 |
| Spirit Realty Capital, Inc.  | 399 | 17508 |
| Urban Edge Properties  | 1243 | 19577 |
|  |  | 200744 |
| Real Estate Management & Development - 1.0% |  |  |
| Cushman & Wakefield PLC (a) | 926 | 13362 |
| Jones Lang LaSalle, Inc. (a) | 129 | 23848 |
|  |  | 37210 |
| TOTAL REAL ESTATE |  | 237954 |
| UTILITIES - 2.6%  |  |  |
| Electric Utilities - 1.0% |  |  |
| Allete, Inc.  | 390 | 24125 |
| IDACORP, Inc.  | 136 | 14390 |
|  |  | 38515 |
| Gas Utilities - 0.7% |  |  |
| New Jersey Resources Corp.  | 511 | 25509 |
| Independent Power and Renewable Electricity Producers - 0.9% |  |  |
| Brookfield Renewable Corp.  | 553 | 17431 |
| Clearway Energy, Inc. Class C  | 270 | 9123 |
| Sunnova Energy International, Inc. (a) | 344 | 6701 |
|  |  | 33255 |
| TOTAL UTILITIES |  | 97279 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $3,450,241) |  | <br> **3747842** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (b) <br>(Cost $35,920) <br>| 35913 | **35920** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.0%**<br> (Cost $3,486,161)<br>| <br>**3783762** |
| **NET OTHER ASSETS (LIABILITIES) - 0.0%**  | **418** |
| **NET ASSETS - 100.0%** | **3784180** |

---

**Legend**

(a) Non-income producing

(b) 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.

**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% | - | 3483371 | 3447451 | 891 | - | - | 35920 | 0.0% |
| Total | - | 3483371 | 3447451 | 891 | - | - | 35920 |  |

---

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

**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.

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.

*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.*

*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 Concord Street Trust

- **b. Investment Company Act file number:** 811-05251

- **c. CIK number of Registrant:** 0000819118

- **d. LEI of Registrant:** EEX0N4ID1C226M44VF22

- **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 Series Small Cap Core Fund

- **b. EDGAR series identifier (if any):** S000077859

- **c. LEI of Series:** 549300M36OPACMUCYH89

**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:** $3803666.06

**Total Liabilities:** $19521.57

**Net Assets:** $3784144.49

**Cash Not Reported:** $10398.72

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238446 |  | -5.82%               | 9.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-351.44                 | $41725.75                                  |
| Month 2  | $-691.42                 | $-61463.03                                 |
| Month 3  | $6829.93                 | $317306.85                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                      | SURGERY PARTNERS INC                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       425 | NS      | $14110.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                   | EXLSERVICE HOLDINGS INC                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       248 | NS      | $42308.80     | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC            | TEMPUR SEALY INTERNATIONAL INC          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       646 | NS      | $26324.50     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NOODLES and CO                            | NOODLES and CO CL A                     | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |      1522 | NS      | $9573.38      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORP                      | CAMDEN NATIONAL CORP                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       423 | NS      | $17863.29     | 0.47%             |  |  |  | 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        |        16 | NS      | $24447.36     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                             | COHERENT CORP                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       469 | NS      | $20354.60     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                            | CVR ENERGY INC                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       272 | NS      | $9030.40      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                        | HOSTESS BRANDS INC CL A                 | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $15034.50     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                          | ESSENT GROUP LTD                        | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       580 | NS      | $25537.40     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC   | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $28282.44     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                  | NOVA MEASURING INSTRUMENTS LTD          | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |       146 | NS      | $13242.20     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC           | FIRST INTST BANCSYST INC CL A           | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |       705 | NS      | $25295.40     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                             | GOLAR LNG LTD                           | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |       560 | NS      | $13126.40     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES INC           | NAPCO SECURITY TECHNOLOGIES INC         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       123 | NS      | $3563.31      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS INC              | BIOCRYST PHARMACEUTICALS INC            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |       963 | NS      | $10159.65     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                    | OPTION CARE HEALTH INC                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       760 | NS      | $21941.20     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                              | AMEDISYS INC                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       158 | NS      | $15272.28     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWLERO CORP                              | BOWLERO CORP A                          | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $12388.75     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                      | LXP INDUSTRIAL TRUST REIT               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      2774 | NS      | $32039.70     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                  | BLUEPRINT MEDICINES CORP                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       289 | NS      | $13507.86     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                      | TTM TECHNOLOGIES INC                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1513 | NS      | $23784.36     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP INC          | MONTROSE ENVIRONMENTAL GROUP INC        | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       369 | NS      | $19985.04     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| INOGEN INC                                | INOGEN INC                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       285 | NS      | $6649.05      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC              | ADTALEM GLOBAL EDUCATION INC            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       541 | NS      | $20655.38     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN WAX CENTER INC                   | EUROPEAN WAX CENTER INC                 | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       966 | NS      | $18199.44     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN             | WESTERN ALLIANCE BANCORP                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       150 | NS      | $11305.50     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                 | CASELLA WASTE SYS INC CL A              | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       289 | NS      | $23154.68     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES INC                      | AVID BIOSERVICES INC                    | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      1253 | NS      | $19834.99     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTAL REALTY TRUST INC                   | POSTAL REALTY TRUST INC                 | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |       168 | NS      | $2597.28      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL ENERGY SERVICES REUNITED CORP    | NATIONAL ENERGY SERVICES REUNITED CORP  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      1533 | NS      | $11589.48     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP MICH                | INDEPENDENT BANK CORP                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       566 | NS      | $12548.22     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                              | PHREESIA INC                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       704 | NS      | $26392.96     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORP                                | TELOS CORP                              | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |       811 | NS      | $3933.35      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOPTA INC                               | SUNOPTA INC                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |       976 | NS      | $7973.92      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                    | JONES LANG LASALLE INC                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       129 | NS      | $23848.23     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                   | ITT INC                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       282 | NS      | $25828.38     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC/OLD                  | FIRST FOUNDATION INC/OLD                | CUSIP: 32026V104<br>LEI: 549300MLBB1IY0K7IR56 | Long             | EC               | CORP              | US        |       439 | NS      | $6817.67      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGAMES SA                               | NEOGAMES SA                             | CUSIP: N/A<br>LEI: 222100MZTIQEZS4XY614       | Long             | EC               | CORP              | LU        |      1091 | NS      | $14073.90     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                            | LIVEPERSON INC                          | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |       681 | NS      | $8771.28      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                             | WNS HLDGS LTD SP ADR                    | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |       338 | NS      | $28638.74     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEWRAY INC                               | VIEWRAY INC                             | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |      3737 | NS      | $17152.83     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                            | PDC ENERGY INC                          | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       418 | NS      | $28311.14     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                         | GEO GROUP INC                           | CUSIP: 36162J106<br>LEI: 5493003VOR6NTY465495 | Long             | EC               | CORP              | US        |      1700 | NS      | $19550.00     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION          | CALIFORNIA RES CORP                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       407 | NS      | $17391.11     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                           | MILLERKNOLL INC                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       376 | NS      | $8978.88      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION          | MAGNOLIA OIL and GAS CORPO CL A         | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1949 | NS      | $46015.89     | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC             | OCEANEERING INTERNATIONAL INC           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1521 | NS      | $32473.35     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                       | MERCURY SYSTEMS INC                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       284 | NS      | $14195.74     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                               | BRUKER CORP                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       284 | NS      | $19914.08     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                       | FEDERAL SIGNAL CORP                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       744 | NS      | $39618.00     | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS INC                  | NORTHERN OIL AND GAS INC                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |       396 | NS      | $13273.92     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                  | SAIA INC                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        93 | NS      | $25368.54     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC                | EL POLLO LOCO HLDGS INC                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       947 | NS      | $11619.69     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                 | BRINKS CO                               | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       565 | NS      | $37064.00     | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                    | VERVE THERAPEUTICS INC                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $9555.00      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PERELLA WEINBERG PARTNERS                 | PERELLA WEINBERG PARTNERS               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2477 | NS      | $25389.25     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                               | ARVINAS INC                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $13763.40     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC              | SPECTRUM BRANDS HOLDINGS INC            | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       203 | NS      | $13779.64     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOALS TECHNOLOGIES GROUP INC             | SHOALS TECHNOLOGIES GROUP INC           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       677 | NS      | $18881.53     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER CORP                          | PRIMO WATER CORP                        | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |       878 | NS      | $13740.70     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                          | HEALTHEQUITY INC                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       217 | NS      | $13204.45     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CUTERA INC                                | CUTERA INC                              | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |       286 | NS      | $9961.38      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                  | DICKS SPORTING GOODS INC                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       181 | NS      | $23667.56     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                     | URBAN EDGE PROPERTIES                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1243 | NS      | $19577.25     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                      | DYCOM INDUSTRIES INC                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       215 | NS      | $20504.55     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC               | LIFESTANCE HEALTH GROUP INC             | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1360 | NS      | $7180.80      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE and SECURITY SOLUTIONS INC | KRATOS DEFENSE and SEC SOLTN INC        | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       688 | NS      | $7877.60      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                    | FIRSTCASH HOLDINGS INC                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       538 | NS      | $49592.84     | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                       | CLEARWAY ENERGY INC CL C                | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       270 | NS      | $9123.30      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC                                | ALLETE INC                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       390 | NS      | $24125.40     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                 | ARGENX SE SPONSORED ADR                 | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        17 | NS      | $6498.25      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC                 | CUSHMAN and WAKEFIELD PLC               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |       926 | NS      | $13362.18     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                    | ARRAY TECHNOLOGIES INC                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |       567 | NS      | $12604.41     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                | ADIENT PLC                              | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |       560 | NS      | $25211.20     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS INC         | CEREVEL THERAPEUTICS HOLDINGS INC       | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |       124 | NS      | $4234.60      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                         | CRANE HOLDINGS CO                       | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       255 | NS      | $29557.05     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS INC                          | ROCKY BRANDS INC                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       544 | NS      | $17125.12     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC          | SUNNOVA ENERGY INTERNATIONAL INC        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |       344 | NS      | $6701.12      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                 | CROCS INC                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       146 | NS      | $17778.42     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                 | PERFORMANCE FOOD GROUP CO               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       660 | NS      | $40471.20     | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE THERAPEUTICS INC                     | DICE MOLECULES HOLDING LLC              | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $13343.40     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                | GRAND CANYON EDUCATION INC              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       142 | NS      | $16551.52     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC              | NATIONAL VISION HOLDINGS INC            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       661 | NS      | $27167.10     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER HOUGHTON                           | QUAKER HOUGHTON                         | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       133 | NS      | $26183.71     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                       | BELLRING BRANDS INC                     | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $13556.08     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC                           | IHEARTMEDIA INC                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $4394.25      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                      | TENABLE HOLDINGS INC                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       813 | NS      | $32706.99     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                   | WINTRUST FINANCIAL CORP                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       293 | NS      | $26800.71     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC          | REINSURANCE GROUP OF AMERICA            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       154 | NS      | $23372.58     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                        | EVERI HOLDINGS INC                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |       800 | NS      | $13896.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                       | TREEHOUSE FOODS INC                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       442 | NS      | $21406.06     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINSTREET INC                            | QUINSTREET INC                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       840 | NS      | $12877.20     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                            | TECHNIPFMC PLC                          | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      1795 | NS      | $24932.55     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                | QUALYS INC                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       156 | NS      | $17996.16     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CADRE HOLDINGS INC                        | CADRE HOLDING INC                       | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $18289.11     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                          | PURE STORAGE INC CL A                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       547 | NS      | $15830.18     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                               | IDACORP INC                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       136 | NS      | $14390.16     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                        | EVOLENT HEALTH INC A                    | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |       542 | NS      | $17463.24     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC                | UNITED COMMUNITY BANKS GA               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       964 | NS      | $31368.56     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                       | TRONOX HOLDINGS PLC                     | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |      1096 | NS      | $18796.40     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC       | APPLIED INDUSTRIAL TECH INC             | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       276 | NS      | $39525.96     | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RELAY THERAPEUTICS INC                    | RELAY THERAPEUTICS INC                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $11717.16     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                      | CHART INDUSTRIES INC                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       108 | NS      | $14469.84     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PROFESSIONAL HOLDINGS CORP                | PROFESSIONAL HOLDINGS CORP A            | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |       476 | NS      | $13637.40     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                   | ATI INC                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       441 | NS      | $16047.99     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PRELUDE THERAPEUTICS INC                  | PRELUDE THERAPEUTICS INC                | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $7132.84      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                  | ASGN INC                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       367 | NS      | $33378.65     | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| COWEN INC                                 | COWEN INC CL A                          | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       258 | NS      | $10031.04     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                               | VAXCYTE INC                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       287 | NS      | $13015.45     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL INC                     | CRA INTERNATIONAL INC                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       298 | NS      | $35414.32     | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINL SVCS INC                    | ORRSTOWN FINANCIAL SERVICES             | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       409 | NS      | $10122.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS INC                    | WHOLE EARTH BRANDS INC                  | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1288 | NS      | $4881.52      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS INC        | COGENT COMMUNICATIONS HOLDINGS INC      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $10491.21     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                             | INSPERITY INC                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       261 | NS      | $28853.55     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTHS HOSPITALITY GROUP INC               | RUTHS HOSPITALITY GROUP INC             | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       566 | NS      | $9797.46      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                               | MAXIMUS INC                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       413 | NS      | $30913.05     | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS INC         | SUN COUNTRY AIRLINES HOLDINGS INC       | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       554 | NS      | $10343.18     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AXONICS INC                               | AXONICS INC                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       403 | NS      | $24744.20     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                            | ZIFF DAVIS INC                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       237 | NS      | $21206.76     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                       | OWENS AND MINOR INC                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       396 | NS      | $7817.04      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                | SABRA HEALTHCARE REIT INC               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      1399 | NS      | $18886.50     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                       | ADDUS HOMECARE CORP                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       148 | NS      | $15912.96     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                          | ADAPTHEALTH CORP                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       844 | NS      | $18086.92     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                 | OLIN CORP                               | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       408 | NS      | $26352.72     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORP                       | VERRA MOBILITY CORP                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      1115 | NS      | $17204.45     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVT PARTNERS INC                  | VIRTUS INVESTMENT PARTNERS              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        68 | NS      | $14611.84     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                            | BANKUNITED INC                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       828 | NS      | $31165.92     | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                | DIODES INC                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       259 | NS      | $23100.21     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| REPARE THERAPEUTICS INC                   | REPARE THERAPEUTICS INC                 | CUSIP: 760273102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       562 | NS      | $6946.32      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC INC                             | NEW RELIC INC                           | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |       406 | NS      | $24786.30     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                    | LAUREATE EDUCATION INC CL A             | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      2498 | NS      | $27428.04     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                            | RLJ LODGING TRUST                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2191 | NS      | $27540.87     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS INC                      | SUMMIT MATERIALS INC CL A               | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $26715.18     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTYX BIOSCIENCES INC                    | VENTYX BIOSCIENCES INC                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $6426.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                | SPROUTS FMRS MKT INC                    | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |       597 | NS      | $19074.15     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORP               | JOHN BEAN TECHNOLOGIES CORP             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       254 | NS      | $28379.42     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                        | DOUGLAS EMMETT INC REIT                 | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $11658.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PPTYS TRUST              | CORPORATE OFFICE PROPERTIES TR          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       701 | NS      | $19677.07     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                          | CYTOKINETICS INC                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       403 | NS      | $17119.44     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                              | WINGSTOP INC                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       154 | NS      | $24404.38     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAWORLD HOLDINGS LTD                  | ONESPAWORLD HOLDINGS LTD                | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |      1662 | NS      | $17467.62     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC.               | APPLE HOSPITALITY REIT INC              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |       766 | NS      | $13581.18     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                     | TENET HEALTHCARE CORP                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       239 | NS      | $13109.15     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                         | REDWOOD TRUST INC REIT                  | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2081 | NS      | $17397.16     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                          | NMI HOLDINGS INC A                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1091 | NS      | $25343.93     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                      | COMMERCIAL METALS CO                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       121 | NS      | $6566.67      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES INC             | ARMADA HOFFLER PROPERTIES INC           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1240 | NS      | $15723.20     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                      | AGNC INVESTMENT CORP                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      2057 | NS      | $23861.20     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust              | Fidelity Cash Central Fund              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |     35913 | NS      | $35920.11     | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                         | HELEN OF TROY LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       150 | NS      | $16966.50     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                     | ELEMENT SOLUTIONS INC                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      1103 | NS      | $22589.44     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                         | CIRRUS LOGIC INC                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        53 | NS      | $4790.67      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                              | FRESHPET INC                            | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       139 | NS      | $8802.87      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC                 | SPIRIT RLTY CAP INC                     | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       399 | NS      | $17508.12     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                             | TOPBUILD CORP                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       116 | NS      | $23206.96     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP GROUP INC                             | BRP GROUP INC                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $15614.25     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                | NATERA INC                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $11591.10     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                         | LITHIA MOTORS INC CL A                  | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        42 | NS      | $11054.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM INC.                               | R1 RCM INC                              | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1477 | NS      | $21135.87     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS INC                 | SMART GLOBAL HOLDINGS INC               | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |       690 | NS      | $11861.10     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                      | PTC THERAPEUTICS INC                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       538 | NS      | $24688.82     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                  | ACADIA HEALTHCARE CO INC                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       280 | NS      | $23525.60     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| STOKE THERAPEUTICS INC                    | STOKE THERAPEUTICS INC                  | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       817 | NS      | $8137.32      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC            | DAY ONE BIOPHARMACEUTICALS INC          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $15717.94     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                    | UNIVEST FINANCIAL CORP                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      1373 | NS      | $37276.95     | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                  | BUILDERS FIRSTSOURCE                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       304 | NS      | $24228.80     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                  | TANDEM DIABETES CARE INC                | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       387 | NS      | $15766.38     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                | ATKORE INC                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       156 | NS      | $20319.00     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL INC                     | ICF INTERNATIONAL INC                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       281 | NS      | $28715.39     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORPORATION                          | IMAX CORPORATION                        | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      1166 | NS      | $19822.00     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                 | NEW JERSEY RESOURCES CORP               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       511 | NS      | $25509.12     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC                                  | GOGO INC                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |       914 | NS      | $15327.78     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                           | EAGLE MATERIALS INC                     | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       155 | NS      | $22642.40     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP INC                        | BYLINE BANCORP INC                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       539 | NS      | $13367.20     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES INC                | BRIDGEWATER BANCSHARES INC              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |       973 | NS      | $15139.88     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT INC              | PLYMOUTH INDL REIT INC                  | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $21954.78     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                         | STEVEN MADDEN LTD                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       431 | NS      | $15451.35     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                               | SITIME CORP                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $16593.12     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                       | AVID TECHNOLOGY INC                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |       729 | NS      | $22095.99     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                    | WEBSTER FINANCIAL                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       830 | NS      | $43699.50     | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURAL GAS SVCS GROUP INC                | NATURAL GAS SERVICES GROUP              | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $9308.85      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC            | NEXTIER OILFIELD SOLUTIONS INC          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      1379 | NS      | $12990.18     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC           | BJS WHSL CLUB HLDGS INC                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        86 | NS      | $6232.42      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                      | DECKERS OUTDOOR CORP                    | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         8 | NS      | $3419.84      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYS INC                           | VARONIS SYSTEMS INC                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       676 | NS      | $17467.84     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP PA                               | FNB CORP PA                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      3178 | NS      | $45350.06     | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC            | ADVANCED ENERGY INDUSTRIES INC          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       150 | NS      | $13911.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                               | SKYWEST INC                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       279 | NS      | $5792.04      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                               | ASHLAND INC                             | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       272 | NS      | $29721.44     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                        | PACWEST BANCORP                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       969 | NS      | $26802.54     | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                      | RANGE RESOURCES CORP                    | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1100 | NS      | $27522.00     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                  | CELLDEX THERAPEUTICS INC                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |       387 | NS      | $17051.22     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                            | PERFICIENT INC                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       259 | NS      | $19202.26     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORP NY                 | COLUMBUS MCKINNON CORP NY               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       641 | NS      | $23043.95     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                 | BROOKFIELD RENEWABLE CORP               | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       553 | NS      | $17430.56     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                              | CADENCE BANK                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      1255 | NS      | $32102.90     | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                       | ONTO INNOVATION INC                     | CUSIP: 683344105<br>LEI: 549300V1USTYXJ7TNR79 | Long             | EC               | CORP              | US        |       273 | NS      | $21471.45     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SOVOS BRANDS INC                          | SOVOS BRANDS INC                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       564 | NS      | $7647.84      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES INC                       | SPIRIT AIRLINES INC                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |       416 | NS      | $8253.44      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT THERAPEUTICS INC                     | RAPT THERAPEUTICS INC                   | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       675 | NS      | $19608.75     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                              | OMNICELL INC                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       101 | NS      | $5602.47      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer