# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067640
**Filing Date:** 2023-3
**Character Count:** 125673
**Document Hash:** a2254d43ccb463759338bd7367e2838c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067640.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067640

**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**: 20231031

**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:** 23763758

**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 U.S. Sustainability Index Fund (Series ID: S000057366)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000183136 | Fidelity U.S. Sustainability Index Fund | FITLX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **U.S. Sustainability Index Fund**

**January 31, 2023**

USY-NPRT1-0423

1.9887355.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** | &nbsp;&nbsp;**Common Stocks - 99.8%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 9.2%  |  |  |
| Diversified Telecommunication Services - 1.0% |  |  |
| Lumen Technologies, Inc. (a) | 110917 | 582314 |
| Verizon Communications, Inc.  | 501308 | 20839374 |
|  |  | 21421688 |
| Entertainment - 1.6% |  |  |
| Electronic Arts, Inc.  | 33261 | 4280025 |
| Take-Two Interactive Software, Inc. (b) | 19842 | 2246710 |
| The Walt Disney Co. (b) | 217609 | 23608400 |
| Warner Bros Discovery, Inc. (b) | 274519 | 4068372 |
|  |  | 34203507 |
| Interactive Media & Services - 6.5% |  |  |
| Alphabet, Inc.: |  |  |
|  Class A (b) | 714981  | 70668722  |
|  Class C (b) | 662452  | 66159081  |
| Zoominfo Technologies, Inc. (b) | 31215 | 881199 |
|  |  | 137709002 |
| Media - 0.1% |  |  |
| Interpublic Group of Companies, Inc.  | 46546 | 1697067 |
| Sirius XM Holdings, Inc. (a) | 92709 | 536785 |
|  |  | 2233852 |
| TOTAL COMMUNICATION SERVICES |  | 195568049 |
| CONSUMER DISCRETIONARY - 10.4%  |  |  |
| Auto Components - 0.3% |  |  |
| Aptiv PLC (b) | 32465 | 3671467 |
| BorgWarner, Inc.  | 28191 | 1332870 |
| Lear Corp.  | 7067 | 1030227 |
|  |  | 6034564 |
| Automobiles - 2.6% |  |  |
| Rivian Automotive, Inc. (b) | 37844 | 734174 |
| Tesla, Inc. (b) | 317857 | 55059190 |
|  |  | 55793364 |
| Distributors - 0.3% |  |  |
| Genuine Parts Co.  | 16835 | 2825250 |
| LKQ Corp.  | 31029 | 1829470 |
| Pool Corp.  | 4713 | 1817380 |
|  |  | 6472100 |
| Hotels, Restaurants & Leisure - 1.4% |  |  |
| Hilton Worldwide Holdings, Inc.  | 32808 | 4760113 |
| McDonald's Corp.  | 87781 | 23472639 |
| Vail Resorts, Inc.  | 4791 | 1256871 |
|  |  | 29489623 |
| Household Durables - 0.0% |  |  |
| Newell Brands, Inc.  | 46771 | 746465 |
| Internet & Direct Marketing Retail - 0.5% |  |  |
| eBay, Inc.  | 65394 | 3237003 |
| MercadoLibre, Inc. (b) | 5417 | 6401215 |
|  |  | 9638218 |
| Leisure Products - 0.0% |  |  |
| Hasbro, Inc.  | 15616 | 923999 |
| Multiline Retail - 0.4% |  |  |
| Target Corp.  | 54925 | 9454790 |
| Specialty Retail - 3.7% |  |  |
| Advance Auto Parts, Inc.  | 7156 | 1089716 |
| Best Buy Co., Inc.  | 24123 | 2140193 |
| Burlington Stores, Inc. (b) | 7802 | 1793134 |
| CarMax, Inc. (b) | 18946 | 1334746 |
| Lowe's Companies, Inc.  | 74073 | 15425702 |
| The Home Depot, Inc.  | 122161 | 39600931 |
| TJX Companies, Inc.  | 138550 | 11341703 |
| Tractor Supply Co.  | 13302 | 3032723 |
| Ulta Beauty, Inc. (b) | 6140 | 3155714 |
|  |  | 78914562 |
| Textiles, Apparel & Luxury Goods - 1.2% |  |  |
| lululemon athletica, Inc. (b) | 13895 | 4264098 |
| NIKE, Inc. Class B  | 150786 | 19199581 |
| VF Corp.  | 39308 | 1216190 |
|  |  | 24679869 |
| TOTAL CONSUMER DISCRETIONARY |  | 222147554 |
| CONSUMER STAPLES - 6.8%  |  |  |
| Beverages - 2.9% |  |  |
| Keurig Dr. Pepper, Inc.  | 93272 | 3290636 |
| PepsiCo, Inc.  | 164667 | 28161350 |
| The Coca-Cola Co.  | 490210 | 30059677 |
|  |  | 61511663 |
| Food & Staples Retailing - 0.2% |  |  |
| Kroger Co.  | 81367 | 3631409 |
| Food Products - 0.8% |  |  |
| Bunge Ltd.  | 18081 | 1791827 |
| Campbell Soup Co.  | 25045 | 1300587 |
| Conagra Brands, Inc.  | 57211 | 2127677 |
| General Mills, Inc.  | 71149 | 5575236 |
| Hormel Foods Corp.  | 35750 | 1619833 |
| Kellogg Co.  | 30364 | 2082363 |
| McCormick & Co., Inc. (non-vtg.)  | 29815 | 2239703 |
|  |  | 16737226 |
| Household Products - 2.6% |  |  |
| Colgate-Palmolive Co.  | 94579 | 7048973 |
| Kimberly-Clark Corp.  | 40336 | 5244083 |
| Procter & Gamble Co.  | 284695 | 40534874 |
| The Clorox Co.  | 14661 | 2121300 |
|  |  | 54949230 |
| Personal Products - 0.3% |  |  |
| Estee Lauder Companies, Inc. Class A  | 27628 | 7655166 |
| TOTAL CONSUMER STAPLES |  | 144484694 |
| ENERGY - 2.7%  |  |  |
| Energy Equipment & Services - 0.8% |  |  |
| Baker Hughes Co. Class A  | 120434 | 3822575 |
| Halliburton Co.  | 108466 | 4470969 |
| Schlumberger Ltd.  | 168735 | 9614520 |
|  |  | 17908064 |
| Oil, Gas & Consumable Fuels - 1.9% |  |  |
| Cheniere Energy, Inc.  | 26759 | 4088508 |
| HF Sinclair Corp.  | 19359 | 1101527 |
| Kinder Morgan, Inc.  | 243601 | 4457898 |
| Marathon Petroleum Corp.  | 59525 | 7650153 |
| ONEOK, Inc.  | 53496 | 3663406 |
| Phillips 66 Co.  | 57454 | 5760913 |
| Targa Resources Corp.  | 25620 | 1922012 |
| The Williams Companies, Inc.  | 145655 | 4695917 |
| Valero Energy Corp.  | 47054 | 6588972 |
|  |  | 39929306 |
| TOTAL ENERGY |  | 57837370 |
| FINANCIALS - 11.8%  |  |  |
| Banks - 1.9% |  |  |
| Citizens Financial Group, Inc.  | 58999 | 2555837 |
| First Republic Bank  | 21749 | 3063999 |
| Huntington Bancshares, Inc.  | 173089 | 2625760 |
| KeyCorp  | 111018 | 2130435 |
| PNC Financial Services Group, Inc.  | 48980 | 8102761 |
| Regions Financial Corp.  | 111225 | 2618237 |
| SVB Financial Group (b) | 7033 | 2127061 |
| Truist Financial Corp.  | 158472 | 7826932 |
| U.S. Bancorp  | 168556 | 8394089 |
| Webster Financial Corp.  | 20930 | 1101965 |
|  |  | 40547076 |
| Capital Markets - 5.2% |  |  |
| Ameriprise Financial, Inc.  | 12875 | 4507795 |
| Bank of New York Mellon Corp.  | 91821 | 4643388 |
| BlackRock, Inc. Class A  | 17993 | 13660466 |
| Carlyle Group LP  | 23656 | 850906 |
| Cboe Global Markets, Inc.  | 12625 | 1551360 |
| Charles Schwab Corp.  | 173541 | 13435544 |
| CME Group, Inc.  | 42904 | 7579421 |
| FactSet Research Systems, Inc.  | 4521 | 1912112 |
| Franklin Resources, Inc. (a) | 35593 | 1110502 |
| Intercontinental Exchange, Inc.  | 66671 | 7170466 |
| Invesco Ltd.  | 40615 | 751784 |
| LPL Financial  | 9495 | 2251454 |
| MarketAxess Holdings, Inc.  | 4480 | 1630048 |
| Moody's Corp.  | 19731 | 6368180 |
| Morgan Stanley  | 153641 | 14953879 |
| NASDAQ, Inc.  | 41165 | 2477721 |
| Northern Trust Corp.  | 23565 | 2285098 |
| Raymond James Financial, Inc.  | 23122 | 2607468 |
| S&P Global, Inc.  | 40658 | 15244311 |
| State Street Corp.  | 44017 | 4020073 |
| T. Rowe Price Group, Inc.  | 26865 | 3128967 |
|  |  | 112140943 |
| Consumer Finance - 0.9% |  |  |
| Ally Financial, Inc.  | 36726 | 1193228 |
| American Express Co.  | 76068 | 13306575 |
| Discover Financial Services  | 32721 | 3819522 |
| Synchrony Financial  | 57346 | 2106319 |
|  |  | 20425644 |
| Diversified Financial Services - 0.1% |  |  |
| Equitable Holdings, Inc.  | 44712 | 1433914 |
| Insurance - 3.6% |  |  |
| AFLAC, Inc.  | 71737 | 5272670 |
| Allstate Corp.  | 32321 | 4152279 |
| American International Group, Inc.  | 90832 | 5742399 |
| Arch Capital Group Ltd. (b) | 43940 | 2827539 |
| Arthur J. Gallagher & Co.  | 25037 | 4900242 |
| Assurant, Inc.  | 6334 | 839825 |
| Chubb Ltd.  | 49858 | 11342196 |
| Hartford Financial Services Group, Inc.  | 38465 | 2985269 |
| Lincoln National Corp.  | 19250 | 682028 |
| Loews Corp.  | 24379 | 1498821 |
| Marsh & McLennan Companies, Inc.  | 59561 | 10417815 |
| Principal Financial Group, Inc.  | 29668 | 2745773 |
| Progressive Corp.  | 69806 | 9518048 |
| Prudential Financial, Inc.  | 44482 | 4667941 |
| The Travelers Companies, Inc.  | 28355 | 5419208 |
| Willis Towers Watson PLC  | 13090 | 3327347 |
|  |  | 76339400 |
| Mortgage Real Estate Investment Trusts - 0.1% |  |  |
| Annaly Capital Management, Inc.  | 55708 | 1307467 |
| TOTAL FINANCIALS |  | 252194444 |
| HEALTH CARE - 15.3%  |  |  |
| Biotechnology - 2.2% |  |  |
| Amgen, Inc.  | 63831 | 16110944 |
| Biogen, Inc. (b) | 17345 | 5045661 |
| BioMarin Pharmaceutical, Inc. (b) | 22078 | 2546697 |
| Gilead Sciences, Inc.  | 149580 | 12555745 |
| Vertex Pharmaceuticals, Inc. (b) | 30608 | 9889445 |
|  |  | 46148492 |
| Health Care Equipment & Supplies - 1.6% |  |  |
| Align Technology, Inc. (b) | 8833 | 2382525 |
| Baxter International, Inc.  | 60339 | 2756889 |
| Dentsply Sirona, Inc.  | 25646 | 944542 |
| DexCom, Inc. (b) | 46908 | 5023378 |
| Edwards Lifesciences Corp. (b) | 74063 | 5680632 |
| Hologic, Inc. (b) | 29717 | 2418072 |
| IDEXX Laboratories, Inc. (b) | 9959 | 4785300 |
| Insulet Corp. (b) | 8261 | 2373551 |
| Novocure Ltd. (a)(b) | 11221 | 1023131 |
| ResMed, Inc.  | 17526 | 4002413 |
| STERIS PLC  | 11905 | 2458502 |
| Teleflex, Inc.  | 5583 | 1359014 |
|  |  | 35207949 |
| Health Care Providers & Services - 2.4% |  |  |
| AmerisourceBergen Corp.  | 18503 | 3126267 |
| Cardinal Health, Inc.  | 32438 | 2505836 |
| Cigna Corp.  | 36420 | 11533121 |
| DaVita HealthCare Partners, Inc. (b) | 6521 | 537265 |
| Elevance Health, Inc.  | 28645 | 14322214 |
| HCA Holdings, Inc.  | 27416 | 6992999 |
| Humana, Inc.  | 15107 | 7730252 |
| Laboratory Corp. of America Holdings  | 10761 | 2713063 |
| Quest Diagnostics, Inc.  | 13880 | 2060902 |
|  |  | 51521919 |
| Life Sciences Tools & Services - 2.2% |  |  |
| Agilent Technologies, Inc.  | 35368 | 5378765 |
| Bio-Techne Corp.  | 18670 | 1487252 |
| Illumina, Inc. (b) | 18823 | 4031887 |
| Mettler-Toledo International, Inc. (b) | 2693 | 4128154 |
| Thermo Fisher Scientific, Inc.  | 46744 | 26659506 |
| Waters Corp. (b) | 7127 | 2341790 |
| West Pharmaceutical Services, Inc.  | 8814 | 2340998 |
|  |  | 46368352 |
| Pharmaceuticals - 6.9% |  |  |
| Bristol-Myers Squibb Co.  | 254831 | 18513472 |
| Catalent, Inc. (b) | 20343 | 1089368 |
| Elanco Animal Health, Inc. (b) | 50792 | 697374 |
| Eli Lilly & Co.  | 96376 | 33167800 |
| Jazz Pharmaceuticals PLC (b) | 7461 | 1168840 |
| Johnson & Johnson  | 313742 | 51271718 |
| Merck & Co., Inc.  | 302300 | 32470043 |
| Zoetis, Inc. Class A  | 55881 | 9247747 |
|  |  | 147626362 |
| TOTAL HEALTH CARE |  | 326873074 |
| INDUSTRIALS - 8.7%  |  |  |
| Air Freight & Logistics - 0.9% |  |  |
| C.H. Robinson Worldwide, Inc.  | 14746 | 1477107 |
| Expeditors International of Washington, Inc.  | 19473 | 2106005 |
| United Parcel Service, Inc. Class B  | 87346 | 16179100 |
|  |  | 19762212 |
| Airlines - 0.0% |  |  |
| Delta Air Lines, Inc. (b) | 19081 | 746067 |
| Building Products - 1.0% |  |  |
| A.O. Smith Corp.  | 15293 | 1035336 |
| Allegion PLC  | 10456 | 1229103 |
| Carrier Global Corp.  | 100662 | 4583141 |
| Fortune Brands Home & Security, Inc.  | 15393 | 993002 |
| Johnson Controls International PLC  | 82304 | 5725889 |
| Lennox International, Inc.  | 3796 | 989314 |
| Masco Corp.  | 26845 | 1428154 |
| Owens Corning  | 11456 | 1107222 |
| Trane Technologies PLC  | 27701 | 4961803 |
|  |  | 22052964 |
| Commercial Services & Supplies - 0.4% |  |  |
| Copart, Inc. (b) | 50924 | 3392048 |
| Republic Services, Inc.  | 26325 | 3285887 |
| Rollins, Inc.  | 26377 | 960123 |
|  |  | 7638058 |
| Construction & Engineering - 0.1% |  |  |
| Quanta Services, Inc.  | 17025 | 2591035 |
| Electrical Equipment - 0.6% |  |  |
| Eaton Corp. PLC  | 47538 | 7711139 |
| Generac Holdings, Inc. (b) | 7600 | 916560 |
| Plug Power, Inc. (a)(b) | 61996 | 1055172 |
| Rockwell Automation, Inc.  | 13819 | 3897373 |
|  |  | 13580244 |
| Industrial Conglomerates - 0.4% |  |  |
| 3M Co.  | 66087 | 7605292 |
| Machinery - 2.9% |  |  |
| Caterpillar, Inc.  | 62987 | 15890990 |
| Cummins, Inc.  | 16866 | 4208742 |
| Deere & Co.  | 34642 | 14648023 |
| Dover Corp.  | 17087 | 2594319 |
| Fortive Corp.  | 40223 | 2736371 |
| IDEX Corp.  | 8984 | 2153285 |
| Illinois Tool Works, Inc.  | 36947 | 8720970 |
| Ingersoll Rand, Inc.  | 47992 | 2687552 |
| Otis Worldwide Corp.  | 50277 | 4134278 |
| Pentair PLC  | 19576 | 1084119 |
| Snap-On, Inc.  | 6341 | 1577197 |
| Xylem, Inc.  | 21448 | 2230806 |
|  |  | 62666652 |
| Professional Services - 0.1% |  |  |
| Robert Half International, Inc.  | 13042 | 1095006 |
| Road & Rail - 1.8% |  |  |
| CSX Corp.  | 255527 | 7900895 |
| J.B. Hunt Transport Services, Inc.  | 9886 | 1868948 |
| Knight-Swift Transportation Holdings, Inc. Class A  | 18168 | 1073729 |
| Norfolk Southern Corp.  | 28039 | 6892267 |
| Old Dominion Freight Lines, Inc.  | 11379 | 3791938 |
| U-Haul Holding Co. (non-vtg.)  | 10503 | 648980 |
| Union Pacific Corp.  | 74503 | 15212768 |
|  |  | 37389525 |
| Trading Companies & Distributors - 0.5% |  |  |
| Fastenal Co.  | 68830 | 3479357 |
| United Rentals, Inc.  | 8387 | 3698248 |
| W.W. Grainger, Inc.  | 5450 | 3212666 |
|  |  | 10390271 |
| TOTAL INDUSTRIALS |  | 185517326 |
| INFORMATION TECHNOLOGY - 27.8%  |  |  |
| Communications Equipment - 1.4% |  |  |
| Cisco Systems, Inc.  | 494110 | 24048334 |
| Motorola Solutions, Inc.  | 19943 | 5125550 |
|  |  | 29173884 |
| Electronic Equipment & Components - 0.4% |  |  |
| Cognex Corp.  | 20640 | 1129834 |
| Keysight Technologies, Inc. (b) | 21460 | 3848851 |
| Trimble, Inc. (b) | 29480 | 1711609 |
| Zebra Technologies Corp. Class A (b) | 6165 | 1949250 |
|  |  | 8639544 |
| IT Services - 6.1% |  |  |
| Accenture PLC Class A  | 75485 | 21064089 |
| Automatic Data Processing, Inc.  | 49587 | 11197240 |
| IBM Corp.  | 107781 | 14521334 |
| MasterCard, Inc. Class A  | 102952 | 38154011 |
| The Western Union Co. (a) | 45918 | 650658 |
| Visa, Inc. Class A  | 195102 | 44914431 |
|  |  | 130501763 |
| Semiconductors & Semiconductor Equipment - 5.4% |  |  |
| Applied Materials, Inc.  | 102637 | 11442999 |
| Intel Corp.  | 489932 | 13845478 |
| Lam Research Corp.  | 16354 | 8178635 |
| NVIDIA Corp.  | 297131 | 58050483 |
| NXP Semiconductors NV  | 31385 | 5784569 |
| Texas Instruments, Inc.  | 108990 | 19314118 |
|  |  | 116616282 |
| Software - 14.2% |  |  |
| Adobe, Inc. (b) | 55851 | 20683859 |
| ANSYS, Inc. (b) | 10364 | 2760555 |
| Autodesk, Inc. (b) | 25970 | 5587705 |
| Cadence Design Systems, Inc. (b) | 32724 | 5982929 |
| Gen Digital, Inc.  | 71267 | 1639854 |
| HubSpot, Inc. (b) | 5430 | 1884264 |
| Intuit, Inc.  | 31983 | 13518255 |
| Microsoft Corp.  | 845464 | 209514427 |
| Roper Technologies, Inc.  | 12665 | 5404789 |
| Salesforce.com, Inc. (b) | 119348 | 20046884 |
| ServiceNow, Inc. (b) | 24109 | 10972729 |
| Splunk, Inc. (b) | 19367 | 1854778 |
| VMware, Inc. Class A (b) | 25151 | 3080243 |
|  |  | 302931271 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Hewlett Packard Enterprise Co.  | 154665 | 2494746 |
| HP, Inc.  | 123098 | 3587076 |
|  |  | 6081822 |
| TOTAL INFORMATION TECHNOLOGY |  | 593944566 |
| MATERIALS - 3.1%  |  |  |
| Chemicals - 2.0% |  |  |
| Celanese Corp. Class A  | 12897 | 1588910 |
| Ecolab, Inc.  | 30668 | 4748326 |
| International Flavors & Fragrances, Inc.  | 30347 | 3412824 |
| Linde PLC  | 59446 | 19673059 |
| PPG Industries, Inc.  | 28132 | 3666725 |
| Sherwin-Williams Co.  | 29393 | 6954090 |
| The Mosaic Co.  | 41099 | 2036044 |
|  |  | 42079978 |
| Construction Materials - 0.1% |  |  |
| Martin Marietta Materials, Inc.  | 7425 | 2670327 |
| Containers & Packaging - 0.4% |  |  |
| Amcor PLC  | 177245 | 2137575 |
| Ball Corp.  | 37413 | 2178933 |
| International Paper Co.  | 40938 | 1712027 |
| WestRock Co.  | 30270 | 1187795 |
|  |  | 7216330 |
| Metals & Mining - 0.6% |  |  |
| Newmont Corp.  | 94899 | 5023004 |
| Nucor Corp.  | 31313 | 5292523 |
| Steel Dynamics, Inc.  | 21737 | 2622352 |
|  |  | 12937879 |
| TOTAL MATERIALS |  | 64904514 |
| REAL ESTATE - 2.9%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 2.8% |  |  |
| American Tower Corp.  | 55545 | 12408198 |
| Boston Properties, Inc.  | 17724 | 1321147 |
| Crown Castle International Corp.  | 51694 | 7656398 |
| Equinix, Inc.  | 10872 | 8024949 |
| Healthpeak Properties, Inc.  | 64229 | 1765013 |
| Prologis (REIT), Inc.  | 110126 | 14237089 |
| SBA Communications Corp. Class A  | 12912 | 3841707 |
| Ventas, Inc.  | 47580 | 2465120 |
| Welltower, Inc.  | 55462 | 4161868 |
| Weyerhaeuser Co.  | 88123 | 3034075 |
|  |  | 58915564 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Group, Inc. (b) | 38490 | 3291280 |
| TOTAL REAL ESTATE |  | 62206844 |
| UTILITIES - 1.1%  |  |  |
| Electric Utilities - 0.3% |  |  |
| Edison International  | 45718 | 3149970 |
| Eversource Energy  | 41239 | 3395207 |
|  |  | 6545177 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp.  | 16652 | 1957276 |
| UGI Corp.  | 24924 | 992723 |
|  |  | 2949999 |
| Multi-Utilities - 0.5% |  |  |
| Consolidated Edison, Inc.  | 42417 | 4042764 |
| Sempra Energy  | 37543 | 6019269 |
|  |  | 10062033 |
| Water Utilities - 0.2% |  |  |
| American Water Works Co., Inc.  | 21639 | 3386287 |
| Essential Utilities, Inc.  | 29647 | 1385404 |
|  |  | 4771691 |
| TOTAL UTILITIES |  | 24328900 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $2,040,303,816) |  | <br> **2130007335** |

---

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| | | |
|:---|:---|:---|
| &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 $392,497) <br>| 400000 | **392490** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (e) | 157450 | 157481 |
| Fidelity Securities Lending Cash Central Fund 4.38% (e)(f) | 3912529 | 3912920 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $4,070,401) |  | **4070401** |

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---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.0%**<br> (Cost $2,044,766,714)<br>| <br>**2134470226** |
| **NET OTHER ASSETS (LIABILITIES) - 0.0%**  | **(512135)** |
| **NET ASSETS - 100.0%** | **2133958091** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &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) | 20 | Mar 2023 | 4090000 | 115407 | 115407 |
| The notional amount of futures purchased as a percentage of Net Assets is 0.2% | The notional amount of futures purchased as a percentage of Net Assets is 0.2% | The notional amount of futures purchased as a percentage of Net Assets is 0.2% | The notional amount of futures purchased as a percentage of Net Assets is 0.2% | The notional amount of futures purchased as a percentage of Net Assets is 0.2% | The notional amount of futures purchased as a percentage of Net Assets is 0.2% |

---

**Legend**

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

(b) Non-income producing

(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 $123,634.

(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% | 4031628 | 36340402 | 40214549 | 33887 | - | - | 157481 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 8384795 | 2516751 | 6988626 | 15171 | - | - | 3912920 | 0.0% |
| Total | 12416423 | 38857153 | 47203175 | 49058 | - | - | 4070401 |  |

---

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 U.S. Sustainability Index Fund

- **b. EDGAR series identifier (if any):** S000057366

- **c. LEI of Series:** 549300BM5G5TLSBG9Q10

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2136536035.88

**Total Liabilities:** $4135175.60

**Net Assets:** $2132400860.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183136 | 6.71%                | -5.99%               | 6.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20144270.40            | $157687132.98                              |
| Month 2  | $-25031574.95            | $-106975484.90                             |
| Month 3  | $-17.88                  | $128043406.03                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EBAY INC                                   | EBAY INC                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     65394 | NS      | $3237003.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     29717 | NS      | $2418072.29   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                | EQUINIX INC                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     10872 | NS      | $8024949.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC               | THERMO FISHER SCIENTIFIC INC                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     46744 | NS      | $26659505.52  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                          | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     44017 | NS      | $4020072.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                     | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     43940 | NS      | $2827539.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     57454 | NS      | $5760912.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                        | SVB FINL GROUP                                | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      7033 | NS      | $2127060.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                       | ALIGN TECHNOLOGY INC                          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      8833 | NS      | $2382525.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                      | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    284695 | NS      | $40534874.10  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                                 | NASDAQ INC                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     41165 | NS      | $2477721.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                   | CSX CORP                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    255527 | NS      | $7900894.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                      | QUEST DIAGNOSTICS INC                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     13880 | NS      | $2060902.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC             | FORTUNE BRANDS INNOVATIONS INC                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     15393 | NS      | $993002.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                  | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     63831 | NS      | $16110944.40  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                           | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19359 | NS      | $1101527.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL PAPER CO                     | INTERNATIONAL PAPER CO                        | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     40938 | NS      | $1712027.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                | COGNEX CORP                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     20640 | NS      | $1129833.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC             | OLD DOMINION FREIGHT LINES INC                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |     11379 | NS      | $3791937.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                           | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     16835 | NS      | $2825249.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                         | CONAGRA BRANDS INC                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     57211 | NS      | $2127677.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LULULEMON ATHLETICA INC                    | LULULEMON ATHLETICA INC                       | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     13895 | NS      | $4264097.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH               | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    173089 | NS      | $2625760.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                  | CH ROBINSON WORLDWIDE INC                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     14746 | NS      | $1477106.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                 | DOVER CORP                                    | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     17087 | NS      | $2594319.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                             | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    845464 | NS      | $209514433.84 | 9.83%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP                               | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     55462 | NS      | $4161868.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                             | SERVICENOW INC                                | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     24109 | NS      | $10972729.17  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                 | RESMED INC                                    | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     17526 | NS      | $4002412.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                            | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     24123 | NS      | $2140192.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                | WATERS CORP                                   | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      7127 | NS      | $2341789.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC | EXPEDITORS INTL OF WASH INC                   | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     19473 | NS      | $2106004.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                          | LAM RESEARCH CORP                             | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     16354 | NS      | $8178635.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL C                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    662452 | NS      | $66159081.24  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                               | ALLEGION PLC                                  | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     10456 | NS      | $1229102.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                 | DAVITA INC                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      6521 | NS      | $537265.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                      | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     69806 | NS      | $9518048.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                      | RIVIAN AUTOMOTIVE INC                         | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37844 | NS      | $734173.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                              | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     75485 | NS      | $21064089.25  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| S and P GLOBAL INC                         | S and P GLOBAL INC                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     40658 | NS      | $15244310.52  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    195102 | NS      | $44914431.42  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                        | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     44482 | NS      | $4667941.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                          | EVERSOURCE ENERGY                             | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     41239 | NS      | $3395206.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                            | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     17025 | NS      | $2591034.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                | WESTROCK CO                                   | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30270 | NS      | $1187794.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                                  | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     59446 | NS      | $19673059.24  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    254831 | NS      | $18513472.15  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                | TRIMBLE INC                                   | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     29480 | NS      | $1711608.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS INC                         | UNITED RENTALS INC                            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      8387 | NS      | $3698247.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC                   | PRICE (T ROWE)GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     26865 | NS      | $3128966.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                  | ADOBE INC                                     | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     55851 | NS      | $20683859.34  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                             | US BANCORP DEL                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    168556 | NS      | $8394088.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                      | 3M CO                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     66087 | NS      | $7605291.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                         | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     21737 | NS      | $2622351.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                              | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     53496 | NS      | $3663406.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | KIMBERLY CLARK CORP                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     40336 | NS      | $5244083.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                  | AFLAC INC                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     71737 | NS      | $5272669.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                 | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     58999 | NS      | $2555836.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                                  | POOL CORP                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      4713 | NS      | $1817379.93   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                           | IDEX CORPORATION                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      8984 | NS      | $2153285.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                             | CBRE GROUP INC - CL A                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     38490 | NS      | $3291279.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                 | INTUIT INC                                    | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     31983 | NS      | $13518254.61  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                        | SCHWAB CHARLES CORP                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    173541 | NS      | $13435544.22  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                              | CME GROUP INC CL A                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     42904 | NS      | $7579420.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                  | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     49858 | NS      | $11342196.42  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                               | DEERE and CO                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     34642 | NS      | $14648023.28  | 0.69%             |  |  |  | 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        |     91821 | NS      | $4643387.97   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                        | OTIS WORLDWIDE CORP                           | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     50277 | NS      | $4134277.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                         | HCA HEALTHCARE INC                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     27416 | NS      | $6992999.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                                 | VENTAS INC REIT                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     47580 | NS      | $2465119.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC              | ROBERT HALF INTERNATIONAL INC.                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     13042 | NS      | $1095006.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                           | SCHLUMBERGER LTD                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    168735 | NS      | $9614520.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                        | CARRIER GLOBAL CORP                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    100662 | NS      | $4583140.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                | BIOMARIN PHARMACEUTICAL INC                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     22078 | NS      | $2546697.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                  | XYLEM INC                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     21448 | NS      | $2230806.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                               | ILLUMINA INC                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     18823 | NS      | $4031886.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORPORATION                             | VF CORP                                       | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     39308 | NS      | $1216189.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                        | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     33261 | NS      | $4280025.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                              | BLACKROCK INC                                 | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     17993 | NS      | $13660465.53  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                 | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     17345 | NS      | $5045660.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                               | AUTODESK INC                                  | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     25970 | NS      | $5587705.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                           | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    302300 | NS      | $32470043.00  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                  | KEYSIGHT TECHNOLOGIES INC                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     21460 | NS      | $3848851.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP SEMICONDUCTORS NV                      | NXP SEMICONDUCTORS NV                         | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     31385 | NS      | $5784569.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                              | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     37543 | NS      | $6019269.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                 | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     36420 | NS      | $11533121.40  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                          | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     71149 | NS      | $5575235.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                              | LOWES COS INC                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     74073 | NS      | $15425702.25  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC              | AUTOMATIC DATA PROCESSING INC                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     49587 | NS      | $11197240.47  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                  | AMCOR PLC                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    177245 | NS      | $2137574.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.               | RAYMOND JAMES FINANCIAL INC.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     23122 | NS      | $2607467.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                 | HASBRO INC                                    | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     15616 | NS      | $923998.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                  | BAXTER INTL INC                               | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     60339 | NS      | $2756888.91   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                         | INGERSOLL RAND INC                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     47992 | NS      | $2687552.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                  | WARNER BROS DISCOVERY INC                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    274519 | NS      | $4068371.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                  | BALL CORP                                     | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     37413 | NS      | $2178933.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                 | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     24379 | NS      | $1498820.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                 | INTEL CORP                                    | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    489932 | NS      | $13845478.32  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                         | UNION PACIFIC CORP                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     74503 | NS      | $15212767.57  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS CO INC                | AMERICAN WATER WRKS COMPANY                   | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     21639 | NS      | $3386287.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                          | HORMEL FOODS CORP                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     35750 | NS      | $1619832.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                    | ZEBRA TECHNOLOGIES CORP CL A                  | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      6165 | NS      | $1949249.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC               | HARTFORD FINL SVCS GROUP INC                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     38465 | NS      | $2985268.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                             | HOME DEPOT INC                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    122161 | NS      | $39600931.37  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                             | HALLIBURTON CO                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    108466 | NS      | $4470968.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL CO                                | FASTENAL CO                                   | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     68830 | NS      | $3479356.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                               | TELEFLEX INC                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      5583 | NS      | $1359013.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | COLGATE-PALMOLIVE CO                          | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     94579 | NS      | $7048972.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                          | U-HAUL HOLDING CO                             | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     10503 | NS      | $648980.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                    | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     42417 | NS      | $4042764.27   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                                 | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     31313 | NS      | $5292523.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                          | TJX COMPANIES INC NEW                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    138550 | NS      | $11341703.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     16866 | NS      | $4208741.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                       | MCCORMICK and CO INC NON-VTG                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     29815 | NS      | $2239702.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC                 | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     59561 | NS      | $10417814.51  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                            | WEYERHAEUSER CO                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     88123 | NS      | $3034074.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                  | TESLA INC                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    317857 | NS      | $55059189.54  | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS INC                                  | ANSYS INC                                     | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     10364 | NS      | $2760555.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                  | HEALTHPEAK PPTYS INC                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     64229 | NS      | $1765012.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                  | APTIV PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     32465 | NS      | $3671466.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     54925 | NS      | $9454789.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                               | NOVOCURE LTD                                  | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     11221 | NS      | $1023130.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG INDUSTRIES INC                         | PPG INDUSTRIES INC                            | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     28132 | NS      | $3666724.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                                | HUBSPOT INC                                   | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      5430 | NS      | $1884264.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                        | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     28645 | NS      | $14322213.55  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                   | WILLIS TOWERS WATSON PLC                      | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     13090 | NS      | $3327347.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                               | CATALENT INC                                  | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20343 | NS      | $1089367.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                   | MARKETAXESS HLDGS INC                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      4480 | NS      | $1630048.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC           | AMERICAN INTERNATIONAL GROUP                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     90832 | NS      | $5742399.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                       | ESTEE LAUDER COS INC CL A                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     27628 | NS      | $7655166.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW                      | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    111225 | NS      | $2618236.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                                | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     26377 | NS      | $960122.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC              | PRINCIPAL FINL GROUP INC                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     29668 | NS      | $2745773.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP NEW                               | UGI CORP NEW                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     24924 | NS      | $992722.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (AO) CORP                            | SMITH (AO) CORP                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     15293 | NS      | $1035336.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                             | EATON CORP PLC                                | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     47538 | NS      | $7711138.98   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                       | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     93272 | NS      | $3290636.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                   | NIKE INC CL B                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    150786 | NS      | $19199581.38  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                       | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     45918 | NS      | $650658.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GALLAGHER (ARTHUR J.) and CO               | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     25037 | NS      | $4900241.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                   | LKQ CORP                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     31029 | NS      | $1829469.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                         | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     47054 | NS      | $6588971.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE INC                                 | VMWARE INC CL A                               | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |     25151 | NS      | $3080242.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS        | LABORATORY CORP OF AMER HLDGS                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     10761 | NS      | $2713063.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                 | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     32724 | NS      | $5982928.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                           | VAIL RESORTS INC                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      4791 | NS      | $1256870.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                        | FIRST REPUBLIC BANK                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     21749 | NS      | $3063999.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | ROPER TECHNOLOGIES INC                        | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |     12665 | NS      | $5404788.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                  | LEAR CORP NEW                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      7067 | NS      | $1030227.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC               | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     46546 | NS      | $1697067.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                    | KEYCORP                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    111018 | NS      | $2130435.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                               | FORTIVE CORP                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     40223 | NS      | $2736370.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC   | INTERNATIONAL FLAVORS and FRAGRA              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     30347 | NS      | $3412823.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO              | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    154665 | NS      | $2494746.45   | 0.12%             |  |  |  | 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        |     18168 | NS      | $1073728.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                         | LILLY (ELI) and CO                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     96376 | NS      | $33167800.40  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                   | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     50792 | NS      | $697374.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                               | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    490210 | NS      | $30059677.20  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                        | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     23565 | NS      | $2285098.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                                  | CLOROX CO                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     14661 | NS      | $2121300.09   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC                  | ZOOMINFO TECHNOLOGIES INC                     | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31215 | NS      | $881199.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | SYNCHRONY FINANCIAL                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     57346 | NS      | $2106318.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                      | BOSTON PROPERTIES INC                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     17724 | NS      | $1321146.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                           | CROWN CASTLE INC                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     51694 | NS      | $7656398.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PL                                  | STERIS PLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     11905 | NS      | $2458501.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                            | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     62987 | NS      | $15890990.23  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                           | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    145655 | NS      | $4695917.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                  | UST BILLS 0% 06/29/2023                       | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $392490.37    | 0.02%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                 | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      9495 | NS      | $2251454.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC              | INTERCONTINENTAL EXCHANGE INC                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     66671 | NS      | $7170466.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC              | TAKE-TWO INTERACTV SOFTWR INC                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     19842 | NS      | $2246709.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC               | FACTSET RESEARCH SYSTEMS INC                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      4521 | NS      | $1912111.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                     | TEXAS INSTRUMENTS INC                         | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    108990 | NS      | $19314117.90  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN WILLIAMS CO                        | SHERWIN WILLIAMS CO                           | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     29393 | NS      | $6954089.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | MARATHON PETROLEUM CORP                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     59525 | NS      | $7650153.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                  | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     81367 | NS      | $3631409.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | ILLINOIS TOOL WORKS INC                       | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     36947 | NS      | $8720969.88   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                 | DEXCOM INC                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     46908 | NS      | $5023377.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                         | SNAP-ON INCORPORATED                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      6341 | NS      | $1577196.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                 | MASCO CORPORATION                             | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     26845 | NS      | $1428154.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                 | ZOETIS INC CL A                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     55881 | NS      | $9247746.69   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                   | LENNOX INTERNATIONAL INC                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      3796 | NS      | $989313.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                      | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    243601 | NS      | $4457898.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                 | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    501308 | NS      | $20839373.56  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC                      | BURLINGTON STORES INC                         | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      7802 | NS      | $1793133.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                   | AGILENT TECHNOLOGIES INC                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     35368 | NS      | $5378765.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                             | SALESFORCE INC                                | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    119348 | NS      | $20046883.56  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC               | WEST PHARMACEUTICAL SVCS INC                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      8814 | NS      | $2340998.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    157450 | NS      | $157481.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                        | DENTSPLY SIRONA INC                           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     25646 | NS      | $944542.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                     | TRANE TECHNOLOGIES PLC                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     27701 | NS      | $4961803.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                  | EDWARDS LIFESCIENCES CORP                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     74063 | NS      | $5680632.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HLDGS INC                        | SIRIUS XM HLDGS INC                           | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     92709 | NS      | $536785.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FRANKLIN RESOURCES INC                     | FRANKLIN RESOURCES INC                        | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     35593 | NS      | $1110501.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CAMPBELL SOUP CO                           | CAMPBELL SOUP CO                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     25045 | NS      | $1300586.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                    | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     12625 | NS      | $1551360.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                 | VERTEX PHARMACEUTICALS INC                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     30608 | NS      | $9889444.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                         | ALLY FINANCIAL INC                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     36726 | NS      | $1193227.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                            | BAKER HUGHES CO                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120434 | NS      | $3822575.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                              | ALLSTATE CORPORATION                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     32321 | NS      | $4152278.87   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                     | ADVANCE AUTO PARTS INC                        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      7156 | NS      | $1089715.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                             | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     87781 | NS      | $23472639.40  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC              | MARTIN MARIETTA MATERIALS INC                 | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      7425 | NS      | $2670327.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                 | COPART INC                                    | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     50924 | NS      | $3392047.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCADOLIBRE INC                           | MERCADOLIBRE INC                              | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      5417 | NS      | $6401214.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                       | GENERAC HOLDINGS INC                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      7600 | NS      | $916560.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                     | IDEXX LABS INC                                | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      9959 | NS      | $4785299.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                          | ATMOS ENERGY CORP                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     16652 | NS      | $1957276.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                  | LINCOLN NATIONAL CORP                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     19250 | NS      | $682027.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                  | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     87346 | NS      | $16179099.58  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                     | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    123098 | NS      | $3587075.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                          | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     28355 | NS      | $5419207.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                            | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    107781 | NS      | $14521334.13  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                             | MORGAN STANLEY                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    153641 | NS      | $14953878.53  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | ESSENTIAL UTILITIES INC                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     29647 | NS      | $1385404.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                       | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     45718 | NS      | $3149970.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | TRUIST FINL CORP                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    158472 | NS      | $7826932.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC              | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     55708 | NS      | $1307466.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | MOTOROLA SOLUTIONS INC                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     19943 | NS      | $5125550.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                             | TARGA RESOURCES CORP                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     25620 | NS      | $1922012.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3945300 | NS      | $3945694.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | DISCOVER FIN SVCS                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     32721 | NS      | $3819522.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                | PENTAIR PLC                                   | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     19576 | NS      | $1084118.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                      | APPLIED MATERIALS INC                         | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    102637 | NS      | $11442999.13  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                 | ECOLAB INC                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     30668 | NS      | $4748326.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                          | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     11456 | NS      | $1107222.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    297131 | NS      | $58050483.47  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | NORFOLK SOUTHERN CORP                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     28039 | NS      | $6892266.59   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                      | CARLYLE GROUP INC (THE)                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     23656 | NS      | $850906.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                               | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6334 | NS      | $839825.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                             | MASTERCARD INC CL A                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    102952 | NS      | $38154011.20  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIRLINES INC                         | DELTA AIR INC                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     19081 | NS      | $746067.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                     | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     20930 | NS      | $1101964.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                        | CARDINAL HEALTH INC                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     32438 | NS      | $2505835.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                                 | SPLUNK INC                                    | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     19367 | NS      | $1854777.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTL INC                    | METTLER-TOLEDO INTL INC                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      2693 | NS      | $4128153.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO TECHNE CORP                            | BIO TECHNE CORP                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     18670 | NS      | $1487252.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                          | NEWELL BRANDS INC                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     46771 | NS      | $746465.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                    | SBA COMMUNICATIONS CORP                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     12912 | NS      | $3841707.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                        | WW GRAINGER INC                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      5450 | NS      | $3212666.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                 | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     15107 | NS      | $7730251.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | EQUITABLE HOLDINGS INC                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     44712 | NS      | $1433913.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    164667 | NS      | $28161350.34  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                        | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    149580 | NS      | $12555745.20  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                              | BUNGE LIMITED                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     18081 | NS      | $1791827.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                            | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     71267 | NS      | $1639853.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                  | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     41099 | NS      | $2036044.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                        | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     55545 | NS      | $12408197.55  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                             | PLUG POWER INC                                | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     61996 | NS      | $1055171.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HILTON WORLDWIDE HOLDINGS INC              | HILTON WORLDWIDE HOLDINGS INC                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     32808 | NS      | $4760112.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                     | AMERISOURCEBERGEN CORP                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     18503 | NS      | $3126266.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                               | INSULET CORP                                  | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      8261 | NS      | $2373550.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                        | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    313742 | NS      | $51271717.64  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                | INVESCO LTD                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     40615 | NS      | $751783.65    | 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        |      9886 | NS      | $1868948.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                             | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     28191 | NS      | $1332870.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC         | JOHNSON CONTROLS INTERNATIONAL PLC            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     82304 | NS      | $5725889.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX INC                                 | CARMAX INC                                    | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18946 | NS      | $1334745.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                          | TRACTOR SUPPLY CO.                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     13302 | NS      | $3032722.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                          | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |    494110 | NS      | $24048333.70  | 1.13%             |  |  |  | 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        |        11 | NC      | $112932.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                    | ROCKWELL AUTOMATION INC                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     13819 | NS      | $3897372.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODYS CORP                                | MOODYS CORP                                   | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     19731 | NS      | $6368180.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                        | AMERICAN EXPRESS CO                           | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     76068 | NS      | $13306575.24  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                        | AMERIPRISE FINANCIAL INC                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     12875 | NS      | $4507795.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                   | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      7461 | NS      | $1168840.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                               | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    110126 | NS      | $14237089.28  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                      | REPUBLIC SERVICES INC                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     26325 | NS      | $3285886.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                          | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     12897 | NS      | $1588910.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    714981 | NS      | $70668722.04  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                        | CHENIERE ENERGY INC                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     26759 | NS      | $4088507.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                               | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     94899 | NS      | $5023004.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES                         | LUMEN TECHNOLOGIES INC                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    110917 | NS      | $582314.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ULTA BEAUTY INC                            | ULTA BEAUTY INC                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      6140 | NS      | $3155714.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                                 | KELLOGG CO                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     30364 | NS      | $2082363.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC             | PNC FINANCIAL SERVICES GRP INC                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     48980 | NS      | $8102761.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                             | DISNEY (WALT) CO                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    217609 | NS      | $23608400.41  | 1.11%             |  |  |  | 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