# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067570
**Filing Date:** 2023-3
**Character Count:** 59238
**Document Hash:** 9d0e26fb8e3a0a05d8de4bd7febb719a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067570.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067570

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**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:** 23763680

**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 SAI Real Estate Index Fund (Series ID: S000051993)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000163539 | Fidelity SAI Real Estate Index Fund | FESIX           |

## 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 SAI Real Estate Index Fund

- **b. EDGAR series identifier (if any):** S000051993

- **c. LEI of Series:** 549300S8CJE9EN4WEL43

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

- **a. Date of fiscal year-end:** 2023-07-31

- **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:** $89293433.23

**Total Liabilities:** $2164272.50

**Net Assets:** $87129160.73

**Cash Not Reported:** $42511.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000163539 | 6.18%                | -5.10%               | 10.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4.70                   | $4707632.05                                |
| Month 2  | $-11409.14               | $-4729307.99                               |
| Month 3  | $-1.73                   | $8157222.77                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DIGITAL REALTY TRUST INC               | DIGITAL REALTY TRUST INC                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     18118 | NS      | $2076685.16   | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                            | EQUINIX INC                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      5780 | NS      | $4266391.40   | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                              | ISTAR INC                                     | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      5400 | NS      | $50112.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                  | CAMDEN PROPERTY TRUST - REIT                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      6476 | NS      | $797907.96    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT STRATEGIC OPPORTUNITIES FUND  | NEXPOINT DIVERSIFIED REAL ESTATE FUND         | CUSIP: 65340G205<br>LEI: 5493008KGR2NU3OXMR64 | Long             | EC               | CORP              | US        |       330 | NS      | $4319.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY TRUST          | UNIVERSAL HEALTH REALTY TRUST                 | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       885 | NS      | $48506.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ALEXANDRIA REAL ESTATE EQUITIES INC    | ALEXANDRIA REAL ES EQ INC REIT                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      9861 | NS      | $1585057.14   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC        | FOUR CORNERS PPTY TR INC W/I                  | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      5086 | NS      | $146273.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                   | GLOBAL NET LEASE INC                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      6368 | NS      | $95201.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                | EXTRA SPACE STORAGE INC                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8546 | NS      | $1348815.18   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC            | HEALTHCARE REALTY TRUST INC                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     24173 | NS      | $520444.69    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE LIBERTY PROPERTIES INC             | ONE LIBERTY PROPERTIES INC                    | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |      1143 | NS      | $27557.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC     | EASTERLY GOVERNMENT PROPERTIES INC            | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      5533 | NS      | $89855.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP INDUSTRIAL TRUST                   | LXP INDUSTRIAL TRUST REIT                     | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     18140 | NS      | $209517.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC             | BRIXMOR PPTY GROUP INC                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     18892 | NS      | $444528.76    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                | DIGITALBRIDGE GROUP INC                       | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      9699 | NS      | $143545.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES INC                     | LTC PROPERTIES INC REIT                       | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      2447 | NS      | $93353.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST      | NATIONAL STORAGE AFFILIATES TRUST             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5716 | NS      | $233212.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                      | TERRENO REALTY CORP                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4886 | NS      | $314804.98    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP                         | NETSTREIT CORP                                | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      3321 | NS      | $66851.73     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLTOWER OP                           | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     28805 | NS      | $2161527.20   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVTS CORP          | RETAIL OPPORTUNITY INVTS CORP                 | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7986 | NS      | $126418.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                      | KIMCO REALTY CORPORATION                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     39251 | NS      | $881577.46    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                | KITE REALTY GROUP TRUST                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14020 | NS      | $304234.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PPTYS INC            | RYMAN HOSPITALITY PPTYS INC                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      3325 | NS      | $308859.25    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                            | CENTERSPACE                                   | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       980 | NS      | $66267.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA REALTY TRUST                    | ACADIA RLTY TR REIT                           | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6115 | NS      | $94965.95     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                 | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      3076 | NS      | $568660.12    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST         | OFFICE PROPERTIES INCOME TRUST                | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3239 | NS      | $55581.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                    | SUN COMMUNITIES INC - REIT                    | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      7746 | NS      | $1215037.56   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                         | CBRE GROUP INC - CL A                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     20642 | NS      | $1765097.42   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC         | COMMUNITY HEALTHCARE TR INC                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      1611 | NS      | $69079.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC         | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     10957 | NS      | $518813.95    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                  | VERIS RESIDENTIAL INC                         | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4894 | NS      | $84666.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CUBESMART                              | CUBESMART                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14337 | NS      | $656491.23    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                       | LIFE STORAGE INC                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      5403 | NS      | $583740.12    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE COMMERCIAL CORP              | GLADSTONE COMMERCIAL CORP                     | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      2584 | NS      | $43902.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS and MILLICHAP INC               | MARCUS and MILLICHAP CO INC                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      1539 | NS      | $55773.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC      | FIRST INDUSTRIAL REALTY TRUST                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8412 | NS      | $448780.20    | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| VENTAS INC                             | VENTAS INC REIT                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     25299 | NS      | $1310741.19   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL REIT INC                | GLOBAL MEDICAL REIT INC                       | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      4692 | NS      | $52691.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORP                     | STORE CAPITAL CORP                            | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     15827 | NS      | $509787.67    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JOE COMPANY                         | ST JOE COMPANY                                | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      2104 | NS      | $99098.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                    | EQUITY COMMONWEALTH                           | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      6660 | NS      | $169963.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                | BRANDYWINE REALTY TRUST                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     11575 | NS      | $75932.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                | PHYSICIANS REALTY TRUST                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     14166 | NS      | $224672.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMMIT HOTEL PROPERTIES INC            | SUMMIT HOTEL PROPERTIES INC                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      6888 | NS      | $58685.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                         | PUBLIC STORAGE                                | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     10038 | NS      | $3054964.92   | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC           | MEDICAL PPTY TR INC                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     38399 | NS      | $497267.05    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| URBAN EDGE PROPERTIES                  | URBAN EDGE PROPERTIES                         | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7560 | NS      | $119070.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDERS INC                         | ALEXANDER'S INC                               | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       140 | NS      | $33219.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR GROUP INC                          | RMR GROUP INC W/I                             | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       909 | NS      | $28197.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC          | NATIONAL HEALTH INVESTORS INC                 | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      2898 | NS      | $170489.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC              | CUSHMAN and WAKEFIELD PLC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      9282 | NS      | $133939.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST                 | AMERICOLD REALTY TRUST                        | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     17039 | NS      | $535194.99    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC               | HIGHWOODS PROPERTIES INC                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      6837 | NS      | $207639.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                            | COMPASS INC                                   | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15866 | NS      | $63781.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT REALTY                             | RPT REALTY                                    | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      5734 | NS      | $60092.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PEBBLEBROOK HOTEL TRUST                | PEBBLEBROOK HOTEL TRUST                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      8434 | NS      | $138317.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER CO                        | WEYERHAEUSER CO                               | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     47407 | NS      | $1632223.01   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS INC                       | SAUL CENTERS INC                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       878 | NS      | $37587.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC              | HEALTHPEAK PPTYS INC                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     34260 | NS      | $941464.80    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS and RESORTS INC           | XENIA HOTELS and RESORTS INC                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      7289 | NS      | $108606.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL REALTY INVESTMENT TR           | FEDERAL REALTY INVESTMENT TR                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      4547 | NS      | $507126.91    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC          | INDEPENDENCE REALTY TR INC                    | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     14433 | NS      | $271773.39    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                         | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     61178 | NS      | $2091064.04   | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                     | KILROY REALTY CORP                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      6703 | NS      | $275091.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                  | CHATHAM LODGING TRUST                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $40683.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                     | EQUITY RESIDENTIAL REIT                       | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     22747 | NS      | $1447846.55   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP             | INLAND AMERICN REAL EST TR INC                | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      4263 | NS      | $106020.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON and CO INC             | PHILLIPS EDISON and CO INC                    | CUSIP: 71844V201<br>LEI: 549300UC1QJSQ49IC243 | Long             | EC               | CORP              | US        |      7287 | NS      | $244260.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                     | CARETRUST REIT INC                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      6168 | NS      | $127800.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMA HOLDINGS INC                      | DOMA HOLDINGS INC CL A                        | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11443 | NS      | $8124.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP                      | GETTY REALTY CORP                             | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      2485 | NS      | $90528.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                   | SL GREEN REALTY CORP REIT                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      4078 | NS      | $167809.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC            | S and P MID 400 EMINI FUT MAR23 FAH3          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         1 | NC      | $22485.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NECESSITY RETAIL REIT INC/THE          | THE NECESSITY RETAIL REIT INC                 | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |      8198 | NS      | $55992.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CORP             | APARTMENT INCOME REIT CORP CL A               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10005 | NS      | $382791.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC          | HUDSON PACIFIC PROPERTIES INC                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9253 | NS      | $105391.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORP                    | POTLATCHDELTIC CORP REIT                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      5184 | NS      | $253756.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| OUTFRONT MEDIA INC                     | OUTFRONT MEDIA INC                            | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      9218 | NS      | $183438.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                      | SITE CENTERS CORP                             | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     12554 | NS      | $171362.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC         | NEXPOINT RESIDENTIAL TRUST INC                | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      1483 | NS      | $74891.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER and BALDWIN INC              | ALEXANDER and BALDWIN INC                     | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4479 | NS      | $89669.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                    | STAG INDUSTRIAL INC                           | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     11518 | NS      | $410040.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                         | ENTERTAINMENT PPTYS TR                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      4749 | NS      | $201737.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO                            | MACERICH COMPANY                              | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     13735 | NS      | $188718.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| JBG SMITH PROPERTIES                   | JBG SMITH PROPERTIES                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7112 | NS      | $143235.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC             | SABRA HEALTHCARE REIT INC                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     14654 | NS      | $197829.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                           | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     12235 | NS      | $1046459.55   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                  | BOSTON PROPERTIES INC                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      9473 | NS      | $706117.42    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                       | CROWN CASTLE INC                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     26823 | NS      | $3972754.53   | 4.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVS INC NEW            | SUNSTONE HOTEL INVS INC                       | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     13710 | NS      | $150672.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE RLTY TR INC            | PIEDMONT OFFICE REALTY TRUST A                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7926 | NS      | $84015.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL and ASSOCIATES PROPERTIES INC      | CBL and ASSOCIATES PROPERTIES INC             | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       805 | NS      | $21453.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                              | UST BILLS 0% 06/29/2023                       | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98122.59     | 0.11%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC  | ESSENTIAL PROPERTIES REALTY TRUST INC         | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8633 | NS      | $219968.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                   | INVITATION HOMES INC                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38935 | NS      | $1265387.50   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REDFIN CORPORATION                     | REDFIN CORP                                   | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      7110 | NS      | $53182.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| VORNADO REALTY TRUST                   | VORNADO REALTY TRUST                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10367 | NS      | $252851.13    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TR                         | RLJ LODGING TRUST                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10472 | NS      | $131633.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                     | DOUGLAS EMMETT INC REIT                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11373 | NS      | $190497.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| ELME COMMUNITIES                       | ELME COMMUNITIES                              | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      5282 | NS      | $101414.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PPTYS TRUST           | CORPORATE OFFICE PROPERTIES TR                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      7057 | NS      | $198089.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                     | FORESTAR GROUP INC                            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1179 | NS      | $17543.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK INC                             | WEWORK INC CL A                               | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13221 | NS      | $21021.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MID-AMERICA APT CMNTYS INC             | MID AMERICA APT CMNTY INC                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      7371 | NS      | $1228893.12   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH PPTYS INC                          | UMH PROPERTIES INC                            | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |      3479 | NS      | $62343.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC.            | APPLE HOSPITALITY REIT INC                    | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     13841 | NS      | $245400.93    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SERITAGE GROWTH PPTYS                  | SERITAGE GROWTH PPTYS CL-A                    | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      2315 | NS      | $28127.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ARMADA HOFFLER PROPERTIES INC          | ARMADA HOFFLER PROPERTIES INC                 | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      4340 | NS      | $55031.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Revere Street Trust           | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    168505 | NS      | $168538.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE LAND CORP                    | GLADSTONE LAND CORP                           | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |      2111 | NS      | $41248.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR              | DIVERSIFIED HEALTHCARE TR                     | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16511 | NS      | $13066.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                  | AMERICAN HOMES 4 RENT                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     19912 | NS      | $682782.48    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                     | REALTY INCOME CORP REIT                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     38540 | NS      | $2614168.20   | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC      | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     16160 | NS      | $865529.60    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                        | UNITI GROUP INC                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     16069 | NS      | $105894.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SERVICE PROPERTIES TRUST               | SERVICE PPTYS TR                              | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     10661 | NS      | $94989.51     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                           | RAYONIER INC REIT                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      9252 | NS      | $336680.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| SPIRIT REALTY CAPITAL INC              | SPIRIT RLTY CAP INC                           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      8518 | NS      | $373769.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EXP WORLD HOLDINGS INC                 | EXP WORLD HOLDINGS INC                        | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      4923 | NS      | $76749.57     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO BOARD OF TRADE                 | DJ US REAL ESTATE FUT MAR23 DJEH3             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         3 | NC      | $8460.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFERPAD SOLUTIONS INC                 | OFFERPAD SOLUTIONS INC                        | CUSIP: 67623L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6552 | NS      | $6011.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK HOTELS and RESORTS INC            | PARK HOTELS and RESORTS INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     14846 | NS      | $218384.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                      | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     18404 | NS      | $1004490.32   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT INC                   | CITY OFFICE REIT INC                          | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      2690 | NS      | $26469.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE INC               | BROADSTONE NET LEASE INC                      | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     10911 | NS      | $197598.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP        | FRANKLIN STREET PPTYS CORP                    | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      6753 | NS      | $20799.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST  | INDUSTRIAL LOGISTICS PROPERTIES TR            | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      4687 | NS      | $20669.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC              | AMERICAN ASSETS TRUST INC                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3316 | NS      | $94373.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT INC           | PLYMOUTH INDL REIT INC                        | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2758 | NS      | $61724.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC        | EQUITY LIFESTYLE PPTYS INC                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     11183 | NS      | $802715.74    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust           | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2129918 | NS      | $2130131.39   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC            | HOST HOTELS and RESORTS INC                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     45412 | NS      | $856016.20    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                | UDR INC                                       | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     20270 | NS      | $863299.30    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                      | AGREE REALTY CORP                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4782 | NS      | $356880.66    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                    | RE/MAX HOLDINGS INC CL A                      | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1168 | NS      | $26642.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC               | ESSEX PROPERTY TRUST INC                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      4163 | NS      | $941129.41    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC                           | SAFEHOLD INC                                  | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      1792 | NS      | $62648.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| HOWARD HUGHES CORP                     | HOWARD HUGHES CORP                            | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      2406 | NS      | $205688.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA COMMUNICATIONS CORP                | SBA COMMUNICATIONS CORP                       | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      6842 | NS      | $2035700.26   | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                  | ORION OFFICE REIT INC                         | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3638 | NS      | $35106.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC               | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      2669 | NS      | $449059.25    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                       | ZILLOW GROUP INC CL C                         | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     14156 | NS      | $625836.76    | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| OMEGA HEALTHCARE INVESTORS INC         | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     14992 | NS      | $441364.48    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC          | EMPIRE STATE REALTY TRUST INC CL A            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      9090 | NS      | $75810.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUGLAS ELLIMAN INC                    | DOUGLAS ELLIMAN INC                           | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      5220 | NS      | $24325.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC               | SIMON PPTY GROUP INC - REIT                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     20840 | NS      | $2677106.40   | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                      | NEWMARK GROUP INC CL A                        | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10461 | NS      | $89650.77     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                    | AMERICAN TOWER CORP                           | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     29264 | NS      | $6537284.96   | 7.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO             | DIAMONDROCK HOSPITALITY CO                    | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     13552 | NS      | $130505.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                  | REXFORD INDUSTRIAL REALTY INC                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     10642 | NS      | $675447.74    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PPTYS INC               | URSTADT BIDDLE PPTYS INC CL A                 | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      1854 | NS      | $34818.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)             | REGENCY CENTERS CORP REIT                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      9849 | NS      | $656238.87    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP INC                    | PARAMOUNT GROUP INC                           | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     10912 | NS      | $70382.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS INC            | KENNEDY-WILSON HOLDINGS INC                   | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      7616 | NS      | $136174.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET                  | TANGER FACTORY OUTLET - REIT                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      6655 | NS      | $127177.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP HOLDINGS INC                       | FRP HOLDINGS INC                              | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $17075.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                           | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     58634 | NS      | $7580203.52   | 8.70%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT CO | APARTMENT INV and MGMT CO A REIT              | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      9299 | NS      | $69835.49     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES INC              | AVALONBAY COMMUNITIES INC REIT                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      8901 | NS      | $1579393.44   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC              | OPENDOOR TECHNOLOGIES INC                     | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     28248 | NS      | $61863.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ANYWHERE REAL ESTATE INC               | ANYWHERE REAL ESTATE INC                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      7311 | NS      | $61997.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                   | LAMAR ADVERTISING CO CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      5516 | NS      | $587674.64    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                 | COUSINS PROPERTIES INC                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      9547 | NS      | $261778.74    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |

### 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