# EDGAR Filing Document

**Accession Number:** 0000927384
**File Stem:** 0001752724-23-035006
**Filing Date:** 2023-2
**Character Count:** 63526
**Document Hash:** d53a906508a056fa949c3b7721d7dd49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035006.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07205
- **FILM NUMBER:** 23657049

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

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

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

## Series and Classes Contracts Data

### Mid Cap Portfolio (Series ID: S000007734)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000021042 | Investor Class  |  |
| C000021043 | Initial Class   | XFBRX           |
| C000021044 | Service Class   | XFBSX           |
| C000021045 | Service Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

**Item A.2. Information about the Series.**

- **a. Name of Series:** VIP Mid Cap Portfolio

- **b. EDGAR series identifier (if any):** S000007734

- **c. LEI of Series:** OGBP6RHWWF87Q3OSEN18

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6668253465.83

**Total Liabilities:** $209551504.12

**Net Assets:** $6458701961.71

**Cash Not Reported:** $43110.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021043 | 8.53%                | 6.62%                | -4.94%               |
| Class ID C000021045 | 8.51%                | 6.60%                | -4.96%               |
| Class ID C000021042 | 8.55%                | 6.59%                | -4.94%               |
| Class ID C000021044 | 8.56%                | 6.60%                | -4.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15317104.26             | $490860184.84                              |
| Month 2  | $-701284.00              | $418489362.01                              |
| Month 3  | $18471826.07             | $-360880680.86                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NOODLES and CO                      | NOODLES and CO CL A                           | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |   3054960 | NS      | $16771730.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC             | BOSTON BEER COMPANY CL A                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     97700 | NS      | $32194104.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                         | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    285772 | NS      | $21378603.32  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC        | THERMO FISHER SCIENTIFIC INC                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     32661 | NS      | $17986086.09  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                            | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   1527338 | NS      | $43926240.88  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                        | TERADYNE INC                                  | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |    342745 | NS      | $29938775.75  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                        | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |   1542860 | NS      | $24747474.40  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC INC                             | IAC INC                                       | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |    530975 | NS      | $23575290.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC             | ZIMMER BIOMET HLDGS INC                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    373832 | NS      | $47663580.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                    | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    583404 | NS      | $22682747.52  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD              | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    852500 | NS      | $53519950.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC | ALEXANDRIA REAL ES EQ INC REIT                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |    176583 | NS      | $25722845.61  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GODADDY INC                         | GODADDY INC CL A                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |    450454 | NS      | $33702968.28  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT and WONDER INC                | LIGHT and WONDER INC CL A                     | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    428100 | NS      | $25086660.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC              | OPTION CARE HEALTH INC                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |   1937020 | NS      | $58284931.80  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL        | UNITED THERAPEUTICS CORP DEL                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |    147100 | NS      | $40907039.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LOVESAC                             | LOVESAC                                       | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196653 | NS      | $4328332.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BOWLERO CORP                        | BOWLERO CORP A                                | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    888800 | NS      | $11981024.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| JABIL INC                           | JABIL INC                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |   1370175 | NS      | $93445935.00  | 1.45%             |  |  |  | No            |                  1 | On Loan: —       |
| ARAMARK                             | ARAMARK                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |   1193358 | NS      | $49333419.72  | 0.76%             |  |  |  | No            |                  1 | On Loan: —       |
| BLUEPRINT MEDICINES CORP            | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    159900 | NS      | $7005219.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                             | KB HOME                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    371618 | NS      | $11836033.30  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP PLC                        | RS GROUP PLC                                  | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |   3163315 | NS      | $34246513.91  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH        | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |   3143610 | NS      | $44324901.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP              | OLD REPUBLIC INTL CORP                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |   1726310 | NS      | $41690386.50  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC          | SOLAREDGE TECHNOLOGIES INC                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     96243 | NS      | $27262754.61  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO RLTY CORP                   | TERRENO REALTY CORP                           | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253100 | NS      | $14393797.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP           | TAYLOR MORRISON HOME CORP                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |   1306712 | NS      | $39658709.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                     | OGE ENERGY CORP                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |   1997500 | NS      | $79001125.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: —       |
| RESMED INC                          | RESMED INC                                    | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |     83585 | NS      | $17396546.05  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                 | AXON ENTERPRISE INC                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |    211754 | NS      | $35136341.22  | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| RYMAN HOSPITALITY PPTYS INC         | RYMAN HOSPITALITY PPTYS INC                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |    552100 | NS      | $45150738.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                    | EPAM SYSTEMS INC                              | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |     77822 | NS      | $25505382.28  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                     | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |    368469 | NS      | $52506832.50  | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIMBLE INC                         | TRIMBLE INC                                   | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |    236432 | NS      | $11954001.92  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                   | ACUITY BRANDS INC                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291423 | NS      | $48262563.03  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                 | SUN COMMUNITIES INC - REIT                    | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |    133600 | NS      | $19104800.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                             | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |   1055609 | NS      | $85609889.90  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                      | CHAMPIONX CORP                                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    703600 | NS      | $20397364.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP               | ON SEMICONDUCTOR CORP                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    811814 | NS      | $50632839.18  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORP                           | POOL CORP                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     32400 | NS      | $9795492.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                    | IDEX CORPORATION                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |    193294 | NS      | $44134819.02  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                       | WNS HLDGS LTD SP ADR                          | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |    687837 | NS      | $55020081.63  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                      | CBRE GROUP INC - CL A                         | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    388428 | NS      | $29893418.88  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC      | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    537811 | NS      | $24610231.36  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                           | CUBESMART                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    649800 | NS      | $26154450.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL and GAS CORPORATION    | MAGNOLIA OIL and GAS CORPO CL A               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    916631 | NS      | $21494996.95  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS INC                          | VENTAS INC REIT                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |   1078237 | NS      | $48574576.85  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                            | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |   3307300 | NS      | $70974658.00  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION        | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   1097725 | NS      | $34018497.75  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                  | FTI CONSULTING INC                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |    279000 | NS      | $44305200.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST QUANTUM MINERALS LTD          | FIRST QUANTUM MINERALS INC                    | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |   2634000 | NS      | $55033870.01  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                        | COMERICA INC                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    327599 | NS      | $21899993.15  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                | COOPER COMPANIES INC                          | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     76439 | NS      | $25276084.13  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                  | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    473264 | NS      | $56782214.72  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO      | RELIANCE STEEL and ALUMINUM CO                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |    274227 | NS      | $55514513.88  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAS CAR MART INC               | AMERICAS CAR MART INC                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101049 | NS      | $7301800.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC           | CAESARS ENTERTAINMENT INC                     | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |    621706 | NS      | $25862969.60  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                  | CAPRI HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    831560 | NS      | $47665019.20  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC            | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    397536 | NS      | $47819605.44  | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| RAYMOND JAMES FINANCIAL INC.        | RAYMOND JAMES FINANCIAL INC.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    405697 | NS      | $43348724.45  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                  | INGERSOLL RAND INC                            | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    528100 | NS      | $27593225.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                    | BLACK KNIGHT INC                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |    468257 | NS      | $28914869.75  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                 | CLEARWAY ENERGY INC CL C                      | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |   1141954 | NS      | $36394073.98  | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVAR SOLUTIONS INC                | UNIVAR INC                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   1175384 | NS      | $37377211.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                           | ARGENX SE SPONSORED ADR                       | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     35652 | NS      | $13506047.16  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                  | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |   1196400 | NS      | $47281728.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                   | CRANE HOLDINGS CO                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    649736 | NS      | $65265981.20  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC            | HIGHWOODS PROPERTIES INC                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    812907 | NS      | $22745137.86  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC        | HARTFORD FINL SVCS GROUP INC                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    684622 | NS      | $51914886.26  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| XPONENTIAL FITNESS INC              | XPONENTIAL FITNESS INC                        | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22377 | NS      | $513104.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AVERY DENNISON CORP                 | AVERY DENNISON CORP                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    241783 | NS      | $43762723.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO           | PERFORMANCE FOOD GROUP CO                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    837100 | NS      | $48878269.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC          | GRAND CANYON EDUCATION INC                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |    149400 | NS      | $15785604.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC              | DIGI INTERNATIONAL INC                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |   1614101 | NS      | $58995391.55  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                         | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |    447427 | NS      | $29673358.64  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                   | YETI HOLDINGS INC                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    565120 | NS      | $23345107.20  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNRUN INC                          | SUNRUN INC                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |   1210446 | NS      | $29074912.92  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| WINTRUST FINANCIAL CORP             | WINTRUST FINANCIAL CORP                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    969441 | NS      | $81937153.32  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                 | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    111700 | NS      | $3038240.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP INC                   | REVOLVE GROUP INC                             | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352181 | NS      | $7839549.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| REINSURANCE GROUP OF AMERICA INC    | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    462178 | NS      | $65670872.02  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                           | HESS CORP                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    356188 | NS      | $50514582.16  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                       | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   2521000 | NS      | $40991460.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                 | CHURCHILL DOWNS INC                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |    405052 | NS      | $85640144.36  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC              | MARVELL TECHNOLOGY INC                        | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    303978 | NS      | $11259345.12  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                      | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |   4396100 | NS      | $53588459.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS HLDGS INC        | SPIRIT AEROSYSTEM HLD INC CL A                | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266200 | NS      | $7879520.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                 | MKS INSTRUMENTS INC                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    370271 | NS      | $31373061.83  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| LIVE NATION ENTERTAINMENT INC       | LIVE NATION ENTERTAINMENT INC                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    184494 | NS      | $12866611.56  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                             | KBR INC                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |   1410439 | NS      | $74471179.20  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC    | AIR TRANSPORT SERVICES GROUP                  | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |    897200 | NS      | $23309256.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERSCHOOL HOLDINGS INC            | POWERSCHOOL HOLDINGS INC                      | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406200 | NS      | $9375096.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                      | FIVE BELOW INC                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |    470646 | NS      | $83243158.02  | 1.29%             |  |  |  | No            |                  1 | On Loan: —       |
| M and T BANK CORP                   | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    224194 | NS      | $32521581.64  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                            | ASGN INC                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    473306 | NS      | $38564972.88  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC       | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    307600 | NS      | $27256436.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                    | VAIL RESORTS INC                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     83647 | NS      | $19937262.45  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                 | FIRST REPUBLIC BANK                           | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |    254627 | NS      | $31036485.03  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                   | DOMINOS PIZZA INC                             | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |    101500 | NS      | $35159600.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AERSALE CORP                        | AERSALE CORP                                  | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    852300 | NS      | $13824306.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                 | AMADEUS IT GROUP SA                           | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    795200 | NS      | $41253204.75  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCORP INC DEL                     | BANCORP INC DEL                               | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1831222 | NS      | $51970080.36  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC        | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1448842 | NS      | $48260927.02  | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHWESTERN CORP                   | NORTHWESTERN CORP                             | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    482600 | NS      | $28637484.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                       | PRIMERICA INC                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    455347 | NS      | $64577311.54  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC        | FLOOR and DECOR HOLDINGS INC                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     90000 | NS      | $6266700.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NEUROCRINE BIOSCIENCES INC          | NEUROCRINE BIOSCIENCES INC                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    171102 | NS      | $20436422.88  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC            | UNITED NATURAL FOODS INC                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    444500 | NS      | $17206595.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                        | FORTIVE CORP                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    761814 | NS      | $48946549.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP              | BOSTON SCIENTIFIC CORP                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    728243 | NS      | $33695803.61  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                 | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    451055 | NS      | $39913856.95  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS LP          | NEXTERA ENERGY PARTNERS LP                    | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |    671023 | NS      | $47032002.07  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC                          | BUMBLE INC CL A                               | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1234300 | NS      | $25982015.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO LOGISTICS INC                   | GXO LOGISTICS INC                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    576532 | NS      | $24612151.08  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| JUBILANT FOODWORKS LTD              | JUBILANT FOODWORKS LTD                        | CUSIP: N/A<br>LEI: 9845000D3B99893F5B14       | Long             | EC               | CORP              | IN        |    750700 | NS      | $4627476.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LYNAS RARE EARTHS LTD               | LYNAS RARE EARTHS LTD                         | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |   3239263 | NS      | $17075825.79  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC          | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    350841 | NS      | $29891653.20  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BK NEW YORK NY            | SIGNATURE BANK                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |    205530 | NS      | $23681166.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                             | NVR INC                                       | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      7258 | NS      | $33478105.64  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITATION HOMES INC                | INVITATION HOMES INC                          | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1387472 | NS      | $41124670.08  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC          | SPROUTS FMRS MKT INC                          | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |   1107200 | NS      | $35840064.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARKSON PLC                        | CLARKSON PLC                                  | CUSIP: N/A<br>LEI: 2138007G6BGTEHI3OT22       | Long             | EC               | CORP              | GB        |    481675 | NS      | $18838084.02  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                   | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    551400 | NS      | $8899596.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                          | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    251100 | NS      | $16783524.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APT CMNTYS INC          | MID AMERICA APT CMNTY INC                     | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |    164005 | NS      | $25747144.95  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMAD FOODS LTD                     | NOMAD FOODS LTD                               | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |   1330001 | NS      | $22929217.24  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    476400 | NS      | $23010120.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 101342175 | NS      | $101362443.65 | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGEND BIOTECH CORP                 | LEGEND BIOTECH CORP SPON ADR                  | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |    213500 | NS      | $10657920.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC               | ELEMENT SOLUTIONS INC                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   2726105 | NS      | $49587849.95  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                            | ICON PLC                                      | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     71100 | NS      | $13811175.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC               | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    192368 | NS      | $63523760.96  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC     | ACADEMY SPORTS and OUTDOORS INC               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    710030 | NS      | $37304976.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS-SONOMA INC                 | WILLIAMS-SONOMA INC                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |    413923 | NS      | $47568031.16  | 0.74%             |  |  |  | No            |                  1 | On Loan: —       |
| BAKER HUGHES CO                     | BAKER HUGHES CO                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1222548 | NS      | $36101842.44  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                     | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    418871 | NS      | $55776862.36  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP           | CONSTELLATION ENERGY CORP                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    549300 | NS      | $47355153.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC       | MARTIN MARIETTA MATERIALS INC                 | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |    141537 | NS      | $47835259.89  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION        | ENVISTA HOLDINGS CORP                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    977766 | NS      | $32921381.22  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                              | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |    468200 | NS      | $36867145.68  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                | GENERAC HOLDINGS INC                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |    180490 | NS      | $18168123.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC            | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    982771 | NS      | $63762182.48  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                            | CDW CORPORATION                               | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    181176 | NS      | $32354410.08  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                | HOWMET AEROSPACE INC                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |   1070552 | NS      | $42190454.32  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                         | GENPACT LTD                                   | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |   1280358 | NS      | $59306182.56  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                | JACOBS SOLUTIONS INC                          | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    312889 | NS      | $37568582.23  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                             | NOW INC                                       | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |   1653100 | NS      | $20994370.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC     | EQUITY LIFESTYLE PPTYS INC                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    282900 | NS      | $18275340.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 205202541 | NS      | $205223060.85 | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP  | WILLSCOT MOBILE MINI HOLDINGS CORP            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |   1558619 | NS      | $70402820.23  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                        | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    208627 | NS      | $26090892.62  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC               | EURONET WORLDWIDE INC                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    406122 | NS      | $38329794.36  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC      | NEXTIER OILFIELD SOLUTIONS INC                | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |   3191800 | NS      | $29492232.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC     | BJS WHSL CLUB HLDGS INC                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |   1055199 | NS      | $69811965.84  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                      | AMETEK INC NEW                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    402626 | NS      | $56254904.72  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX GROUP LTD                       | TMX GROUP LTD                                 | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |    270900 | NS      | $27114008.86  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                | DECKERS OUTDOOR CORP                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |    300039 | NS      | $119763567.24 | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC            | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |    372700 | NS      | $55181962.00  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC              | EQUITABLE HOLDINGS INC                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   1200044 | NS      | $34441262.80  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                | OLAPLEX HOLDINGS INC                          | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1910200 | NS      | $9952142.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| SHIFT4 PAYMENTS INC                 | SHIFT4 PAYMENTS INC                           | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345600 | NS      | $19329408.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| DYNATRACE INC                       | DYNATRACE INC                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1164949 | NS      | $44617546.70  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP               | US FOODS HOLDING CORP                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   1585540 | NS      | $53940070.80  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC               | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    948617 | NS      | $62513860.30  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                         | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    348900 | NS      | $17692719.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                     | SEALED AIR CORP                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    342200 | NS      | $17068936.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNT (JB) TRANSPORT SERVICES        | HUNT J B TRANSPORT SERVICES IN                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |    180400 | NS      | $31454544.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                | RANGE RESOURCES CORP                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |   1562368 | NS      | $39090447.36  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC            | BIO RAD LABS CL A                             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     55800 | NS      | $23463342.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO        | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    215313 | NS      | $29558168.64  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC             | NEW FORTRESS ENERGY INC                       | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    547962 | NS      | $23244548.04  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERIPRISE FINL INC                 | AMERIPRISE FINANCIAL INC                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    122327 | NS      | $38088957.99  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNICO EAGLE MINES LTD              | AGNICO EAGLE MINES LTD                        | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |    556057 | NS      | $28895251.49  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                         | MASIMO CORP                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     78000 | NS      | $11540100.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                   | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    243437 | NS      | $24888998.88  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                 | CHENIERE ENERGY INC                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |    312970 | NS      | $46932981.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP        | WHEATON PRECIOUS METALS CORP                  | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |    961700 | NS      | $37573064.99  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                | LAMAR ADVERTISING CO CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    633381 | NS      | $59791166.40  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIVEN BRANDS HOLDINGS INC          | DRIVEN BRANDS HOLDINGS INC                    | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1123321 | NS      | $30677896.51  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer