# EDGAR Filing Document

**Accession Number:** 0000036405
**File Stem:** 0001752724-23-050253
**Filing Date:** 2023-3
**Character Count:** 130410
**Document Hash:** d82de86b18c5bc00bee49f8bf352594b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050253.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050253

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000036405
- **IRS NUMBER:** 231999755
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02652
- **FILM NUMBER:** 23693826

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX FUNDS/
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST INDEX INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19800904

## Series and Classes Contracts Data

### Vanguard Mid-Cap Index Fund (Series ID: S000002844)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000007791 | Investor Shares           | VIMSX           |
| C000007792 | Admiral Shares            | VIMAX           |
| C000007793 | Institutional Shares      | VMCIX           |
| C000007794 | ETF Shares                | VO              |
| C000096111 | Institutional Plus Shares | VMCPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD INDEX FUNDS

- **b. Investment Company Act file number:** 811-02652

- **c. CIK number of Registrant:** 0000036405

- **d. LEI of Registrant:** 549300G6KNDK44WUN559

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD MID-CAP INDEX FUND

- **b. EDGAR series identifier (if any):** S000002844

- **c. LEI of Series:** F7RXEPKL33W3OZ8V3S02

**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:** $137333329421.51

**Total Liabilities:** $422594003.31

**Net Assets:** $136910735418.20

**Cash Not Reported:** $73752681.35

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007792 | 8.52%                | 6.15%                | -5.36%               |
| Class ID C000007791 | 8.51%                | 6.12%                | -5.37%               |
| Class ID C000007794 | 8.52%                | 6.15%                | -5.35%               |
| Class ID C000007793 | 8.51%                | 6.14%                | -5.36%               |
| Class ID C000096111 | 8.52%                | 6.15%                | -5.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $774380334.63            | $9783090414.45                             |
| Month 2  | $-61754089.25            | $8104829587.11                             |
| Month 3  | $-377424055.91           | $-7713414902.56                            |

### Schedule of Portfolio Investments

| Name                                              | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |   7597457 | NS      | $286424128.90  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                          | DIGITAL REALTY                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |   6695011 | NS      | $671308752.97  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive AMEREN CORP Pay Overnight Rate           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     15000 | NC      | $18052.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Broadband Corp                            | LIBERTY BR-C                                     | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |   2812634 | NS      | $214519595.18  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | EBAY INC                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |  12635686 | NS      | $524001898.42  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | HILTON WORLDWIDE                                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |   3150012 | NS      | $398035516.32  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                           | TEXAS PACIFIC LA                                 | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71634 | NS      | $167926571.82  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                                      | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |   5716425 | NS      | $427645754.25  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |  15557457 | NS      | $447432463.32  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                       | AVANTOR INC                                      | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |  14928527 | NS      | $314842634.43  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                      | TERADYNE INC                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |   3621810 | NS      | $316365103.50  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |   2477121 | NS      | $277140297.48  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |  11290279 | NS      | $205483077.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   5871308 | NS      | $455437361.56  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | GARTNER INC                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |   1747842 | NS      | $587519609.88  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |   4885561 | NS      | $622909027.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |   5502511 | NS      | $572701344.88  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |   4751231 | NS      | $387557912.67  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                | ALBERTSONS COS-A                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |   4354363 | NS      | $90309488.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB FINANCIAL GR                                 | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |   1374357 | NS      | $316294519.98  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | ALIGN TECHNOLOGY                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |   1725533 | NS      | $363914909.70  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |   9150283 | NS      | $561369862.05  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc               | ALEXANDRIA REAL                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |   3821372 | NS      | $556659259.24  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                       | MONGODB INC                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |   1517763 | NS      | $298756468.92  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                           | EXTRA SPACE STOR                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3118893 | NS      | $459038671.74  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | WABTEC CORP                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |   4017547 | NS      | $400991366.07  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc/old                               | MATCH GROUP INC                                  | CUSIP: 57667L107<br>LEI: 549300BIJKT86CPCKK96 | Long             | EC               | CORP              | US        |   6512463 | NS      | $270202089.87  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                       | MARKEL CORP                                      | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |    297121 | NS      | $391453946.29  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |   2648256 | NS      | $414293168.64  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                       | GODADDY INC-A                                    | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |   3605780 | NS      | $269784459.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                             | WASTE CONNECTION                                 | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |   5980703 | NS      | $792801989.68  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I                                 | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |   1510859 | NS      | $86285157.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |   5837031 | NS      | $322262481.51  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | BROWN & BROWN                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |   2634304 | NS      | $150076298.88  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   8270450 | NS      | $286405683.50  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                    | ATLASSIAN CORP-A                                 | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |   3453288 | NS      | $444369099.84  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                     | OLD DOMINION FRT                                 | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |   2314775 | NS      | $656886849.50  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |   3286608 | NS      | $570259354.08  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | CONAGRA BRANDS I                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |  11163643 | NS      | $432032984.10  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |   4737948 | NS      | $533019150.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |   5336082 | NS      | $335799640.26  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |  33601874 | NS      | $473786423.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |   2522423 | NS      | $106294905.22  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA- A                                 | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1726256 | NS      | $67859123.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive PALANTIR TECHN-A Pay Overnight Rate      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    268000 | NC      | $-296054.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |  14791666 | NS      | $400410398.62  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | ARES MANAGEM- A                                  | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |   3629203 | NS      | $248382653.32  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-B                                    | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    212879 | NS      | $15919091.62   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |   2737169 | NS      | $250615193.64  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | AMPHENOL CORP-A                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |  13837722 | NS      | $1053604153.08 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                            | LIBERTY BR-A                                     | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |    372630 | NS      | $28263985.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |   3263672 | NS      | $441933825.52  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA                                 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |   2519914 | NS      | $616320566.12  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |  10998583 | NS      | $720957115.65  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                       | ENDEAVOR GROUP-A                                 | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3028922 | NS      | $68271901.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    120000 | NC      | $-212487.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ResMed Inc                                        | RESMED INC                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |   3409593 | NS      | $709638591.09  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |   4720747 | NS      | $378651116.87  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                          | SNAP INC - A                                     | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |  23698058 | NS      | $212097619.10  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                       | WATERS CORP                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |   1383593 | NS      | $473991289.94  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |   3707105 | NS      | $385242351.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |   7604175 | NS      | $655555926.75  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DAVITA INC                                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |    576403 | NS      | $43040012.01   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM SYSTEMS INC                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |   1272612 | NS      | $417085856.88  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |   8107979 | NS      | $679772959.36  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                    | CLOUDFLARE INC-A                                 | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |   6288733 | NS      | $284313618.93  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                               | QUANTA SERVICES                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |   3327119 | NS      | $474114457.50  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |   5917099 | NS      | $208045200.84  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |   4843437 | NS      | $379289551.47  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                       | TRIMBLE INC                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |   5734781 | NS      | $289950527.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |   1614028 | NS      | $573657831.76  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |   5204310 | NS      | $567582048.60  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA HOLDINGS I                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |   4322528 | NS      | $885642761.92  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                  | BLACK KNIGHT                                     | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |   3446687 | NS      | $212832922.25  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      2041 | NC      | $-8789957.49   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   3840740 | NS      | $129932234.20  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                          | ROKU INC                                         | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |   2833328 | NS      | $115316449.60  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |    221009 | NS      | $545047975.62  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   7025520 | NS      | $213365042.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                               | SUN COMMUNITIES                                  | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |   2880822 | NS      | $411957546.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |  10404300 | NS      | $683562510.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                        | STANLEY BLACK &                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |   3559103 | NS      | $267359817.36  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |  11471198 | NS      | $451621065.26  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |  10068154 | NS      | $627950764.98  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                         | POOL CORP                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |    431327 | NS      | $130403091.91  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |   6993958 | NS      | $538255007.68  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |   6745263 | NS      | $419892621.75  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson PLC                                      | FERGUSON PLC                                     | CUSIP: G3421J106<br>LEI: 213800DU1LGY3R2S2X42 | Long             | EC               | CORP              | US        |   4881843 | NS      | $619847605.71  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN                                 | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   8604649 | NS      | $246953426.30  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   7285474 | NS      | $721043361.78  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | VENTAS INC                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |   9310779 | NS      | $419450593.95  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                           | WARNER MUSIC-A                                   | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2712017 | NS      | $94974835.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                            | SKYWORKS SOLUTIO                                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |   3724229 | NS      | $339388988.77  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BIOMARIN PHARMAC                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |   4328462 | NS      | $447952532.38  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                      | XYLEM INC                                        | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |   4197225 | NS      | $464087168.25  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                           | VF CORP                                          | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |   8131783 | NS      | $224518528.63  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                      | AVANGRID INC                                     | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |   1798079 | NS      | $77281435.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   2094293 | NS      | $107897975.36  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                            | MARVELL TECHNOLO                                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   9936966 | NS      | $368065220.64  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | COOPER COS INC                                   | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |   1149754 | NS      | $380189155.18  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                        | TWILIO INC - A                                   | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |   4058186 | NS      | $198688786.56  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive SIRIUS XM HOLDIN Pay Overnight Rate      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |   2475000 | NC      | $-341264.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                       | ROBLOX CORP - A                                  | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7665939 | NS      | $218172623.94  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |  20563605 | NS      | $666260802.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |   4154779 | NS      | $710758043.53  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |   7386321 | NS      | $233038427.55  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |  12906701 | NS      | $276590602.43  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                        | HEICO CORP                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |    950748 | NS      | $146072922.72  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                          | FMC CORP                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |   2935009 | NS      | $366289123.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |  12647964 | NS      | $530455610.16  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                                    | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |   4507604 | NS      | $481637487.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                         | ZOOMINFO TECH                                    | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7978169 | NS      | $240222668.59  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                       | EQUIFAX INC                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |   2851156 | NS      | $554150680.16  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |   3662038 | NS      | $374956070.82  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |   3050986 | NS      | $186140655.86  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   5873020 | NS      | $299347829.40  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                        | UIPATH INC -CL A                                 | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |   3531873 | NS      | $44890105.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                 | DISH NETWORK-A                                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |   5776746 | NS      | $81105513.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                         | BALL CORP                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |   7313358 | NS      | $374005128.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |   4692860 | NS      | $273734523.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | CROWN HOLDINGS I                                 | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |   2789135 | NS      | $229294788.35  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |   2360553 | NS      | $374053228.38  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                               | VULCAN MATERIALS                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |   2940023 | NS      | $514827427.53  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                     | DR HORTON INC                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |   7217058 | NS      | $643328550.12  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                      | MONOLITHIC POWER                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |   1038863 | NS      | $367352345.43  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |   4232778 | NS      | $645160022.76  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | HEALTHPEAK PROPE                                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |  12499462 | NS      | $313361512.34  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                            | TYLER TECHNOLOG                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |    968260 | NS      | $312176706.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc      | CHARLES RIVER LA                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |    591535 | NS      | $128895476.50  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |   5900359 | NS      | $268761352.45  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive CRSP US MdCp TR Pay Overnight Rate +0.4  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |  97028820 | NC      | $-5542859.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corp                           | ZEBRA TECH CORP                                  | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |   1203492 | NS      | $308587383.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                     | APPLOVIN CO-CL A                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |   2045013 | NS      | $21533986.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |   7406758 | NS      | $561654459.14  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |   1882779 | NS      | $340782999.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |  19023757 | NS      | $748584837.95  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                              | TRADEWEB MARKE-A                                 | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2582867 | NS      | $167705554.31  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | FASTENAL CO                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |  13333531 | NS      | $630942686.92  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA-C                                  | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3546735 | NS      | $138783740.55  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 INC                                           | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |    701870 | NS      | $100725363.70  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | TELEFLEX INC                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |   1090718 | NS      | $272275934.34  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-A                                 | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    194789 | NS      | $3819812.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Westlake Corp                                     | WESTLAKE CORP                                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    370708 | NS      | $38012398.32   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                         | CAESARS ENTERTAI                                 | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |   4739512 | NS      | $197163699.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |   8251634 | NS      | $786463236.54  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |   5970654 | NS      | $786991903.74  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                                    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |   5835914 | NS      | $483738911.46  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |   2050000 | NC      | $-3629992.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                         | QORVO INC                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |   2357625 | NS      | $213695130.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |  17135294 | NS      | $531194114.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                         | ANSYS INC                                        | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |   2029775 | NS      | $490373342.25  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                         | HESS CORP                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |   6457713 | NS      | $915832857.66  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |   4854610 | NS      | $343706388.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                       | DATADOG INC-A                                    | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |   6123770 | NS      | $450097095.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E CORP                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |  48770608 | NS      | $793010086.08  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                       | HUBSPOT INC                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |   1075842 | NS      | $311058197.46  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                          | MICROCHIP TECH                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |  12801213 | NS      | $899285213.25  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   6001240 | NS      | $533630260.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                   | PERKINELMER INC                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |   2942444 | NS      | $412589497.68  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                      | CATALENT INC                                     | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3975465 | NS      | $178935679.65  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                          | MARKETAXESS                                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |    831405 | NS      | $231870540.45  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI                                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |   8360051 | NS      | $493243009.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   3081254 | NS      | $87661676.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   8650306 | NS      | $547045351.44  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2007052 | NS      | $906424824.24  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |   6760972 | NS      | $428172356.76  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                     | LIVE NATION ENTE                                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |   3758093 | NS      | $262089405.82  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                | TRADE DESK INC-A                                 | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |  10372752 | NS      | $465010472.16  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |  21764241 | NS      | $469237035.96  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | ROLLINS INC                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |   6298074 | NS      | $230131623.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |   5698143 | NS      | $478188160.56  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | SEAGATE TECHNOLO                                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |   4574349 | NS      | $240656500.89  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                    | ROCKET COS INC-A                                 | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2690101 | NS      | $18830707.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corp                                     | M&T BANK CORP                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |   4019039 | NS      | $583001797.34  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                        | SEAGEN INC                                       | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3243617 | NS      | $416837220.67  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | ANNALY CAPITAL M                                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |  10878809 | NS      | $229325293.72  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |   3773473 | NS      | $120600197.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-B                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |  11313259 | NS      | $190967811.92  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Henry Schein Inc                                  | HENRY SCHEIN INC                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |   3151909 | NS      | $251742971.83  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |   2790167 | NS      | $227231200.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP                                 | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |   8183063 | NS      | $513732695.14  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |   4906543 | NS      | $925079617.22  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   9443942 | NS      | $258952889.64  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                      | DOORDASH INC-A                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |   6698305 | NS      | $327011250.10  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |   5902055 | NS      | $315228757.55  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |   4397257 | NS      | $353187682.24  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                                   | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    355310 | NS      | $6551916.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP                                 | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |    910713 | NS      | $301691895.51  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |   4488589 | NS      | $569422400.54  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                                    | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |   2063495 | NS      | $485911802.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | CADENCE DESIGN                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |   6386050 | NS      | $1025855072.00 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                  | VAIL RESORTS                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |    468831 | NS      | $111745868.85  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B                                 | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |   4259714 | NS      | $519216539.46  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   9429465 | NS      | $492689546.25  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                | DOMINO'S PIZZA                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |    825200 | NS      | $285849280.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                         | LEAR CORP                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    687195 | NS      | $85225923.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |   4629835 | NS      | $335987125.95  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive VICI PROPERTIES Pay Overnight Rate +0.55 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |   2650000 | NC      | $-4074942.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   4517834 | NS      | $150489050.54  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                     | ZOOM VIDEO COM-A                                 | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |   4864790 | NS      | $329540874.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |  21694408 | NS      | $377916587.36  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                         | FLEETCOR TECHNOL                                 | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |   1629238 | NS      | $299258435.84  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5297576 | NS      | $241198635.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | ROYAL CARIBBEAN                                  | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |   5043691 | NS      | $249309646.13  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund                   | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   9868610 | NS      | $986762292.41  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   5935747 | NS      | $622303715.48  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |  29966148 | NS      | $478259722.08  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                               | BENTLEY SYSTEM-B                                 | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |   5148996 | NS      | $190306892.16  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                              | VERISK ANALYTI                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |   3640581 | NS      | $642271300.02  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                        | HEICO CORP-A                                     | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |   1717637 | NS      | $205858794.45  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                      | FORTINET INC                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |   7734457 | NS      | $378137602.73  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                               | TRANSDIGM GROUP                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1202627 | NS      | $757234090.55  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   4603975 | NS      | $407405747.75  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |   5679812 | NS      | $457849645.32  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | CLOROX CO                                        | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |   2869068 | NS      | $402616312.44  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                      | WP CAREY INC                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |   4846568 | NS      | $378759289.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |  10476722 | NS      | $344265084.92  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                               | COINBASE GLOBA-A                                 | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |   3327020 | NS      | $117743237.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Properties Inc                             | BOSTON PROPERTIE                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |   3280519 | NS      | $221697474.02  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |   3163826 | NS      | $838287336.96  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P MID 400 EMINI Mar23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      1181 | NC      | $-4432203.12   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                      | VERISIGN INC                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |   2095442 | NS      | $430487604.48  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | ULTA BEAUTY INC                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |   1192678 | NS      | $559449469.46  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |  14187288 | NS      | $466761775.20  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |  19462747 | NS      | $802838313.75  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |   4570081 | NS      | $389370901.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |    879199 | NS      | $190056447.83  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                                 | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |   6066352 | NS      | $503689206.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                 | TAKE-TWO INTERAC                                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |   3909444 | NS      | $407090403.72  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                                   | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    633668 | NS      | $89638675.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FACTSET RESEARCH                                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |    885891 | NS      | $355428328.11  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |     70606 | NS      | $325675823.48  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |  14996913 | NS      | $668562381.54  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings Inc                             | BILL.COM HOLDING                                 | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |   2334332 | NS      | $254348814.72  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                        | DEXCOM                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |   8991736 | NS      | $1018224184.64 | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |   1236010 | NS      | $282415924.90  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                        | MASCO CORP                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |   5244237 | NS      | $244748540.79  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |  14660476 | NS      | $439667675.24  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                | BROADRIDGE FINL                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |   2735849 | NS      | $366959426.37  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |   6011504 | NS      | $226152780.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |   2727514 | NS      | $591488686.04  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive HORMEL FOODS CRP Pay Overnight Rate      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    450000 | NC      | $-90154.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR                                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |   2685195 | NS      | $421548763.05  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER                                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |   4098009 | NS      | $560525671.02  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                             | BURLINGTON STORE                                 | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |   1515901 | NS      | $307364086.76  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                  | WEST PHARMACEUT                                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |   1724570 | NS      | $405877549.50  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                     | PINTEREST INC -A                                 | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  13662358 | NS      | $331722052.24  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |   4492874 | NS      | $254970599.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |   3509246 | NS      | $307409949.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                          | OKTA INC                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |   3354589 | NS      | $229219066.37  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | REALTY INCOME                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |  14583152 | NS      | $925009331.36  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | APTIV PLC                                        | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6313272 | NS      | $587955021.36  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                  | COSTAR GROUP INC                                 | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   9467110 | NS      | $731618260.80  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  23313074 | NS      | $688435075.22  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                         | TELEDYNE TECH                                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |   1091676 | NS      | $436572149.16  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                         | TOAST INC-A                                      | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |   3499355 | NS      | $63093370.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     75000 | NC      | $-132804.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                            | SIRIUS XM HOLDIN                                 | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |  11094539 | NS      | $64792107.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Coterra Energy Inc                                | COTERRA ENERGY I                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |  17417631 | NS      | $427951193.67  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |  23286340 | NS      | $187687900.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Resources Inc                            | FRANKLIN RES INC                                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   6969522 | NS      | $183855990.36  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |   1359842 | NS      | $449047025.24  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |   4530702 | NS      | $257117338.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |   2466732 | NS      | $309500864.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   3126393 | NS      | $76440308.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |   4891177 | NS      | $691808074.88  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR                                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |   1377839 | NS      | $202583668.17  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                          | COREBRIDGE FINAN                                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |   1499848 | NS      | $30086950.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    624410 | NS      | $146536538.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                               | PAYCOM SOFTWARE                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |   1186315 | NS      | $368125407.65  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A                                 | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |   8718426 | NS      | $344552195.52  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   6773637 | NS      | $337665804.45  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | MARTIN MAR MTLS                                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |   1445849 | NS      | $488653586.53  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                        | COPART INC                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |   9981427 | NS      | $607769090.03  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |   7342443 | NS      | $688427455.68  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                              | GENERAC HOLDINGS                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |    736934 | NS      | $74179776.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |   2151718 | NS      | $275226249.38  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX LABS                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |    962879 | NS      | $392816116.84  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |   3152154 | NS      | $562911661.32  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | ALNYLAM PHARMACE                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |   2863949 | NS      | $680617479.85  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Plc                          | HORIZON THERAPEU                                 | CUSIP: G46188101<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | US        |   5276312 | NS      | $600444305.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |  25468365 | NS      | $241440100.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                         | CHEWY INC- CL A                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |   2074673 | NS      | $76928874.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |  12033956 | NS      | $62817250.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive DOCUSIGN INC Pay Overnight Rate          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     54000 | NC      | $442536.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corning Inc                                       | CORNING INC                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |  17723123 | NS      | $566076548.62  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | GLOBAL PAYMENTS                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |   3150846 | NS      | $312942024.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   8890832 | NS      | $565634731.84  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                              | OLAPLEX HOLDINGS                                 | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1132684 | NS      | $5901283.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |  15213883 | NS      | $935805943.33  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                          | MSCI INC                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |   1768842 | NS      | $822812233.14  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | E-Mini Russ 2000  Mar23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      2939 | NC      | $-4749432.95   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | CHIPOTLE MEXICAN                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    322786 | NS      | $447862347.14  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |   3890803 | NS      | $1002698841.13 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |   6363409 | NS      | $622532302.47  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B                                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    708644 | NS      | $99840853.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   8313278 | NS      | $133428111.90  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | FORTIVE CORP                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   8238358 | NS      | $529314501.50  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |   7569829 | NS      | $293179477.17  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                 | VEEVA SYSTEMS-A                                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |   3271673 | NS      | $527982588.74  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                                       | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |   3565427 | NS      | $329053257.83  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |  13176462 | NS      | $1080601648.62 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | DELTA AIR LI                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |  14941728 | NS      | $490985182.08  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |   1505709 | NS      | $319089851.28  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |  16265897 | NS      | $475289510.34  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |   6105078 | NS      | $469297345.86  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                                   | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |   1017827 | NS      | $122699044.85  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                       | VIATRIS INC                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |  28264962 | NS      | $314589027.06  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                       | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2325065 | NS      | $429416254.85  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | ZILLOW GROUP I-A                                 | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |    918943 | NS      | $28680211.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                         | PALANTIR TECHN-A                                 | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |  38853490 | NS      | $249439405.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                        | SPLUNK INC                                       | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |   3791654 | NS      | $326423492.86  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                  | METTLER-TOLEDO                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |    518910 | NS      | $750058459.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |   5345430 | NS      | $746863479.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |   1589224 | NS      | $167170472.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   3835632 | NS      | $450801828.96  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   6394988 | NS      | $593774635.80  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | JACOBS SOLUTIONS                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2943734 | NS      | $353454141.38  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                      | DOCUSIGN INC                                     | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |   4614723 | NS      | $255747948.66  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |   1058767 | NS      | $588939143.75  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | ZILLOW GRO-C                                     | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |   3654166 | NS      | $117700686.86  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |   6035912 | NS      | $546250036.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |   5054434 | NS      | $303569306.04  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                       | ZSCALER INC                                      | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |   2011988 | NS      | $225141457.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |  13826215 | NS      | $465528659.05  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |   3807499 | NS      | $447304982.52  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |   2851101 | NS      | $394392801.33  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |   7917261 | NS      | $347330240.07  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Asset Management Inc                       | APOLLO GLOBAL MA                                 | CUSIP: 03769M106<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EC               | CORP              | US        |   7997748 | NS      | $510176344.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | ETSY INC                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |   2928576 | NS      | $350784833.28  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA COMM CORP                                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |   2513283 | NS      | $704498357.73  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                | UNITY SOFTWARE I                                 | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |   7205118 | NS      | $205994323.62  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Plug Power Inc                                    | PLUG POWER INC                                   | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |  13554251 | NS      | $167666084.87  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |  16709693 | NS      | $982195754.54  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |    848157 | NS      | $148902442.92  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |  15984035 | NS      | $524436188.35  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |   3830605 | NS      | $634769554.55  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                                      | INSULET CORP                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |   1617303 | NS      | $476117830.17  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                       | VISTRA CORP                                      | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |   9253762 | NS      | $214687278.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                              | INVITATION HOMES                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  14240569 | NS      | $422090465.16  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7556087 | NS      | $96113426.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund                   | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   4194873 | NS      | $419445387.07  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |   1989580 | NS      | $124348750.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |   1926054 | NS      | $335826775.44  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | LAMB WESTON                                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |   1672265 | NS      | $149433600.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | BIO-RAD LABS-A                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |    489164 | NS      | $205688570.36  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BORGWARNER INC                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |   5444855 | NS      | $219155413.75  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3674350 | NS      | $223731171.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                 | TRACTOR SUPPLY                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |   2572086 | NS      | $578642187.42  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group Inc                                   | LUCID GROUP INC                                  | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  13676289 | NS      | $93409053.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Dropbox Inc                                       | DROPBOX INC-A                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |   3097329 | NS      | $69318223.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                               | ARISTA NETWORKS                                  | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |   5334861 | NS      | $647385382.35  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                           | ROCKWELL AUTOMAT                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |   2673673 | NS      | $688657954.61  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |   2477073 | NS      | $771286220.01  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE                                 | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |   4979120 | NS      | $259212987.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |   3998059 | NS      | $192186696.13  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |   3257386 | NS      | $526132986.72  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |   2269151 | NS      | $231997998.24  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                               | CHENIERE ENERGY                                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |   5786696 | NS      | $867772932.16  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                     | INTERACTIVE BROK                                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |   2272490 | NS      | $164414651.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                           | AKAMAI TECHNOLOG                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |   3656394 | NS      | $308234014.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   5962000 | NS      | $424732880.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM RESORTS INTE                                 | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |   7143820 | NS      | $239532284.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer