# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067589
**Filing Date:** 2023-3
**Character Count:** 81960
**Document Hash:** cfcfc9ef15e069803c358a86f1ed9bb8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067589.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067589

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 23763703

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI U.S. Momentum Index Fund (Series ID: S000056275)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000177148 | Fidelity SAI U.S. Momentum Index Fund | FUMIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI U.S. Momentum Index Fund

- **b. EDGAR series identifier (if any):** S000056275

- **c. LEI of Series:** 549300OWIWU7VZH0PX27

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1134094640.83

**Total Liabilities:** $4950256.50

**Net Assets:** $1129144384.33

**Cash Not Reported:** $435.53

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177148 | 3.23%                | -4.08%               | -0.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $53813638.97             | $27096592.68                               |
| Month 2  | $112463234.59            | $-233582742.31                             |
| Month 3  | $7424260.14              | $-10794422.90                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TEXAS PACIFIC LAND CORP                  | TEXAS PACIFIC LAND CORP                       | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1189 | NS      | $2373065.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| DUKE ENERGY CORP NEW                     | DUKE ENERGY CORP NEW                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     14205 | NS      | $1455302.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                 | WASTE MANAGEMENT INC                          | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     42233 | NS      | $6534712.09   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                 | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     48402 | NS      | $1326698.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                  | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      9021 | NS      | $3191178.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                              | GARTNER INC                                   | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      4220 | NS      | $1426950.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                 | LAMB WESTON HOLDINGS INC                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      8743 | NS      | $873338.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                    | COSTCO WHOLESALE CORP                         | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     35464 | NS      | $18127068.96  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                   | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     41396 | NS      | $2663832.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                              | PHILLIPS 66                                   | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     53111 | NS      | $5325439.97   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                          | XCEL ENERGY INC                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     23586 | NS      | $1622009.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ INC                               | NASDAQ INC                                    | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      7138 | NS      | $429636.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                  | EXTRA SPACE STORAGE INC                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4762 | NS      | $751586.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                              | MARKEL CORP                                   | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       254 | NS      | $357880.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                             | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    127440 | NS      | $2595952.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                | AMGEN INC                                     | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     49369 | NS      | $12460735.60  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                      | BROWN and BROWN INC                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     15401 | NS      | $901882.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                         | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11241 | NS      | $639612.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                               | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    206483 | NS      | $30507863.25  | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINES INC           | OLD DOMINION FREIGHT LINES INC                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1768 | NS      | $589168.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS CO                         | GENUINE PARTS CO                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     22225 | NS      | $3729799.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                       | CONAGRA BRANDS INC                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     17611 | NS      | $654953.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                         | ENTERGY CORP                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      3712 | NS      | $401935.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                  | ARAMARK                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      3986 | NS      | $177496.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                        | MARATHON OIL CORP                             | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    127382 | NS      | $3499183.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                          | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     97248 | NS      | $14520098.88  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                 | CONSTELLATION BRANDS INC CL A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      7860 | NS      | $1819747.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC               | SOLAREDGE TECHNOLOGIES INC                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1656 | NS      | $528479.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                | CH ROBINSON WORLDWIDE INC                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      9611 | NS      | $962733.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                       | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    239566 | NS      | $29195908.42  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                         | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    101983 | NS      | $6902209.44   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                         | CARLISLE COS INC                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      5873 | NS      | $1473300.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                            | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     69852 | NS      | $943700.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC         | FIRST CITIZENS BANCSHARES INC CL A            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       576 | NS      | $447943.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP OHIO                    | PROGRESSIVE CORP OHIO                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     99324 | NS      | $13542827.40  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                    | RIVIAN AUTOMOTIVE INC                         | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7432 | NS      | $144180.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                         | EPAM SYSTEMS INC                              | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      3311 | NS      | $1101404.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                          | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     24426 | NS      | $3717392.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    275780 | NS      | $20035417.00  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                 | EQT CORPORATION                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     68656 | NS      | $2242991.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                             | AUTOZONE INC                                  | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      3351 | NS      | $8172586.35   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                       | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     27412 | NS      | $3306983.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK INC NEW                            | ONEOK INC                                     | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     14181 | NS      | $971114.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                | AFLAC INC                                     | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     36884 | NS      | $2710974.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                    | ON SEMICONDUCTOR CORP                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     62280 | NS      | $4574466.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC            | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      6709 | NS      | $5088575.23   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                         | IDEX CORPORATION                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      4622 | NS      | $1107800.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                          | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     11491 | NS      | $755533.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHWAB CHARLES CORP                      | SCHWAB CHARLES CORP                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     51287 | NS      | $3970639.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     36290 | NS      | $8255612.10   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE and CO                             | DEERE and CO                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5942 | NS      | $2512515.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                   | CHESAPEAKE ENERGY CORP                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      5112 | NS      | $443312.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                               | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     22727 | NS      | $2484288.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC           | AMERICAN ELECTRIC POWER CO INC                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     43146 | NS      | $4053998.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                         | SCHLUMBERGER LTD                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    192776 | NS      | $10984376.48  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN FORMAN CORP                        | BROWN FORMAN CORP NON VTG CL B                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     13184 | NS      | $877790.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC              | BIOMARIN PHARMACEUTICAL INC                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     12906 | NS      | $1488707.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                | XYLEM INC                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      3308 | NS      | $344065.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                 | MOLSON COORS BEVERAGE CO B                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     12174 | NS      | $640108.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                 | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     51169 | NS      | $2268321.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                    | GENERAL DYNAMICS CORPORATION                  | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     29135 | NS      | $6790203.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                               | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     11120 | NS      | $3234808.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                         | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    410923 | NS      | $44137239.43  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                | KEYSIGHT TECHNOLOGIES INC                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7437 | NS      | $1333825.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                            | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     42446 | NS      | $6805367.18   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                      | DOMINION ENERGY INC                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     14827 | NS      | $943590.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                               | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     57459 | NS      | $18195541.53  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                        | GENERAL MILLS INC                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    120477 | NS      | $9440577.72   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC            | AUTOMATIC DATA PROCESSING INC                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     55062 | NS      | $12433550.22  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                           | HEICO CORP                                    | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      2946 | NS      | $503618.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| FMC CORP                                 | FMC CORP NEW                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      8769 | NS      | $1167416.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                | AMCOR PLC                                     | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |     60485 | NS      | $729449.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                         | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7059 | NS      | $289066.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.             | RAYMOND JAMES FINANCIAL INC.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     21374 | NS      | $2410345.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                     | ASPEN TECHNOLOGY INC                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      1543 | NS      | $306671.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                         | BLACK KNIGHT INC                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      3374 | NS      | $204430.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                       | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     21357 | NS      | $836980.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                               | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3897 | NS      | $239587.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                        | JM SMUCKER CO/THE                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     10923 | NS      | $1669034.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC           | AIR PRODUCTS and CHEMICALS INC                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      4427 | NS      | $1418897.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORP                        | HORMEL FOODS CORP                             | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     11890 | NS      | $538735.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO             | PIONEER NATURAL RESOURCES CO                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     30485 | NS      | $7022219.75   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC                               | SEAGEN INC                                    | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6910 | NS      | $963806.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                           | HALLIBURTON CO                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    110584 | NS      | $4558272.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    201462 | NS      | $13052722.98  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP               | RAYTHEON TECHNOLOGIES CORP                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     30924 | NS      | $3087761.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                           | NRG ENERGY INC                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     10026 | NS      | $343089.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                      | DOLLAR GENERAL CORP                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     31593 | NS      | $7380124.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                        | U-HAUL HOLDING CO                             | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1490 | NS      | $92067.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON INC                  | CONSOLIDATED EDISON INC                       | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     52752 | NS      | $5027793.12   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                           | STARBUCKS CORP                                | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     20253 | NS      | $2210412.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                               | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     26554 | NS      | $4488157.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                              | HUBBELL INC                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2975 | NS      | $681007.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC                        | TJX COMPANIES INC NEW                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     70955 | NS      | $5808376.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                              | CUMMINS INC                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      6814 | NS      | $1700365.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC               | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     41088 | NS      | $7186702.08   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                              | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     27070 | NS      | $1976651.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                              | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    121621 | NS      | $7838473.45   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                               | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    289158 | NS      | $12769217.28  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                | TESLA INC                                     | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     41083 | NS      | $7116397.26   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                | HESS CORP                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     49419 | NS      | $7420757.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                            | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    135671 | NS      | $2157168.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                           | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     82524 | NS      | $2820670.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                              | AMEREN CORP                                   | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      5008 | NS      | $435044.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                      | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     32135 | NS      | $16067178.65  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                 | WILLIS TOWERS WATSON PLC                      | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1772 | NS      | $450424.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                              | WALMART INC                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     28294 | NS      | $4070657.78   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                          | CMS ENERGY CORP                               | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      5871 | NS      | $370988.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS INC                              | ROLLINS INC                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     20765 | NS      | $755846.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC            | PRINCIPAL FINL GROUP INC                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     17322 | NS      | $1603151.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                           | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      6813 | NS      | $823351.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                        | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     16192 | NS      | $2525952.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                     | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     28144 | NS      | $992920.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                     | JUNIPER NETWORKS INC                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      4366 | NS      | $141021.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO             | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     30976 | NS      | $6062622.72   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                             | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     28477 | NS      | $790236.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                                 | LKQ CORP                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      5235 | NS      | $308655.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                   | O'REILLY AUTOMOTIVE INC                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      9828 | NS      | $7787215.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                       | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     74107 | NS      | $10377203.21  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC               | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     27820 | NS      | $5086330.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY WR CORP                          | BERKLEY (WR) CORP                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     34651 | NS      | $2430421.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                | L3HARRIS TECHNOLOGIES INC                     | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      8621 | NS      | $1851963.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC               | NEUROCRINE BIOSCIENCES INC                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     14311 | NS      | $1587519.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                   | BOSTON SCIENTIFIC CORP                        | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     23455 | NS      | $1084793.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2603 | NS      | $153837.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                       | LILLY (ELI) and CO                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    152171 | NS      | $52369649.65  | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP NEW                           | HEICO CORP CL A                               | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1529 | NS      | $204396.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                             | FORTINET INC                                  | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     21669 | NS      | $1134155.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                       | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     23793 | NS      | $588400.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                             | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    383318 | NS      | $23505059.76  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                               | HERSHEY CO (THE)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     25476 | NS      | $5721909.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                             | WP CAREY INC                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      7663 | NS      | $655416.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                       | ENPHASE ENERGY INC                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     22633 | NS      | $5010493.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                          | CATERPILLAR INC                               | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      8689 | NS      | $2192147.81   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                         | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    156479 | NS      | $5044882.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                | UST BILLS 0% 06/29/2023                       | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $294367.78    | 0.03%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC               | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     42873 | NS      | $3631343.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC               | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     14416 | NS      | $3418321.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC             | FACTSET RESEARCH SYSTEMS INC                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      3443 | NS      | $1456182.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY INC                                | CHEWY INC                                     | CUSIP: 16679L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1796 | NS      | $80927.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MARATHON PETROLEUM CORP                  | MARATHON PETROLEUM CORP                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    100010 | NS      | $12853285.20  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     44144 | NS      | $1970146.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE GROUP LTD            | EVEREST REINSURANCE GROUP LTD                 | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      2568 | NS      | $898003.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                               | DEXCOM INC                                    | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      7453 | NS      | $798141.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                       | SNAP-ON INCORPORATED                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       966 | NS      | $240273.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                   | CENTERPOINT ENERGY INC                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     75486 | NS      | $2273638.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINL SOLUTIONS INC            | BROADRIDGE FINANCIAL SOL                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3036 | NS      | $456492.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARL CORP                            | ALBEMARLE CORP                                | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     12067 | NS      | $3396257.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW                | MONSTER BEVERAGE CORP                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     34691 | NS      | $3610639.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                   | DIAMONDBACK ENERGY INC                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     22208 | NS      | $3245032.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL               | BERKSHIRE HATHAWAY INC CL B                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     16577 | NS      | $5164067.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC DEL                    | KINDER MORGAN INC                             | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     25808 | NS      | $472286.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                 | AGILENT TECHNOLOGIES INC                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      5192 | NS      | $789599.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    883210 | NS      | $883386.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                            | MCKESSON CORP                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     35246 | NS      | $13346955.28  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                   | TRANE TECHNOLOGIES PLC                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |      3960 | NS      | $709315.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                     | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     28233 | NS      | $13079219.58  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                         | COSTAR GROUP INC                              | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23757 | NS      | $1850670.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC        | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4601 | NS      | $246429.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                       | COTERRA ENERGY INC                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    134369 | NS      | $3363256.07   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      6624 | NS      | $2065561.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP CO                         | CAMPBELL SOUP CO                              | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     33076 | NS      | $1717636.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                  | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      2001 | NS      | $245882.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC               | VERTEX PHARMACEUTICALS INC                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     55693 | NS      | $17994408.30  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                         | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    524927 | NS      | $60896781.27  | 5.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                     | WASTE CONNECTIONS INC                         | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     16031 | NS      | $2130519.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                          | BAKER HUGHES CO                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39112 | NS      | $1241414.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                            | ALLSTATE CORPORATION                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3501 | NS      | $449773.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                          | DOLLAR TREE INC                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     31508 | NS      | $4731871.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS INC                   | PALO ALTO NETWORKS INC                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     21636 | NS      | $3432335.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSTELLATION ENERGY CORP                | CONSTELLATION ENERGY CORP                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54812 | NS      | $4678752.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                           | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     16415 | NS      | $4389371.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                        | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     19017 | NS      | $1037947.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                    | NORTHROP GRUMMAN CORP                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     29790 | NS      | $13347111.60  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                         | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    310118 | NS      | $53966734.36  | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC        | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      5862 | NS      | $1292805.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                 | KLA CORP                                      | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      2488 | NS      | $976490.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP         | BOOZ ALLEN HAMILTON HLDG CL A                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     21375 | NS      | $2022930.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                     | WEC ENERGY GROUP INC                          | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     14591 | NS      | $1371408.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                        | ATMOS ENERGY CORP                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     17435 | NS      | $2049309.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                     | HOWMET AEROSPACE INC                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      8310 | NS      | $338133.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                        | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     17284 | NS      | $3303318.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC              | ALNYLAM PHARMACEUTICALS INC                   | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     13467 | NS      | $3048928.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                          | INTL BUS MACH CORP                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     15811 | NS      | $2130216.03   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                        | EOG RESOURCES INC                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     88123 | NS      | $11654266.75  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                     | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     23588 | NS      | $1625213.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                    | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    114830 | NS      | $7261849.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                          | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    109534 | NS      | $9663089.48   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                   | MOTOROLA SOLUTIONS INC                        | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     12150 | NS      | $3122671.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                           | TARGA RESOURCES CORP                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     27540 | NS      | $2066050.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust             | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4802145 | NS      | $4802625.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC              | HOST HOTELS and RESORTS INC                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     11477 | NS      | $216341.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                   | FAIR ISAAC CORP                               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1511 | NS      | $1006250.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE   | LIBERTY FORMULA ONE-C                         | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18489 | NS      | $1309021.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                             | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2501 | NS      | $331607.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                         | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     70734 | NS      | $5392760.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                               | SYSCO CORP                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      9442 | NS      | $731377.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                              | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     14026 | NS      | $1625052.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                      | CARDINAL HEALTH INC                           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     41356 | NS      | $3194751.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                           | AMETEK INC NEW                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3647 | NS      | $528523.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                         | LEIDOS HOLDINGS INC                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5406 | NS      | $534329.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                            | DTE ENERGY CO                                 | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      8148 | NS      | $948182.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     98555 | NS      | $8165281.75   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAINGER (W.W.) INC                      | WW GRAINGER INC                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      6043 | NS      | $3562227.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                          | FIRST SOLAR INC                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      7561 | NS      | $1342833.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                               | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     16004 | NS      | $8189246.80   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                              | PEPSICO INC                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    164536 | NS      | $28138946.72  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                      | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    101307 | NS      | $8503709.58   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                   | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    102600 | NS      | $51216894.00  | 4.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                              | EXELON CORP                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     98123 | NS      | $4139809.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                            | BUNGE LIMITED                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |      8759 | NS      | $868016.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                    | RPM INTERNATIONAL INC                         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     11225 | NS      | $1009239.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     49464 | NS      | $2450446.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                          | ROSS STORES INC                               | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      6860 | NS      | $810783.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES              | HENRY (JACK) and ASSOCIATES INC               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      9598 | NS      | $1728503.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                   | AMERISOURCEBERGEN CORP                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     21807 | NS      | $3684510.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORP                             | INSULET CORP                                  | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1331 | NS      | $382422.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9556 | NS      | $470441.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                      | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     82345 | NS      | $13456819.90  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO             | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      6905 | NS      | $984583.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                        | TRACTOR SUPPLY CO.                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1781 | NS      | $406050.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC              | S and P500 EMINI FUT MAR23 ESH3               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        10 | NC      | $52614.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                              | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     45084 | NS      | $1039637.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS INC                      | ARISTA NETWORKS INC                           | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     25060 | NS      | $3158061.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                      | AMERIPRISE FINANCIAL INC                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3328 | NS      | $1165199.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                 | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      3963 | NS      | $620843.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                     | LAS VEGAS SANDS CORP                          | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     14079 | NS      | $830661.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                    | REPUBLIC SERVICES INC                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     22225 | NS      | $2774124.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                      | CHENIERE ENERGY INC                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     52504 | NS      | $8022086.16   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                  | AON PLC                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |      3360 | NS      | $1070764.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                          | ULTA BEAUTY INC                               | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1884 | NS      | $968300.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG CO                               | KELLOGG CO                                    | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     40344 | NS      | $2766791.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                        | ERIE INDEMNITY CO CL A                        | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      4518 | NS      | $1103973.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer