# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-23-067641
**Filing Date:** 2023-3
**Character Count:** 66716
**Document Hash:** 7a4d7f7c279c122b91fd2f8e75220793
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067641.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067641

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 23763756

**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 HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19890309

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY AGGRESSIVE INCOME FUND
- **DATE OF NAME CHANGE:** 19810205

## Series and Classes Contracts Data

### Fidelity U.S. Low Volatility Equity Fund (Series ID: S000066807)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000215144 | Fidelity U.S. Low Volatility Equity Fund | FULVX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **U.S. Low Volatility Equity Fund**

**January 31, 2023**

USL-NPRT3-0423

1.9896230.103 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.6%** | &nbsp;&nbsp;**Common Stocks - 99.6%** | &nbsp;&nbsp;**Common Stocks - 99.6%** |
|  | Shares | Value ($)<br>|
| COMMUNICATION SERVICES - 5.3%  |  |  |
| Diversified Telecommunication Services - 1.6% |  |  |
| AT&T, Inc.  | 113130 | 2304458 |
| Verizon Communications, Inc.  | 55962 | 2326340 |
|  |  | 4630798 |
| Entertainment - 2.1% |  |  |
| Activision Blizzard, Inc.  | 28409 | 2175277 |
| Electronic Arts, Inc.  | 16500 | 2123220 |
| World Wrestling Entertainment, Inc. Class A (a) | 20381 | 1724640 |
|  |  | 6023137 |
| Media - 0.6% |  |  |
| Comcast Corp. Class A  | 41715 | 1641485 |
| Wireless Telecommunication Services - 1.0% |  |  |
| T-Mobile U.S., Inc. (b) | 19537 | 2917069 |
| TOTAL COMMUNICATION SERVICES |  | 15212489 |
| CONSUMER DISCRETIONARY - 4.5%  |  |  |
| Hotels, Restaurants & Leisure - 1.8% |  |  |
| Domino's Pizza, Inc.  | 2255 | 796015 |
| McDonald's Corp.  | 8566 | 2290548 |
| Yum! Brands, Inc.  | 16535 | 2157983 |
|  |  | 5244546 |
| Multiline Retail - 2.2% |  |  |
| Dollar General Corp.  | 13406 | 3131642 |
| Dollar Tree, Inc. (b) | 20032 | 3008406 |
|  |  | 6140048 |
| Specialty Retail - 0.5% |  |  |
| Murphy U.S.A., Inc.  | 5340 | 1452640 |
| TOTAL CONSUMER DISCRETIONARY |  | 12837234 |
| CONSUMER STAPLES - 15.9%  |  |  |
| Beverages - 3.4% |  |  |
| Constellation Brands, Inc. Class A (sub. vtg.)  | 8990 | 2081365 |
| Keurig Dr. Pepper, Inc.  | 61872 | 2182844 |
| Monster Beverage Corp. (b) | 30500 | 3174440 |
| The Coca-Cola Co.  | 36683 | 2249402 |
|  |  | 9688051 |
| Food & Staples Retailing - 1.5% |  |  |
| Sprouts Farmers Market LLC (b) | 57407 | 1834154 |
| Walmart, Inc.  | 15860 | 2281778 |
|  |  | 4115932 |
| Food Products - 7.6% |  |  |
| Archer Daniels Midland Co.  | 22477 | 1862219 |
| Bunge Ltd.  | 24341 | 2412193 |
| Ingredion, Inc.  | 24442 | 2512638 |
| McCormick & Co., Inc. (non-vtg.)  | 23831 | 1790185 |
| Mondelez International, Inc.  | 38176 | 2498237 |
| Nestle SA (Reg. S)  | 15518 | 1893337 |
| The Hershey Co.  | 10432 | 2343027 |
| The J.M. Smucker Co.  | 14634 | 2236075 |
| TreeHouse Foods, Inc. (b) | 61150 | 2961495 |
| Tyson Foods, Inc. Class A  | 14572 | 958109 |
|  |  | 21467515 |
| Household Products - 2.5% |  |  |
| Procter & Gamble Co.  | 16357 | 2328910 |
| Reynolds Consumer Products, Inc.  | 84560 | 2517351 |
| The Clorox Co.  | 16454 | 2380729 |
|  |  | 7226990 |
| Tobacco - 0.9% |  |  |
| Philip Morris International, Inc.  | 25528 | 2661039 |
| TOTAL CONSUMER STAPLES |  | 45159527 |
| ENERGY - 0.9%  |  |  |
| Oil, Gas & Consumable Fuels - 0.9% |  |  |
| Exxon Mobil Corp.  | 23133 | 2683659 |
| FINANCIALS - 14.8%  |  |  |
| Banks - 5.2% |  |  |
| 1st Source Corp.  | 11619 | 571539 |
| BOK Financial Corp.  | 14094 | 1416447 |
| Community Trust Bancorp, Inc.  | 18761 | 808224 |
| Cullen/Frost Bankers, Inc.  | 6767 | 881605 |
| First Hawaiian, Inc.  | 41525 | 1139446 |
| First Interstate Bancsystem, Inc.  | 60768 | 2180356 |
| Heartland Financial U.S.A., Inc.  | 32381 | 1601888 |
| Preferred Bank, Los Angeles  | 25143 | 1788422 |
| QCR Holdings, Inc.  | 17906 | 941139 |
| Trico Bancshares  | 25582 | 1293170 |
| U.S. Bancorp  | 25300 | 1259940 |
| Univest Corp. of Pennsylvania  | 30858 | 837795 |
|  |  | 14719971 |
| Capital Markets - 2.5% |  |  |
| Cboe Global Markets, Inc.  | 22136 | 2720072 |
| CME Group, Inc.  | 12191 | 2153662 |
| Intercontinental Exchange, Inc.  | 20611 | 2216713 |
|  |  | 7090447 |
| Diversified Financial Services - 1.0% |  |  |
| Berkshire Hathaway, Inc. Class B (b) | 8776 | 2733900 |
| Insurance - 6.1% |  |  |
| American Financial Group, Inc.  | 15165 | 2162377 |
| Arthur J. Gallagher & Co.  | 8502 | 1664011 |
| Assurant, Inc.  | 14102 | 1869784 |
| Brown & Brown, Inc.  | 31301 | 1832987 |
| Hartford Financial Services Group, Inc.  | 28101 | 2180919 |
| Marsh & McLennan Companies, Inc.  | 15872 | 2776172 |
| Selective Insurance Group, Inc.  | 23985 | 2278575 |
| The Travelers Companies, Inc.  | 14033 | 2681987 |
|  |  | 17446812 |
| TOTAL FINANCIALS |  | 41991130 |
| HEALTH CARE - 21.2%  |  |  |
| Biotechnology - 5.9% |  |  |
| AbbVie, Inc.  | 14094 | 2082389 |
| Exelixis, Inc. (b) | 81900 | 1443078 |
| Gilead Sciences, Inc.  | 25430 | 2134594 |
| Incyte Corp. (b) | 30024 | 2556243 |
| Regeneron Pharmaceuticals, Inc. (b) | 4540 | 3443458 |
| United Therapeutics Corp. (b) | 8000 | 2105360 |
| Vertex Pharmaceuticals, Inc. (b) | 9814 | 3170903 |
|  |  | 16936025 |
| Health Care Equipment & Supplies - 1.9% |  |  |
| Abbott Laboratories  | 17798 | 1967569 |
| Becton, Dickinson & Co.  | 8606 | 2170605 |
| Boston Scientific Corp. (b) | 25800 | 1193250 |
|  |  | 5331424 |
| Health Care Providers & Services - 4.3% |  |  |
| AmerisourceBergen Corp.  | 12571 | 2123996 |
| Cigna Corp.  | 8649 | 2738879 |
| Elevance Health, Inc.  | 4371 | 2185456 |
| Humana, Inc.  | 5407 | 2766762 |
| UnitedHealth Group, Inc.  | 5199 | 2595289 |
|  |  | 12410382 |
| Life Sciences Tools & Services - 2.0% |  |  |
| Danaher Corp.  | 9623 | 2544129 |
| Thermo Fisher Scientific, Inc.  | 5437 | 3100884 |
|  |  | 5645013 |
| Pharmaceuticals - 7.1% |  |  |
| AstraZeneca PLC (United Kingdom)  | 18005 | 2358881 |
| Bristol-Myers Squibb Co.  | 33670 | 2446126 |
| Eli Lilly & Co.  | 8286 | 2851627 |
| Johnson & Johnson  | 12337 | 2016113 |
| Merck & Co., Inc.  | 29938 | 3215641 |
| Roche Holding AG (participation certificate)  | 5735 | 1790297 |
| Royalty Pharma PLC  | 50686 | 1986384 |
| Sanofi SA sponsored ADR  | 54274 | 2667024 |
| Zoetis, Inc. Class A  | 4735 | 783595 |
|  |  | 20115688 |
| TOTAL HEALTH CARE |  | 60438532 |
| INDUSTRIALS - 10.0%  |  |  |
| Aerospace & Defense - 1.7% |  |  |
| Lockheed Martin Corp.  | 4970 | 2302402 |
| Northrop Grumman Corp.  | 5409 | 2423448 |
|  |  | 4725850 |
| Air Freight & Logistics - 1.1% |  |  |
| Air Transport Services Group, Inc. (b) | 42200 | 1194682 |
| United Parcel Service, Inc. Class B  | 11194 | 2073465 |
|  |  | 3268147 |
| Commercial Services & Supplies - 1.8% |  |  |
| Republic Services, Inc.  | 18065 | 2254873 |
| Waste Connections, Inc. (United States) (a) | 21585 | 2868647 |
|  |  | 5123520 |
| Machinery - 1.0% |  |  |
| IDEX Corp.  | 11701 | 2804496 |
| Professional Services - 3.4% |  |  |
| Booz Allen Hamilton Holding Corp. Class A  | 26536 | 2511367 |
| CACI International, Inc. Class A (b) | 7038 | 2168337 |
| FTI Consulting, Inc. (b) | 18574 | 2962924 |
| Science Applications International Corp.  | 9510 | 986948 |
| Verisk Analytics, Inc.  | 5328 | 968577 |
|  |  | 9598153 |
| Road & Rail - 1.0% |  |  |
| Landstar System, Inc.  | 17106 | 2956430 |
| TOTAL INDUSTRIALS |  | 28476596 |
| INFORMATION TECHNOLOGY - 14.7%  |  |  |
| Communications Equipment - 0.8% |  |  |
| Cisco Systems, Inc.  | 46308 | 2253810 |
| Electronic Equipment & Components - 1.6% |  |  |
| Insight Enterprises, Inc. (b) | 24056 | 2711592 |
| Keyence Corp.  | 4210 | 1924265 |
|  |  | 4635857 |
| IT Services - 7.0% |  |  |
| Accenture PLC Class A  | 9869 | 2753944 |
| Akamai Technologies, Inc. (b) | 21892 | 1947293 |
| Amdocs Ltd.  | 25952 | 2385767 |
| Cognizant Technology Solutions Corp. Class A  | 32344 | 2158962 |
| Genpact Ltd.  | 49582 | 2344237 |
| MasterCard, Inc. Class A  | 6388 | 2367393 |
| Maximus, Inc.  | 34545 | 2585693 |
| Paychex, Inc.  | 7238 | 838595 |
| Visa, Inc. Class A  | 10343 | 2381062 |
|  |  | 19762946 |
| Software - 4.3% |  |  |
| Black Knight, Inc. (b) | 29914 | 1812489 |
| Check Point Software Technologies Ltd. (b) | 16707 | 2125130 |
| Gen Digital, Inc.  | 90922 | 2092115 |
| Microsoft Corp.  | 10598 | 2626290 |
| Roper Technologies, Inc.  | 5683 | 2425220 |
| SAP SE sponsored ADR  | 10572 | 1253099 |
|  |  | 12334343 |
| Technology Hardware, Storage & Peripherals - 1.0% |  |  |
| Apple, Inc.  | 10972 | 1583150 |
| FUJIFILM Holdings Corp. ADR  | 21143 | 1114236 |
|  |  | 2697386 |
| TOTAL INFORMATION TECHNOLOGY |  | 41684342 |
| MATERIALS - 2.3%  |  |  |
| Chemicals - 1.5% |  |  |
| CF Industries Holdings, Inc.  | 18416 | 1559835 |
| Corteva, Inc.  | 2900 | 186905 |
| Linde PLC  | 7329 | 2425459 |
|  |  | 4172199 |
| Metals & Mining - 0.8% |  |  |
| Newmont Corp.  | 23680 | 1253382 |
| Royal Gold, Inc.  | 7776 | 987785 |
|  |  | 2241167 |
| TOTAL MATERIALS |  | 6413366 |
| UTILITIES - 10.0%  |  |  |
| Electric Utilities - 4.5% |  |  |
| Evergy, Inc.  | 20927 | 1311077 |
| IDACORP, Inc.  | 20866 | 2207831 |
| OGE Energy Corp.  | 55045 | 2164369 |
| PNM Resources, Inc.  | 50802 | 2513683 |
| PPL Corp.  | 74210 | 2196616 |
| Southern Co.  | 36555 | 2474042 |
|  |  | 12867618 |
| Gas Utilities - 0.7% |  |  |
| National Fuel Gas Co.  | 34573 | 2007308 |
| Multi-Utilities - 4.8% |  |  |
| CenterPoint Energy, Inc.  | 70735 | 2130538 |
| Dominion Energy, Inc.  | 31711 | 2018088 |
| NiSource, Inc.  | 93719 | 2600702 |
| NorthWestern Energy Corp.  | 37062 | 2105122 |
| Public Service Enterprise Group, Inc.  | 37657 | 2332098 |
| Sempra Energy  | 14587 | 2338734 |
|  |  | 13525282 |
| TOTAL UTILITIES |  | 28400208 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $251,291,553) |  | <br> **283297083** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (c) | 650950 | 651080 |
| Fidelity Securities Lending Cash Central Fund 4.38% (c)(d) | 5028547 | 5029050 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $5,680,130) |  | **5680130** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Equity Funds - 0.6%** | &nbsp;&nbsp;**Equity Funds - 0.6%** | &nbsp;&nbsp;**Equity Funds - 0.6%** |
|  | Shares | Value ($)<br>|
| Domestic Equity Funds - 0.6%  |  |  |
| iShares MSCI USA Minimum Volatility ETF <br> (Cost $1,647,019) | 23430 | **1715076** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.2%**<br> (Cost $258,618,702)<br>| <br>**290692289** |
| **NET OTHER ASSETS (LIABILITIES) - (2.2)%**  | **(6313583)** |
| **NET ASSETS - 100.0%** | **284378706** |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

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

(b) Non-income producing

(c) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(d) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 1011280 | 61349921 | 61710121 | 14402 | - | - | 651080 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 8840657 | 54893516 | 58705123 | 4700 | - | - | 5029050 | 0.0% |
| Total | 9851937 | 116243437 | 120415244 | 19102 | - | - | 5680130 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02737

- **c. CIK number of Registrant:** 0000225322

- **d. LEI of Registrant:** P1TJ3M056NR1SYX5LY49

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity U.S. Low Volatility Equity Fund

- **b. EDGAR series identifier (if any):** S000066807

- **c. LEI of Series:** 5493006MZRKEAX03TB26

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

- **a. Date of fiscal year-end:** 2023-04-30

- **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:** $289685646.00

**Total Liabilities:** $5240111.76

**Net Assets:** $284445534.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215144 | 4.82%                | -3.19%               | 1.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-453947.59              | $14349960.78                               |
| Month 2  | $866034.50               | $-11146105.74                              |
| Month 3  | $-368544.15              | $4102817.68                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THERMO FISHER SCIENTIFIC INC            | THERMO FISHER SCIENTIFIC INC                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5437 | NS      | $3100884.21   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                      | HOSTESS BRANDS INC CL A                       | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40438 | NS      | $935330.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF  | iShares MSCI USA Min Vol Factor ETF           | CUSIP: 46429B697<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     23430 | NS      | $1715076.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER and GAMBLE CO                   | PROCTER and GAMBLE CO                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     16357 | NS      | $2328909.66   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC         | FIRST INTST BANCSYST INC CL A                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     48968 | NS      | $1756971.84   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                 | ACTIVISION BLIZZARD INC                       | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     28409 | NS      | $2175277.13   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC             | COMMUNITY TRUST BANCORP INC                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18761 | NS      | $808223.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                            | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    113130 | NS      | $2304458.10   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL            | UNITED THERAPEUTICS CORP DEL                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      8000 | NS      | $2105360.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOURCE CORP                       | FIRST SOURCE CORP                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11619 | NS      | $571538.61    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                     | BROWN and BROWN INC                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     31301 | NS      | $1832986.56   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                              | ABBVIE INC                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     14094 | NS      | $2082388.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                               | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     10972 | NS      | $1583149.88   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                         | T-MOBILE US INC                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     19537 | NS      | $2917069.47   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                          | ROYAL GOLD INC                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      7776 | NS      | $987785.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                | CONSTELLATION BRANDS INC CL A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      8990 | NS      | $2081364.80   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                 | INSIGHT ENTERPRISES INC                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     24056 | NS      | $2711592.32   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                        | SOUTHERN CO                                   | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     36555 | NS      | $2474042.40   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                         | OGE ENERGY CORP                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     55045 | NS      | $2164369.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                          | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     10598 | NS      | $2626290.38   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                           | ACCENTURE PLC CL A                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      9869 | NS      | $2753944.45   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                | VISA INC CL A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     10343 | NS      | $2381062.03   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PLC                               | LINDE PLC                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      3429 | NS      | $1134793.26   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                 | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     33670 | NS      | $2446125.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                           | INGREDION INC                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     24442 | NS      | $2512637.60   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM BRANDS INC                          | YUM BRANDS INC                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     16535 | NS      | $2157982.85   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                  | SANOFI SPON ADR                               | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     54274 | NS      | $2667024.36   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                       | PNM RESOURCES INC                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     50802 | NS      | $2513682.96   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC           | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4540 | NS      | $3443453.80   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                        | IDEX CORPORATION                              | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     11701 | NS      | $2804495.68   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                         | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     14572 | NS      | $958109.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                           | CME GROUP INC CL A                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     12191 | NS      | $2153662.06   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHS LTD          | CHECK POINT SOFTWARE TECHS LTD                | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |     16707 | NS      | $2125130.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS INC                        | QCR HOLDINGS INC                              | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     17906 | NS      | $941139.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                      | FTI CONSULTING INC                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     18574 | NS      | $2962924.48   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                     | ELECTRONIC ARTS INC                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     16500 | NS      | $2123220.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                        | ROCHE HOLDINGS AG (GENUSSCHEINE)              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      5735 | NS      | $1790297.26   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| MURPHY USA INC                          | MURPHY USA INC                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      5340 | NS      | $1452640.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                        | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     29938 | NS      | $3215640.58   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                           | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     14587 | NS      | $2338733.71   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                     | DOMINION ENERGY INC                           | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     31711 | NS      | $2018088.04   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                              | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      8649 | NS      | $2738878.83   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                        | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     34968 | NS      | $1431939.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK KNIGHT INC                        | BLACK KNIGHT INC                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     29914 | NS      | $1812489.26   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                      | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     50686 | NS      | $1986384.34   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                       | JM SMUCKER CO/THE                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     14634 | NS      | $2236075.20   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA INC             | HEARTLAND FINANCIAL USA INC                   | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     32381 | NS      | $1601888.07   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA           | PREFERRED BANK LOS ANGELES                    | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     25143 | NS      | $1788421.59   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC            | HARTFORD FINL SVCS GROUP INC                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     28101 | NS      | $2180918.61   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GEN CORP NEW                     | DOLLAR GENERAL CORP                           | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     13406 | NS      | $3131641.60   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK and CO INC                    | MCCORMICK and CO INC NON-VTG                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     23831 | NS      | $1790184.72   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH and MCLENNAN COS INC              | MARSH and MCLENNAN COS INC                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     15872 | NS      | $2776171.52   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      7038 | NS      | $2168337.42   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                     | TREEHOUSE FOODS INC                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     61150 | NS      | $2961494.50   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                     | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      4371 | NS      | $2185456.29   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                             | WALMART INC                                   | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     15860 | NS      | $2281778.20   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                             | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     20866 | NS      | $2207831.46   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC              | MONDELEZ INTL INC                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     38176 | NS      | $2498237.44   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                    | KEURIG DR PEPPER INC                          | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     61872 | NS      | $2182844.16   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO            | ARTHUR J GALLAGHAR AND CO                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      8502 | NS      | $1664011.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                            | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     93719 | NS      | $2600702.25   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                             | INCYTE CORP                                   | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     30024 | NS      | $2556243.36   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC           | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     23985 | NS      | $2278575.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                      | BOK FINANCIAL COMMON NEW                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     14094 | NS      | $1416447.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                       | DOMINOS PIZZA INC                             | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |      2255 | NS      | $796015.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                  | ROPER TECHNOLOGIES INC                        | CUSIP: 776696106<br>LEI: 549300LJXD867XMVE759 | Long             | EC               | CORP              | US        |      5683 | NS      | $2425220.25   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                         | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     18005 | NS      | $2358880.88   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                       | NORTHWESTERN CORP                             | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     37062 | NS      | $2105121.60   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                             | MAXIMUS INC                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     34545 | NS      | $2585693.25   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| LILLY (ELI) and CO                      | LILLY (ELI) and CO                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      8286 | NS      | $2851626.90   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                    | VERISK ANALYTICS INC                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      5328 | NS      | $968577.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA CO                            | COCA COLA CO                                  | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     36683 | NS      | $2249401.56   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX CO                               | CLOROX CO                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     16454 | NS      | $2380729.26   | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| ABBOTT LABORATORIES                     | ABBOTT LABORATORIES                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     17798 | NS      | $1967568.90   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO                              | HERSHEY CO (THE)                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     10432 | NS      | $2343027.20   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC              | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     18416 | NS      | $1559835.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                 | NATIONAL FUEL GAS CO NJ                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     34573 | NS      | $2007308.38   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC           | INTERCONTINENTAL EXCHANGE INC                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     20611 | NS      | $2216713.05   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                        | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     41715 | NS      | $1641485.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC              | SPROUTS FMRS MKT INC                          | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |     57407 | NS      | $1834153.65   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                  | CENTERPOINT ENERGY INC                        | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     70735 | NS      | $2130538.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                              | ZOETIS INC CL A                               | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      4735 | NS      | $783595.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MONSTER BEVERAGE CORP NEW               | MONSTER BEVERAGE CORP                         | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     30500 | NS      | $3174440.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL              | BERKSHIRE HATHAWAY INC CL B                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      8776 | NS      | $2733899.52   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                | CULLEN FROST BANKERS INC                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      6767 | NS      | $881604.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC              | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     55962 | NS      | $2326340.34   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC         | PHILIP MORRIS INTL INC                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     25528 | NS      | $2661038.72   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    650950 | NS      | $651079.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                    | LOCKHEED MARTIN CORP                          | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      4970 | NS      | $2302402.20   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                 | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     22136 | NS      | $2720071.68   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC              | VERTEX PHARMACEUTICALS INC                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      9814 | NS      | $3170903.40   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                        | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     23133 | NS      | $2683659.33   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                            | DANAHER CORP                                  | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9623 | NS      | $2544128.74   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTION INC                    | WASTE CONNECTIONS INC                         | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     21585 | NS      | $2868646.50   | 1.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DOLLAR TREE INC                         | DOLLAR TREE INC                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     20032 | NS      | $3008405.76   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTMT INC               | WORLD WRESTLING ENTMT CL A                    | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     20381 | NS      | $1724640.22   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| MCDONALDS CORP                          | MCDONALDS CORP                                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      8566 | NS      | $2290548.40   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                     | LANDSTAR SYSTEM INC                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     17106 | NS      | $2956429.98   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC          | REYNOLDS CONSUMER PRODUCTS INC                | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84560 | NS      | $2517351.20   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                   | NORTHROP GRUMMAN CORP                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      5409 | NS      | $2423448.36   | 0.85%             |  |  |  | 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        |     26536 | NS      | $2511367.04   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVEST FINANCIAL CORP                  | UNIVEST FINANCIAL CORP                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     30858 | NS      | $837794.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC     | PUBLIC SVC ENTERPRISE GRP INC                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     37657 | NS      | $2332098.01   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC               | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     11194 | NS      | $2073464.62   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                             | GENPACT LTD                                   | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     54111 | NS      | $2558368.08   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                 | BECTON DICKINSON and CO                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      8606 | NS      | $2170605.32   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                       | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     14033 | NS      | $2681986.96   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                              | EVERGY INC                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     20927 | NS      | $1311076.55   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | SCIENCE APPLICATIONS INTERNATIONAL CORP       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      9510 | NS      | $986947.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK GOLD CORP                       | BARRICK GOLD CORP                             | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    100868 | NS      | $1972556.73   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   5048220 | NS      | $5048725.01   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                  | SAP SE SPON ADR                               | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     10572 | NS      | $1253099.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM HLDGS CORP                     | FUJIFILM HLDGS CORP ADR                       | CUSIP: 35958N107<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |     21143 | NS      | $1114236.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                            | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     14102 | NS      | $1869784.18   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                          | MASTERCARD INC CL A                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      6388 | NS      | $2367392.80   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                         | PPL CORPORATION                               | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     74210 | NS      | $2196616.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                             | PAYCHEX INC                                   | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      7238 | NS      | $838594.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANGRID INC                            | AVANGRID INC                                  | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     26987 | NS      | $1138041.79   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| ARCHER DANIELS MIDLAND CO               | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     22477 | NS      | $1862219.45   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                              | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5407 | NS      | $2766761.90   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYENCE CORP                            | KEYENCE CORP                                  | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |      4210 | NS      | $1924265.12   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                     | GILEAD SCIENCES INC                           | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     25430 | NS      | $2134594.20   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                  | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5199 | NS      | $2595288.81   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                      | FIRST HAWAIIAN INC                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     41525 | NS      | $1139446.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                           | BUNGE LIMITED                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     24341 | NS      | $2412193.10   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                               | NESTLE SA (REG)                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     15518 | NS      | $1893336.56   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                         | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     90922 | NS      | $2092115.22   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                        | TRICO BANCSHARES                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25582 | NS      | $1293170.10   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                  | AMERISOURCEBERGEN CORP                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     12571 | NS      | $2123996.16   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                          | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     25952 | NS      | $2385767.36   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                     | JOHNSON and JOHNSON                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     12337 | NS      | $2016112.54   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO            | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     15165 | NS      | $2162377.35   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                       | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |     46308 | NS      | $2253810.36   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP     | COGNIZANT TECH SOLUTIONS CL A                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     32344 | NS      | $2158962.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                   | REPUBLIC SERVICES INC                         | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     18065 | NS      | $2254873.30   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                            | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     23680 | NS      | $1253382.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | AKAMAI TECHNOLOGIES INC                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     21892 | NS      | $1947293.40   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer