# EDGAR Filing Document

**Accession Number:** 0000819118
**File Stem:** 0001752724-23-067543
**Filing Date:** 2023-3
**Character Count:** 82403
**Document Hash:** c9dbdbb05c22b7f4709eb4c80dde2c9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067543.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067543

**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 CONCORD STREET TRUST
- **CENTRAL INDEX KEY:** 0000819118
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05251
- **FILM NUMBER:** 23763651

**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 INSTITUTIONAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Fidelity Mid-Cap Stock Fund (Series ID: S000055365)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000174183 | Fidelity Mid-Cap Stock Fund | FMCSX           |
| C000174184 | Class K                     | FKMCX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Mid-Cap Stock Fund**

**January 31, 2023**

MCS-NPRT3-0423

1.813018.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 94.8%** | &nbsp;&nbsp;**Common Stocks - 94.8%** | &nbsp;&nbsp;**Common Stocks - 94.8%** |
|  | Shares | Value ($)<br> (000s) <br>|
| COMMUNICATION SERVICES - 2.7%  |  |  |
| Entertainment - 1.5% |  |  |
| Endeavor Group Holdings, Inc. (a)(b) | 2511984 | 56344 |
| Liberty Media Corp. Liberty Formula One Class A (a) | 326517 | 20793 |
| Warner Music Group Corp. Class A  | 1307385 | 47654 |
|  |  | 124791 |
| Media - 1.2% |  |  |
| Cable One, Inc.  | 44374 | 35050 |
| Interpublic Group of Companies, Inc.  | 1971951 | 71897 |
|  |  | 106947 |
| TOTAL COMMUNICATION SERVICES |  | 231738 |
| CONSUMER DISCRETIONARY - 11.1%  |  |  |
| Auto Components - 1.0% |  |  |
| American Axle & Manufacturing Holdings, Inc. (a) | 4159312 | 36893 |
| Aptiv PLC (a) | 451756 | 51089 |
|  |  | 87982 |
| Diversified Consumer Services - 0.9% |  |  |
| Duolingo, Inc. (a)(b) | 235469 | 22485 |
| H&R Block, Inc.  | 1430689 | 55768 |
|  |  | 78253 |
| Hotels, Restaurants & Leisure - 3.9% |  |  |
| ARAMARK Holdings Corp.  | 1063269 | 47347 |
| Caesars Entertainment, Inc. (a) | 597111 | 31086 |
| Churchill Downs, Inc.  | 305469 | 75787 |
| Domino's Pizza, Inc.  | 128593 | 45393 |
| Vail Resorts, Inc.  | 159825 | 41928 |
| Wyndham Hotels & Resorts, Inc.  | 1208716 | 93688 |
|  |  | 335229 |
| Household Durables - 1.5% |  |  |
| D.R. Horton, Inc.  | 517366 | 51059 |
| Mohawk Industries, Inc. (a) | 230986 | 27732 |
| NVR, Inc. (a) | 8566 | 45143 |
|  |  | 123934 |
| Internet & Direct Marketing Retail - 0.4% |  |  |
| Coupang, Inc. Class A (a) | 1883897 | 31819 |
| Specialty Retail - 0.7% |  |  |
| Best Buy Co., Inc.  | 252974 | 22444 |
| National Vision Holdings, Inc. (a)(b) | 856636 | 35208 |
|  |  | 57652 |
| Textiles, Apparel & Luxury Goods - 2.7% |  |  |
| Brunello Cucinelli SpA  | 1264069 | 104785 |
| PVH Corp.  | 739475 | 66479 |
| Tapestry, Inc.  | 1219084 | 55554 |
|  |  | 226818 |
| TOTAL CONSUMER DISCRETIONARY |  | 941687 |
| CONSUMER STAPLES - 3.6%  |  |  |
| Beverages - 0.5% |  |  |
| Boston Beer Co., Inc. Class A (a) | 104737 | 40702 |
| Food & Staples Retailing - 1.5% |  |  |
| Grocery Outlet Holding Corp. (a) | 1102866 | 33516 |
| Performance Food Group Co. (a) | 1490364 | 91389 |
|  |  | 124905 |
| Food Products - 1.2% |  |  |
| Bunge Ltd.  | 403032 | 39940 |
| Freshpet, Inc. (a)(b) | 453663 | 28730 |
| Nomad Foods Ltd. (a) | 1695984 | 30172 |
|  |  | 98842 |
| Household Products - 0.2% |  |  |
| Reynolds Consumer Products, Inc.  | 699161 | 20814 |
| Personal Products - 0.2% |  |  |
| Olaplex Holdings, Inc. (a)(b) | 3214472 | 20283 |
| TOTAL CONSUMER STAPLES |  | 305546 |
| ENERGY - 9.2%  |  |  |
| Oil, Gas & Consumable Fuels - 9.2% |  |  |
| Canadian Natural Resources Ltd.  | 1342563 | 82407 |
| Cheniere Energy, Inc.  | 895669 | 136849 |
| Energy Transfer LP  | 6743122 | 89549 |
| EQT Corp.  | 4227762 | 138121 |
| Golar LNG Ltd. (a) | 1758763 | 41225 |
| Harbour Energy PLC  | 5066271 | 19575 |
| Hess Corp.  | 1049366 | 157577 |
| Imperial Oil Ltd.  | 1567821 | 85688 |
| Range Resources Corp.  | 1318123 | 32979 |
|  |  | 783970 |
| FINANCIALS - 17.3%  |  |  |
| Banks - 6.4% |  |  |
| BOK Financial Corp.  | 759075 | 76287 |
| Comerica, Inc.  | 852775 | 62517 |
| First Horizon National Corp.  | 5066625 | 125298 |
| Huntington Bancshares, Inc.  | 4524407 | 68635 |
| M&T Bank Corp.  | 476826 | 74385 |
| UMB Financial Corp.  | 544881 | 49143 |
| Wintrust Financial Corp.  | 949222 | 86825 |
|  |  | 543090 |
| Capital Markets - 2.4% |  |  |
| Cboe Global Markets, Inc.  | 191570 | 23540 |
| Lazard Ltd. Class A  | 753146 | 30186 |
| Northern Trust Corp.  | 352800 | 34211 |
| Raymond James Financial, Inc.  | 389521 | 43926 |
| Sixth Street Specialty Lending, Inc.  | 1959069 | 37516 |
| TPG, Inc. (b) | 1044938 | 33657 |
|  |  | 203036 |
| Diversified Financial Services - 0.3% |  |  |
| Equitable Holdings, Inc.  | 692831 | 22219 |
| Insurance - 7.3% |  |  |
| American Financial Group, Inc.  | 829985 | 118348 |
| Arch Capital Group Ltd. (a) | 2339213 | 150528 |
| Assurant, Inc.  | 215010 | 28508 |
| Beazley PLC  | 4096094 | 33582 |
| First American Financial Corp.  | 1111747 | 68784 |
| Hartford Financial Services Group, Inc.  | 660116 | 51232 |
| Hiscox Ltd.  | 2726503 | 37799 |
| RenaissanceRe Holdings Ltd.  | 468854 | 91750 |
| The Travelers Companies, Inc.  | 228334 | 43639 |
|  |  | 624170 |
| Thrifts & Mortgage Finance - 0.9% |  |  |
| Radian Group, Inc.  | 3377178 | 74636 |
| TOTAL FINANCIALS |  | 1467151 |
| HEALTH CARE - 6.4%  |  |  |
| Biotechnology - 0.1% |  |  |
| Day One Biopharmaceuticals, Inc. (a) | 482148 | 10496 |
| Health Care Equipment & Supplies - 1.8% |  |  |
| Hologic, Inc. (a) | 882649 | 71821 |
| Masimo Corp. (a) | 335434 | 57051 |
| Tandem Diabetes Care, Inc. (a) | 596483 | 24301 |
|  |  | 153173 |
| Health Care Providers & Services - 3.6% |  |  |
| Centene Corp. (a) | 1008438 | 76883 |
| Guardant Health, Inc. (a) | 457315 | 14373 |
| Henry Schein, Inc. (a) | 439422 | 37856 |
| LifeStance Health Group, Inc. (a) | 1628928 | 8601 |
| Molina Healthcare, Inc. (a) | 454367 | 141685 |
| Oak Street Health, Inc. (a) | 999611 | 29049 |
|  |  | 308447 |
| Life Sciences Tools & Services - 0.2% |  |  |
| 10X Genomics, Inc. (a)(b) | 278119 | 13024 |
| Pharmaceuticals - 0.7% |  |  |
| Recordati SpA  | 446904 | 19497 |
| UCB SA  | 201241 | 16492 |
| Viatris, Inc.  | 1491566 | 18137 |
|  |  | 54126 |
| TOTAL HEALTH CARE |  | 539266 |
| INDUSTRIALS - 19.2%  |  |  |
| Aerospace & Defense - 2.9% |  |  |
| BWX Technologies, Inc.  | 689860 | 41985 |
| Huntington Ingalls Industries, Inc.  | 242410 | 53461 |
| Space Exploration Technologies Corp.: |  |  |
|  Class A (a)(c)(d) | 1396290  | 107514  |
|  Class C (a)(c)(d) | 20340  | 1566  |
| Woodward, Inc.  | 444298 | 45434 |
|  |  | 249960 |
| Air Freight & Logistics - 0.4% |  |  |
| GXO Logistics, Inc. (a) | 603306 | 31571 |
| Building Products - 2.6% |  |  |
| Builders FirstSource, Inc. (a) | 1266941 | 100975 |
| Fortune Brands Home & Security, Inc.  | 305133 | 19684 |
| Johnson Controls International PLC  | 486027 | 33813 |
| Owens Corning  | 700767 | 67729 |
|  |  | 222201 |
| Commercial Services & Supplies - 0.8% |  |  |
| CoreCivic, Inc. (a) | 2027654 | 21574 |
| GFL Environmental, Inc.  | 1356644 | 41865 |
|  |  | 63439 |
| Construction & Engineering - 1.4% |  |  |
| AECOM  | 1361040 | 118778 |
| Electrical Equipment - 2.7% |  |  |
| Acuity Brands, Inc.  | 347091 | 65434 |
| Generac Holdings, Inc. (a) | 261973 | 31594 |
| Regal Rexnord Corp.  | 588466 | 81914 |
| Sensata Technologies, Inc. PLC  | 957584 | 48693 |
|  |  | 227635 |
| Machinery - 4.6% |  |  |
| Allison Transmission Holdings, Inc.  | 1246119 | 56175 |
| Chart Industries, Inc. (a) | 251300 | 33669 |
| Crane Holdings Co.  | 540371 | 62634 |
| Donaldson Co., Inc.  | 1234256 | 76956 |
| Fortive Corp.  | 856118 | 58242 |
| Oshkosh Corp.  | 646028 | 65107 |
| PACCAR, Inc.  | 371219 | 40578 |
|  |  | 393361 |
| Marine - 0.4% |  |  |
| Kirby Corp. (a) | 464900 | 32906 |
| Professional Services - 1.7% |  |  |
| Clarivate Analytics PLC (a) | 637297 | 7087 |
| Leidos Holdings, Inc.  | 439720 | 43462 |
| Science Applications International Corp.  | 494925 | 51363 |
| TransUnion Holding Co., Inc.  | 547800 | 39305 |
|  |  | 141217 |
| Road & Rail - 1.3% |  |  |
| Knight-Swift Transportation Holdings, Inc. Class A  | 1321316 | 78090 |
| RXO, Inc. (a) | 1823487 | 33406 |
|  |  | 111496 |
| Trading Companies & Distributors - 0.4% |  |  |
| Beacon Roofing Supply, Inc. (a) | 642374 | 36538 |
| TOTAL INDUSTRIALS |  | 1629102 |
| INFORMATION TECHNOLOGY - 6.8%  |  |  |
| Communications Equipment - 0.3% |  |  |
| Lumentum Holdings, Inc. (a) | 493487 | 29698 |
| Electronic Equipment & Components - 1.0% |  |  |
| Fabrinet (a) | 433442 | 57067 |
| Keysight Technologies, Inc. (a) | 144567 | 25928 |
|  |  | 82995 |
| IT Services - 3.6% |  |  |
| Akamai Technologies, Inc. (a) | 330681 | 29414 |
| Amdocs Ltd.  | 361433 | 33227 |
| Concentrix Corp.  | 250806 | 35567 |
| Euronet Worldwide, Inc. (a) | 340468 | 38364 |
| MongoDB, Inc. Class A (a) | 139860 | 29959 |
| SS&C Technologies Holdings, Inc.  | 606023 | 36573 |
| WNS Holdings Ltd. sponsored ADR (a) | 1260020 | 106761 |
|  |  | 309865 |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| SiTime Corp. (a) | 137372 | 15829 |
| Skyworks Solutions, Inc.  | 174915 | 19183 |
|  |  | 35012 |
| Software - 1.5% |  |  |
| Aspen Technology, Inc. (a) | 160363 | 31872 |
| Black Knight, Inc. (a) | 589651 | 35727 |
| Dynatrace, Inc. (a) | 1448535 | 55667 |
|  |  | 123266 |
| TOTAL INFORMATION TECHNOLOGY |  | 580836 |
| MATERIALS - 8.1%  |  |  |
| Chemicals - 2.4% |  |  |
| Cabot Corp.  | 503143 | 37902 |
| Celanese Corp. Class A  | 174600 | 21511 |
| CF Industries Holdings, Inc.  | 504848 | 42761 |
| LG Chemical Ltd.  | 66066 | 37242 |
| Nutrien Ltd.  | 444958 | 36833 |
| Westlake Corp.  | 258354 | 31713 |
|  |  | 207962 |
| Containers & Packaging - 1.2% |  |  |
| Avery Dennison Corp.  | 151490 | 28698 |
| O-I Glass, Inc. (a) | 3896014 | 74998 |
|  |  | 103696 |
| Metals & Mining - 4.5% |  |  |
| Commercial Metals Co.  | 1352272 | 73388 |
| Franco-Nevada Corp.  | 312215 | 45797 |
| Freeport-McMoRan, Inc.  | 1188835 | 53046 |
| Lundin Mining Corp.  | 5300693 | 40117 |
| Newcrest Mining Ltd.  | 1191488 | 18932 |
| Novagold Resources, Inc. (a) | 3742134 | 23625 |
| Steel Dynamics, Inc.  | 1038372 | 125269 |
|  |  | 380174 |
| TOTAL MATERIALS |  | 691832 |
| REAL ESTATE - 5.8%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 5.2% |  |  |
| Cousins Properties, Inc.  | 1206404 | 33080 |
| Essex Property Trust, Inc.  | 94900 | 21454 |
| Gaming & Leisure Properties  | 1254643 | 67199 |
| Healthcare Trust of America, Inc.  | 3103958 | 66828 |
| National Retail Properties, Inc.  | 1302395 | 61668 |
| Realty Income Corp.  | 795785 | 53978 |
| Spirit Realty Capital, Inc.  | 1105460 | 48508 |
| VICI Properties, Inc.  | 1953477 | 66770 |
| Welltower, Inc.  | 237584 | 17828 |
|  |  | 437313 |
| Real Estate Management & Development - 0.6% |  |  |
| Jones Lang LaSalle, Inc. (a) | 282134 | 52158 |
| TOTAL REAL ESTATE |  | 489471 |
| UTILITIES - 4.6%  |  |  |
| Electric Utilities - 2.7% |  |  |
| Alliant Energy Corp.  | 1121195 | 60578 |
| FirstEnergy Corp.  | 1012930 | 41479 |
| IDACORP, Inc.  | 503116 | 53235 |
| OGE Energy Corp.  | 1905824 | 74937 |
|  |  | 230229 |
| Gas Utilities - 0.6% |  |  |
| Atmos Energy Corp.  | 431509 | 50720 |
| Independent Power and Renewable Electricity Producers - 0.9% |  |  |
| The AES Corp.  | 1401354 | 38411 |
| Vistra Corp.  | 1564672 | 36081 |
|  |  | 74492 |
| Multi-Utilities - 0.4% |  |  |
| NiSource, Inc.  | 1183864 | 32852 |
| TOTAL UTILITIES |  | 388293 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $5,710,553) |  | <br> **8048892** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 1.1%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 1.1%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 1.1%** |
|  | Shares | Value ($)<br> (000s) <br>|
| CONSUMER DISCRETIONARY - 0.2%  |  |  |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Bolt Threads, Inc.: |  |  |
|  Series D (a)(c)(d) | 976285  | 7752  |
|  Series E (a)(c)(d) | 1419309  | 11269  |
|  |  | 19021 |
| CONSUMER STAPLES - 0.1%  |  |  |
| Food Products - 0.1% |  |  |
| Bowery Farming, Inc. Series C1 (a)(c)(d) | 466468 | 9474 |
| HEALTH CARE - 0.5%  |  |  |
| Biotechnology - 0.5% |  |  |
| National Resilience, Inc. Series B (a)(c)(d) | 711831 | 43229 |
| INDUSTRIALS - 0.3%  |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Space Exploration Technologies Corp. Series H (a)(c)(d) | 18837 | 14504 |
| Construction & Engineering - 0.1% |  |  |
| Beta Technologies, Inc. Series B, 6.00% (c)(d) | 145591 | 11420 |
| TOTAL INDUSTRIALS |  | 25924 |
| <br> **TOTAL CONVERTIBLE PREFERRED STOCKS**<br> (Cost $96,282) |  | <br> **97648** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Other - 0.1%** | &nbsp;&nbsp;**Other - 0.1%** | &nbsp;&nbsp;**Other - 0.1%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Other - 0.1%  |  |  |
| Utica Shale Drilling Program (non-operating revenue interest) (c)(d)(e)<br> (Cost $18,204) | 15731367 | **6148** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 5.8%** | &nbsp;&nbsp;**Money Market Funds - 5.8%** | &nbsp;&nbsp;**Money Market Funds - 5.8%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Fidelity Cash Central Fund 4.38% (f) | 413358699 | 413441 |
| Fidelity Securities Lending Cash Central Fund 4.38% (f)(g) | 79749611 | 79758 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $493,196) |  | **493199** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.8%**<br> (Cost $6,318,235)<br>| <br>**8645887** |
| **NET OTHER ASSETS (LIABILITIES) - (1.8)%**  | **(155050)** |
| **NET ASSETS - 100.0%** | **8490837** |

---

*Any values shown as $0 in the Schedule of Investments may reflect amounts less than $500.*

**Legend**

(a) Non-income producing

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

(c) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $212,876,000 or 2.5% of net assets.

(d) Level 3 security

(e) Investment is owned by a wholly-owned subsidiary (Subsidiary) that is treated as a corporation for U.S. tax purposes.

(f) 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.

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

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br> (000s) |
| Beta Technologies, Inc. Series B, 6.00% | 4/04/22 | 15021 |
| Bolt Threads, Inc. Series D | 12/13/17 | 15659 |
| Bolt Threads, Inc. Series E | 2/07/20 - 9/02/21 | 25230 |
| Bowery Farming, Inc. Series C1 | 5/18/21 | 28104 |
| National Resilience, Inc. Series B | 12/01/20 | 9724 |
| Space Exploration Technologies Corp. Class A | 4/08/16 - 9/11/17 | 14283 |
| Space Exploration Technologies Corp. Class C | 9/11/17 | 275 |
| Space Exploration Technologies Corp. Series H | 8/04/17 | 2543 |
| Utica Shale Drilling Program (non-operating revenue interest) | 10/05/16 - 12/16/20 | 18206 |

---

**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 (Amounts in thousands) | 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% | 262591 | 1120495 | 969645 | 8344 | - | - | 413441 | 0.9% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 127217 | 907022 | 954481 | 602 | - | - | 79758 | 0.3% |
| Total | 389808 | 2027517 | 1924126 | 8946 | - | - | 493199 |  |

---

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.

Securities, including private placements or other restricted securities, for which observable inputs are not available are valued using alternate valuation approaches, including the market approach, the income approach and cost approach, and are categorized as Level 3 in the hierarchy. The market approach considers factors including the price of recent investments in the same or a similar security or financial metrics of comparable securities. The income approach considers factors including expected future cash flows, security specific risks and corresponding discount rates. The cost approach considers factors including the value of the security's underlying assets and liabilities.

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 Concord Street Trust

- **b. Investment Company Act file number:** 811-05251

- **c. CIK number of Registrant:** 0000819118

- **d. LEI of Registrant:** EEX0N4ID1C226M44VF22

- **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 Mid-Cap Stock Fund

- **b. EDGAR series identifier (if any):** S000055365

- **c. LEI of Series:** 54930070RZWZ8EV60C64

**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:** $8604535667.95

**Total Liabilities:** $117063610.20

**Net Assets:** $8487472057.75

**Cash Not Reported:** $13886.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000174184 | 4.63%                | -4.31%               | 7.01%                |
| Class ID C000174183 | 4.64%                | -4.34%               | 7.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25445973.01            | $377451403.02                              |
| Month 2  | $-77386831.56            | $-291610471.74                             |
| Month 3  | $34504924.61             | $519685159.42                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TAPESTRY INC                                   | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |   1219084 | NS      | $55553657.88  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                        | BOSTON BEER COMPANY CL A                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |    104737 | NS      | $40701845.57  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                    | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    882649 | NS      | $71821149.13  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                             | ENERGY TRANSFER LP                            | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |   6743122 | NS      | $89548660.16  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOUR ENERGY PLC                             | HARBOUR ENERGY PLC                            | CUSIP: N/A<br>LEI: 213800YPC42DYBKVPF97       | Long             | EC               | CORP              | GB        |   5066271 | NS      | $19574814.09  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                       | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   1401354 | NS      | $38411113.14  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                         | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |   2339213 | NS      | $150528356.55 | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                                  | GOLAR LNG LTD                                 | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |   1758763 | NS      | $41225404.72  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE         | LIBERTY FORMULA ONE-A                         | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326517 | NS      | $20792602.56  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                    | HEALTHCARE REALTY TRUST INC                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |   3103958 | NS      | $66828215.74  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                 | FORTUNE BRANDS INNOVATIONS INC                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    305133 | NS      | $19684129.83  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                            | ALLIANT ENERGY CORPORATION                    | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |   1121195 | NS      | $60578165.85  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                          | OAK STREET HEALTH INC                         | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |    999611 | NS      | $29048695.66  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                        | ARAMARK                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |   1063269 | NS      | $47347368.57  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                   | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |   4524407 | NS      | $68635254.19  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING HOLDINGS INC   | AMERICAN AXLE and MFG HLDGS INC               | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4159312 | NS      | $36893097.44  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                   | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    646028 | NS      | $65106701.84  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                | OGE ENERGY CORP                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |   1905824 | NS      | $74936999.68  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP                                   | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    237584 | NS      | $17828303.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    252974 | NS      | $22443853.28  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                    | ENDEAVOR GROUP HOLDINGS INC                   | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2511984 | NS      | $56343801.12  | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| LUMENTUM HOLDINGS INC                          | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |    493487 | NS      | $29698047.66  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                             | UMB FINANCIAL CORP                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    544881 | NS      | $49142817.39  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                         | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    282134 | NS      | $52158112.58  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                       | EQT CORPORATION                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   4227762 | NS      | $138120984.54 | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                             | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |   1038372 | NS      | $125269198.08 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                              | ACUITY BRANDS INC                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    347091 | NS      | $65433595.32  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                       | PVH CORP                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    739475 | NS      | $66478802.50  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                                  | WNS HLDGS LTD SP ADR                          | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |   1260020 | NS      | $106761494.60 | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC                 | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |   1302395 | NS      | $61668403.25  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                              | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |   1430689 | NS      | $55768257.22  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                     | PACCAR INC                                    | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    371219 | NS      | $40577948.89  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |    174915 | NS      | $19182928.05  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CHEM LTD                                    | LG CHEMICAL LTD                               | CUSIP: N/A<br>LEI: 988400IES4EIG7O06940       | Long             | EC               | CORP              | KR        |     66066 | NS      | $37242362.88  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| COMERICA INC                                   | COMERICA INC                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    794575 | NS      | $58250293.25  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN MINING CORP                             | LUNDIN MINING CORP                            | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |   5300693 | NS      | $40117228.60  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLT THREADS INC                               | BOLT THREADS INC SER E PC PP                  | CUSIP: N/A<br>LEI: 549300U3RHHNS0RS1E72       | Long             | EP               | CORP              | US        |   1419309 | NS      | $11269313.46  | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGAL REXNORD CORP                             | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    588466 | NS      | $81914467.20  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                  | O-I GLASS INC                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3896014 | NS      | $74998269.50  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                      | KEYSIGHT TECHNOLOGIES INC                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    144567 | NS      | $25928091.45  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                      | CAESARS ENTERTAINMENT INC                     | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |    597111 | NS      | $31085598.66  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                               | FIRSTENERGY CORP                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   1012930 | NS      | $41479483.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                   | RAYMOND JAMES FINANCIAL INC.                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    389521 | NS      | $43926283.17  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                           | ASPEN TECHNOLOGY INC                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |    160363 | NS      | $31872146.25  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC                    | LIFESTANCE HEALTH GROUP INC                   | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1628928 | NS      | $8600739.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                               | 10X GENOMICS INC                              | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |    278119 | NS      | $13024312.77  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACK KNIGHT INC                               | BLACK KNIGHT INC                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |    589651 | NS      | $35726954.09  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                  | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    517366 | NS      | $51058850.54  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                              | CRANE HOLDINGS CO                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    540371 | NS      | $62634402.61  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |   1361040 | NS      | $118777960.80 | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GROUP INC                   | HARTFORD FINL SVCS GROUP INC                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    660116 | NS      | $51231602.76  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                            | AVERY DENNISON CORP                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    151490 | NS      | $28698265.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                      | PERFORMANCE FOOD GROUP CO                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |   1490364 | NS      | $91389120.48  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC                   | NATIONAL VISION HOLDINGS INC                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    856636 | NS      | $35207739.60  | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| BEAZLEY PLC/UK                                 | BEAZLEY PLC/UK                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |   4096094 | NS      | $33581631.91  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                  | WESTLAKE CORP                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    173627 | NS      | $21312714.25  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                        | WINTRUST FINANCIAL CORP                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    949222 | NS      | $86825336.34  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                            | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    457315 | NS      | $14373410.45  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC               | SENSATA TECHNOLOGIES HOLDING PLC              | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |    872684 | NS      | $44375981.40  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                      | BEACON ROOFING SUPPLY INC                     | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    642374 | NS      | $36538233.12  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                      | HESS CORP                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |   1049366 | NS      | $157572798.56 | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                      | APTIV PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |    413956 | NS      | $46814284.04  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                            | CHURCHILL DOWNS INC                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |    305469 | NS      | $75786858.90  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                                 | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   1953477 | NS      | $66769843.86  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC             | SIXTH STREET SPECIALTY LENDING INC            | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |   1970597 | NS      | $37736932.55  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP            | SPACE EXPLORATION TECH CORP SER H PC PP       | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EP               | CORP              | US        |     18837 | NS      | $14504490.00  | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IDACORP INC                                    | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    503116 | NS      | $53234703.96  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                           | BWX TECHNOLOGIES INC                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    689860 | NS      | $41984879.60  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                           | CHART INDUSTRIES INC                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    251300 | NS      | $33669174.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HISCOX LTD                                     | HISCOX LTD (NE HISCOX BERMUDA)                | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |   2726503 | NS      | $37798596.72  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                              | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    449626 | NS      | $70141656.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNELLO CUCINELLI SPA                         | BRUNELLO CUCINELLI SPA                        | CUSIP: N/A<br>LEI: 5493003CX2RZ0FOBH256       | Long             | EC               | CORP              | IT        |   1264069 | NS      | $104785236.67 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWCREST MNG LTD                               | NEWCREST MINING LTD                           | CUSIP: N/A<br>LEI: 5299006MN50OZJUJI655       | Long             | EC               | CORP              | AU        |   1191488 | NS      | $18931688.15  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HENRY SCHEIN INC                               | HENRY SCHEIN INC                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    439422 | NS      | $37856205.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP            | SPACE EXPLORATION TECHNOLOGIES CORP CLASS C   | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |     20340 | NS      | $1566180.00   | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP            | SPACE EXPLORATION TECH CORP                   | CUSIP: N/A<br>LEI: 549300B9WLO96RQCXP87       | Long             | EC               | CORP              | US        |   1396290 | NS      | $107514330.00 | 1.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NISOURCE INC                                   | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   1183864 | NS      | $32852226.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOLINGO INC                                   | DUOLINGO INC                                  | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235469 | NS      | $22484934.81  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| BOK FINANCIAL CORP                             | BOK FINANCIAL COMMON NEW                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |    730840 | NS      | $73449420.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                               | VAIL RESORTS INC                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |    159825 | NS      | $41928490.50  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINOS PIZZA INC                              | DOMINOS PIZZA INC                             | CUSIP: 25754A201<br>LEI: 5299004V0Y8MI5D9FF45 | Long             | EC               | CORP              | US        |    128593 | NS      | $45393329.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                    | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |   1491566 | NS      | $18137442.56  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                   | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1971951 | NS      | $71897333.46  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORP                                   | FORTIVE CORP                                  | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    856118 | NS      | $58241707.54  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                   | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    444298 | NS      | $45433913.48  | 0.54%             |  |  |  | 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        |   1321316 | NS      | $78089775.60  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                             | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   5066625 | NS      | $125297636.25 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLT THREADS INC                               | BOLT THREADS INC SER D PC PP                  | CUSIP: N/A<br>LEI: 549300U3RHHNS0RS1E72       | Long             | EP               | CORP              | US        |    976285 | NS      | $7751702.90   | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NORTHERN TRUST CORP                            | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    352800 | NS      | $34211016.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | FREEPORT MCMORAN INC                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |   1188835 | NS      | $53045817.70  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                               | RADIAN GROUP INC                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |   3377178 | NS      | $74635633.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG INC                                        | TPG INC                                       | CUSIP: 872657101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1044938 | NS      | $33657452.98  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| LAZARD LTD                                     | LAZARD LTD CL A                               | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |    753146 | NS      | $30186091.68  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO LOGISTICS INC                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    603306 | NS      | $31571002.98  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                     | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    504848 | NS      | $42760625.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                        | NVR INC                                       | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      8566 | NS      | $45142820.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                                    | MONGODB INC CL A                              | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |    139860 | NS      | $29959410.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                     | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    495436 | NS      | $37321193.88  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESILIENCE INC                        | NATIONAL RESILIENCE INC SER B PC PP           | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    711831 | NS      | $43229496.63  | 0.51%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOMAD FOODS LTD                                | NOMAD FOODS LTD                               | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |   1695984 | NS      | $30171555.36  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                           | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |   1352272 | NS      | $73387801.44  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 413358699 | NS      | $413441370.29 | 4.87%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GRP CORP                          | WARNER MUSIC GRP CORP CL A                    | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1307385 | NS      | $47654183.25  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                     | TRANSUNION                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    489300 | NS      | $35107275.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                             | REALTY INCOME CORP REIT                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |    795785 | NS      | $53978096.55  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                       | FABRINET                                      | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |    433442 | NS      | $57066973.72  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC              | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |   1254643 | NS      | $67198679.08  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                          | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    454367 | NS      | $141685261.61 | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                   | FRESHPET INC                                  | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |    453663 | NS      | $28730477.79  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| SPIRIT REALTY CAPITAL INC                      | SPIRIT RLTY CAP INC                           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |   1105460 | NS      | $48507584.80  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL ENVIRONMENTAL INC                         | CUSIP: 36168Q104<br>LEI: 5493008HF9XC5H29ZX61 | Long             | EC               | CORP              | CA        |   1356644 | NS      | $41865245.68  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                        | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    191570 | NS      | $23540121.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                               | IMPERIAL OIL LTD                              | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |   1567821 | NS      | $85687830.69  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                                    | NUTRIEN LTD                                   | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |    444958 | NS      | $36832643.73  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                     | RENAISSANCERE HLDGS LTD                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |    468854 | NS      | $91750039.26  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                                | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250806 | NS      | $35566798.86  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC                 | REYNOLDS CONSUMER PRODUCTS INC                | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    699161 | NS      | $20814022.97  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                  | CLARIVATE PLC                                 | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |    637297 | NS      | $7086742.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                                  | CORECIVIC INC                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |   2027654 | NS      | $21574238.56  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC              | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |    242410 | NS      | $53461101.40  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC                 | DAY ONE BIOPHARMACEUTICALS INC                | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    482148 | NS      | $10496361.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                         | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |    201241 | NS      | $16491572.55  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                          | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |   1042947 | NS      | $64527130.89  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                           | GENERAC HOLDINGS INC                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |    261973 | NS      | $31593943.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |   1266941 | NS      | $100975197.70 | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                              | ATMOS ENERGY CORP                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    431509 | NS      | $50719567.86  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                       | TANDEM DIABETES CARE INC                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    596483 | NS      | $24300717.42  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                    | GROCERY OUTLET HOLDING CORP                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1057146 | NS      | $32126666.94  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                              | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    228334 | NS      | $43639194.08  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC                 | ALLISON TRANSMISSION HLDGS INC                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |   1246119 | NS      | $56175044.52  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP        | SCIENCE APPLICATIONS INTERNATIONAL CORP       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |    494925 | NS      | $51363316.50  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                 | CANADIAN NATL RESOURCES LTD                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   1342563 | NS      | $82407365.53  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  81708041 | NS      | $81716211.35  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                              | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    700767 | NS      | $67729130.55  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                    | SITIME CORP                                   | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163930 | NS      | $18889653.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                   | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    215010 | NS      | $28508175.90  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                          | EURONET WORLDWIDE INC                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    340468 | NS      | $38363934.24  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                               | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   1008438 | NS      | $76883313.12  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                       | ESSEX PROPERTY TRUST INC                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     94900 | NS      | $21454043.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                                  | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |   1234256 | NS      | $76955861.60  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAGOLD RESOURCES INC                         | NOVAGOLD RESOURCES INC                        | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |   3742134 | NS      | $23624760.89  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HLDGS INC                               | LEIDOS HOLDINGS INC                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    439720 | NS      | $43461924.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                     | KIRBY CORP                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    386174 | NS      | $27333395.72  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP ER2 HOLDINGS LLC                        | MIDCAP ER2 HOLDINGS LLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  15731367 | NS      | $6147582.12   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | EQUITABLE HOLDINGS INC                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    692831 | NS      | $22219090.17  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA | RECORDATI SPA                                 | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |    446904 | NS      | $19497228.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                           | OLAPLEX HOLDINGS INC                          | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3214472 | NS      | $20283318.32  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| BUNGE LIMITED                                  | BUNGE LIMITED                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |    403032 | NS      | $39940471.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA TECHNOLOGIES INC                          | BETA TECHNOLOGIES INC SER B 6% PC PP          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    145591 | NS      | $11420158.04  | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CABLE ONE INC                                  | CABLE ONE INC                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     44374 | NS      | $35050135.12  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCO NEVADA CORP                             | FRANCO-NEVADA CORP                            | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    312215 | NS      | $45796852.09  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                        | RXO INC                                       | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1823487 | NS      | $33406281.84  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                  | DYNATRACE INC                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1448535 | NS      | $55667200.05  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                          | MOHAWK INDUSTRIES INC                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    230986 | NS      | $27732179.16  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                 | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    361433 | NS      | $33226535.69  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                 | WYNDHAM HOTELS and RESORTS INC                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |   1208716 | NS      | $93687577.16  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                           | RANGE RESOURCES CORP                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |   1318123 | NS      | $32979437.46  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                   | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    829985 | NS      | $118347561.15 | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC             | JOHNSON CONTROLS INTERNATIONAL PLC            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    486027 | NS      | $33812898.39  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                    | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |   1564672 | NS      | $36081336.32  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC                | SS and C TECHNOLOGIES HOLDINGS INC            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    606023 | NS      | $36573488.05  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWERY FARMING INC                             | BOWERY FARMING INC SER C-1 PC PP              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |    466468 | NS      | $9473965.08   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MASIMO CORP                                    | MASIMO CORP                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    335434 | NS      | $57050614.72  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                              | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    129331 | NS      | $15933579.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                            | CHENIERE ENERGY INC                           | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |    895669 | NS      | $136849266.51 | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPANG INC                                    | COUPANG INC A                                 | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |   1883897 | NS      | $31819020.33  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                        | AKAMAI TECHNOLOGIES INC                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    330681 | NS      | $29414074.95  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                         | COUSINS PROPERTIES INC                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |   1206404 | NS      | $33079597.68  | 0.39%             |  |  |  | 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