# EDGAR Filing Document

**Accession Number:** 0000754510
**File Stem:** 0001752724-23-067628
**Filing Date:** 2023-3
**Character Count:** 34911
**Document Hash:** c378f4b77daa2871b9276991e144245b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067628.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067628

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SECURITIES FUND
- **CENTRAL INDEX KEY:** 0000754510
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04118
- **FILM NUMBER:** 23763747

**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

## Series and Classes Contracts Data

### Fidelity Small Cap Value Fund (Series ID: S000007194)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000019687 | Fidelity Small Cap Value Fund                  | FCPVX           |
| C000019688 | Fidelity Advisor Small Cap Value Fund: Class A | FCVAX           |
| C000019690 | Fidelity Advisor Small Cap Value Fund: Class C | FCVCX           |
| C000019691 | Fidelity Advisor Small Cap Value Fund: Class M | FCVTX           |
| C000019692 | Fidelity Advisor Small Cap Value Fund: Class I | FCVIX           |
| C000205041 | Fidelity Advisor Small Cap Value Fund: Class Z | FIKNX           |

## 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 Securities Fund

- **b. Investment Company Act file number:** 811-04118

- **c. CIK number of Registrant:** 0000754510

- **d. LEI of Registrant:** LIUMB3NDWOFJPXVROE85

- **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 Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000007194

- **c. LEI of Series:** 3HGZC54B7PRVKUG6NR16

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5495164852.58

**Total Liabilities:** $323560791.06

**Net Assets:** $5171604061.52

**Cash Not Reported:** $356125.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000019691 | 1.71%                | -8.17%               | 6.26%                |
| Class ID C000019688 | -0.59%               | -10.33%              | 3.78%                |
| Class ID C000205041 | 5.48%                | -4.82%               | 10.19%               |
| Class ID C000019687 | 5.42%                | -4.82%               | 10.14%               |
| Class ID C000019692 | 5.48%                | -4.82%               | 10.14%               |
| Class ID C000019690 | 4.37%                | -5.91%               | 9.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8682640.77              | $239808160.84                              |
| Month 2  | $-17303807.09            | $-226126325.15                             |
| Month 3  | $-6341883.88             | $485148965.74                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TEMPUR SEALY INTERNATIONAL INC          | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |   4095000 | NS      | $166871250.00 | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                            | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    720000 | NS      | $12686400.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC         | FIRST INTST BANCSYST INC CL A                 | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |   1300000 | NS      | $46644000.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT and WONDER INC                    | LIGHT and WONDER INC CL A                     | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |   1735200 | NS      | $113221800.00 | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAEGER INC                             | TRAEGER INC                                   | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6605000 | NS      | $23976150.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP INDUSTRIAL TRUST                    | LXP INDUSTRIAL TRUST REIT                     | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   5850000 | NS      | $67567500.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                | BLUEPRINT MEDICINES CORP                      | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    200000 | NS      | $9348000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                 | KB HOME                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |   3065000 | NS      | $117849250.00 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ECN CAPITAL CORP                        | ECN CAPITAL CORP                              | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |   9283651 | NS      | $20373725.84  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP                    | SITIO ROYALTIES CORP                          | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3546403 | NS      | $94227927.71  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                  | OLD REPUBLIC INTL CORP                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |   3758700 | NS      | $99192093.00  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                 | INSIGHT ENTERPRISES INC                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    968000 | NS      | $109112960.00 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST       | NATIONAL STORAGE AFFILIATES TRUST             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1200000 | NS      | $48960000.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN           | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    379700 | NS      | $28617989.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC               | BRINKER INTERNATIONAL INC                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |   1860036 | NS      | $73397020.56  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                    | HAYWARD HOLDINGS INC                          | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4744560 | NS      | $64004114.40  | 1.24%             |  |  |  | No            |                  1 | On Loan: —       |
| PREMIER INC                             | PREMIER INC                                   | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1000000 | NS      | $33360000.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                  | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    525000 | NS      | $97056750.00  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                 | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    800000 | NS      | $73272000.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC/OLD                | FIRST FOUNDATION INC/OLD                      | CUSIP: 32026V104<br>LEI: 549300MLBB1IY0K7IR56 | Long             | EC               | CORP              | US        |   2280975 | NS      | $35423541.75  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION            | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    737000 | NS      | $21255080.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                            | COMERICA INC                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    608300 | NS      | $44594473.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                           | O-I GLASS INC                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3800000 | NS      | $73150000.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                             | ARVINAS INC                                   | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    179000 | NS      | $5865830.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                  | FIRSTCASH HOLDINGS INC                        | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1237300 | NS      | $114054314.00 | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC                  | KEROS THERAPEUTICS                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265000 | NS      | $15521050.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                    | UNIVAR INC                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   3340000 | NS      | $115163200.00 | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC               | CUSHMAN and WAKEFIELD PLC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   5690779 | NS      | $82117940.97  | 1.59%             |  |  |  | No            |                  1 | On Loan: —       |
| ADIENT PLC                              | ADIENT PLC                                    | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |   2060000 | NS      | $92741200.00  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTIL BIO INC                          | INSTIL BIO INC                                | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    547301 | NS      | $445448.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC              | INDEPENDENT BANK GROUP INC                    | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1141196 | NS      | $69955314.80  | 1.35%             |  |  |  | No            |                  1 | On Loan: —       |
| EDGEWISE THERAPEUTICS INC               | EDGEWISE THERAPEUTICS INC                     | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    600000 | NS      | $6138000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |    145000 | NS      | $44673050.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC        | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    348200 | NS      | $52846314.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC               | BEACON ROOFING SUPPLY INC                     | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |   1111000 | NS      | $63193680.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                     | CHURCHILL DOWNS INC                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |    397700 | NS      | $98669370.00  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                          | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |   9000000 | NS      | $125010000.00 | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUX THERAPEUTICS INC                  | JANUX THERAPEUTICS INC                        | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    375000 | NS      | $8328750.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                 | KBR INC                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |   1160000 | NS      | $59426800.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                     | TRONOX HOLDINGS PLC                           | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |   2125000 | NS      | $36443750.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                | ASGN INC                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    550000 | NS      | $50022500.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                | ENCORE CAP GROUP INC                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |   1250200 | NS      | $69661144.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST ADVANTAGE CORP                    | FIRST ADVANTAGE CORP                          | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |   2430000 | NS      | $33728400.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| SELECTIVE INSURANCE GROUP INC           | SELECTIVE INSURANCE GROUP INC                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    580000 | NS      | $55100000.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                      | BOK FINANCIAL COMMON NEW                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |    440000 | NS      | $44220000.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                             | VAXCYTE INC                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    242096 | NS      | $10979053.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                 | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |    426800 | NS      | $87395836.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                           | PRIMERICA INC                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    512424 | NS      | $82884582.00  | 1.60%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIANCEBERNSTEIN HOLDING LP            | ALLIANCEBERNSTEIN HOLDING LP                  | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1238200 | NS      | $46940162.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                  | EASTERN BANKSHARES INC                        | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |   5870100 | NS      | $94919517.00  | 1.84%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY PARTNERS LP              | NEXTERA ENERGY PARTNERS LP                    | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |    841600 | NS      | $61689280.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                     | OWENS AND MINOR INC                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |   2689000 | NS      | $53080860.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                              | LAZARD LTD CL A                               | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |   1029300 | NS      | $41254344.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| RENT-A-CENTER INC/TX                    | RENT A CTR INC                                | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |   3155100 | NS      | $84840639.00  | 1.64%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMMIT MATERIALS INC                    | SUMMIT MATERIALS INC CL A                     | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1932300 | NS      | $63495378.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                      | DOUGLAS EMMETT INC REIT                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3078000 | NS      | $51556500.00  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PPTYS TRUST            | CORPORATE OFFICE PROPERTIES TR                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |   1320000 | NS      | $37052400.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                        | CYTOKINETICS INC                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    175000 | NS      | $7434000.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC        | PRESTIGE CONSUMER HEALTHCARE INC              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    710000 | NS      | $46689600.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKLAND CORP                           | PARKLAND CORP                                 | CUSIP: 70137W108<br>LEI: 549300XHQS1JYWBNK868 | Long             | EC               | CORP              | CA        |   1750000 | NS      | $41114576.68  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                | CULLEN FROST BANKERS INC                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |    250000 | NS      | $32570000.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  44170984 | NS      | $44179818.02  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SVCS INC                    | KAR AUCTION SERVICES INC                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |   1350600 | NS      | $19664736.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLIAMS-SONOMA INC                     | WILLIAMS-SONOMA INC                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |    430100 | NS      | $58037694.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CONCENTRIX CORP                         | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    650800 | NS      | $92289948.00  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| DIC ASSET AG                            | DIC ASSET AG                                  | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | EC               | CORP              | DE        |   3000000 | NS      | $28765988.97  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RHI MAGNESITA NV                        | RHI MAGNESITA NV                              | CUSIP: N/A<br>LEI: 724500UWG6A61XNA3Y36       | Long             | EC               | CORP              | NL        |    583441 | NS      | $19349041.77  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC          | DAY ONE BIOPHARMACEUTICALS INC                | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    510000 | NS      | $11102700.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION            | ENVISTA HOLDINGS CORP                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |   1920000 | NS      | $74860800.00  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                   | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |   1133000 | NS      | $70098710.00  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |   1200000 | NS      | $95640000.00  | 1.85%             |  |  |  | No            |                  1 | On Loan: —       |
| GENPACT LTD                             | GENPACT LTD                                   | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |   1250000 | NS      | $59100000.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | SCIENCE APPLICATIONS INTERNATIONAL CORP       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |    350000 | NS      | $36323000.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                        | ENSTAR GROUP LTD                              | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |    271049 | NS      | $65675172.70  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                    | ENPRO INDUSTRIES INC                          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    497000 | NS      | $60171790.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NT BUTTERFIELD and SON LTD/THE  | BANK OF NT BUTTERFIELD and SON LTD            | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |   1760000 | NS      | $56249600.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                           | VALVOLINE INC                                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |   2170800 | NS      | $79581528.00  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                  | SYNOVUS FINANCIAL CORP.                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |   1156700 | NS      | $48523565.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust            | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 319088761 | NS      | $319120670.28 | 6.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                            | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    541800 | NS      | $71837262.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                  | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    998829 | NS      | $52588346.85  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                          | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    865000 | NS      | $88359750.00  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX ONCOLOGY HOLDINGS INC               | ALX ONCOLOGY HOLDINGS INC                     | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    970000 | NS      | $9021000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                   | US FOODS HOLDING CORP                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   2830000 | NS      | $107907900.00 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                        | TRICO BANCSHARES                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1309400 | NS      | $66190170.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                     | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |    407000 | NS      | $67480600.00  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP          | BROOKFIELD INFRASTRUCTURE - A                 | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   2167850 | NS      | $95862327.00  | 1.85%             |  |  |  | No            |                  1 | On Loan: —       |
| CELLDEX THERAPEUTICS INC                | CELLDEX THERAPEUTICS INC                      | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |    200000 | NS      | $8812000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |    133600 | NS      | $20929776.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                            | CADENCE BANK                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |   2700000 | NS      | $69066000.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                | ANYWHERE REAL ESTATE INC                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |   4133900 | NS      | $35055472.00  | 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