# EDGAR Filing Document

**Accession Number:** 0000862084
**File Stem:** 0001752724-23-050296
**Filing Date:** 2023-3
**Character Count:** 181579
**Document Hash:** b93ef900bab998f5e24616eebc692229
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050296.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050296

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD INSTITUTIONAL INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000862084
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06093
- **FILM NUMBER:** 23693885

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INSTITUTIONAL EQUITY INDEX FUND INC
- **DATE OF NAME CHANGE:** 19900701

## Series and Classes Contracts Data

### Vanguard Institutional Index Fund (Series ID: S000002853)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000007825 | Institutional Shares      | VINIX           |
| C000007826 | Institutional Plus Shares | VIIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-06093

- **c. CIK number of Registrant:** 0000862084

- **d. LEI of Registrant:** 549300HU31ENFT74XN04

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD INSTITUTIONAL INDEX FUND

- **b. EDGAR series identifier (if any):** S000002853

- **c. LEI of Series:** 22FEKWGAFY38KJJVTQ65

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $226170919665.15

**Total Liabilities:** $20784195.92

**Net Assets:** $226150135469.23

**Cash Not Reported:** $426073001.74

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007826 | 8.10%                | 5.59%                | -5.77%               |
| Class ID C000007825 | 8.09%                | 5.59%                | -5.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1750971936.75           | $15632798372.88                            |
| Month 2  | $1657303226.54           | $10688740216.17                            |
| Month 3  | $2498360336.44           | $-16758538102.68                           |

### Schedule of Portfolio Investments

| Name                                              | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)     | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |   2288197 | NS      | $86265026.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                          | DIGITAL REALTY                                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |   2013425 | NS      | $201886124.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | GENERAL MOTORS C                                 | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |   9955336 | NS      | $334897503.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | EBAY INC                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |   3798917 | NS      | $157541087.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | HILTON WORLDWIDE                                 | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |   1894395 | NS      | $239375752.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                                      | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |   1751276 | NS      | $131012957.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   5398241 | NS      | $555964840.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                       | EQUINIX INC                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |    648464 | NS      | $424763373.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT                                 | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |   2617678 | NS      | $410661324.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | THERMO FISHER                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |   2748328 | NS      | $1513476746.32  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                                         | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   4684490 | NS      | $134725932.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                      | TERADYNE INC                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |   1090557 | NS      | $95260153.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |    746305 | NS      | $83496603.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |   3504130 | NS      | $63775166.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                      | SYNOPSYS INC                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |   1071470 | NS      | $342109656.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                 | STATE ST CORP                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |   1869908 | NS      | $145048763.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | GARTNER INC                                      | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |    553450 | NS      | $186036683.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |   4930212 | NS      | $248433382.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | COSTCO WHOLESALE                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |   3101630 | NS      | $1415894095.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |   1469556 | NS      | $187368390.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |   3312261 | NS      | $344740124.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                                    | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |   9314684 | NS      | $723937240.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |   1431142 | NS      | $116738252.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                                  | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |   1449546 | NS      | $435066736.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB FINANCIAL GR                                 | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |    414475 | NS      | $95387276.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | ALIGN TECHNOLOGY                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |    509198 | NS      | $107389858.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |  16605730 | NS      | $2516764438.80  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |   3834686 | NS      | $268849835.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |   2377656 | NS      | $145869195.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc               | ALEXANDRIA REAL                                  | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |   1047121 | NS      | $152534116.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                              | ALASKA AIR GROUP                                 | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    888183 | NS      | $38138578.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                           | EXTRA SPACE STOR                                 | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    939161 | NS      | $138225715.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ                                 | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |   4990383 | NS      | $382013818.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX CORP                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |  14732772 | NS      | $456421276.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                    | S&P GLOBAL INC                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |   2333387 | NS      | $781544641.78   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp          | WABTEC CORP                                      | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |   1275790 | NS      | $127336599.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc/old                               | MATCH GROUP INC                                  | CUSIP: 57667L107<br>LEI: 549300BIJKT86CPCKK96 | Long             | EC               | CORP              | US        |   1958800 | NS      | $81270612.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |    798832 | NS      | $124969278.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |  49942486 | NS      | $919441167.26   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |   1756995 | NS      | $97003693.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |   3739250 | NS      | $982076620.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | BROWN & BROWN                                    | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |   1648136 | NS      | $93894307.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   2493533 | NS      | $86351047.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                      | NORDSON CORP                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |    376304 | NS      | $89454986.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |  12392837 | NS      | $2002806387.57  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                     | OLD DOMINION FRT                                 | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |    634434 | NS      | $180039680.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    987721 | NS      | $171379470.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | APPLE INC                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        | 104788341 | NS      | $13615149146.13 | 6.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | CONAGRA BRANDS I                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |   3358605 | NS      | $129978013.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |   1424847 | NS      | $160295287.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |   1609409 | NS      | $101280108.37   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |   3604223 | NS      | $591200698.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |  10117956 | NS      | $142663179.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                            | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |   1598189 | NS      | $67347684.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | TRANE TECHNOLOGI                                 | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |   1613772 | NS      | $271258935.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |   4454173 | NS      | $120574463.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-MOBILE US INC                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |   4184627 | NS      | $585847780.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                                  | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |   1137199 | NS      | $263545868.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                        | ADV MICRO DEVICE                                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |  11298809 | NS      | $731823858.93   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | AMAZON.COM INC                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |  62195159 | NS      | $5224393356.00  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                        | SOLAREDGE TECHNO                                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |    392022 | NS      | $111048071.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-B                                    | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     49389 | NS      | $3693309.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                                      | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |    825504 | NS      | $75583146.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   8732076 | NS      | $1030384968.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                  | WYNN RESORTS LTD                                 | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |    721183 | NS      | $59475962.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | STRYKER CORP                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |   2360279 | NS      | $577064612.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                     | AMPHENOL CORP-A                                  | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |   4170268 | NS      | $317524205.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   7631441 | NS      | $544961201.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |    984547 | NS      | $133317509.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA                                 | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |    757937 | NS      | $185376231.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |  52237514 | NS      | $12527600607.48 | 5.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                                    | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |   3309692 | NS      | $216950310.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                    | SERVICENOW INC                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |   1415478 | NS      | $549587643.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                        | RESMED INC                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |   1025951 | NS      | $213531181.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                                    | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |  27677391 | NS      | $321888057.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |   1403292 | NS      | $112558051.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                       | WATERS CORP                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |    416420 | NS      | $142657163.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |   1116155 | NS      | $115990827.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                 | LAM RESEARCH                                     | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    955669 | NS      | $401667680.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN                                 | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |   2290578 | NS      | $197470729.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-C                                   | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |  37091251 | NS      | $3291106701.23  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                 | KIMCO REALTY                                     | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |   4326458 | NS      | $91634380.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DAVITA INC                                       | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |    383289 | NS      | $28620189.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   4099514 | NS      | $531747960.94   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |  11457479 | NS      | $2380405837.04  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |   2577819 | NS      | $256389877.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM SYSTEMS INC                                 | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |    403399 | NS      | $132209988.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                                 | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |   2439942 | NS      | $204564737.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                               | QUANTA SERVICES                                  | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |   1002370 | NS      | $142837725.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |   1779653 | NS      | $62572599.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |   2918577 | NS      | $228553764.87   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |  14898976 | NS      | $1071981323.20  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |   2142389 | NS      | $709859171.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                       | TRIMBLE INC                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |   1727271 | NS      | $87330821.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    485362 | NS      | $172507362.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                            | T ROWE PRICE GRP                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |   1567227 | NS      | $170921776.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA HOLDINGS I                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |   1301688 | NS      | $266702854.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      4837 | NC      | $-20114989.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   2572106 | NS      | $87014345.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                         | AMCOR PLC                                        | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |  10443400 | NS      | $124380894.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |   2168019 | NS      | $744454364.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                         | ADOBE INC                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |   3257826 | NS      | $1096356183.78  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   9474058 | NS      | $413163669.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | CAPITAL ONE FINA                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |   2676532 | NS      | $248810414.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                                            | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |   3873688 | NS      | $464532664.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |    132996 | NS      | $327992075.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | YUM! BRANDS INC                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |   1973597 | NS      | $252778303.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                                   | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |   1168885 | NS      | $114200064.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |   2114789 | NS      | $64226141.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                                        | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |   3130251 | NS      | $205657490.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   2365085 | NS      | $321060288.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                        | STANLEY BLACK &                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |   1037865 | NS      | $77964418.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                                        | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |   3964825 | NS      | $285229510.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |   3452780 | NS      | $135935948.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR                                 | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |   3028380 | NS      | $188880060.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |    750376 | NS      | $541388780.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |  15757633 | NS      | $1896273555.22  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                         | POOL CORP                                        | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |    273797 | NS      | $82777047.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX CORP                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |    529069 | NS      | $120802324.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |   2216104 | NS      | $170551363.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                | NEXTERA ENERGY                                   | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  13925746 | NS      | $1164192365.60  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |   2030843 | NS      | $126419976.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                        | INTUIT INC                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |   1975271 | NS      | $768814978.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |  10688469 | NS      | $889921928.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |   4711261 | NS      | $1009623232.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | DEERE & CO                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |   1924612 | NS      | $825196641.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA                                  | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |   1507734 | NS      | $48006250.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                                   | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |   5152423 | NS      | $234538294.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   2436748 | NS      | $241164949.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                | HCA HEALTHCARE I                                 | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |   1485858 | NS      | $356546485.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | VENTAS INC                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |   2803394 | NS      | $126292899.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                     | ROBERT HALF INTL                                 | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    758139 | NS      | $55973402.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |   3601626 | NS      | $341974388.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |   9937966 | NS      | $531283662.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -B                                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |   1281032 | NS      | $84138181.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                            | SKYWORKS SOLUTIO                                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |   1123082 | NS      | $102346462.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                             | NXP SEMICONDUCTO                                 | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |   1815798 | NS      | $286950557.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                      | XYLEM INC                                        | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |   1264138 | NS      | $139775738.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund                   | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    220751 | NS      | $22072870.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                      | ILLUMINA INC                                     | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |   1101690 | NS      | $222761718.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |   2520709 | NS      | $423882425.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                           | VF CORP                                          | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |   2309537 | NS      | $63766316.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    919386 | NS      | $61460954.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                                        | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |   2908152 | NS      | $641538331.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive GOLDMAN SACHS GP Pay Overnight Rate +0.6 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    160000 | NC      | $-6843200.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                      | ALLEGION PLC                                     | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |    616697 | NS      | $64913526.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   1316327 | NS      | $67817167.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                                   | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |   2786806 | NS      | $437389201.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |   1577744 | NS      | $391454063.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                                  | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |   1837254 | NS      | $224475693.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BLACKROCK INC                                    | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |   1052543 | NS      | $745863546.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |   1009003 | NS      | $279413110.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                | COOPER COS INC                                   | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |    346034 | NS      | $114423062.78   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |   1046020 | NS      | $51422343.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   6746055 | NS      | $218572182.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                      | AUTODESK INC                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |   1512414 | NS      | $282624804.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |  17766679 | NS      | $1971213035.05  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                                     | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |   1252327 | NS      | $214235579.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                                     | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |   1778377 | NS      | $49670069.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | PUBLIC STORAGE                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |   1107631 | NS      | $310347129.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                     | SEMPRA ENERGY                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |   2203095 | NS      | $340466301.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   5839380 | NS      | $358070781.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                                  | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |   2227821 | NS      | $70287752.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN                                 | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |   4159044 | NS      | $348735839.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | LOWE'S COS INC                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |   4349848 | NS      | $866663715.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |   2906924 | NS      | $694347866.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |   4065871 | NS      | $87131615.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                          | FMC CORP                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    883903 | NS      | $110311094.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |   3810011 | NS      | $159791861.34   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                                    | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |   1356090 | NS      | $144898216.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                       | EQUIFAX INC                                      | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |    857407 | NS      | $166645624.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |   1102246 | NS      | $112858967.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    909140 | NS      | $55466631.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                                  | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |   3529765 | NS      | $179912122.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                 | DISH NETWORK-A                                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |   1747792 | NS      | $24538999.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                                      | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |  10769378 | NS      | $880288957.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                         | BALL CORP                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |   2197187 | NS      | $112364143.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                                       | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |   1381657 | NS      | $80592052.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                                    | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |    746534 | NS      | $118295777.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                                       | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |  28921425 | NS      | $764393262.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc                    | AIR PRODS & CHEM                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |   1554179 | NS      | $479091218.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                               | VULCAN MATERIALS                                 | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |    932116 | NS      | $163222832.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | UNION PAC CORP                                   | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |   4308237 | NS      | $892106635.59   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                     | DR HORTON INC                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |   2192313 | NS      | $195422780.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                      | MONOLITHIC POWER                                 | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |    312844 | NS      | $110624766.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                       | AMERICAN WATER W                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |   1273481 | NS      | $194103974.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | HEALTHPEAK PROPE                                 | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |   3770308 | NS      | $94521621.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                            | TYLER TECHNOLOG                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |    291375 | NS      | $93942213.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc      | CHARLES RIVER LA                                 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |    355826 | NS      | $77534485.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                                 | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |   2026129 | NS      | $92290175.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | PIONEER NATURAL                                  | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |   1665131 | NS      | $380299269.09   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                           | ZEBRA TECH CORP                                  | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |    362155 | NS      | $92860163.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |   2230751 | NS      | $169157848.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                                   | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    567921 | NS      | $102793701.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive STATE ST CORP Pay Overnight Rate +0.6    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    700000 | NC      | $-1470000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                       | PENTAIR PLC                                      | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |   1151616 | NS      | $51799687.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                | HOME DEPOT INC                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   7174022 | NS      | $2265986588.92  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   6361810 | NS      | $250337223.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |   5095359 | NS      | $320956663.41   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | FASTENAL CO                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |   4013591 | NS      | $189923126.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 INC                                           | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |    419782 | NS      | $60242914.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                      | TELEFLEX INC                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |    328303 | NS      | $81954277.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                                       | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |   1615642 | NS      | $51409728.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |   5853390 | NS      | $461188598.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |   1580881 | NS      | $389291946.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                         | CAESARS ENTERTAI                                 | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |   1507045 | NS      | $62693072.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |   2486400 | NS      | $236978784.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |   8044003 | NS      | $797965097.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                                       | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |   1797353 | NS      | $236909098.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX COS INC                                      | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |   8136558 | NS      | $647670016.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |    988106 | NS      | $239408202.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                                    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |   1757306 | NS      | $145663094.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | EMERSON ELEC CO                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |   4143334 | NS      | $398008664.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |   3475716 | NS      | $575161483.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |   4618205 | NS      | $334219495.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                         | QORVO INC                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |    711150 | NS      | $64458636.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |  39335858 | NS      | $2015569363.92  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                                  | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |   5156439 | NS      | $159849609.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | TESLA INC                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |  18808776 | NS      | $2316865027.68  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                         | ANSYS INC                                        | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |    610958 | NS      | $147601343.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive GOLDMAN SACHS GP Pay Overnight Rate +0.6 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |     45000 | NC      | $-1924650.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                         | HESS CORP                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |   1944405 | NS      | $275755517.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |   1464022 | NS      | $103652757.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive CLOROX CO Pay Overnight Rate             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    250000 | NC      | $-1510000.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TE Connectivity Ltd                               | TE CONNECTIVITY                                  | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |   2229281 | NS      | $255921458.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                         | PG&E CORP                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |  11275213 | NS      | $183334963.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                       | TARGET CORP                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |   3225662 | NS      | $480752664.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                                | PPG INDS INC                                     | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |   1646056 | NS      | $206975081.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                 | DXC TECHNOLOGY C                                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |   1607782 | NS      | $42606223.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                          | MICROCHIP TECH                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |   3852690 | NS      | $270651472.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                     | MARRIOTT INTL-A                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |   1885203 | NS      | $280687874.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                       | AMEREN CORP                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |   1809905 | NS      | $160936752.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                          | CERIDIAN HCM HOL                                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |   1078590 | NS      | $69191548.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                                  | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |   1673602 | NS      | $858507617.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                                   | PERKINELMER INC                                  | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |    883445 | NS      | $123876657.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                      | CATALENT INC                                     | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1261972 | NS      | $56801359.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |   9890667 | NS      | $1402397673.93  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                          | MARKETAXESS                                      | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |    264202 | NS      | $73683295.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI                                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |   2385163 | NS      | $140724617.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                                     | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    987136 | NS      | $28084019.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   5206422 | NS      | $329254127.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    604876 | NS      | $273174099.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |   2035495 | NS      | $128907898.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                     | LIVE NATION ENTE                                 | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |   1002511 | NS      | $69915117.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | ESTEE LAUDER                                     | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |   1620597 | NS      | $402086321.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |   6553807 | NS      | $141300078.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | ROLLINS INC                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |   1618417 | NS      | $59136957.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A                                 | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   9570149 | NS      | $637850430.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |   1595944 | NS      | $133931620.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | SEAGATE TECHNOLO                                 | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |   1346339 | NS      | $70830894.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                    | SMITH (A.O.)CORP                                 | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |    887155 | NS      | $50780752.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                              | BOOKING HOLDINGS                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |    271769 | NS      | $547690630.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T BANK CORP                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |   1208690 | NS      | $175332571.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS                                 | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |   2276053 | NS      | $72742653.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE INC -CL B                                   | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |   8827510 | NS      | $1032906945.10  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                  | PARAMOUNT GLOB-B                                 | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |   3531794 | NS      | $59616682.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Henry Schein Inc                                  | HENRY SCHEIN INC                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    948603 | NS      | $75764921.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    840952 | NS      | $68487130.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | PARKER HANNIFIN                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |    899666 | NS      | $261802806.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                                  | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |   7989016 | NS      | $568977719.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP                                 | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |   2594207 | NS      | $162864315.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |   1477215 | NS      | $278514116.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   2841803 | NS      | $77922238.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |   1780500 | NS      | $95096505.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT                                 | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    438556 | NS      | $370154420.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |   1292556 | NS      | $103818097.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP                                 | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |    274334 | NS      | $90878624.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |   2701640 | NS      | $342730050.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                                    | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |    621454 | NS      | $146339987.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | CADENCE DESIGN                                   | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |   1922288 | NS      | $308796344.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B                                 | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |   1282815 | NS      | $156362320.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                | INGERSOLL-RAND I                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |   2840234 | NS      | $148402226.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                | DOMINO'S PIZZA                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |    248204 | NS      | $85977865.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI                                 | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |    743169 | NS      | $321115893.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |   1431024 | NS      | $103849411.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   2719350 | NS      | $90581548.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |   6535194 | NS      | $113843079.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                         | FLEETCOR TECHNOL                                 | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |    517220 | NS      | $95002969.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1597943 | NS      | $72754344.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | ROYAL CARIBBEAN                                  | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |   1539457 | NS      | $76095359.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund                   | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        | 537845323 | NS      | $537791538.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                                 | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |   1785345 | NS      | $187175569.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                            | BOSTON SCIENTIFC                                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |  10037618 | NS      | $464440584.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   9008898 | NS      | $143782012.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | FISERV INC                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |   4450030 | NS      | $449764532.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |   5526460 | NS      | $2021800126.40  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                              | VERISK ANALYTI                                   | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |   1096220 | NS      | $193395132.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA                                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |   4157663 | NS      | $282097434.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                      | FORTINET INC                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |   4541964 | NS      | $222056619.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                               | TRANSDIGM GROUP                                  | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    361783 | NS      | $227796665.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |  27274508 | NS      | $1734931453.88  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                                   | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   1461707 | NS      | $129346452.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |   1710370 | NS      | $137872925.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |  10016814 | NS      | $380638932.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                     | CLOROX CO                                        | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |    615301 | NS      | $86345189.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |  12218581 | NS      | $1341478007.99  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |   1029356 | NS      | $238367968.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |   3159045 | NS      | $103806218.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                             | BOSTON PROPERTIE                                 | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |    999421 | NS      | $67540871.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | CROWN CASTLE INC                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |   3034570 | NS      | $411609074.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                                   | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |    952388 | NS      | $252344724.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                       | INVESCO LTD                                      | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |   3184883 | NS      | $57296045.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                      | VERISIGN INC                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |    646957 | NS      | $132910846.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | ULTA BEAUTY INC                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |    358688 | NS      | $168249780.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |   3646708 | NS      | $873605368.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                                         | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |   2254660 | NS      | $105247528.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                                 | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |   8534587 | NS      | $280787912.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |   5858985 | NS      | $241683131.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO                                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |   1376171 | NS      | $117249769.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |  13572594 | NS      | $613888426.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                        | SIGNATURE BANK                                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |    440307 | NS      | $50732172.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                                 | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |   1778679 | NS      | $147683717.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL                                 | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |   3913860 | NS      | $401522897.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                 | TAKE-TWO INTERAC                                 | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |   1106469 | NS      | $115216616.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                                   | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    381532 | NS      | $53971516.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FACTSET RESEARCH                                 | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |    267172 | NS      | $107192078.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |     21078 | NS      | $97223961.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |   7855472 | NS      | $863630591.68   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                              | VORNADO RLTY TST                                 | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1128914 | NS      | $23492700.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |  30230855 | NS      | $1057172999.35  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT                                 | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   6359766 | NS      | $1050760538.52  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                           | SHERWIN-WILLIAMS                                 | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |   1652505 | NS      | $392189011.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE                                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |   3284297 | NS      | $382259327.83   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                                        | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |   4562247 | NS      | $203384971.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                            | INTUITIVE SURGIC                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |   2476491 | NS      | $657136886.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |   1958779 | NS      | $431519013.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                        | DEXCOM                                           | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |   2706499 | NS      | $306483946.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |    372145 | NS      | $85031411.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                        | MASCO CORP                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |   1582459 | NS      | $73853361.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   4407113 | NS      | $132169318.87   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc                | BROADRIDGE FINL                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |    825311 | NS      | $110698964.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                        | ZOETIS INC                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |   3266155 | NS      | $478655015.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    820358 | NS      | $177902835.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR                                 | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |    809872 | NS      | $127141805.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                             | MONSTER BEVERAGE                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |   2668315 | NS      | $270914021.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER                                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |   1232240 | NS      | $168545787.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B                                 | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |  12625504 | NS      | $3900018185.60  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |  13858176 | NS      | $250555822.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |  29430316 | NS      | $1159554450.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |  10862756 | NS      | $1099419534.76  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | AGILENT TECH INC                                 | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |   2074328 | NS      | $310423185.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                    | SALESFORCE INC                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |   7007631 | NS      | $929141794.29   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                   | FED REALTY INVS                                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |    512250 | NS      | $51757740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                  | WEST PHARMACEUT                                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |    519137 | NS      | $122178892.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                                    | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |    993509 | NS      | $372685096.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                         | EDWARDS LIFE                                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |   4332211 | NS      | $323226262.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |   1634402 | NS      | $795120228.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN                                 | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |   1055835 | NS      | $92491146.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                | REALTY INCOME                                    | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |   4394104 | NS      | $278718016.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | APTIV PLC                                        | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1900353 | NS      | $176979874.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                                  | COSTAR GROUP INC                                 | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2849057 | NS      | $220175124.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7014590 | NS      | $207140842.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                         | TELEDYNE TECH                                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |    328748 | NS      | $131469612.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                        | CHARTER COMMUN-A                                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |    752635 | NS      | $255218528.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                | COTERRA ENERGY I                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |   5530167 | NS      | $135876203.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |   7021389 | NS      | $56592395.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                                     | ACCENTURE PLC-A                                  | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4415391 | NS      | $1178202934.44  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC                                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |   1986995 | NS      | $52416928.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR                                 | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    409653 | NS      | $135275613.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |   1334238 | NS      | $277801693.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |   1405853 | NS      | $79782157.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |   1690146 | NS      | $64360759.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                                 | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    744337 | NS      | $93391963.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                                     | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |   1798739 | NS      | $519439848.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |  28859168 | NS      | $3183166230.40  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |   4591080 | NS      | $1218564453.60  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |   1857893 | NS      | $251930290.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |   1475194 | NS      | $208651439.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR                                 | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    420071 | NS      | $61763039.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                               | PAYCOM SOFTWARE                                  | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |    340865 | NS      | $105773818.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                                   | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |   5132543 | NS      | $1352579056.79  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                                    | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   2040069 | NS      | $101697439.65   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | MARTIN MAR MTLS                                  | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |    435527 | NS      | $147195060.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |   1013781 | NS      | $553129051.41   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL                                 | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   9296255 | NS      | $400017852.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR                                 | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |   3480156 | NS      | $238843106.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                        | COPART INC                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |   3001209 | NS      | $182743616.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  12466159 | NS      | $2237550878.91  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                      | WALGREENS BOOTS                                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |   5026307 | NS      | $187782829.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                 | HUNTINGTON INGAL                                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |    278928 | NS      | $64343111.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA CORP                                         | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |    993071 | NS      | $374417559.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                     | BOEING CO/THE                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |   3925889 | NS      | $747842595.61   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                                 | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |   2209373 | NS      | $207150812.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                | NORWEGIAN CRUISE                                 | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2943263 | NS      | $36025539.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |  10301708 | NS      | $1039648371.36  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |   3494489 | NS      | $214107341.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                              | GENERAC HOLDINGS                                 | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |    443559 | NS      | $44648648.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    648797 | NS      | $82987624.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                            | IDEXX LABS                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |    580435 | NS      | $236794262.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    981449 | NS      | $109990989.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                                      | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    948033 | NS      | $169299733.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | LINCOLN NATL CRP                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |   1079362 | NS      | $33158000.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |   5114028 | NS      | $889022627.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   5958873 | NS      | $212493411.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |   7656797 | NS      | $641563020.63   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   6198399 | NS      | $166550981.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | NETFLIX INC                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |   3118496 | NS      | $919582100.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |   1998612 | NS      | $508247031.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |   1641922 | NS      | $307843955.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |   6335767 | NS      | $892646212.63   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   9238002 | NS      | $785414930.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC                                 | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |  15502294 | NS      | $146961747.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI                                 | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   6678443 | NS      | $34861472.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |   5330220 | NS      | $170247226.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                                    | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |   4116220 | NS      | $533132814.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | GLOBAL PAYMENTS                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |   1893543 | NS      | $188066690.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FEDEX CORP                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |   1677448 | NS      | $290533993.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   2678468 | NS      | $170404134.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | HOWMET AEROSPACE                                 | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |   2584117 | NS      | $101840050.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |   4580382 | NS      | $281739296.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |   7618748 | NS      | $380785025.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                          | MSCI INC                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |    560080 | NS      | $260532413.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   9207743 | NS      | $858069570.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                           | PTC INC                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |    740051 | NS      | $88835722.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | CHIPOTLE MEXICAN                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194238 | NS      | $269503282.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |   1171639 | NS      | $301943086.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                              | TARGA RESOURCES                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |   1585555 | NS      | $116538292.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |   1913284 | NS      | $187176573.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B                                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    449889 | NS      | $63384861.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | APPLIED MATERIAL                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |   6028825 | NS      | $587086978.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE                                 | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   5013963 | NS      | $80474106.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                        | ECOLAB INC                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |   1735971 | NS      | $252687938.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA CORP                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |  17448895 | NS      | $2549981515.30  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | FORTIVE CORP                                     | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |   2478864 | NS      | $159267012.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |   2144389 | NS      | $83052185.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | NORFOLK SOUTHERN                                 | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |   1622327 | NS      | $399773819.34   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | ASSURANT INC                                     | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    371236 | NS      | $46426774.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                        | GARMIN LTD                                       | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |   1073136 | NS      | $99039721.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |  20554295 | NS      | $2756330959.50  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   3967939 | NS      | $325410677.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | MASTERCARD INC-A                                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |   5948652 | NS      | $2068524759.96  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | DELTA AIR LI                                     | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |   4497458 | NS      | $147786469.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |  26701337 | NS      | $1102498204.73  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |   3551975 | NS      | $271548488.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                                   | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |    453732 | NS      | $96154885.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |   5155610 | NS      | $150646924.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | PAYCHEX INC                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |   2247475 | NS      | $259718211.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |   2315313 | NS      | $415876521.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |   1838776 | NS      | $141346711.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                                   | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    633466 | NS      | $76364326.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                       | VIATRIS INC                                      | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |   8505419 | NS      | $94665313.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                        | STERIS PLC                                       | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    699265 | NS      | $129147252.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  48908371 | NS      | $1619845247.52  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                  | METTLER-TOLEDO                                   | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |    156315 | NS      | $225945516.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                   | BIO-TECHNE CORP                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |   1099927 | NS      | $91161949.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   2636460 | NS      | $34484896.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |   1608381 | NS      | $224722993.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                                  | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |    959112 | NS      | $100888991.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   1358756 | NS      | $159694592.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |   3849329 | NS      | $357410197.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | JACOBS SOLUTIONS                                 | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    895222 | NS      | $107489305.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |    315397 | NS      | $175439581.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | FIRST SOLAR INC                                  | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |    695320 | NS      | $104151982.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    887124 | NS      | $454376041.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |   9654659 | NS      | $1744210694.94  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |   1743521 | NS      | $157788650.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS                                 | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |   4826035 | NS      | $308866240.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   8789338 | NS      | $754564667.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                                       | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |   1524659 | NS      | $91571019.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |   4163033 | NS      | $140169321.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   6547409 | NS      | $3471305303.62  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   6963697 | NS      | $301040621.31   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |   2290571 | NS      | $269096281.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    857546 | NS      | $118624338.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T                                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |   5576936 | NS      | $227037064.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |  12558893 | NS      | $574066999.03   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |   2388223 | NS      | $104771343.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                          | ETSY INC                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |    881392 | NS      | $105573133.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA COMM CORP                                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |    756072 | NS      | $211934542.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                               | AMERICAN TOWER C                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |   3262672 | NS      | $691229689.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | ROSS STORES INC                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |   2431917 | NS      | $282272606.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                             | MOHAWK INDS                                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    369043 | NS      | $37723575.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |   5009297 | NS      | $294446477.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | BROADCOM INC                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   2838179 | NS      | $1586911024.27  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                                       | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |    510527 | NS      | $89628120.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |   4813606 | NS      | $157934412.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |   1134359 | NS      | $187974629.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |  18321168 | NS      | $3236434327.20  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                              | INVITATION HOMES                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4072860 | NS      | $120719570.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4543733 | NS      | $57796283.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                                  | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |   1078595 | NS      | $67412187.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                   | SEALED AIR CORP                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |   1015206 | NS      | $50638475.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |    580730 | NS      | $101256082.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | LAMB WESTON                                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |   1008395 | NS      | $90110177.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | BIO-RAD LABS-A                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |    150974 | NS      | $63483057.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BORGWARNER INC                                   | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |   1641780 | NS      | $66081645.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                                       | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1105752 | NS      | $67329239.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    791159 | NS      | $60159730.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                 | TRACTOR SUPPLY                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    774651 | NS      | $174273235.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |  28773070 | NS      | $1370749054.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                               | ARISTA NETWORKS                                  | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |   1733665 | NS      | $210380247.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                           | ROCKWELL AUTOMAT                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |    804699 | NS      | $207266321.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | MOODY'S CORP                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |   1103959 | NS      | $307585056.58   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | AMERICAN EXPRESS                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |   4188932 | NS      | $618914703.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    745369 | NS      | $232085545.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A                                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |   3599584 | NS      | $205860208.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |   6468345 | NS      | $729176531.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |   2305442 | NS      | $110822596.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |   1438908 | NS      | $185604742.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN                                 | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |    981036 | NS      | $158456934.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                                    | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    699113 | NS      | $71477313.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                                   | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |  41867975 | NS      | $3694011434.25  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                                     | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   5561607 | NS      | $262507850.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                           | AKAMAI TECHNOLOG                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |   1102732 | NS      | $92960307.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                                       | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |   1794611 | NS      | $127848087.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | LINDE PLC                                        | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |   3464326 | NS      | $1129993854.68  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC FINANCIAL SE                                 | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |   2826022 | NS      | $446341914.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM RESORTS INTE                                 | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |   2234495 | NS      | $74922617.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                | WALT DISNEY CO/T                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |  12775356 | NS      | $1109922929.28  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                 | RALPH LAUREN COR                                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |    288280 | NS      | $30462547.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD INSTITUTIONAL INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer