# EDGAR Filing Document

**Accession Number:** 0000826686
**File Stem:** 0001752724-23-015049
**Filing Date:** 2023-1
**Character Count:** 280607
**Document Hash:** 86ee65d6fe4f136ba32b52354bab35b0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015049.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015049

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA FUNDS
- **CENTRAL INDEX KEY:** 0000826686
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** WA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05430
- **FILM NUMBER:** 23557726

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **STREET 2:** CPH0326
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 6176623239

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **STREET 2:** CPH0326
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEVEN SEAS SERIES FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### State Street S&P 500 Index Fund (Series ID: S000005183)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014159 | Class N      | SVSPX           |

## Nport-Ex

## Quarterly Report
November 30, 2022

## SSGA Funds
State Street S&P 500 Index Fund

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.**<br> ![](img7795320d1.jpg)

------

**TABLE OF CONTENTS** (Unaudited)

---

| | |
|:---|:---|
| **[Schedule of Investments (Unaudited)](#xx_bf20b1be-3a73-4542-814f-e29a81a332d3_1)** |  |
| &nbsp;&nbsp;&nbsp;[State Street S&P 500 Index Fund](#xx_bf20b1be-3a73-4542-814f-e29a81a332d3_1)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1 |
| **[Notes to Schedule of Investments (Unaudited)](#xx_e22c4dc1-0c97-4716-809a-b38cd1a8b30d_1)<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;8 |

---

**The information contained in this report is intended for the general information of shareholders of the Trust. This report is not authorized for distribution to prospective investors unless preceded or accompanied by a current Trust prospectus which contains important information concerning the Trust. You may obtain a current prospectus and SAI from the Distributor by calling 1-800-997-7327 or visiting www.ssga.com. Please read the prospectus carefully before you invest.**

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### SCHEDULE OF INVESTMENTS

#### November 30, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **COMMON STOCKS — 99.9%** |  |  |
| **COMMUNICATION SERVICES — 7.4%** | **COMMUNICATION SERVICES — 7.4%** |  |
| Activision Blizzard, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;27444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2029484 |
| Alphabet, Inc. Class A (a)<br>| &nbsp;&nbsp;233193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23550161 |
| Alphabet, Inc. Class C (a)<br>| &nbsp;&nbsp;208484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21150702 |
| AT&T, Inc.<br>| &nbsp;&nbsp;275641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5314359 |
| Charter Communications, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682547 |
| Comcast Corp. Class A<br>| &nbsp;&nbsp;170387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242980 |
| DISH Network Corp. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159264 |
| Electronic Arts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365605 |
| Fox Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;12116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393164 |
| Fox Corp. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170912 |
| Interpublic Group of Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530106 |
| Live Nation Entertainment, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385628 |
| Lumen Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;35987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196849 |
| Match Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;11187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565615 |
| Meta Platforms, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;88452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10446181 |
| Netflix, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;17191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252366 |
| News Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;14614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279858 |
| News Corp. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73910 |
| Omnicom Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645896 |
| Paramount Global Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;18831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378126 |
| Take-Two Interactive Software, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654644 |
| T-Mobile US, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;23207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514932 |
| Verizon Communications, Inc.<br>| &nbsp;&nbsp;162651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340136 |
| Walt Disney Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;70668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6916277 |
| Warner Bros Discovery, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;87333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995596 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99235298 |
| **CONSUMER DISCRETIONARY — 10.4%** | **CONSUMER DISCRETIONARY — 10.4%** |  |
| Advance Auto Parts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361923 |
| Amazon.com, Inc. (a)<br>| &nbsp;&nbsp;344129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33222214 |
| Aptiv PLC (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;10711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142542 |
| AutoZone, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985830 |
| Bath & Body Works, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367455 |
| Best Buy Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666449 |
| Booking Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3173241 |
| BorgWarner, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398021 |
| Caesars Entertainment, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430716 |
| CarMax, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436413 |
| Carnival Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;31149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309310 |
| Chipotle Mexican Grill, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786402 |
| D.R. Horton, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038794 |
| Darden Restaurants, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712314 |
| Dollar General Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243336 |
| Dollar Tree, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254170 |
| Domino's Pizza, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551608 |
| eBay, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986866 |
| Etsy, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661110 |
| Expedia Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638369 |
| Ford Motor Co.<br>| &nbsp;&nbsp;152031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113231 |
| Garmin, Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567146 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| General Motors Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;56141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2277079 |
| Genuine Parts Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011982 |
| Hasbro, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322392 |
| Hilton Worldwide Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546429 |
| Home Depot, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12932385 |
| Las Vegas Sands Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594868 |
| Lennar Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885326 |
| LKQ Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537867 |
| Lowe's Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;24703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250623 |
| Marriott International, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;10606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753702 |
| McDonald's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;28529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7782426 |
| MGM Resorts International<br>| &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460750 |
| Mohawk Industries, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219785 |
| Newell Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192981 |
| NIKE, Inc. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;48826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355724 |
| Norwegian Cruise Line Holdings, Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267972 |
| NVR, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556681 |
| O'Reilly Automotive, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092187 |
| Pool Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515527 |
| PulteGroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409827 |
| Ralph Lauren Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191851 |
| Ross Stores, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627847 |
| Royal Caribbean Cruises, Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533377 |
| Starbucks Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;44269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4524292 |
| Tapestry, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375963 |
| Target Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979860 |
| Tesla, Inc. (a)<br>| &nbsp;&nbsp;103602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20171309 |
| TJX Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612176 |
| Tractor Supply Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993048 |
| Ulta Beauty, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952457 |
| VF Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437425 |
| Whirlpool Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315772 |
| Wynn Resorts, Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342253 |
| Yum! Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447296 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138518899 |
| **CONSUMER STAPLES — 7.0%** | **CONSUMER STAPLES — 7.0%** |  |
| Altria Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;69341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229904 |
| Archer-Daniels-Midland Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102197 |
| Brown-Forman Corp. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520413 |
| Campbell Soup Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427267 |
| Church & Dwight Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786198 |
| Clorox Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723777 |
| Coca-Cola Co.<br>| &nbsp;&nbsp;151020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9606382 |
| Colgate-Palmolive Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;31992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478740 |
| Conagra Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;18979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720822 |
| Constellation Brands, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615129 |
| Costco Wholesale Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9265393 |
| Estee Lauder Cos., Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113622 |
| General Mills, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;22950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957635 |
| Hershey Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365397 |
| Hormel Foods Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545106 |

---

*See accompanying notes to Schedule of Investments.*

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### November 30, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| J.M. Smucker Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$655312 |
| Kellogg Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735628 |
| Keurig Dr. Pepper, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;33589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298887 |
| Kimberly-Clark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756002 |
| Kraft Heinz Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;30051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182507 |
| Kroger Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;25742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266249 |
| Lamb Weston Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495330 |
| McCormick & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853674 |
| Molson Coors Beverage Co. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408310 |
| Mondelez International, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;52810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570484 |
| Monster Beverage Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;15205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563986 |
| PepsiCo, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;53564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9936658 |
| Philip Morris International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;59985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5978705 |
| Procter & Gamble Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;92825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13845777 |
| Sysco Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690492 |
| Tyson Foods, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;11449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758840 |
| Walgreens Boots Alliance, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;28358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176857 |
| Walmart, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;55274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8424863 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93056543 |
| **ENERGY — 5.1%** | **ENERGY — 5.1%** |  |
| APA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604787 |
| Baker Hughes Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160742 |
| Chevron Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;69958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12824001 |
| ConocoPhillips<br>| &nbsp;&nbsp;&nbsp;&nbsp;49308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090031 |
| Coterra Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;31452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877825 |
| Devon Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;25186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725745 |
| Diamondback Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036140 |
| EOG Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;22561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202083 |
| EQT Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620289 |
| Exxon Mobil Corp.<br>| &nbsp;&nbsp;162044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18041979 |
| Halliburton Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;35967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362790 |
| Hess Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585313 |
| Kinder Morgan, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;78380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498626 |
| Marathon Oil Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;26689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817484 |
| Marathon Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340214 |
| Occidental Petroleum Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;28660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991583 |
| ONEOK, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182209 |
| Phillips 66<br>| &nbsp;&nbsp;&nbsp;&nbsp;18892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048648 |
| Pioneer Natural Resources Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160016 |
| Schlumberger NV<br>| &nbsp;&nbsp;&nbsp;&nbsp;54386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803598 |
| Targa Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684388 |
| Valero Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027683 |
| Williams Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;48172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671568 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68357742 |
| **FINANCIALS — 11.6%** | **FINANCIALS — 11.6%** |  |
| Aflac, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;22733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635185 |
| Allstate Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428311 |
| American Express Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;23112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642220 |
| American International Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;29262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846725 |
| Ameriprise Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419418 |
| Aon PLC Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492752 |
| Arch Capital Group, Ltd. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874686 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Arthur J Gallagher & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1655600 |
| Assurant, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269775 |
| Bank of America Corp.<br>| &nbsp;&nbsp;271349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10270560 |
| Bank of New York Mellon Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;29072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334405 |
| Berkshire Hathaway, Inc. Class B (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;70193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22363490 |
| BlackRock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164256 |
| Brown & Brown, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552280 |
| Capital One Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566461 |
| Cboe Global Markets, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494676 |
| Charles Schwab Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;59025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871923 |
| Chubb, Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;16097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534740 |
| Cincinnati Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666315 |
| Citigroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;74648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613710 |
| Citizens Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830394 |
| CME Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434111 |
| Comerica, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371039 |
| Discover Financial Services<br>| &nbsp;&nbsp;&nbsp;&nbsp;10877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178632 |
| Everest Re Group, Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526511 |
| FactSet Research Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692396 |
| Fifth Third Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;27127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986338 |
| First Republic Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931553 |
| Franklin Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282872 |
| Globe Life, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441933 |
| Goldman Sachs Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094863 |
| Hartford Financial Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975627 |
| Huntington Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;57014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882577 |
| Intercontinental Exchange, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326282 |
| Invesco, Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246309 |
| JPMorgan Chase & Co.<br>| &nbsp;&nbsp;&nbsp;113969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15748236 |
| KeyCorp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;36871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693543 |
| Lincoln National Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226241 |
| Loews Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459734 |
| M&T Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180449 |
| MarketAxess Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401880 |
| Marsh & McLennan Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326961 |
| MetLife, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;25787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977863 |
| Moody's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801253 |
| Morgan Stanley<br>| &nbsp;&nbsp;&nbsp;&nbsp;51738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815256 |
| MSCI, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574273 |
| Nasdaq, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922498 |
| Northern Trust Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764433 |
| PNC Financial Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649590 |
| Principal Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818420 |
| Progressive Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973375 |
| Prudential Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588689 |
| Raymond James Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876750 |
| Regions Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;36940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857377 |
| S&P Global, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4641437 |
| Signature Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347076 |
| State Street Corp. (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp;14533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157844 |
| SVB Financial Group (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541438 |
| Synchrony Financial<br>| &nbsp;&nbsp;&nbsp;&nbsp;18871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709172 |

---

*See accompanying notes to Schedule of Investments.*

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### November 30, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| T Rowe Price Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1114447 |
| Travelers Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723854 |
| Truist Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;51136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393676 |
| US Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;52051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2362595 |
| W R Berkley Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606426 |
| Wells Fargo & Co.<br>| &nbsp;&nbsp;146998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7048554 |
| Willis Towers Watson PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065380 |
| Zions Bancorp NA<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154566025 |
| **HEALTH CARE — 15.2%** | **HEALTH CARE — 15.2%** |  |
| Abbott Laboratories<br>| &nbsp;&nbsp;&nbsp;&nbsp;67855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299841 |
| AbbVie, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;68634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11062428 |
| ABIOMED, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680022 |
| Agilent Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783665 |
| Align Technology, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564808 |
| AmerisourceBergen Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033016 |
| Amgen, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;20705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929912 |
| Baxter International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125456 |
| Becton Dickinson & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730273 |
| Biogen, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692778 |
| Bio-Rad Laboratories, Inc. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351259 |
| Bio-Techne Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527278 |
| Boston Scientific Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;54898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485232 |
| Bristol-Myers Squibb Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;82713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640200 |
| Cardinal Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863431 |
| Catalent, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360936 |
| Centene Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;21996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914752 |
| Charles River Laboratories International, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459654 |
| Cigna Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3872022 |
| Cooper Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616882 |
| CVS Health Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;50769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172346 |
| Danaher Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;25356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6932584 |
| DaVita, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152769 |
| DENTSPLY SIRONA, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259207 |
| DexCom, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;15120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758154 |
| Edwards Lifesciences Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;23808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839168 |
| Elevance Health, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946563 |
| Eli Lilly & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;30623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11363583 |
| Gilead Sciences, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;48360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247459 |
| HCA Healthcare, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996228 |
| Henry Schein, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420784 |
| Hologic, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751699 |
| Humana, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675263 |
| IDEXX Laboratories, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401538 |
| Illumina, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354495 |
| Incyte Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541756 |
| Intuitive Surgical, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;13757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719755 |
| IQVIA Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607461 |
| Johnson & Johnson<br>| &nbsp;&nbsp;102222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18195516 |
| Laboratory Corp. of America Holdings<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860262 |
| McKesson Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130538 |
| Medtronic PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;51339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057835 |
| Merck & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;98331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10828210 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Mettler-Toledo International, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1307908 |
| Moderna, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286830 |
| Molina Healthcare, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773561 |
| Organon & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261605 |
| PerkinElmer, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697253 |
| Pfizer, Inc.<br>| &nbsp;&nbsp;217885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10922575 |
| Quest Diagnostics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699936 |
| Regeneron Pharmaceuticals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3101514 |
| ResMed, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332628 |
| STERIS PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734416 |
| Stryker Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027706 |
| Teleflex, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434058 |
| Thermo Fisher Scientific, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8509742 |
| UnitedHealth Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;36377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19925866 |
| Universal Health Services, Inc. Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314040 |
| Vertex Pharmaceuticals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123817 |
| Viatris, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;47937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528745 |
| Waters Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820402 |
| West Pharmaceutical Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686850 |
| Zimmer Biomet Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000073 |
| Zoetis, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772824 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202469367 |
| **INDUSTRIALS — 8.4%** | **INDUSTRIALS — 8.4%** |  |
| 3M Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679256 |
| A.O. Smith Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315848 |
| Alaska Air Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246688 |
| Allegion PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394706 |
| American Airlines Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;25690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370707 |
| AMETEK, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292604 |
| Boeing Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;21498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845562 |
| C.H. Robinson Worldwide, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490777 |
| Carrier Global Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;33270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474526 |
| Caterpillar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;20396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821818 |
| Cintas Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534033 |
| Copart, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;16912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125663 |
| CoStar Group, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;15653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268519 |
| CSX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;82133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684928 |
| Cummins, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399966 |
| Deere & Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736781 |
| Delta Air Lines, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;25349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896594 |
| Dover Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805566 |
| Eaton Corp. PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;15273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496372 |
| Emerson Electric Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;22776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181258 |
| Equifax, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955073 |
| Expeditors International of Washington, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750560 |
| Fastenal Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;22719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170256 |
| FedEx Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722161 |
| Fortive Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949888 |

---

*See accompanying notes to Schedule of Investments.*

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### November 30, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Fortune Brands Home & Security, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$334018 |
| Generac Holdings, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266227 |
| General Dynamics Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193269 |
| General Electric Co.<br>| &nbsp;&nbsp;42247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631975 |
| Honeywell International, Inc.<br>| &nbsp;&nbsp;26064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722351 |
| Howmet Aerospace, Inc.<br>| &nbsp;&nbsp;14463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544821 |
| Huntington Ingalls Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366265 |
| IDEX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708670 |
| Illinois Tool Works, Inc.<br>| &nbsp;&nbsp;10802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457131 |
| Ingersoll Rand, Inc.<br>| &nbsp;&nbsp;15939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860228 |
| Jacobs Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638394 |
| JB Hunt Transport Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603711 |
| Johnson Controls International PLC<br>| &nbsp;&nbsp;26431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756076 |
| L3Harris Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705825 |
| Leidos Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601315 |
| Lockheed Martin Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423962 |
| Masco Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452704 |
| Nordson Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505379 |
| Norfolk Southern Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330302 |
| Northrop Grumman Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984824 |
| Old Dominion Freight Line, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059135 |
| Otis Worldwide Corp.<br>| &nbsp;&nbsp;16613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297309 |
| PACCAR, Inc.<br>| &nbsp;&nbsp;13746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455839 |
| Parker-Hannifin Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517120 |
| Pentair PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297597 |
| Quanta Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847422 |
| Raytheon Technologies Corp.<br>| &nbsp;&nbsp;57136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640466 |
| Republic Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;8118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130756 |
| Robert Half International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344584 |
| Rockwell Automation, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205636 |
| Rollins, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377103 |
| Snap-on, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506704 |
| Southwest Airlines Co. (a)<br>| &nbsp;&nbsp;23527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938963 |
| Stanley Black & Decker, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461718 |
| Textron, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;8363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596951 |
| Trane Technologies PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;9160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634327 |
| TransDigm Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280254 |
| Union Pacific Corp.<br>| &nbsp;&nbsp;24139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248543 |
| United Airlines Holdings, Inc. (a)<br>| &nbsp;&nbsp;12917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570544 |
| United Parcel Service, Inc. Class B<br>| &nbsp;&nbsp;28290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367462 |
| United Rentals, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976834 |
| Verisk Analytics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139921 |
| W.W. Grainger, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032439 |
| Waste Management, Inc.<br>| &nbsp;&nbsp;14470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426908 |
| Westinghouse Air Brake Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726028 |
| Xylem, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812740 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112590860 |
| **INFORMATION TECHNOLOGY — 26.4%** | **INFORMATION TECHNOLOGY — 26.4%** |  |
| Accenture PLC Class A<br>| &nbsp;&nbsp;24510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7375794 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Adobe, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;18112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6247372 |
| Advanced Micro Devices, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;62268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833865 |
| Akamai Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596100 |
| Amphenol Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;22815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835010 |
| Analog Devices, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436653 |
| ANSYS, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875301 |
| Apple, Inc.<br>| &nbsp;&nbsp;586829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86868297 |
| Applied Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;33474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3668750 |
| Arista Networks, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295490 |
| Autodesk, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734549 |
| Automatic Data Processing, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;16034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235221 |
| Broadcom, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625273 |
| Broadridge Financial Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700817 |
| Cadence Design Systems, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;10527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811065 |
| CDW Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008658 |
| Ceridian HCM Holding, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403796 |
| Cisco Systems, Inc.<br>| &nbsp;&nbsp;160513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7980706 |
| Cognizant Technology Solutions Corp. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;20527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276985 |
| Corning, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;30076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026494 |
| DXC Technology Co. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266763 |
| Enphase Energy, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1716759 |
| EPAM Systems, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835939 |
| F5, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364107 |
| Fidelity National Information Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;24035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744460 |
| Fiserv, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;24552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562247 |
| FleetCor Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581733 |
| Fortinet, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;25873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375409 |
| Gartner, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086147 |
| Global Payments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137117 |
| Hewlett Packard Enterprise Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;51366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861922 |
| HP, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;35663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071317 |
| Intel Corp.<br>| &nbsp;&nbsp;158632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770064 |
| International Business Machines Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;34920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5199588 |
| Intuit, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440285 |
| Jack Henry & Associates, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545328 |
| Juniper Networks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423943 |
| Keysight Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286851 |
| KLA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164684 |
| Lam Research Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510700 |
| Mastercard, Inc. Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;33128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11806819 |
| Microchip Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711454 |
| Micron Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;42290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438019 |
| Microsoft Corp.<br>| &nbsp;&nbsp;289709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73916354 |
| Monolithic Power Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649332 |
| Motorola Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741263 |
| NetApp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587328 |
| NortonLifeLock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;22603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518965 |
| NVIDIA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;97283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16463202 |
| NXP Semiconductors NV<br>| &nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811152 |
| ON Semiconductor Corp. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;17127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287950 |

---

*See accompanying notes to Schedule of Investments.*

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### November 30, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Oracle Corp.<br>| &nbsp;&nbsp;58692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4873197 |
| Paychex, Inc.<br>| &nbsp;&nbsp;12663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570592 |
| Paycom Software, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651750 |
| PayPal Holdings, Inc. (a)<br>| &nbsp;&nbsp;44594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496616 |
| PTC, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531611 |
| Qorvo, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404940 |
| QUALCOMM, Inc.<br>| &nbsp;&nbsp;43426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492955 |
| Roper Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795499 |
| Salesforce, Inc. (a)<br>| &nbsp;&nbsp;38521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6172990 |
| Seagate Technology Holdings PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;7721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408981 |
| ServiceNow, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;7776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237149 |
| Skyworks Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;6343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606518 |
| SolarEdge Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657492 |
| Synopsys, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;5847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985290 |
| TE Connectivity, Ltd.<br>| &nbsp;&nbsp;12549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582680 |
| Teledyne Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778445 |
| Teradyne, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579203 |
| Texas Instruments, Inc.<br>| &nbsp;&nbsp;35367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6382329 |
| Trimble, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;9791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585012 |
| Tyler Technologies, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;1644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563465 |
| VeriSign, Inc. (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737299 |
| Visa, Inc. Class A<br>| &nbsp;&nbsp;63520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13783840 |
| Western Digital Corp. (a)<br>| &nbsp;&nbsp;12380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454965 |
| Zebra Technologies Corp. Class A (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553263 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351599478 |
| **MATERIALS — 2.7%** | **MATERIALS — 2.7%** |  |
| Air Products & Chemicals, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;8568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657451 |
| Albemarle Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287094 |
| Amcor PLC<br>| &nbsp;&nbsp;59409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733701 |
| Avery Dennison Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602803 |
| Ball Corp.<br>| &nbsp;&nbsp;12426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696850 |
| Celanese Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422869 |
| CF Industries Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847128 |
| Corteva, Inc.<br>| &nbsp;&nbsp;27608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854153 |
| Dow, Inc.<br>| &nbsp;&nbsp;28391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447089 |
| DuPont de Nemours, Inc.<br>| &nbsp;&nbsp;19802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396239 |
| Eastman Chemical Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420540 |
| Ecolab, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468634 |
| FMC Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650587 |
| Freeport-McMoRan, Inc.<br>| &nbsp;&nbsp;55032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190274 |
| International Flavors & Fragrances, Inc.<br>| &nbsp;&nbsp;10079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066560 |
| International Paper Co.<br>| &nbsp;&nbsp;14312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531261 |
| Linde PLC<br>| &nbsp;&nbsp;19292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491372 |
| LyondellBasell Industries NV Class A<br>| &nbsp;&nbsp;10022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851970 |
| Martin Marietta Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903740 |
| Mosaic Co.<br>| &nbsp;&nbsp;13616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698501 |
| Newmont Corp.<br>| &nbsp;&nbsp;31377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489466 |
| Nucor Corp.<br>| &nbsp;&nbsp;10349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551833 |
| Packaging Corp. of America<br>| &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502793 |
| PPG Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256194 |
| Sealed Air Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305593 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| Sherwin-Williams Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2273518 |
| Vulcan Materials Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969816 |
| Westrock Co.<br>| &nbsp;&nbsp;10053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381210 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35949239 |
| **REAL ESTATE — 2.7%** | **REAL ESTATE — 2.7%** |  |
| Alexandria Real Estate Equities, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913431 |
| American Tower Corp. REIT<br>| &nbsp;&nbsp;17960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973650 |
| AvalonBay Communities, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;5528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966847 |
| Boston Properties, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;5639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406459 |
| Camden Property Trust REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505386 |
| CBRE Group, Inc. Class A (a)<br>| &nbsp;&nbsp;12808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019517 |
| Crown Castle, Inc. REIT<br>| &nbsp;&nbsp;16719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364568 |
| Digital Realty Trust, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;11362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277771 |
| Equinix, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417275 |
| Equity Residential REIT<br>| &nbsp;&nbsp;13382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867957 |
| Essex Property Trust, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567479 |
| Extra Space Storage, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;5294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850693 |
| Federal Realty Investment Trust REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311080 |
| Healthpeak Properties, Inc. REIT<br>| &nbsp;&nbsp;21331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560152 |
| Host Hotels & Resorts, Inc. REIT<br>| &nbsp;&nbsp;28759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544695 |
| Invitation Homes, Inc. REIT<br>| &nbsp;&nbsp;22923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747977 |
| Iron Mountain, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;11274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612516 |
| Kimco Realty Corp. REIT<br>| &nbsp;&nbsp;24450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560394 |
| Mid-America Apartment Communities, Inc. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;4564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752512 |
| Prologis, Inc. REIT<br>| &nbsp;&nbsp;35626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196387 |
| Public Storage REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;6046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801466 |
| Realty Income Corp. REIT<br>| &nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494759 |
| Regency Centers Corp. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;5799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385228 |
| SBA Communications Corp. REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276514 |
| Simon Property Group, Inc. REIT<br>| &nbsp;&nbsp;12941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545673 |
| UDR, Inc. REIT<br>| &nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505934 |
| Ventas, Inc. REIT<br>| &nbsp;&nbsp;15802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735267 |
| VICI Properties, Inc. REIT<br>| &nbsp;&nbsp;38074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302131 |
| Vornado Realty Trust REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;6046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152903 |
| Welltower, Inc. REIT<br>| &nbsp;&nbsp;18181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291396 |
| Weyerhaeuser Co. REIT<br>| &nbsp;&nbsp;29267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957324 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35865341 |
| **UTILITIES — 3.0%** | **UTILITIES — 3.0%** |  |
| AES Corp.<br>| &nbsp;&nbsp;26259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759410 |
| Alliant Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551740 |
| Ameren Corp.<br>| &nbsp;&nbsp;10214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912315 |
| American Electric Power Co., Inc.<br>| &nbsp;&nbsp;20243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959522 |
| American Water Works Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090699 |
| Atmos Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625040 |
| CenterPoint Energy, Inc.<br>| &nbsp;&nbsp;24886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774203 |

---

*See accompanying notes to Schedule of Investments.*

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### November 30, 2022 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| CMS Energy Corp.<br>| &nbsp;&nbsp;&nbsp;11301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$690152 |
| Consolidated Edison, Inc.<br>| &nbsp;&nbsp;14018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374325 |
| Constellation Energy Corp.<br>| &nbsp;&nbsp;12921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241967 |
| Dominion Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;32011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956192 |
| DTE Energy Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888521 |
| Duke Energy Corp.<br>| &nbsp;&nbsp;29602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958128 |
| Edison International<br>| &nbsp;&nbsp;15079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005166 |
| Entergy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;8042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935043 |
| Evergy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537272 |
| Eversource Energy<br>| &nbsp;&nbsp;13696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134851 |
| Exelon Corp.<br>| &nbsp;&nbsp;39207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621994 |
| FirstEnergy Corp.<br>| &nbsp;&nbsp;21460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885010 |
| NextEra Energy, Inc.<br>| &nbsp;&nbsp;76074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6443468 |
| NiSource, Inc.<br>| &nbsp;&nbsp;15578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435249 |
| NRG Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;9498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403190 |
| PG&E Corp. (a)<br>| &nbsp;&nbsp;63649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999289 |
| Pinnacle West Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350012 |
| PPL Corp.<br>| &nbsp;&nbsp;29104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859150 |
| Public Service Enterprise Group, Inc.<br>| &nbsp;&nbsp;19721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194107 |
| Sempra Energy<br>| &nbsp;&nbsp;12126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015220 |
| Southern Co.<br>| &nbsp;&nbsp;40847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762891 |
| WEC Energy Group, Inc.<br>| &nbsp;&nbsp;12470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236276 |
| Xcel Energy, Inc.<br>| &nbsp;&nbsp;21624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518437 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40118839 |
| **TOTAL COMMON STOCKS<br>(Cost $294,525,316)<br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;1332327631 |

---

---

| | | |
|:---|:---|:---|
| **SHORT-TERM INVESTMENTS — 0.3%** | **SHORT-TERM INVESTMENTS — 0.3%** | **SHORT-TERM INVESTMENTS — 0.3%** |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares 3.70% (c) (d)<br>| 1284678 | &nbsp;&nbsp;1284678 |

---

---

| | | |
|:---|:---|:---|
| **Security Description** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Portfolio II (b) (e)<br>| &nbsp;&nbsp;2970698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2970698 |
| **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $4,255,376)<br>** | **TOTAL SHORT-TERM INVESTMENTS<br>(Cost $4,255,376)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255376 |
| **TOTAL INVESTMENTS — 100.2%<br>(Cost $298,780,692)<br>** | **TOTAL INVESTMENTS — 100.2%<br>(Cost $298,780,692)<br>** | &nbsp;&nbsp;1336583007 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS — (0.2)% <br>**  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2007254) |
| **NET ASSETS — 100.0%<br>**  |  | &nbsp;&nbsp;$1334575753 |

---

(a) Non-income producing security.

(b) The Fund invested in an affiliated entity. Amounts related to these transactions during the period ended November 30, 2022 are shown in the Affiliate Table below.

(c) The Fund invested in certain money market funds managed by SSGA Funds Management, Inc. Amounts related to these transactions during the period ended November 30, 2022 are shown in the
Affiliate Table below.

(d) The rate shown is the annualized seven-day yield at November 30, 2022.

(e) Investment of cash collateral for securities loaned.

REIT Real Estate Investment Trust

At November 30, 2022, open futures contracts were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Expiration<br> Date** | **Notional<br> Amount** | **Value** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| E-mini S&P 500 Index (long) | 20 | 12/16/2022 | $3721000 | $4081250 | $360250 |

---

*See accompanying notes to Schedule of Investments.*

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### SCHEDULE OF INVESTMENTS (continued)

#### November 30, 2022 (Unaudited)

------

The following table summarizes the value of the Fund's investments according to the fair value hierarchy as of November 30, 2022.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1 –<br> Quoted Prices** | **Level 2 –<br> Other Significant<br> Observable Inputs** | **Level 3 –<br> Significant<br> Unobservable Inputs** | **Total** |
| **ASSETS:** |  |  |  |  |
| **INVESTMENTS:** |  |  |  |  |
| Common Stocks<br>| $1332327631 | $— | $— | $1332327631 |
| Short-Term Investments<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255376 | &nbsp;&nbsp;— | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255376 |
| **TOTAL INVESTMENTS<br>**  | $1336583007 | $— | $— | $1336583007 |
| **OTHER FINANCIAL INSTRUMENTS:** |  |  |  |  |
| Futures Contracts<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$360250 | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$360250 |
| **TOTAL OTHER FINANCIAL INSTRUMENTS:<br>**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$360250 | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$360250 |
| **TOTAL INVESTMENTS AND OTHER FINANCIAL INSTRUMENTS<br>**  | $1336943257 | $— | $— | $1336943257 |

---

(a) Futures Contracts are valued at unrealized appreciation (depreciation).

#### Affiliate Table

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Number of<br> Shares Held<br> at<br> 8/31/22** | **Value at<br>8/31/22** | **Cost of<br> Purchases** | **Proceeds<br> from<br> Shares Sold** | **Realized<br> Gain (Loss)** | **Change in<br> Unrealized<br> Appreciation/<br> Depreciation** | **Number of<br> Shares Held<br> at<br> 11/30/22** | **Value at<br>11/30/22** | **Dividend<br> Income** |
| State Street Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15047 | $1028462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$31345 | $17146 | $143581 | &nbsp;&nbsp;&nbsp;&nbsp;14533 | $1157844 | $9480 |
| State Street Institutional U.S. Government Money Market Fund, Class G Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;30858622 | &nbsp;&nbsp;29574044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 1284678 | &nbsp;&nbsp;1284678 | &nbsp;&nbsp;26625 |
| State Street Navigator Securities Lending Portfolio II<br>| 2791762 | &nbsp;&nbsp;2791762 | &nbsp;&nbsp;&nbsp;4928292 | &nbsp;&nbsp;&nbsp;4749356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | 2970698 | &nbsp;&nbsp;2970698 | &nbsp;&nbsp;&nbsp;1555 |
| Total<br>|  | $3820324 | $35786914 | $34354745 | $17146 | $143581 |  | $5413220 | $37660 |

---

*See accompanying notes to Schedule of Investments.*

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### Notes to Schedule of Investments

#### November 30, 2022 (Unaudited)

------

#### Security Valuation
The Portfolio's investments are valued at fair value each day that the New York Stock Exchange ("NYSE") is open and, for financial reporting purposes, as of the report date should the reporting period end on a day that the NYSE is not open. Fair value is generally defined as the price a fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. By its nature, a fair value price is a good faith estimate of the valuation in a current sale and may not reflect an actual market price. The investments of the Portfolio are valued pursuant to the policy and procedures developed by the Oversight Committee (the "Committee") and approved by the Board of Trustees of the Trust (the "Board"). The Committee provides oversight of the valuation of investments for the Portfolio. The Board has responsibility for overseeing the determination of the fair value of investments.

Valuation techniques used to value the Portfolio's investments by major category are as follows:

• Equity investments traded on a recognized securities exchange for which market quotations are readily available are valued at the last sale price or official closing price, as applicable, on the primary market or exchange on which they trade. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last published sale price or at fair value.

• Investments in registered investment companies (including money market funds) or other unitized pooled investment vehicles that are not traded on an exchange are valued at that day's published net asset value ("NAV") per share or unit.

• Exchange-traded futures contracts are valued at the closing settlement price on the primary market on which they are traded most extensively. Exchange-traded futures contracts traded on a recognized exchange for which there were no sales on that day are valued at the last reported sale price obtained from independent pricing services or brokers or at fair value.

In the event prices or quotations are not readily available or that the application of these valuation methods results in a price for an investment that is deemed to be not representative of the fair value of such investment, fair value will be determined in good faith by the Committee, in accordance with the valuation policy and procedures approved by the Board.

Various inputs are used in determining the value of the Fund's investments.

The Fund values its assets and liabilities at fair value using a fair value hierarchy consisting of three broad levels that prioritize the inputs to valuation techniques giving the highest priority to readily available unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements) when market prices are not readily available or reliable. The categorization of a value determined for an investment within the hierarchy is based upon the pricing transparency of the investment and is not necessarily an indication of the risk associated with investing in it.

The three levels of the fair value hierarchy are as follows:

• Level 1 – Unadjusted quoted prices in active markets for an identical asset or liability;

• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability either directly or indirectly, including quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not considered to be active, inputs other than quoted prices that are observable for the asset or liability (such as exchange rates, financing terms, interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs; and

• Level 3 – Unobservable inputs for the asset or liability, including the Committee's assumptions used in determining the fair value of investments.

The value of the Fund's investments according to the fair value hierarchy as of November 30, 2022 is disclosed in the Fund's Schedule of Investments.

------

[**Table of Contents**](#JOB_SSGA__17631add-5662-42c3-bfcb-4922cd03dcc2_TOC-LETTERSIZE-STANDARD)

#### STATE STREET S&P 500 INDEX FUND

#### Notes to Schedule of Investments (continued)

#### November 30, 2022 (Unaudited)

------

#### Futures Contracts
The Fund may enter into futures contracts to meet the Funds' objectives. A futures contract is a standardized, exchange-traded agreement to buy or sell a financial instrument at a set price on a future date. Upon entering into a futures contract, the Fund is required to deposit with the broker, cash or securities in an amount equal to the minimum initial margin requirements of the clearing house. Subsequent payments are made or received Fund equal to the daily change in the contract value, accumulated, exchange rates, and or other transactional fees. The accumulation of those payments are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses. The Fund recognizes a realized gain or loss when the contract is closed.

Losses may arise if the value of a futures contract decreases due to unfavorable changes in the market rates or values of the underlying instrument during the term of the contract or if the counterparty does not perform under the contract. The use of futures contracts also involves the risk that the movements in the price of the futures contracts do not correlate with the movement of the assets underlying such contracts.

#### Other Transactions with Affiliates
The Fund may invest in affiliated entities, including securities issued by State Street Corporation, affiliated funds, or entities deemed to be affiliates as a result of the Fund owning more than five percent of the entity's voting securities or outstanding shares. Amounts relating to these transactions during the period ended November 30, 2022, are disclosed in the Funds' Schedules of Investments.

#### Subsequent Events
Management has evaluated the impact of all subsequent events on the Fund through the date on which the Form N-PORT filings were issued and has determined that there were no subsequent events requiring adjustment or disclosure in the Form N-PORT filings.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SSGA FUNDS

- **b. Investment Company Act file number:** 811-05430

- **c. CIK number of Registrant:** 0000826686

- **d. LEI of Registrant:** 5493002KLV0CZDU5B734

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-7037

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

- **a. Name of Series:** State Street S&P 500 Index Fund

- **b. EDGAR series identifier (if any):** S000005183

- **c. LEI of Series:** 549300DVHE03OHCXRA65

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $1339174718.40

**Total Liabilities:** $3328708.44

**Net Assets:** $1335846009.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014159 | -9.23%               | 8.08%                | 5.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13917299.68             | $-140558952.71                             |
| Month 2  | $26458445.24             | $68950628.95                               |
| Month 3  | $16005631.99             | $51425794.85                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                  | Honeywell International Inc                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     26064 | NS      | $5722351.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                  | Discover Financial Services                                                 | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     10877 | NS      | $1178631.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                     | FMC Corp                                                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      4980 | NS      | $650587.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                     | EQT Corp                                                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     14626 | NS      | $620288.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                 | Nordson Corp                                                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2137 | NS      | $505379.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International Inc | Charles River Laboratories International Inc                                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      2011 | NS      | $459654.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                             | EPAM Systems Inc                                                            | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2268 | NS      | $835939.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    160513 | NS      | $7980706.36   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                               | Albemarle Corp                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      4630 | NS      | $1287093.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      2104 | NS      | $269774.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     38521 | NS      | $6172990.25   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                   | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     10894 | NS      | $4440285.46   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                      | Dow Inc                                                                     | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     28391 | NS      | $1447089.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |       100 | NS      | $100.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                    | L3Harris Technologies Inc                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      7512 | NS      | $1705824.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                | BlackRock Inc                                                               | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      5816 | NS      | $4164256.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                      | Zebra Technologies Corp                                                     | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2047 | NS      | $553263.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                    | Warner Bros Discovery Inc                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     87333 | NS      | $995596.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                    | United Parcel Service Inc                                                   | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     28290 | NS      | $5367461.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                                                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8774 | NS      | $2243336.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                            | DISH Network Corp                                                           | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |      9923 | NS      | $159264.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     24510 | NS      | $7375794.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                          | DENTSPLY SIRONA Inc                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      8566 | NS      | $259207.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                           | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     13382 | NS      | $867956.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK Inc                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      9076 | NS      | $1292603.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co Inc                                              | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     20243 | NS      | $1959522.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     56141 | NS      | $2277078.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     12380 | NS      | $454965.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                 | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      5172 | NS      | $371039.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                                                   | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      1853 | NS      | $778445.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                | Welltower Inc                                                               | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |     18181 | NS      | $1291396.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc   | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6467 | NS      | $750560.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                             | Genuine Parts Co                                                            | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      5520 | NS      | $1011981.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      3100 | NS      | $1574273.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                   | Chipotle Mexican Grill Inc                                                  | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $1786402.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                  | Viatris Inc                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     47937 | NS      | $528745.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                         | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     22500 | NS      | $2973375.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                  | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      2880 | NS      | $545328.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1565 | NS      | $515526.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                  | American Water Works Co Inc                                                 | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      7187 | NS      | $1090699.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals Inc                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      9873 | NS      | $3123817.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                          | Dominion Energy Inc                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     32011 | NS      | $1956192.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                   | Mondelez International Inc                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     52810 | NS      | $3570484.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                           | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     24139 | NS      | $5248542.77   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    102222 | NS      | $18195516.00  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                           | Realty Income Corp                                                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |     23700 | NS      | $1494759.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                              | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     28529 | NS      | $7782425.91   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                                                  | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      8687 | NS      | $587328.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                    | Hess Corp                                                                   | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     11016 | NS      | $1585312.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                       | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     36377 | NS      | $19925865.52  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                                | Clorox Co/The                                                               | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      4869 | NS      | $723776.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                     | Molson Coors Beverage Co                                                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      7409 | NS      | $408309.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc              | Philip Morris International Inc                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     59985 | NS      | $5978704.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                           | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2767 | NS      | $976834.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp         | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     34920 | NS      | $5199588.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                  | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      6502 | NS      | $297596.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                           | Valero Energy Corp                                                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     15175 | NS      | $2027683.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     22815 | NS      | $1835010.45   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    146998 | NS      | $7048554.10   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                          | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      8210 | NS      | $764433.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                    | News Corp                                                                   | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     14614 | NS      | $279858.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                      | Marathon Petroleum Corp                                                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     19212 | NS      | $2340213.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                              | PerkinElmer Inc                                                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      4990 | NS      | $697252.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                           | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76074 | NS      | $6443467.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                | Hilton Worldwide Holdings Inc                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     10843 | NS      | $1546428.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                      | UDR Inc                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     12200 | NS      | $505934.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                            | General Mills Inc                                                           | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     22950 | NS      | $1957635.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                | DR Horton Inc                                                               | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     12079 | NS      | $1038794.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                  | Paychex Inc                                                                 | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     12663 | NS      | $1570591.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                            | Marathon Oil Corp                                                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     26689 | NS      | $817484.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                     | MarketAxess Holdings Inc                                                    | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1500 | NS      | $401880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                             | Schlumberger Ltd                                                            | CUSIP: 000000000<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     54386 | NS      | $2803598.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                   | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     68634 | NS      | $11062428.12  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                            | Tractor Supply Co                                                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      4388 | NS      | $993048.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                | Universal Health Services Inc                                               | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2400 | NS      | $314040.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                    | Ball Corp                                                                   | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     12426 | NS      | $696850.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC              | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      7721 | NS      | $408981.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc               | Air Products and Chemicals Inc                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      8568 | NS      | $2657450.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                   | Ventas Inc                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     15802 | NS      | $735267.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                 | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     15190 | NS      | $8509741.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     17182 | NS      | $9265393.50   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                            | Expedia Group Inc                                                           | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5975 | NS      | $638369.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                         | Everest Re Group Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      1558 | NS      | $526510.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                            | Brown-Forman Corp                                                           | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      7127 | NS      | $520413.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                 | Teradyne Inc                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      6198 | NS      | $579203.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                         | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     20527 | NS      | $1276984.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                   | Masco Corp                                                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      8915 | NS      | $452703.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                     | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     21718 | NS      | $986865.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                         | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     12470 | NS      | $1236275.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                            | EOG Resources Inc                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     22561 | NS      | $3202082.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                                                      | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     14600 | NS      | $874686.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                        | 3M Co                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     21269 | NS      | $2679255.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                     | NIKE Inc                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     48826 | NS      | $5355723.94   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                     | Agilent Technologies Inc                                                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     11509 | NS      | $1783664.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                        | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     42290 | NS      | $2438018.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                         | Regency Centers Corp                                                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      5799 | NS      | $385227.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                         | Williams Cos Inc/The                                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     48172 | NS      | $1671568.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                  | Snap-on Inc                                                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      2106 | NS      | $506703.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     74648 | NS      | $3613709.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                    | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |     19292 | NS      | $6491372.16   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                 | Walgreens Boots Alliance Inc                                                | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     28358 | NS      | $1176857.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                    | Chubb Ltd                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     16097 | NS      | $3534740.23   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                            | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      8098 | NS      | $645896.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                    | Amcor PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     59409 | NS      | $733701.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     15747 | NS      | $2649590.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                    | Caesars Entertainment Inc                                                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      8477 | NS      | $430716.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                        | General Dynamics Corp                                                       | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      8690 | NS      | $2193269.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     21624 | NS      | $1518437.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                   | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2072 | NS      | $152768.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                          | SVB Financial Group                                                         | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2336 | NS      | $541438.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                | Mosaic Co/The                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     13616 | NS      | $698500.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                 | Allegion plc                                                                | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |      3473 | NS      | $394706.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    170387 | NS      | $6242979.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                    | Qorvo Inc                                                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      4080 | NS      | $404940.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                | Celanese Corp                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      3941 | NS      | $422869.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                           | PPG Industries Inc                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      9290 | NS      | $1256193.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                  | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     12889 | NS      | $246308.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                            | Atmos Energy Corp                                                           | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      5200 | NS      | $625040.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                | Marriott International Inc/MD                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     10606 | NS      | $1753702.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                 | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      6039 | NS      | $1801252.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                     | Fox Corp                                                                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     12116 | NS      | $393164.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                     | PPL Corp                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     29104 | NS      | $859150.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     39207 | NS      | $1621993.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                   | Nucor Corp                                                                  | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     10349 | NS      | $1551832.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                  | Cintas Corp                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3322 | NS      | $1534033.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                    | FleetCor Technologies Inc                                                   | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2965 | NS      | $581733.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                | Medtronic PLC                                                               | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     51339 | NS      | $4057834.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                          | Paycom Software Inc                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1922 | NS      | $651750.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                        | Truist Financial Corp                                                       | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     51136 | NS      | $2393676.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                  | Corteva Inc                                                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     27608 | NS      | $1854153.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                   | Advanced Micro Devices Inc                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     62268 | NS      | $4833864.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                 | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     57014 | NS      | $882576.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                           | Enphase Energy Inc                                                          | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      5355 | NS      | $1716759.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                           | Coterra Energy Inc                                                          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     31452 | NS      | $877825.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     53564 | NS      | $9936657.64   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                        | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     35367 | NS      | $6382328.82   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     13791 | NS      | $2434111.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                          | Vulcan Materials Co                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      5290 | NS      | $969815.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings Inc                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     44594 | NS      | $3496615.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     21996 | NS      | $1914751.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    233193 | NS      | $23550161.07  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                        | Boston Properties Inc                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |      5639 | NS      | $406459.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                     | Estee Lauder Cos Inc/The                                                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      8964 | NS      | $2113621.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                       | Lumen Technologies Inc                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     35987 | NS      | $196848.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips 66                                  | Phillips 66                                                                 | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     18892 | NS      | $2048648.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                     | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     21612 | NS      | $1711454.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                 | Prologis Inc                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     35626 | NS      | $4196386.54   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                        | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      5810 | NS      | $226241.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     63520 | NS      | $13783840.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     51366 | NS      | $861921.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                              | Southern Co/The                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     40847 | NS      | $2762891.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                                                  | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     17989 | NS      | $2772824.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                               | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      9498 | NS      | $403190.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                          | Eastman Chemical Co                                                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      4855 | NS      | $420540.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                       | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     54898 | NS      | $2485232.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                   | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      8327 | NS      | $1000072.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                    | Archer-Daniels-Midland Co                                                   | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     21561 | NS      | $2102197.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                   | ResMed Inc                                                                  | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      5789 | NS      | $1332627.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                          | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      9282 | NS      | $4946563.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                  | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     10080 | NS      | $885326.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                              | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39998 | NS      | $1160741.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                           | J M Smucker Co/The                                                          | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      4255 | NS      | $655312.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                                                       | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     10300 | NS      | $1811152.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                          | Leidos Holdings Inc                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5500 | NS      | $601315.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                               | CBRE Group Inc                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     12808 | NS      | $1019516.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                  | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      7500 | NS      | $876750.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      5547 | NS      | $1692777.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     24552 | NS      | $2562246.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                                                        | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     15079 | NS      | $1005166.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     92825 | NS      | $13845777.00  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                      | Akamai Technologies Inc                                                     | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      6284 | NS      | $596100.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc                         | Generac Holdings Inc                                                        | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2523 | NS      | $266226.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                            | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     14533 | NS      | $1157844.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                                                        | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      9118 | NS      | $4423962.42   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                               | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     24703 | NS      | $5250622.65   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                | Old Dominion Freight Line Inc                                               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      3500 | NS      | $1059135.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                   | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      5132 | NS      | $322392.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                 | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5574 | NS      | $1399965.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                  | Royal Caribbean Cruises Ltd                                                 | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |      8900 | NS      | $533377.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX Corp                                    | IDEX Corp                                                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2984 | NS      | $708670.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                            | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1696 | NS      | $191851.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                  | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      5347 | NS      | $1008658.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                       | Tyler Technologies Inc                                                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1644 | NS      | $563464.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                        | Norfolk Southern Corp                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      9085 | NS      | $2330302.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                              | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      5741 | NS      | $305593.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    289709 | NS      | $73916354.26  | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                               | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      5200 | NS      | $315848.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                         | Align Technology Inc                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2872 | NS      | $564807.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                             | Paramount Global                                                            | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     18831 | NS      | $378126.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Targa Resources Corp                         | Targa Resources Corp                                                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      9200 | NS      | $684388.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                              | Tyson Foods Inc                                                             | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     11449 | NS      | $758839.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                      | Becton Dickinson and Co                                                     | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     10950 | NS      | $2730273.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                          | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     17960 | NS      | $3973650.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                              | Dollar Tree Inc                                                             | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      8345 | NS      | $1254170.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                    | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      3700 | NS      | $502793.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                           | IQVIA Holdings Inc                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      7373 | NS      | $1607461.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                | Intercontinental Exchange Inc                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     21478 | NS      | $2326282.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                        | Applied Materials Inc                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     33474 | NS      | $3668750.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                    | Occidental Petroleum Corp                                                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     28660 | NS      | $1991583.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                      | Rockwell Automation Inc                                                     | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4563 | NS      | $1205635.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                  | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     13000 | NS      | $2286830.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                    | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     12921 | NS      | $1241966.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                   | Kellogg Co                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     10084 | NS      | $735627.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust              | Federal Realty Investment Trust                                             | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               |  | US        |      2800 | NS      | $311080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                 | Stryker Corp                                                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     12945 | NS      | $3027706.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc            | Huntington Ingalls Industries Inc                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      1579 | NS      | $366264.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                       | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      9160 | NS      | $1634327.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                 | Newmont Corp                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     31377 | NS      | $1489466.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc          | Alexandria Real Estate Equities Inc                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      5870 | NS      | $913430.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                             | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5758 | NS      | $298379.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                   | Pinnacle West Capital Corp                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4469 | NS      | $350012.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                     | Constellation Brands Inc                                                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      6276 | NS      | $1615128.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                  | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      9791 | NS      | $585012.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                     | Willis Towers Watson PLC                                                    | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |      4328 | NS      | $1065380.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     97283 | NS      | $16463202.09  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                              | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      7813 | NS      | $666448.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                 | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69958 | NS      | $12824000.98  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc           | Johnson Controls International plc                                          | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     26431 | NS      | $1756075.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     18112 | NS      | $6247372.16   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                      | KeyCorp                                                                     | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     36871 | NS      | $693543.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc            | Take-Two Interactive Software Inc                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      6194 | NS      | $654643.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                         | Waste Management Inc                                                        | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     14470 | NS      | $2426908.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                 | Entergy Corp                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      8042 | NS      | $935043.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    208484 | NS      | $21150701.80  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                   | Cigna Corp                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     11773 | NS      | $3872021.97   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                     | Ceridian HCM Holding Inc                                                    | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      5900 | NS      | $403796.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      6943 | NS      | $1180448.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                | Sempra Energy                                                               | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     12126 | NS      | $2015219.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                      | O'Reilly Automotive Inc                                                     | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2420 | NS      | $2092186.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                             | W R Berkley Corp                                                            | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      7950 | NS      | $606426.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     50769 | NS      | $5172345.72   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                             | Crown Castle Inc                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     16719 | NS      | $2364568.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                        | DuPont de Nemours Inc                                                       | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     19802 | NS      | $1396239.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Illumina Inc                                 | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      6211 | NS      | $1354494.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co/The                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     70668 | NS      | $6916277.16   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                   | Garmin Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      6099 | NS      | $567146.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                          | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      5654 | NS      | $847421.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     17836 | NS      | $2979860.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                  | Gartner Inc                                                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3100 | NS      | $1086147.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                     | Marsh & McLennan Cos Inc                                                    | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     19211 | NS      | $3326960.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                | Principal Financial Group Inc                                               | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      9126 | NS      | $818419.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     55274 | NS      | $8424863.08   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                             | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    151020 | NS      | $9606382.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                 | Fortinet Inc                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     25873 | NS      | $1375408.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                | Robert Half International Inc                                               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      4374 | NS      | $344583.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                  | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25690 | NS      | $370706.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                               | Public Storage                                                              | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      6046 | NS      | $1801466.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                   | Stanley Black & Decker Inc                                                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      5650 | NS      | $461718.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                   | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     13746 | NS      | $1455838.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                             | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    162044 | NS      | $18041978.96  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                  | Corning Inc                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     30076 | NS      | $1026493.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                            | Newell Brands Inc                                                           | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     14879 | NS      | $192980.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                       | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     10551 | NS      | $282872.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                     | Etsy Inc                                                                    | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      5005 | NS      | $661110.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                              | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     11301 | NS      | $690152.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                    | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     28759 | NS      | $544695.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      4846 | NS      | $712313.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                         | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      5200 | NS      | $246688.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                        | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     10022 | NS      | $853673.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                      | Activision Blizzard Inc                                                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     27444 | NS      | $2029483.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                                     | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     14018 | NS      | $1374324.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                | Martin Marietta Materials Inc                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2466 | NS      | $903739.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                             | CoStar Group Inc                                                            | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15653 | NS      | $1268519.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                       | First Republic Bank/CA                                                      | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      7300 | NS      | $931553.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                              | TJX Cos Inc/The                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     45124 | NS      | $3612176.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                  | Incyte Corp                                                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      6800 | NS      | $541756.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                        | Monster Beverage Corp                                                       | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     15205 | NS      | $1563986.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                     | Lamb Weston Holdings Inc                                                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      5700 | NS      | $495330.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                       | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     70193 | NS      | $22363489.80  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                               | Hershey Co/The                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5806 | NS      | $1365397.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                          | TransDigm Group Inc                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2037 | NS      | $1280254.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17191 | NS      | $5252366.23   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems Inc                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     10527 | NS      | $1811065.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                            | Kimco Realty Corp                                                           | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |     24450 | NS      | $560394.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   2970698 | NS      | $2970698.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                         | Juniper Networks Inc                                                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     12754 | NS      | $423942.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                       | Intuitive Surgical Inc                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     13757 | NS      | $3719755.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                 | Xylem Inc/NY                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      7234 | NS      | $812739.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                   | Ecolab Inc                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      9802 | NS      | $1468633.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     33128 | NS      | $11806819.20  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                        | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      8118 | NS      | $1130756.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    275641 | NS      | $5314358.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                        | Southwest Airlines Co                                                       | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     23527 | NS      | $938962.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     15653 | NS      | $8625272.59   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                    | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     20705 | NS      | $5929912.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    271349 | NS      | $10270559.65  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                            | DXC Technology Co                                                           | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      8991 | NS      | $266762.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                   | SolarEdge Technologies Inc                                                  | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      2200 | NS      | $657492.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd           | Norwegian Cruise Line Holdings Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     16300 | NS      | $267972.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                     | Essex Property Trust Inc                                                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |      2575 | NS      | $567478.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                            | Hormel Foods Corp                                                           | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     11598 | NS      | $545106.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    103602 | NS      | $20171309.40  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     52051 | NS      | $2362594.89   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                             | Campbell Soup Co                                                            | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      7961 | NS      | $427266.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                           | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     39916 | NS      | $12932384.84  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                          | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      9800 | NS      | $551740.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                   | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    158632 | NS      | $4770064.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                        | Camden Property Trust                                                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |      4200 | NS      | $505386.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                   | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      9074 | NS      | $537271.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                           | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     18979 | NS      | $720822.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                            | Iron Mountain Inc                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     11274 | NS      | $612516.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Home & Security Inc           | Fortune Brands Home & Security Inc                                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      5112 | NS      | $334018.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                         | Vornado Realty Trust                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |      6046 | NS      | $152903.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                    | PG&E Corp                                                                   | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     63649 | NS      | $999289.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                               | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      9363 | NS      | $398021.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                         | Jacobs Solutions Inc                                                        | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5045 | NS      | $638394.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                 | Organon & Co                                                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     10054 | NS      | $261605.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                    | News Corp                                                                   | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      3800 | NS      | $73910.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                          | Arista Networks Inc                                                         | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      9300 | NS      | $1295490.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                          | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     67855 | NS      | $7299840.90   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                   | FedEx Corp                                                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9451 | NS      | $1722161.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     18871 | NS      | $709172.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    152031 | NS      | $2113230.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                              | Match Group Inc                                                             | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     11187 | NS      | $565614.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                                     | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      4265 | NS      | $1276514.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                           | Domino's Pizza Inc                                                          | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1419 | NS      | $551607.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp                                                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      5075 | NS      | $1517120.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                     | CSX Corp                                                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     82133 | NS      | $2684927.77   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                  | S+P500 EMINI FUT DEC22                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        20 | NC      | $360250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                            | Kinder Morgan Inc                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     78380 | NS      | $1498625.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                             | Wynn Resorts Ltd                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      4091 | NS      | $342253.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                    | Cincinnati Financial Corp                                                   | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      6005 | NS      | $666314.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     13194 | NS      | $5094863.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                  | Rollins Inc                                                                 | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      9325 | NS      | $377103.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                         | Freeport-McMoRan Inc                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     55032 | NS      | $2190273.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                               | ServiceNow Inc                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      7776 | NS      | $3237148.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                       | CenterPoint Energy Inc                                                      | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     24886 | NS      | $774203.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                 | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1284578 | NS      | $1284578.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                   | Sysco Corp                                                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     19541 | NS      | $1690491.91   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                    | AvalonBay Communities Inc                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      5528 | NS      | $966847.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                 | FactSet Research Systems Inc                                                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1501 | NS      | $692396.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc   | Fidelity National Information Services Inc                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     24035 | NS      | $1744460.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                      | Sherwin-Williams Co/The                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      9124 | NS      | $2273518.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                   | Dexcom Inc                                                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     15120 | NS      | $1758153.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                       | International Paper Co                                                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     14312 | NS      | $531261.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                 | NiSource Inc                                                                | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     15578 | NS      | $435249.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     21460 | NS      | $885010.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                          | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     42247 | NS      | $3631974.59   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                     | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     12909 | NS      | $604786.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                   | Deere & Co                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     10741 | NS      | $4736781.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                           | Analog Devices Inc                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     19991 | NS      | $3436652.81   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                      | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     59025 | NS      | $4871923.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                  | MetLife Inc                                                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     25787 | NS      | $1977862.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                      | Illinois Tool Works Inc                                                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     10802 | NS      | $2457130.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                    | MGM Resorts International                                                   | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     12500 | NS      | $460750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                    | Aflac Inc                                                                   | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     22733 | NS      | $1635184.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                                                           | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     13696 | NS      | $1134850.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                       | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      2355 | NS      | $364106.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     29602 | NS      | $2958127.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     88452 | NS      | $10446181.20  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    217885 | NS      | $10922575.05  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                 | VeriSign Inc                                                                | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3690 | NS      | $737298.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     13834 | NS      | $1627846.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                              | Bio-Techne Corp                                                             | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      6204 | NS      | $527277.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     10214 | NS      | $912314.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                   | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    162651 | NS      | $6340135.98   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2297 | NS      | $773560.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     58692 | NS      | $4873196.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax Inc                                                                  | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6292 | NS      | $436413.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                        | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      8646 | NS      | $367455.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                   | Raytheon Technologies Corp                                                  | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     57136 | NS      | $5640465.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                    | Edwards Lifesciences Corp                                                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     23808 | NS      | $1839168.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                               | Globe Life Inc                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      3684 | NS      | $441932.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                          | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      3118 | NS      | $602802.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                            | Brown & Brown Inc                                                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      9268 | NS      | $552280.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                | Boeing Co/The                                                               | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     21498 | NS      | $3845562.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                 | Autodesk Inc                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      8589 | NS      | $1734548.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                      | Aon PLC                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      8086 | NS      | $2492752.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                     | Fox Corp                                                                    | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      5600 | NS      | $170912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                              | Gen Digital Inc                                                             | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     22603 | NS      | $518964.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     10667 | NS      | $1428311.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                   | Dover Corp                                                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      5675 | NS      | $805566.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                          | Cardinal Health Inc                                                         | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     10770 | NS      | $863430.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                       | AmerisourceBergen Corp                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      6052 | NS      | $1033015.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                          | TE Connectivity Ltd                                                         | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     12549 | NS      | $1582679.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                       | Advance Auto Parts Inc                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      2397 | NS      | $361923.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                          | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     33270 | NS      | $1474526.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                       | Roper Technologies Inc                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      4091 | NS      | $1795498.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                            | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     25186 | NS      | $1725744.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                 | LyondellBasell Industries NV                                                | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |     10022 | NS      | $851970.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      6343 | NS      | $606517.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                             | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     69341 | NS      | $3229903.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                          | VICI Properties Inc                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     38074 | NS      | $1302130.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      9900 | NS      | $537867.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     44269 | NS      | $4524291.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                          | Emerson Electric Co                                                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     22776 | NS      | $2181257.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc               | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3283 | NS      | $603710.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                 | Citizens Financial Group Inc                                                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     19594 | NS      | $830393.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     12941 | NS      | $1545673.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED Inc                                  | ABIOMED Inc                                                                 | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |      1800 | NS      | $680022.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                              | Yum! Brands Inc                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     11249 | NS      | $1447296.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                | Live Nation Entertainment Inc                                               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      5300 | NS      | $385628.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                                                              | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9152 | NS      | $409826.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc       | International Flavors & Fragrances Inc                                      | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     10079 | NS      | $1066559.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings          | Laboratory Corp of America Holdings                                         | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      3574 | NS      | $860261.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The             | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     29072 | NS      | $1334404.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                      | PTC Inc                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      4179 | NS      | $531610.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     51738 | NS      | $4815255.66   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                | Carnival Corp                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     31149 | NS      | $309309.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ulta Beauty Inc                              | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2049 | NS      | $952457.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                  | Westrock Co                                                                 | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     10053 | NS      | $381209.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                 | Pioneer Natural Resources Co                                                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      9153 | NS      | $2160016.47   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                           | Ingersoll Rand Inc                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     15939 | NS      | $860227.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     20396 | NS      | $4821818.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                   | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      7830 | NS      | $847127.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                 | Monolithic Power Systems Inc                                                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      1700 | NS      | $649332.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     43426 | NS      | $5492954.74   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                  | Textron Inc                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      8363 | NS      | $596950.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                            | Lam Research Corp                                                           | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      5315 | NS      | $2510699.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                 | AutoZone Inc                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       770 | NS      | $1985830.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp                                                       | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17127 | NS      | $1287950.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4276 | NS      | $1419418.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      8310 | NS      | $1996228.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                     | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       847 | NS      | $351259.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                          | Otis Worldwide Corp                                                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     16613 | NS      | $1297309.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                     | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      5506 | NS      | $2164683.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                   | Copart Inc                                                                  | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     16912 | NS      | $1125662.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                 | AES Corp/The                                                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     26259 | NS      | $759410.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                        | Northrop Grumman Corp                                                       | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      5597 | NS      | $2984824.13   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The    | Hartford Financial Services Group Inc/The                                   | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     12775 | NS      | $975626.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                       | Diamondback Energy Inc                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      7000 | NS      | $1036140.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                      | NVR Inc                                                                     | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       120 | NS      | $556681.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                          | Electronic Arts Inc                                                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     10442 | NS      | $1365604.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                | McKesson Corp                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      5582 | NS      | $2130537.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                       | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     36940 | NS      | $857377.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                         | Verisk Analytics Inc                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6205 | NS      | $1139920.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                   | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      4865 | NS      | $2675263.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                 | Tapestry Inc                                                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      9954 | NS      | $375962.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                    | Keysight Technologies Inc                                                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7114 | NS      | $1286851.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     25742 | NS      | $1266248.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                 | United Airlines Holdings Inc                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     12917 | NS      | $570543.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                 | Fortive Corp                                                                | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     14062 | NS      | $949888.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                       | Church & Dwight Co Inc                                                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      9603 | NS      | $786197.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                 | Synopsys Inc                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      5847 | NS      | $1985290.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    586829 | NS      | $86868296.87  | 6.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                 | Danaher Corp                                                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     25356 | NS      | $6932583.96   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                    | ANSYS Inc                                                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      3442 | NS      | $875300.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      4126 | NS      | $3101514.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      3900 | NS      | $494676.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                 | Teleflex Inc                                                                | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1854 | NS      | $434058.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                   | Signature Bank/New York NY                                                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      2488 | NS      | $347076.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                         | Howmet Aerospace Inc                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     14463 | NS      | $544821.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     16034 | NS      | $4235220.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc        | Mid-America Apartment Communities Inc                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      4564 | NS      | $752512.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     14706 | NS      | $1588689.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                     | Digital Realty Trust Inc                                                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |     11362 | NS      | $1277770.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     13475 | NS      | $922498.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                              | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1712 | NS      | $1032438.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                  | Equifax Inc                                                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      4839 | NS      | $955073.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     27127 | NS      | $986337.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                              | T-Mobile US Inc                                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     23207 | NS      | $3514932.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                         | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     12947 | NS      | $1756001.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc             | Mettler-Toledo International Inc                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       890 | NS      | $1307908.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The             | Interpublic Group of Cos Inc/The                                            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     15428 | NS      | $530106.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                        | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      9082 | NS      | $1723854.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications Inc                                                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      4300 | NS      | $1682547.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                           | Kraft Heinz Co/The                                                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     30051 | NS      | $1182506.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                              | Weyerhaeuser Co                                                             | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     29267 | NS      | $957323.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                      | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      5294 | NS      | $850692.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                          | Delta Air Lines Inc                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     25349 | NS      | $896594.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                         | Las Vegas Sands Corp                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     12700 | NS      | $594868.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                         | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1526 | NS      | $3173240.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                       | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      8922 | NS      | $1114447.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                    | Aptiv PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     10711 | NS      | $1142542.37   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     33589 | NS      | $1298886.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     98331 | NS      | $10828209.72  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                  | Equinix Inc                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      3500 | NS      | $2417275.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                    | Healthpeak Properties Inc                                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |     21331 | NS      | $560152.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                           | Cooper Cos Inc/The                                                          | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1950 | NS      | $616882.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                      | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     13328 | NS      | $437424.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     31992 | NS      | $2478740.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc           | Broadridge Financial Solutions Inc                                          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      4700 | NS      | $700817.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      4610 | NS      | $699936.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                   | STERIS PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3954 | NS      | $734415.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     13156 | NS      | $4641436.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc             | West Pharmaceutical Services Inc                                            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2927 | NS      | $686849.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                               | Whirlpool Corp                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2155 | NS      | $315772.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                  | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2367 | NS      | $820402.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     30623 | NS      | $11363582.84  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                      | Arthur J Gallagher & Co                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      8315 | NS      | $1655599.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                          | Global Payments Inc                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     10957 | NS      | $1137117.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                             | Henry Schein Inc                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      5200 | NS      | $420784.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    113969 | NS      | $15748236.42  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                               | Halliburton Co                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     35967 | NS      | $1362789.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    344129 | NS      | $33222213.66  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     35663 | NS      | $1071316.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      7182 | NS      | $726028.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                | DTE Energy Co                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      7659 | NS      | $888520.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                   | Loews Corp                                                                  | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      7906 | NS      | $459733.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                 | Catalent Inc                                                                | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7200 | NS      | $360936.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      6397 | NS      | $1741263.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                       | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3291 | NS      | $1401538.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                    | ONEOK Inc                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     17666 | NS      | $1182208.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                  | Hologic Inc                                                                 | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      9870 | NS      | $751699.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                        | Mohawk Industries Inc                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2169 | NS      | $219784.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                     | Baxter International Inc                                                    | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     19909 | NS      | $1125455.77   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     82713 | NS      | $6640199.64   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                         | Invitation Homes Inc                                                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |     22923 | NS      | $747977.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     23112 | NS      | $3642220.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                    | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      4897 | NS      | $490777.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                   | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     15173 | NS      | $1566460.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc          | Public Service Enterprise Group Inc                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     19721 | NS      | $1194106.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     29262 | NS      | $1846724.82   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                  | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     22719 | NS      | $1170255.69   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                               | Eaton Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     15273 | NS      | $2496371.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     48360 | NS      | $4247458.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     49308 | NS      | $6090031.08   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-28

**Name of Applicant:** SSGA FUNDS

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer