# EDGAR Filing Document

**Accession Number:** 0000826473
**File Stem:** 0001752724-23-050310
**Filing Date:** 2023-3
**Character Count:** 76792
**Document Hash:** 0f252f5f7601e324c267854b46d13c96
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050310.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050310

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FENWAY FUNDS
- **CENTRAL INDEX KEY:** 0000826473
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05445
- **FILM NUMBER:** 23693909

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD EQUITY INCOME FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard PRIMECAP Core Fund (Series ID: S000002581)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007086 | Investor Shares | VPCCX           |

## Nport-Ex

Vanguard<sup>®</sup> PRIMECAP Core Fund

#### Schedule of Investments (unaudited)
As of December 31, 2022

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (95.6%)** | **Common Stocks (95.6%)** | **Common Stocks (95.6%)** | **Common Stocks (95.6%)** |
| **Communication Services (5.1%)** | **Communication Services (5.1%)** | **Communication Services (5.1%)** | **Communication Services (5.1%)** |
| <sup>\*</sup> | Alphabet Inc. Class A | 1763800 | 155620 |
| <sup>\*</sup> | Alphabet Inc. Class C | 1389200 | 123264 |
| <sup>\*</sup> | T-Mobile US Inc. | 473700 | 66318 |
| <sup>\*</sup> | Walt Disney Co. | 631235 | 54842 |
|  | Activision Blizzard Inc. | 659350 | 50473 |
|  | Nintendo Co. Ltd. | 507500 | 21339 |
|  | Electronic Arts Inc. | 154850 | 18919 |
| <sup>\*</sup> | Meta Platforms Inc. Class A | 147000 | 17690 |
| <sup>\*</sup> | Charter Communications Inc. Class A | 41170 | 13961 |
|  | Comcast Corp. Class A | 178538 | 6243 |
| <sup>\*</sup> | Netflix Inc. | 12300 | 3627 |
| <sup>\*</sup> | Altice USA Inc. Class A | 688200 | 3166 |
|  |  |  | **535462** |
| **Consumer Discretionary (10.0%)** | **Consumer Discretionary (10.0%)** | **Consumer Discretionary (10.0%)** | **Consumer Discretionary (10.0%)** |
|  | Sony Group Corp. ADR | 1869000 | 142567 |
|  | TJX Cos. Inc. | 1604600 | 127726 |
|  | Ross Stores Inc. | 1042080 | 120954 |
| <sup>\*</sup> | Mattel Inc. | 6072471 | 108333 |
|  | Whirlpool Corp. | 710074 | 100447 |
| <sup>\*</sup> | Alibaba Group Holding Ltd. ADR | 879700 | 77493 |
| <sup>\*</sup> | CarMax Inc. | 1079740 | 65745 |
| <sup>\*</sup> | Dollar Tree Inc. | 346500 | 49009 |
| <sup>\*</sup> | Royal Caribbean Cruises Ltd. | 793300 | 39213 |
| <sup>\*</sup> | Tesla Inc. | 239400 | 29489 |
|  | Marriott International Inc. Class A | 184290 | 27439 |
| <sup>\*</sup> | Capri Holdings Ltd. | 446363 | 25586 |
|  | Bath & Body Works Inc. | 526300 | 22178 |
|  | Newell Brands Inc. | 1575000 | 20601 |
| <sup>\*</sup> | Victoria's Secret & Co. | 546933 | 19569 |
|  | McDonald's Corp. | 53000 | 13967 |
| <sup>\*</sup> | Burlington Stores Inc. | 62500 | 12673 |
|  | Restaurant Brands International Inc. | 151200 | 9778 |
| <sup>\*</sup> | Leslie's Inc. | 511100 | 6241 |
| <sup>\*</sup> | Carnival Corp. | 632100 | 5095 |
|  | Lowe's Cos. Inc. | 25000 | 4981 |
| <sup>\*</sup> | Las Vegas Sands Corp. | 79600 | 3826 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | 4300 | 3629 |
|  | MGM Resorts International | 95000 | 3185 |
| <sup>\*</sup> | AutoZone Inc. | 1055 | 2602 |
|  | Hilton Worldwide Holdings Inc. | 13800 | 1744 |
| <sup>\*</sup> | Amazon.com Inc. | 14750 | 1239 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Norwegian Cruise Line Holdings Ltd. | 68440 | 838 |
|  |  |  | **1046147** |
| **Consumer Staples (0.7%)** | **Consumer Staples (0.7%)** | **Consumer Staples (0.7%)** | **Consumer Staples (0.7%)** |
| <sup>\*</sup> | BJ's Wholesale Club Holdings Inc. | 321300 | 21257 |
|  | Sysco Corp. | 236500 | 18080 |
|  | Tyson Foods Inc. Class A | 187700 | 11684 |
|  | Altria Group Inc. | 246124 | 11250 |
|  | Mowi ASA | 157000 | 2675 |
|  | Philip Morris International Inc. | 15500 | 1569 |
|  | Kroger Co. | 25000 | 1115 |
|  | Constellation Brands Inc. Class A | 4400 | 1020 |
|  |  |  | **68650** |
| **Energy (3.3%)** | **Energy (3.3%)** | **Energy (3.3%)** | **Energy (3.3%)** |
|  | Pioneer Natural Resources Co. | 690173 | 157628 |
|  | EOG Resources Inc. | 329021 | 42615 |
|  | Valero Energy Corp. | 311900 | 39568 |
|  | Hess Corp. | 236900 | 33597 |
|  | Coterra Energy Inc. | 1037050 | 25480 |
|  | Cameco Corp. | 982000 | 22262 |
| <sup>\*</sup> | Southwestern Energy Co. | 2000000 | 11700 |
| <sup>\*</sup> | TechnipFMC plc | 666800 | 8128 |
| <sup>\*</sup> | Transocean Ltd. (XNYS) | 1237200 | 5642 |
|  | Schlumberger Ltd. | 54700 | 2924 |
|  | Technip Energies NV | 7820 | 123 |
|  |  |  | **349667** |
| **Financials (8.6%)** | **Financials (8.6%)** | **Financials (8.6%)** | **Financials (8.6%)** |
|  | Raymond James Financial Inc. | 1806005 | 192972 |
|  | JPMorgan Chase & Co. | 1258846 | 168811 |
|  | Wells Fargo & Co. | 4042400 | 166911 |
|  | Northern Trust Corp. | 1130350 | 100025 |
|  | Goldman Sachs Group Inc. | 274800 | 94361 |
|  | Evercore Inc. Class A | 526830 | 57467 |
|  | Discover Financial Services | 547281 | 53540 |
|  | CME Group Inc. | 105250 | 17699 |
|  | Progressive Corp. | 134400 | 17433 |
|  | Charles Schwab Corp. | 129434 | 10777 |
|  | Marsh & McLennan Cos. Inc. | 58812 | 9732 |
|  | US Bancorp | 100000 | 4361 |
|  | Bank of America Corp. | 129059 | 4274 |
|  | Morgan Stanley | 22800 | 1938 |
|  |  |  | **900301** |
| **Health Care (29.0%)** | **Health Care (29.0%)** | **Health Care (29.0%)** | **Health Care (29.0%)** |
|  | Eli Lilly & Co. | 2147382 | 785598 |
|  | AstraZeneca plc ADR | 5629110 | 381654 |
|  | Amgen Inc. | 1436250 | 377217 |
| <sup>\*</sup> | Biogen Inc. | 1203577 | 333295 |
|  | Thermo Fisher Scientific Inc. | 337250 | 185720 |
|  | Novartis AG ADR | 1704490 | 154631 |
| <sup>\*</sup> | Boston Scientific Corp. | 3045230 | 140903 |
|  | Bristol-Myers Squibb Co. | 1857370 | 133638 |
|  | Zimmer Biomet Holdings Inc. | 552950 | 70501 |
|  | Roche Holding AG | 219553 | 68992 |
| <sup>\*</sup> | Elanco Animal Health Inc. (XNYS) | 4894491 | 59811 |
|  | CVS Health Corp. | 618460 | 57634 |
| <sup>\*</sup> | LivaNova plc | 737100 | 40939 |
|  | Agilent Technologies Inc. | 257110 | 38476 |
|  | Abbott Laboratories | 330460 | 36281 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | BioMarin Pharmaceutical Inc. | 313770 | 32472 |
| <sup>\*</sup> | Illumina Inc. | 89910 | 18180 |
| <sup>1</sup> | Siemens Healthineers AG | 358277 | 17871 |
| <sup>\*</sup> | IQVIA Holdings Inc. | 84222 | 17256 |
|  | GSK plc ADR | 413200 | 14520 |
|  | Stryker Corp. | 55820 | 13647 |
|  | Humana Inc. | 17844 | 9140 |
|  | Alcon Inc. | 125260 | 8587 |
|  | Sanofi ADR | 135200 | 6548 |
|  | Danaher Corp. | 19140 | 5080 |
|  | UnitedHealth Group Inc. | 8489 | 4501 |
|  | Medtronic plc | 55020 | 4276 |
| <sup>\*</sup> | Waters Corp. | 10431 | 3573 |
| <sup>\*</sup> | Zimvie Inc. | 30540 | 285 |
|  |  |  | **3021226** |
| **Industrials (14.9%)** | **Industrials (14.9%)** | **Industrials (14.9%)** | **Industrials (14.9%)** |
|  | AECOM | 2636690 | 223934 |
| <sup>\*</sup> | Southwest Airlines Co. | 6560969 | 220908 |
|  | Siemens AG (Registered) | 1507549 | 207818 |
|  | FedEx Corp. | 995900 | 172490 |
|  | Jacobs Solutions Inc. | 947835 | 113807 |
|  | United Parcel Service Inc. Class B | 494800 | 86016 |
|  | Airbus SE | 617820 | 73460 |
| <sup>\*</sup> | United Airlines Holdings Inc. | 1453940 | 54814 |
| <sup>\*</sup> | Delta Air Lines Inc. | 1498060 | 49226 |
|  | TransDigm Group Inc. | 74450 | 46877 |
|  | General Dynamics Corp. | 155800 | 38656 |
|  | Caterpillar Inc. | 160360 | 38416 |
|  | Textron Inc. | 491990 | 34833 |
| <sup>\*</sup> | American Airlines Group Inc. | 2195400 | 27925 |
|  | Union Pacific Corp. | 121500 | 25159 |
| <sup>\*</sup> | XPO Inc. | 573500 | 19092 |
|  | Carrier Global Corp. | 460000 | 18975 |
|  | JB Hunt Transport Services Inc. | 72500 | 12641 |
|  | Deere & Co. | 28140 | 12065 |
| <sup>\*</sup> | GXO Logistics Inc. | 281100 | 12000 |
|  | Otis Worldwide Corp. | 145500 | 11394 |
|  | CSX Corp. | 339000 | 10502 |
| <sup>\*</sup> | RXO Inc. | 587200 | 10100 |
| <sup>\*</sup> | Saia Inc. | 45300 | 9498 |
|  | L3Harris Technologies Inc. | 34000 | 7079 |
|  | Rockwell Automation Inc. | 25650 | 6607 |
|  | Knight-Swift Transportation Holdings Inc. | 81700 | 4282 |
|  | AMETEK Inc. | 10000 | 1397 |
|  |  |  | **1549971** |
| **Information Technology (22.1%)** | **Information Technology (22.1%)** | **Information Technology (22.1%)** | **Information Technology (22.1%)** |
|  | Microsoft Corp. | 1110840 | 266402 |
|  | Texas Instruments Inc. | 1494100 | 246855 |
|  | KLA Corp. | 613770 | 231410 |
|  | Intel Corp. | 6899080 | 182343 |
| <sup>\*</sup> | Flex Ltd. | 8401290 | 180292 |
|  | Applied Materials Inc. | 1084100 | 105570 |
|  | Micron Technology Inc. | 1710800 | 85506 |
|  | Oracle Corp. | 1038000 | 84846 |
|  | Visa Inc. Class A | 353090 | 73358 |
|  | Analog Devices Inc. | 446040 | 73164 |
|  | ASML Holding NV GDR (Registered) | 130000 | 71032 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Intuit Inc. | 179950 | 70040 |
|  | HP Inc. | 2483373 | 66728 |
|  | QUALCOMM Inc. | 538710 | 59226 |
|  | Hewlett Packard Enterprise Co. | 3542940 | 56545 |
| <sup>\*</sup> | Adobe Inc. | 159100 | 53542 |
|  | Cisco Systems Inc. | 973100 | 46358 |
|  | NetApp Inc. | 765800 | 45994 |
|  | Apple Inc. | 313000 | 40668 |
|  | Telefonaktiebolaget LM Ericsson ADR | 6658745 | 38887 |
|  | Fidelity National Information Services Inc. | 558100 | 37867 |
|  | Corning Inc. | 905200 | 28912 |
|  | Jabil Inc. | 401500 | 27382 |
| <sup>\*</sup> | Keysight Technologies Inc. | 158310 | 27082 |
| <sup>\*</sup> | WEX Inc. | 148480 | 24299 |
|  | Mastercard Inc. Class A | 52900 | 18395 |
| <sup>\*</sup> | PayPal Holdings Inc. | 220550 | 15708 |
|  | Teradyne Inc. | 167040 | 14591 |
| <sup>\*</sup> | Western Digital Corp. | 374400 | 11812 |
|  | Seagate Technology Holdings plc | 176900 | 9307 |
|  | NVIDIA Corp. | 37870 | 5534 |
| <sup>\*</sup> | BlackBerry Ltd. | 1276500 | 4161 |
| <sup>\*</sup> | Ciena Corp. | 57000 | 2906 |
|  |  |  | **2306722** |
| **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** |
|  | Albemarle Corp. | 296365 | 64270 |
|  | Glencore plc | 8151481 | 54359 |
|  | DuPont de Nemours Inc. | 340400 | 23362 |
|  | Corteva Inc. | 276493 | 16252 |
|  | Freeport-McMoRan Inc. | 383200 | 14562 |
|  | Dow Inc. | 238000 | 11993 |
|  | Linde plc | 9200 | 3001 |
|  | Greif Inc. Class B | 24000 | 1877 |
|  |  |  | **189676** |
| **Real Estate (0.1%)** | **Real Estate (0.1%)** | **Real Estate (0.1%)** | **Real Estate (0.1%)** |
|  | American Homes 4 Rent Class A | 222000 | 6691 |
| **Total Common Stocks (Cost $4,909,116)** | **Total Common Stocks (Cost $4,909,116)** | **Total Common Stocks (Cost $4,909,116)** | **9974513** |
| **Temporary Cash Investments (4.6%)** | **Temporary Cash Investments (4.6%)** | **Temporary Cash Investments (4.6%)** | **Temporary Cash Investments (4.6%)** |
| **Money Market Fund (4.6%)** | **Money Market Fund (4.6%)** | **Money Market Fund (4.6%)** | **Money Market Fund (4.6%)** |
| <sup>2</sup> | Vanguard Market Liquidity Fund, 4.334% **(Cost $476,488)** | 4766603 | **476613** |
| **Total Investments (100.2%) (Cost $5,385,604)** | **Total Investments (100.2%) (Cost $5,385,604)** | **Total Investments (100.2%) (Cost $5,385,604)** | **10451126** |
| **Other Assets and Liabilities—Net (-0.2%)** | **Other Assets and Liabilities—Net (-0.2%)** | **Other Assets and Liabilities—Net (-0.2%)** | **(19727)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **10431399** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $17,871,000, representing 0.2% of net assets. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | ADR—American Depositary Receipt. |
|  | GDR—Global Depositary Receipt. |

---

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

C. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments as of December 31, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;9527876 | &nbsp;&nbsp;&nbsp;446637 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;9974513 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476613 |
| Total | 10004489 | &nbsp;&nbsp;&nbsp;446637 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10451126 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD FENWAY FUNDS

- **b. Investment Company Act file number:** 811-05445

- **c. CIK number of Registrant:** 0000826473

- **d. LEI of Registrant:** 549300HR7W3XB5UOJ590

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD PRIMECAP CORE FUND

- **b. EDGAR series identifier (if any):** S000002581

- **c. LEI of Series:** 776SG4MB9FMXJS8WWS77

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

- **a. Date of fiscal year-end:** 2023-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10460739651.79

**Total Liabilities:** $11792361.44

**Net Assets:** $10448947290.35

**Cash Not Reported:** $0.11

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007086 | 9.21%                | 7.85%                | -5.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $44343257.86             | $837304619.67                              |
| Month 2  | $100148943.00            | $699452356.16                              |
| Month 3  | $18927044.87             | $-646602724.08                             |

### Schedule of Portfolio Investments

| Name                                              | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Airlines Holdings Inc                      | UNITED AIRLINES                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |   1453940 | NS      | $54813538.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | HILTON WORLDWIDE               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     13800 | NS      | $1743768.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | THERMO FISHER                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    337250 | NS      | $185720202.50 | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                      | TERADYNE INC                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |    167040 | NS      | $14590944.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    238000 | NS      | $11992820.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO               | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    552950 | NS      | $70501125.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                  | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     55020 | NS      | $4276154.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ               | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    659350 | NS      | $50473242.50  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX CORP                       | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    339000 | NS      | $10502220.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |   1436250 | NS      | $377216700.00 | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | APPLE INC                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    313000 | NS      | $40668090.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    401500 | NS      | $27382300.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                   | SONY GROUP-ADR                 | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | US        |   1869000 | NS      | $142567320.00 | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    446040 | NS      | $73163941.20  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc          | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    526300 | NS      | $22178282.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-MOBILE US INC                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    473700 | NS      | $66318000.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      4400 | NS      | $1019700.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | AMAZON.COM INC                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     14750 | NS      | $1239000.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                                      | STRYKER CORP                   | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     55820 | NS      | $13647431.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                           | GSK PLC-ADR                    | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | US        |    413200 | NS      | $14519848.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                 | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   1110840 | NS      | $266401648.80 | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                      | LESLIE'S INC                   | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    511100 | NS      | $6240531.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                       | WATERS CORP                    | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     10431 | NS      | $3573451.98   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-C                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1389200 | NS      | $123263716.00 | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    134400 | NS      | $17433024.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    353090 | NS      | $73357978.40  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    145500 | NS      | $11394105.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   1857370 | NS      | $133637771.50 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA HOLDINGS I               | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     84222 | NS      | $17256245.58  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    274800 | NS      | $94360824.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                         | ADOBE INC                      | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    159100 | NS      | $53541923.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                     | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    110000 | NS      | $4797100.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      1055 | NS      | $2601819.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    147000 | NS      | $17689980.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    187700 | NS      | $11684325.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                        | INTUIT INC                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    179950 | NS      | $70040139.00  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    129434 | NS      | $10776674.84  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | DEERE & CO                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     28140 | NS      | $12065306.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                      | EVERCORE INC                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |    526830 | NS      | $57466616.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | SAIA INC                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     45300 | NS      | $9498504.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |    446363 | NS      | $25585527.16  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                         | GREIF INC-CL B                 | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     24000 | NS      | $1877520.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     54700 | NS      | $2924262.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BIOMARIN PHARMAC               | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    313770 | NS      | $32472057.30  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |       783 | NS      | $78300.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                      | ILLUMINA INC                   | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     89910 | NS      | $18179802.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    105250 | NS      | $17698840.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    155800 | NS      | $38655538.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    154850 | NS      | $18919573.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |   1185027 | NS      | $328157676.84 | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |    158310 | NS      | $27082091.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                           | WEX INC                        | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |    148480 | NS      | $24298752.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    374400 | NS      | $11812320.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | LOWE'S COS INC                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     25000 | NS      | $4981000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |   1806005 | NS      | $192971634.25 | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackBerry Ltd                                    | BLACKBERRY LTD                 | CUSIP: 09228F103<br>LEI: 549300HJD8NEGT71RF07 | Long             | EC               | CORP              | US        |   1276500 | NS      | $4161390.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                    | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |   1038000 | NS      | $84846120.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                     | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |   6899080 | NS      | $182342684.40 | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | UNION PAC CORP                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    121500 | NS      | $25159005.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                        | ZIMVIE INC                     | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     30540 | NS      | $285243.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | PIONEER NATURAL                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |    690173 | NS      | $157628611.47 | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |   2636690 | NS      | $223934081.70 | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                    | TECHNIPFMC PLC                 | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | US        |    666800 | NS      | $8128292.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                        | CIENA CORP                     | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     57000 | NS      | $2905860.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX COS INC                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |   1604600 | NS      | $127726160.00 | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                   | ERICSSON LM-ADR                | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | US        |   6658745 | NS      | $38887070.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     58812 | NS      | $9732209.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | TESLA INC                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    239400 | NS      | $29489292.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                         | HESS CORP                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    236900 | NS      | $33597158.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                      | LIVANOVA PLC                   | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |    737100 | NS      | $40938534.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                    | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    491990 | NS      | $34832892.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                       | NOVARTIS AG-ADR                | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | US        |   1704490 | NS      | $154631332.80 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                   | ASTRAZENECA-ADR                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | US        |   5629110 | NS      | $381653658.00 | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                     | MARRIOTT INTL-A                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    184290 | NS      | $27438938.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                   | SEAGATE TECHNOLO               | CUSIP: G7997R103<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |    176900 | NS      | $9306709.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    220550 | NS      | $15707571.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                         | ALIBABA GRP-ADR                | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | US        |    879700 | NS      | $77492773.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4300 | NS      | $3629329.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    311900 | NS      | $39567634.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                    | TRANSOCEAN LTD                 | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |   1237200 | NS      | $5641632.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                       | ROYAL CARIBBEAN                | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |    793300 | NS      | $39212819.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        | 476337206 | NS      | $476289572.36 | 4.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                            | BOSTON SCIENTIFC               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |   3045230 | NS      | $140902792.10 | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |   3542940 | NS      | $56545322.40  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |   2147382 | NS      | $785598230.88 | 7.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                          | ELANCO ANIMAL HE               | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   4894491 | NS      | $59810680.02  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    558100 | NS      | $37867085.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                               | TRANSDIGM GROUP                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74450 | NS      | $46877442.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                 | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   1130350 | NS      | $100024671.50 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    383200 | NS      | $14561600.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    330460 | NS      | $36281203.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                   | NINTENDO CO LTD                | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |    507500 | NS      | $21338639.64  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| RXO Inc                                           | RXO INC                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    585300 | NS      | $10067160.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    160360 | NS      | $38415841.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                   | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    460000 | NS      | $18975000.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   2000000 | NS      | $11700000.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc               | RESTAURANT BRAND               | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |    151200 | NS      | $9778104.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    710074 | NS      | $100447068.04 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    538710 | NS      | $59225777.40  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    178538 | NS      | $6243473.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   1494100 | NS      | $246855202.00 | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     25000 | NS      | $1114500.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    296365 | NS      | $64269713.90  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                             | BURLINGTON STORE               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     62500 | NS      | $12672500.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     15500 | NS      | $1568755.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | AGILENT TECH INC               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    257110 | NS      | $38476511.50  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                        | MATTEL INC                     | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   6072471 | NS      | $108332882.64 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                             | AMERICAN HOMES-A               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    222000 | NS      | $6691080.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc          | KNIGHT-SWIFT TRA               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81700 | NS      | $4281897.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                        | CHARTER COMMUN-A               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     41170 | NS      | $13960747.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                | COTERRA ENERGY I               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |   1037050 | NS      | $25480318.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                     | CARNIVAL CORP                  | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | US        |    632100 | NS      | $5094726.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     34000 | NS      | $7079140.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     19140 | NS      | $5080138.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                          | MOWI ASA                       | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |    157000 | NS      | $2675326.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    346500 | NS      | $49008960.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     53000 | NS      | $13967090.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                         | AIRBUS SE                      | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |    617820 | NS      | $73460309.64  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR               | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    340400 | NS      | $23361652.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A               | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    688200 | NS      | $3165720.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA CORP                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |    613770 | NS      | $231409703.10 | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                | NORWEGIAN CRUISE               | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68440 | NS      | $837705.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    494800 | NS      | $86016032.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |   2483373 | NS      | $66728232.51  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | NETFLIX INC                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     12300 | NS      | $3627024.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     22800 | NS      | $1938456.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                    | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    905200 | NS      | $28912088.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    329021 | NS      | $42614799.92  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                        | FEDEX CORP                     | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    995900 | NS      | $172489880.00 | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                      | GLENCORE PLC                   | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | GB        |   8151481 | NS      | $54359352.00  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |   1710800 | NS      | $85505784.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    618460 | NS      | $57634287.40  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    547281 | NS      | $53540500.23  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | APPLIED MATERIAL               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |   1084100 | NS      | $105569658.00 | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA CORP                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     37870 | NS      | $5534321.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   1258846 | NS      | $168811248.60 | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | MASTERCARD INC-A               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     52900 | NS      | $18394917.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | DELTA AIR LI                   | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |   1498060 | NS      | $49226251.60  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   4042400 | NS      | $166910696.00 | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                     | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    236500 | NS      | $18080425.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                         | ALCON INC                      | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | US        |    125260 | NS      | $8586573.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                 | GXO LOGISTIC                   | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    281100 | NS      | $12000159.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                           | XPO INC                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    572500 | NS      | $19058525.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    129059 | NS      | $4274434.08   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   1575000 | NS      | $20601000.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     10000 | NS      | $1397200.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                              | JACOBS SOLUTIONS               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    947835 | NS      | $113806548.45 | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                            | SANOFI-ADR                     | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | US        |    135200 | NS      | $6547736.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                        | SIEMENS AG-REG                 | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |   1507549 | NS      | $207817525.89 | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     17844 | NS      | $9139518.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    765800 | NS      | $45993948.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                  | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |   6560969 | NS      | $220907826.23 | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                       | CAMECO CORP                    | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | US        |    982000 | NS      | $22261940.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8489 | NS      | $4500698.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    246124 | NS      | $11250328.04  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                            | VICTORIA'S SECRE               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    546933 | NS      | $19569262.74  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | ROSS STORES INC                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |   1042080 | NS      | $120954225.60 | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    321300 | NS      | $21257208.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                          | FLEX LTD                       | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |   8401290 | NS      | $180291683.40 | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    276493 | NS      | $16252258.54  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                   | ASML HOLDING-NY                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | US        |    130000 | NS      | $71032000.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE               | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2195400 | NS      | $27925488.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     72500 | NS      | $12641100.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                        | CARMAX INC                     | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1079740 | NS      | $65745368.60  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    973100 | NS      | $46358484.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                           | ROCKWELL AUTOMAT               | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     25650 | NS      | $6606670.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                  | ROCHE HLDG-GENUS               | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    219553 | NS      | $68991798.10  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies NV                               | TECHNIP ENERGIES               | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | FR        |      7820 | NS      | $122942.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     79600 | NS      | $3826372.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1763800 | NS      | $155620074.00 | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                           | SIEMENS HEALTHIN               | CUSIP: D6T479107<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |    358277 | NS      | $17871439.87  | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Linde PLC                                         | LINDE PLC                      | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |      9200 | NS      | $3000856.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                         | MGM RESORTS INTE               | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     95000 | NS      | $3185350.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                | WALT DISNEY CO/T               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    631235 | NS      | $54841696.80  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD FENWAY FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer