# EDGAR Filing Document

**Accession Number:** 0000275309
**File Stem:** 0001752724-23-067646
**Filing Date:** 2023-3
**Character Count:** 113713
**Document Hash:** b23d37928c61930a45db999a1579e8af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067646.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067646

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY CAPITAL TRUST
- **CENTRAL INDEX KEY:** 0000275309
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02841
- **FILM NUMBER:** 23763762

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY VALUE FUND
- **DATE OF NAME CHANGE:** 19870114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY DISCOVERER FUND
- **DATE OF NAME CHANGE:** 19860803

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY ASSET INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19840205

## Series and Classes Contracts Data

### Fidelity Value Fund (Series ID: S000005455)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000014856 | Fidelity Value Fund | FDVLX           |
| C000064281 | Class K             | FVLKX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **Value Fund**

**January 31, 2023**

VAL-NPRT1-0423

1.813084.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.3%** | &nbsp;&nbsp;**Common Stocks - 97.3%** | &nbsp;&nbsp;**Common Stocks - 97.3%** |
|  | Shares | Value ($)<br> (000s) <br>|
| COMMUNICATION SERVICES - 2.5%  |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| Cellnex Telecom SA (a) | 879500 | 34466 |
| Interactive Media & Services - 0.2% |  |  |
| Ziff Davis, Inc. (b) | 265800 | 23784 |
| Media - 1.9% |  |  |
| DISH Network Corp. Class A (b) | 727068 | 10463 |
| Interpublic Group of Companies, Inc.  | 1051900 | 38352 |
| News Corp. Class A  | 1104300 | 22373 |
| Nexstar Broadcasting Group, Inc. Class A  | 163300 | 33439 |
| Scholastic Corp.  | 730000 | 32295 |
| Thryv Holdings, Inc. (b) | 1543963 | 34538 |
|  |  | 171460 |
| TOTAL COMMUNICATION SERVICES |  | 229710 |
| CONSUMER DISCRETIONARY - 14.7%  |  |  |
| Auto Components - 1.4% |  |  |
| Adient PLC (b) | 1427400 | 64262 |
| Autoliv, Inc.  | 516100 | 47543 |
| Cie Automotive SA  | 560200 | 16590 |
|  |  | 128395 |
| Automobiles - 0.6% |  |  |
| Harley-Davidson, Inc.  | 1121300 | 51613 |
| Diversified Consumer Services - 0.5% |  |  |
| Adtalem Global Education, Inc. (b) | 995128 | 37994 |
| H&R Block, Inc.  | 212800 | 8295 |
|  |  | 46289 |
| Hotels, Restaurants & Leisure - 2.9% |  |  |
| ARAMARK Holdings Corp.  | 1055306 | 46993 |
| Bowlero Corp. Class A (b)(c) | 2514400 | 34573 |
| Brinker International, Inc. (b) | 666157 | 26287 |
| Caesars Entertainment, Inc. (b) | 742496 | 38654 |
| Hilton Grand Vacations, Inc. (b) | 1009600 | 47815 |
| Hyatt Hotels Corp. Class A (b) | 209846 | 22898 |
| Red Rock Resorts, Inc.  | 1053000 | 47396 |
|  |  | 264616 |
| Household Durables - 1.5% |  |  |
| KB Home  | 992200 | 38150 |
| Mohawk Industries, Inc. (b) | 339000 | 40700 |
| Tempur Sealy International, Inc.  | 1456900 | 59369 |
|  |  | 138219 |
| Internet & Direct Marketing Retail - 0.5% |  |  |
| eBay, Inc.  | 970464 | 48038 |
| Leisure Products - 0.7% |  |  |
| Mattel, Inc. (b) | 3134092 | 64124 |
| Multiline Retail - 1.7% |  |  |
| Dollar Tree, Inc. (b) | 209600 | 31478 |
| Franchise Group, Inc. (d) | 1475350 | 45574 |
| Kohl's Corp.  | 1513300 | 48986 |
| Nordstrom, Inc. (d) | 1310108 | 25600 |
|  |  | 151638 |
| Specialty Retail - 4.1% |  |  |
| Academy Sports & Outdoors, Inc.  | 455979 | 26638 |
| American Eagle Outfitters, Inc. (d) | 4133800 | 66720 |
| Camping World Holdings, Inc. (d) | 1256800 | 31935 |
| Lithia Motors, Inc. Class A (sub. vtg.) (d) | 198900 | 52350 |
| Rent-A-Center, Inc.  | 1679274 | 45156 |
| Sally Beauty Holdings, Inc. (b) | 2504646 | 39022 |
| Signet Jewelers Ltd. (d) | 512177 | 39340 |
| Victoria's Secret & Co. (b) | 1594833 | 67222 |
|  |  | 368383 |
| Textiles, Apparel & Luxury Goods - 0.8% |  |  |
| Capri Holdings Ltd. (b) | 1115666 | 74181 |
| TOTAL CONSUMER DISCRETIONARY |  | 1335496 |
| CONSUMER STAPLES - 3.1%  |  |  |
| Beverages - 0.4% |  |  |
| Primo Water Corp.  | 2244900 | 35133 |
| Food & Staples Retailing - 0.8% |  |  |
| U.S. Foods Holding Corp. (b) | 1957400 | 74636 |
| United Natural Foods, Inc. (b) | 20200 | 841 |
|  |  | 75477 |
| Food Products - 1.3% |  |  |
| Bunge Ltd.  | 364100 | 36082 |
| Darling Ingredients, Inc. (b) | 909094 | 60264 |
| Tyson Foods, Inc. Class A  | 357400 | 23499 |
|  |  | 119845 |
| Household Products - 0.4% |  |  |
| Energizer Holdings, Inc.  | 1026700 | 38091 |
| Personal Products - 0.2% |  |  |
| Olaplex Holdings, Inc. (b) | 2777476 | 17526 |
| TOTAL CONSUMER STAPLES |  | 286072 |
| ENERGY - 12.0%  |  |  |
| Energy Equipment & Services - 2.8% |  |  |
| Expro Group Holdings NV (b) | 2667251 | 50384 |
| Liberty Oilfield Services, Inc. Class A  | 990894 | 15686 |
| TechnipFMC PLC (b) | 4256240 | 59119 |
| Tenaris SA  | 2973800 | 52698 |
| Valaris Ltd. (b) | 721300 | 52395 |
| Vallourec SA (b) | 1391965 | 20225 |
|  |  | 250507 |
| Oil, Gas & Consumable Fuels - 9.2% |  |  |
| Antero Resources Corp. (b) | 3718267 | 107235 |
| APA Corp.  | 282000 | 12501 |
| Canadian Natural Resources Ltd.  | 854500 | 52450 |
| Cenovus Energy, Inc. (Canada)  | 3317981 | 66282 |
| Denbury, Inc. (b) | 922327 | 80040 |
| Devon Energy Corp.  | 310901 | 19661 |
| Diamondback Energy, Inc.  | 85636 | 12513 |
| Energy Transfer LP  | 3022197 | 40135 |
| EQT Corp.  | 387642 | 12664 |
| Genesis Energy LP  | 3483195 | 39325 |
| Hess Corp.  | 848777 | 127445 |
| HF Sinclair Corp.  | 636100 | 36194 |
| Imperial Oil Ltd.  | 808500 | 44188 |
| Kosmos Energy Ltd. (b) | 6678158 | 52824 |
| Parkland Corp.  | 879400 | 20661 |
| Talos Energy, Inc. (b) | 762141 | 15098 |
| Targa Resources Corp.  | 475680 | 35686 |
| The Williams Companies, Inc.  | 301333 | 9715 |
| Tourmaline Oil Corp.  | 682500 | 31808 |
| Valero Energy Corp.  | 162812 | 22799 |
|  |  | 839224 |
| TOTAL ENERGY |  | 1089731 |
| FINANCIALS - 13.8%  |  |  |
| Banks - 3.8% |  |  |
| Bank of Kyoto Ltd.  | 363800 | 16927 |
| East West Bancorp, Inc.  | 1012266 | 79483 |
| First Citizens Bancshares, Inc.  | 52492 | 40822 |
| First Citizens Bancshares, Inc. Class B  | 5400 | 3834 |
| M&T Bank Corp.  | 385372 | 60118 |
| PacWest Bancorp  | 1517878 | 41985 |
| Signature Bank  | 526400 | 67879 |
| Western Alliance Bancorp.  | 152100 | 11464 |
| Wintrust Financial Corp.  | 282200 | 25813 |
|  |  | 348325 |
| Capital Markets - 2.3% |  |  |
| Ameriprise Financial, Inc.  | 169700 | 59415 |
| Lazard Ltd. Class A  | 812300 | 32557 |
| LPL Financial  | 250500 | 59399 |
| Northern Trust Corp.  | 411800 | 39932 |
| Petershill Partners PLC (a) | 7977800 | 16622 |
|  |  | 207925 |
| Consumer Finance - 1.4% |  |  |
| OneMain Holdings, Inc.  | 1179180 | 50870 |
| PROG Holdings, Inc. (b) | 328123 | 7314 |
| SLM Corp.  | 3717742 | 65321 |
|  |  | 123505 |
| Diversified Financial Services - 1.6% |  |  |
| Apollo Global Management, Inc.  | 1146002 | 81114 |
| Corebridge Financial, Inc.  | 1173800 | 25542 |
| ECN Capital Corp.  | 3298855 | 7240 |
| Voya Financial, Inc. (d) | 453600 | 31648 |
|  |  | 145544 |
| Insurance - 3.1% |  |  |
| AMBAC Financial Group, Inc. (b) | 1971059 | 32838 |
| American Financial Group, Inc.  | 250500 | 35719 |
| Assurant, Inc.  | 464579 | 61599 |
| First American Financial Corp.  | 638800 | 39523 |
| Reinsurance Group of America, Inc.  | 284549 | 43186 |
| The Travelers Companies, Inc.  | 362700 | 69319 |
|  |  | 282184 |
| Thrifts & Mortgage Finance - 1.6% |  |  |
| Axos Financial, Inc. (b) | 1194269 | 57468 |
| Essent Group Ltd.  | 832700 | 36664 |
| Walker & Dunlop, Inc.  | 507800 | 48434 |
|  |  | 142566 |
| TOTAL FINANCIALS |  | 1250049 |
| HEALTH CARE - 5.8%  |  |  |
| Biotechnology - 0.7% |  |  |
| Biogen, Inc. (b) | 35899 | 10443 |
| BioMarin Pharmaceutical, Inc. (b) | 67000 | 7728 |
| Exact Sciences Corp. (b) | 61000 | 4119 |
| Galapagos NV (b) | 74724 | 3307 |
| Poseida Therapeutics, Inc. (b) | 180620 | 1257 |
| United Therapeutics Corp. (b) | 147545 | 38829 |
|  |  | 65683 |
| Health Care Equipment & Supplies - 0.5% |  |  |
| Align Technology, Inc. (b) | 7800 | 2104 |
| Hologic, Inc. (b) | 100000 | 8137 |
| STERIS PLC  | 45893 | 9477 |
| Teleflex, Inc.  | 34620 | 8427 |
| The Cooper Companies, Inc.  | 33635 | 11736 |
| Zimmer Biomet Holdings, Inc.  | 55831 | 7110 |
|  |  | 46991 |
| Health Care Providers & Services - 2.8% |  |  |
| AdaptHealth Corp. (b)(c) | 1981496 | 42463 |
| agilon health, Inc. (b) | 169000 | 3677 |
| AmerisourceBergen Corp.  | 79732 | 13472 |
| Centene Corp. (b) | 633300 | 48283 |
| Cigna Corp.  | 170949 | 54134 |
| Guardant Health, Inc. (b) | 8114 | 255 |
| Laboratory Corp. of America Holdings  | 37455 | 9443 |
| Molina Healthcare, Inc. (b) | 32160 | 10028 |
| Oak Street Health, Inc. (b) | 88700 | 2578 |
| Owens & Minor, Inc.  | 1232395 | 24327 |
| Premier, Inc.  | 47400 | 1581 |
| Quest Diagnostics, Inc.  | 27800 | 4128 |
| Tenet Healthcare Corp. (b) | 768707 | 42164 |
|  |  | 256533 |
| Life Sciences Tools & Services - 0.8% |  |  |
| Agilent Technologies, Inc.  | 61827 | 9403 |
| Avantor, Inc. (b) | 148320 | 3545 |
| Bio-Rad Laboratories, Inc. Class A (b) | 23562 | 11014 |
| Charles River Laboratories International, Inc. (b) | 7600 | 1849 |
| IQVIA Holdings, Inc. (b) | 23684 | 5433 |
| PerkinElmer, Inc.  | 59531 | 8187 |
| Syneos Health, Inc. (b) | 960800 | 34512 |
|  |  | 73943 |
| Pharmaceuticals - 1.0% |  |  |
| Catalent, Inc. (b) | 81693 | 4375 |
| Elanco Animal Health, Inc. (b) | 840200 | 11536 |
| Jazz Pharmaceuticals PLC (b) | 356797 | 55896 |
| Royalty Pharma PLC  | 269787 | 10573 |
| Viatris, Inc.  | 165000 | 2006 |
|  |  | 84386 |
| TOTAL HEALTH CARE |  | 527536 |
| INDUSTRIALS - 14.4%  |  |  |
| Air Freight & Logistics - 0.7% |  |  |
| Deutsche Post AG  | 255100 | 10984 |
| FedEx Corp.  | 283900 | 55037 |
|  |  | 66021 |
| Building Products - 1.0% |  |  |
| Builders FirstSource, Inc. (b) | 801950 | 63915 |
| UFP Industries, Inc.  | 244800 | 22901 |
|  |  | 86816 |
| Commercial Services & Supplies - 0.8% |  |  |
| HNI Corp.  | 561795 | 17848 |
| The Brink's Co.  | 757100 | 49666 |
|  |  | 67514 |
| Construction & Engineering - 2.8% |  |  |
| API Group Corp. (b) | 2171963 | 48304 |
| Fluor Corp. (b) | 1423400 | 52310 |
| Granite Construction, Inc.  | 1272000 | 54162 |
| MDU Resources Group, Inc.  | 1386200 | 42847 |
| Willscot Mobile Mini Holdings (b) | 1194300 | 57876 |
|  |  | 255499 |
| Electrical Equipment - 2.3% |  |  |
| Generac Holdings, Inc. (b) | 308500 | 37205 |
| GrafTech International Ltd.  | 4567300 | 29870 |
| Regal Rexnord Corp.  | 552256 | 76874 |
| Sensata Technologies, Inc. PLC  | 1120206 | 56962 |
| Vertiv Holdings Co.  | 658000 | 9357 |
|  |  | 210268 |
| Machinery - 2.8% |  |  |
| Allison Transmission Holdings, Inc.  | 1079929 | 48683 |
| Chart Industries, Inc. (b) | 19600 | 2626 |
| Flowserve Corp.  | 1592609 | 54818 |
| Kennametal, Inc.  | 1753597 | 49978 |
| Oshkosh Corp.  | 422800 | 42610 |
| Timken Co.  | 661036 | 54436 |
|  |  | 253151 |
| Professional Services - 0.5% |  |  |
| Manpower, Inc.  | 563100 | 49080 |
| Road & Rail - 2.3% |  |  |
| RXO, Inc. (b) | 1892200 | 34665 |
| Ryder System, Inc.  | 522070 | 49289 |
| TFI International, Inc. (Canada)  | 338300 | 37678 |
| U-Haul Holding Co. (non-vtg.) (d) | 722900 | 44668 |
| XPO, Inc. (b) | 939100 | 37433 |
|  |  | 203733 |
| Trading Companies & Distributors - 1.2% |  |  |
| Beacon Roofing Supply, Inc. (b) | 665800 | 37871 |
| Custom Truck One Source, Inc. Class A (b) | 3803100 | 26926 |
| Herc Holdings, Inc.  | 307100 | 47699 |
|  |  | 112496 |
| TOTAL INDUSTRIALS |  | 1304578 |
| INFORMATION TECHNOLOGY - 5.1%  |  |  |
| Communications Equipment - 0.4% |  |  |
| Lumentum Holdings, Inc. (b) | 674994 | 40621 |
| Electronic Equipment & Components - 1.4% |  |  |
| Flex Ltd. (b) | 2772400 | 64736 |
| Knowles Corp. (b) | 685995 | 13192 |
| Vontier Corp.  | 2289208 | 52720 |
|  |  | 130648 |
| IT Services - 2.5% |  |  |
| Concentrix Corp.  | 308847 | 43798 |
| Cyxtera Technologies, Inc. Class A (b) | 6000092 | 19320 |
| DXC Technology Co. (b) | 729600 | 20961 |
| Fidelity National Information Services, Inc.  | 591300 | 44371 |
| Global Payments, Inc.  | 315500 | 35563 |
| SS&C Technologies Holdings, Inc.  | 703600 | 42462 |
| Unisys Corp. (b)(c) | 3400472 | 18397 |
|  |  | 224872 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Skyworks Solutions, Inc.  | 127500 | 13983 |
| Software - 0.6% |  |  |
| NCR Corp. (b) | 2096200 | 57478 |
| TOTAL INFORMATION TECHNOLOGY |  | 467602 |
| MATERIALS - 13.8%  |  |  |
| Chemicals - 6.2% |  |  |
| Axalta Coating Systems Ltd. (b)(d) | 1781037 | 53609 |
| Cabot Corp.  | 491600 | 37032 |
| Celanese Corp. Class A  | 680111 | 83790 |
| Corteva, Inc.  | 592223 | 38169 |
| Eastman Chemical Co.  | 485500 | 42807 |
| Huntsman Corp.  | 413480 | 13103 |
| Methanex Corp. (d) | 1511819 | 71554 |
| Olin Corp.  | 843900 | 54508 |
| The Chemours Co. LLC  | 1447645 | 52680 |
| Trinseo PLC (d) | 374726 | 10399 |
| Tronox Holdings PLC  | 2246474 | 38527 |
| Westlake Corp. (d) | 516300 | 63376 |
|  |  | 559554 |
| Construction Materials - 1.5% |  |  |
| Eagle Materials, Inc.  | 259800 | 37952 |
| GCC S.A.B. de CV  | 3590000 | 28801 |
| Martin Marietta Materials, Inc.  | 69749 | 25085 |
| Summit Materials, Inc.  | 1345418 | 44210 |
|  |  | 136048 |
| Containers & Packaging - 1.6% |  |  |
| Crown Holdings, Inc.  | 753500 | 66429 |
| O-I Glass, Inc. (b) | 2413284 | 46456 |
| WestRock Co.  | 835500 | 32785 |
|  |  | 145670 |
| Metals & Mining - 3.8% |  |  |
| ArcelorMittal SA Class A unit GDR (d) | 1238784 | 38328 |
| Arconic Corp. (b) | 2791124 | 65619 |
| ATI, Inc. (b) | 995800 | 36237 |
| Carpenter Technology Corp.  | 602200 | 29080 |
| Constellium NV (b) | 4783614 | 69506 |
| First Quantum Minerals Ltd.  | 949107 | 22020 |
| Freeport-McMoRan, Inc.  | 1126500 | 50264 |
| Steel Dynamics, Inc.  | 265811 | 32067 |
|  |  | 343121 |
| Paper & Forest Products - 0.7% |  |  |
| Louisiana-Pacific Corp.  | 976420 | 66484 |
| TOTAL MATERIALS |  | 1250877 |
| REAL ESTATE - 6.4%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 4.8% |  |  |
| CubeSmart  | 1847237 | 84585 |
| Douglas Emmett, Inc.  | 869800 | 14569 |
| Equity Lifestyle Properties, Inc.  | 473922 | 34018 |
| Essex Property Trust, Inc.  | 264100 | 59705 |
| Lamar Advertising Co. Class A  | 294000 | 31323 |
| Outfront Media, Inc. (d) | 981200 | 19526 |
| Prologis (REIT), Inc.  | 581302 | 75151 |
| Welltower, Inc.  | 1474200 | 110624 |
|  |  | 429501 |
| Real Estate Management & Development - 1.6% |  |  |
| Anywhere Real Estate, Inc. (b) | 2368616 | 20086 |
| Compass, Inc. (b) | 2202163 | 8853 |
| Cushman & Wakefield PLC (b) | 2224057 | 32093 |
| Jones Lang LaSalle, Inc. (b) | 415673 | 76845 |
| WeWork, Inc. (b)(d) | 6257847 | 9950 |
|  |  | 147827 |
| TOTAL REAL ESTATE |  | 577328 |
| UTILITIES - 5.7%  |  |  |
| Electric Utilities - 4.0% |  |  |
| Constellation Energy Corp.  | 702969 | 60005 |
| Edison International  | 1718484 | 118404 |
| Entergy Corp.  | 687100 | 74399 |
| PG&E Corp. (b) | 6918800 | 110009 |
|  |  | 362817 |
| Independent Power and Renewable Electricity Producers - 1.2% |  |  |
| The AES Corp.  | 2747600 | 75312 |
| Vistra Corp.  | 1419500 | 32734 |
|  |  | 108046 |
| Multi-Utilities - 0.5% |  |  |
| Sempra Energy  | 312200 | 50055 |
| TOTAL UTILITIES |  | 520918 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $7,005,307) |  | <br> **8839897** |

---

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.1%** |
|  | Principal<br> Amount (e)<br> (000s) <br>| Value ($)<br> (000s) <br>|
| U.S. Treasury Bills, yield at date of purchase 4.07% to 4.59% 2/2/23 to 4/20/23 (f) <br>(Cost $5,054) <br>| 5070 | **5054** |

---

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 4.7%** | &nbsp;&nbsp;**Money Market Funds - 4.7%** | &nbsp;&nbsp;**Money Market Funds - 4.7%** |
|  | Shares | Value ($)<br> (000s) <br>|
| Fidelity Cash Central Fund 4.38% (g) | 199264051 | 199304 |
| Fidelity Securities Lending Cash Central Fund 4.38% (g)(h) | 229490344 | 229513 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $428,817) |  | **428817** |

---

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| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.1%**<br> (Cost $7,439,178)<br>| <br>**9273768** |
| **NET OTHER ASSETS (LIABILITIES) - (2.1)%**  | **(192951)** |
| **NET ASSETS - 100.0%** | **9080817** |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br> (000s) <br>| Value ($)<br> (000s) <br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br> (000s) <br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| CME E-mini S&P MidCap 400 Index Contracts (United States) | 219 | Mar 2023 | 58318 | 3059 | 3059 |
| The notional amount of futures purchased as a percentage of Net Assets is 0.6% | The notional amount of futures purchased as a percentage of Net Assets is 0.6% | The notional amount of futures purchased as a percentage of Net Assets is 0.6% | The notional amount of futures purchased as a percentage of Net Assets is 0.6% | The notional amount of futures purchased as a percentage of Net Assets is 0.6% | The notional amount of futures purchased as a percentage of Net Assets is 0.6% |

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

**Legend**

(a) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $51,088,000 or 0.6% of net assets.

(b) Non-income producing

(c) Affiliated company

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

(e) Amount is stated in United States dollars unless otherwise noted.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $3,122,000.

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate (Amounts in thousands) | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 16305 | 702891 | 519892 | 825 | - | - | 199304 | 0.4% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 192987 | 331396 | 294870 | 404 | - | - | 229513 | 0.8% |
| Total | 209292 | 1034287 | 814762 | 1229 | - | - | 428817 |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Other Affiliated Issuers**

An affiliated company is a company in which the Fund has ownership of at least 5% of the voting securities. Fiscal year to date transactions with companies which are or were affiliates are presented in the table below. Certain corporate actions, such as mergers, are excluded from the amounts in this table if applicable. A dash in the Value end of period ($) column means either the issuer is no longer held at period end, or the issuer is held at period end but is no longer an affiliate.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate (Amounts in thousands) | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) |
| AdaptHealth Corp. | 55153 | - | 9501 | - | 1549 | (4738) | 42463 |
| Bowlero Corp. Class A | - | 33289 | - | - | - | 1284 | 34573 |
| Unisys Corp. | 28904 | - | - | - | - | (10507) | 18397 |
| Total | 84057 | 33289 | 9501 | - | 1549 | (13961) | 95433 |

---

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Capital Trust

- **b. Investment Company Act file number:** 811-02841

- **c. CIK number of Registrant:** 0000275309

- **d. LEI of Registrant:** IV6I0ESBGYIQU6DO1B35

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Value Fund

- **b. EDGAR series identifier (if any):** S000005455

- **c. LEI of Series:** QOP4CWT4ETD00UCUSL10

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

- **a. Date of fiscal year-end:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9346003326.30

**Total Liabilities:** $264309287.95

**Net Assets:** $9081694038.35

**Cash Not Reported:** $1593863.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000064281 | 6.62%                | -5.51%               | 11.43%               |
| Class ID C000014856 | 6.63%                | -5.54%               | 11.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25712417.70            | $553869615.67                              |
| Month 2  | $24677838.26             | $-517535247.83                             |
| Month 3  | $150528359.45            | $782026191.86                              |

### Schedule of Portfolio Investments

| Name                                         | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TEMPUR SEALY INTERNATIONAL INC               | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |   1456900 | NS      | $59368675.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                           | THRYV HOLDINGS INC                            | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1543963 | NS      | $34538452.31  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                     | EBAY INC                                      | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    970464 | NS      | $48037968.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                  | HOLOGIC INC                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    100000 | NS      | $8137000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                           | ENERGY TRANSFER LP                            | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |   3022197 | NS      | $40134776.16  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                   | TENARIS SA (ITALY)                            | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |   2973800 | NS      | $52697970.13  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP                                     | AES CORP                                      | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   2747600 | NS      | $75311716.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | COREBRIDGE FINANCIAL INC                      | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |   1173800 | NS      | $25541888.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                | NEWS CORP NEW CL A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |   1104300 | NS      | $22373118.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                            | ONEMAIN HOLDINGS INC                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |   1179180 | NS      | $50869825.20  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                      | ZIMMER BIOMET HLDGS INC                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     55831 | NS      | $7109519.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                             | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    832700 | NS      | $36663781.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA HOLDINGS INC                           | IQVIA HOLDINGS INC                            | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     23684 | NS      | $5433346.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                         | ALIGN TECHNOLOGY INC                          | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      7800 | NS      | $2103894.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                    | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    602200 | NS      | $29080238.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                        | QUEST DIAGNOSTICS INC                         | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     27800 | NS      | $4127744.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                 | UNITED THERAPEUTICS CORP DEL                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |    147545 | NS      | $38829417.65  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                             | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    636100 | NS      | $36194090.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                        | OAK STREET HEALTH INC                         | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     88700 | NS      | $2577622.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWLERO CORP                                 | BOWLERO CORP A                                | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2514400 | NS      | $34573000.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                             | ENTERGY CORP                                  | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    687100 | NS      | $74399188.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                      | ARAMARK                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |   1055306 | NS      | $46992776.18  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                      | KB HOME                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    992200 | NS      | $38150090.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHLS CORP                                   | KOHLS CORP                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |   1513300 | NS      | $48985521.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ECN CAPITAL CORP                             | ECN CAPITAL CORP                              | CUSIP: 26829L107<br>LEI: 549300E2G773NN59KY61 | Long             | EC               | CORP              | CA        |   3298855 | NS      | $7239605.13   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                 | ADTALEM GLOBAL EDUCATION INC                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    995128 | NS      | $37993987.04  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                            | MANPOWERGROUP INC                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    563100 | NS      | $49079796.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF KYOTO LTD                            | BANK OF KYOTO                                 | CUSIP: N/A<br>LEI: 549300LRPVT8N6FNFC04       | Long             | EC               | CORP              | JP        |    363800 | NS      | $16926952.96  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                 | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    422800 | NS      | $42609784.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    152100 | NS      | $11463777.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                    | BRINKER INTERNATIONAL INC                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    666157 | NS      | $26286555.22  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP                                 | WELLTOWER INC                                 | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |   1474200 | NS      | $110623968.00 | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER INC                                  | PREMIER INC                                   | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47400 | NS      | $1581264.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC             | FIRST CITIZENS BANCSHARES INC CL A            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     52492 | NS      | $40821978.56  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                        | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |    674994 | NS      | $40621138.92  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO                                    | TIMKEN CO                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    661036 | NS      | $54436314.60  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK CO                                  | WESTROCK CO                                   | CUSIP: 96145D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    835500 | NS      | $32785020.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                    | UST BILLS 0% 02/02/2023                       | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1879791.53   | 0.02%             | 2023-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                       | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    406373 | NS      | $75126176.51  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT CORPORATION                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    387642 | NS      | $12664264.14  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                          | HARLEY-DAVIDSON INC                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |   1121300 | NS      | $51613439.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                           | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |    265811 | NS      | $32067439.04  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                | AMERICAN EAGLE OUTFITTERS INC                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   4133800 | NS      | $66719532.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSTELLIUM SE                               | CONSTELLIUM SE CL A                           | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |   4783614 | NS      | $69505911.42  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                 | APOLLO GLOBAL MANAGEMENT INC                  | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1146002 | NS      | $81114021.56  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                    | UST BILLS 0% 03/09/2023                       | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2810000 | PA      | $2797446.33   | 0.03%             | 2023-03-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                              | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    357400 | NS      | $23499050.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                            | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    212800 | NS      | $8294944.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                    | CUBESMART                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1847237 | NS      | $84584982.23  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                     | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |   2772400 | NS      | $64735540.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                 | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   3684064 | NS      | $106248405.76 | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                  | ARCELORMITTAL CL A SPN GDR (NY REG)           | CUSIP: 03938L203<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |   1238784 | NS      | $38327976.96  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| SKYWORKS SOLUTIONS INC                       | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |    127500 | NS      | $13982925.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                  | BIOMARIN PHARMACEUTICAL INC                   | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     67000 | NS      | $7728450.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                      | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    909094 | NS      | $60263841.26  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                   | FIRST QUANTUM MINERALS INC                    | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |    949107 | NS      | $22020166.92  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                          | SIGNET JEWELERS LTD                           | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |    512177 | NS      | $39340315.37  | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| BRINKS CO                                    | BRINKS CO                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    757100 | NS      | $49665760.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                     | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    282000 | NS      | $12501060.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                | HUNTSMAN CORP                                 | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    413480 | NS      | $13103181.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                   | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     35899 | NS      | $10443019.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COMPANIES INC                         | COOPER COMPANIES INC                          | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     33635 | NS      | $11736260.55  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                           | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    552256 | NS      | $76874035.20  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                | O-I GLASS INC                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2413284 | NS      | $46455717.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                | SEMPRA ENERGY                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    312200 | NS      | $50055026.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMO WATER CORP                             | PRIMO WATER CORP                              | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |   2244900 | NS      | $35132685.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                    | CAESARS ENTERTAINMENT INC                     | CUSIP: 12769G100<br>LEI: 5299000BKFWWVND5L441 | Long             | EC               | CORP              | US        |    826003 | NS      | $43001716.18  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                   | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    170949 | NS      | $54134419.83  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY MLP                           | GENESIS ENERGY LP LTD INT UNIT                | CUSIP: 371927104<br>LEI: 549300VJ5D6MDK138782 | Long             | EC               | CORP              | US        |   3483195 | NS      | $39325271.55  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV HOLDINGS CO                           | VERTIV HOLDINGS CO                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    658000 | NS      | $9356760.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                           | CAPRI HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |   1115666 | NS      | $74180632.34  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                  | AVANTOR INC                                   | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148320 | NS      | $3544848.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                            | DISH NETWORK CORP A                           | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |    727068 | NS      | $10462508.52  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                           | CENOVUS ENERGY INC                            | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   3317981 | NS      | $66282315.57  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC                   | HILTON GRAND VACATIONS INC                    | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |   1009600 | NS      | $47814656.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                           | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    269787 | NS      | $10572952.53  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                           | CROWN HOLDINGS INC                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |    753500 | NS      | $66428560.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC                    | CUSHMAN and WAKEFIELD PLC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |   2344571 | NS      | $33832159.53  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                   | ADIENT PLC                                    | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |   1427400 | NS      | $64261548.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                 | VONTIER CORP W/I                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |   2289208 | NS      | $52720460.24  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABS INTL INC                   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      7600 | NS      | $1848700.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                            | CRANE HOLDINGS CO                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    240500 | NS      | $27876355.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                  | COMPASS INC                                   | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1575761 | NS      | $6334559.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                           | UFP INDUSTRIES INC                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    244800 | NS      | $22901040.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CIE AUTOMOTIVE SA                            | CIE AUTOMOTIVE SA                             | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |    560200 | NS      | $16589743.74  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI INTERNATIONAL INC                        | TFI INTERNATIONAL INC                         | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |    338300 | NS      | $37678160.91  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                                 | TELEFLEX INC                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     34620 | NS      | $8427200.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                            | U-HAUL HOLDING CO                             | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    722900 | NS      | $44667991.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTLAKE CORP                                | WESTLAKE CORP                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    516300 | NS      | $63375825.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGIZER HLDGS INC NEW                      | ENERGIZER HLDGS INC                           | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |   1026700 | NS      | $38090570.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                      | WINTRUST FINANCIAL CORP                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    282200 | NS      | $25812834.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                          | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      8114 | NS      | $255023.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC             | SENSATA TECHNOLOGIES HOLDING PLC              | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |   1120206 | NS      | $56962475.10  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                  | CORTEVA INC                                   | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    592223 | NS      | $38168772.35  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| POSEIDA THERAPEUTICS INC                     | POSEIDA THERAPEUTICS INC                      | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |    180620 | NS      | $1257115.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC             | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    284549 | NS      | $43186001.73  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                    | BEACON ROOFING SUPPLY INC                     | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    665800 | NS      | $37870704.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                    | HESS CORP                                     | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |    848777 | NS      | $127452354.32 | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   6918800 | NS      | $110008920.00 | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION NEW                          | NCR CORP                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |   2096200 | NS      | $57477804.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| METHANEX CORP                                | METHANEX CORP                                 | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |   1486828 | NS      | $70371569.24  | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| VALARIS LTD                                  | VALARIS LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    721300 | NS      | $52395232.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                               | TECHNIPFMC PLC                                | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |   4256240 | NS      | $59119173.60  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PERKINELMER INC                              | PERKINELMER INC                               | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     59531 | NS      | $8187298.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALENT INC                                 | CATALENT INC                                  | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81693 | NS      | $4374660.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                     | SLM CORP                                      | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |   3717742 | NS      | $65320726.94  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                          | TRONOX HOLDINGS PLC                           | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |   2246474 | NS      | $38527029.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                         | CHART INDUSTRIES INC                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     19600 | NS      | $2626008.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                      | ATI INC                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    995800 | NS      | $36237162.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                            | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    385372 | NS      | $60118032.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                          | EASTMAN CHEMICAL CO                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    485500 | NS      | $42806535.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                  | S and P MID 400 EMINI FUT MAR23 FAH3          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |       219 | NC      | $3058648.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL INC                           | AXOS FINANCIAL INC                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |   1194269 | NS      | $57468224.28  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                     | GRANITE CONSTRUCTION INC                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |   1272000 | NS      | $54161760.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                  | CHEMOURS CO/ THE                              | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |   1447645 | NS      | $52679801.55  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                           | OUTFRONT MEDIA INC                            | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    981200 | NS      | $19525880.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPRO GROUP HOLDINGS NV                      | EXPRO GROUP HOLDINGS NV                       | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |   2524967 | NS      | $47696626.63  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PETERSHILL PARTNERS PLC                      | PETERSHILL PARTNERS PLC                       | CUSIP: N/A<br>LEI: 213800HTCF8A7XM22A32       | Long             | EC               | CORP              | GB        |   7977800 | NS      | $16621877.84  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                           | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    162812 | NS      | $22798564.36  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS          | LABORATORY CORP OF AMER HLDGS                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     37455 | NS      | $9443154.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                      | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |    163300 | NS      | $33438941.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    165000 | NS      | $2006400.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                          | TOURMALINE OIL CORP                           | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |    682500 | NS      | $31807767.46  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                 | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1051900 | NS      | $38352274.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                     | UNITED NATURAL FOODS INC                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     20200 | NS      | $840724.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                            | HYATT HOTELS CORP CL A                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |    247746 | NS      | $27034043.52  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                             | RYDER SYSTEM INC                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    522070 | NS      | $49288628.70  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                          | CELLNEX TELECOM SAU                           | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    879500 | NS      | $34465853.29  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC   | FIDELITY NATL INFORM SVCS INC                 | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    591300 | NS      | $44371152.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                     | ELANCO ANIMAL HEALTH INC                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    840200 | NS      | $11535946.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                               | ZIFF DAVIS INC                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    265800 | NS      | $23783784.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                          | NORTHERN TRUST CORP                           | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |    411800 | NS      | $39932246.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | FREEPORT MCMORAN INC                          | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |   1126500 | NS      | $50264430.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC                                  | DENBURY INC                                   | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |    922327 | NS      | $80039537.06  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                        | WALKER and DUNLOP INC                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    507800 | NS      | $48433964.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                          | OWENS AND MINOR INC                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |   1232395 | NS      | $24327477.30  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                             | ADAPTHEALTH CORP                              | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1981496 | NS      | $42463459.28  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS INC                   | CAMPING WORLD HOLDINGS INC CLS A              | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |   1256800 | NS      | $31935288.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| SALLY BEAUTY HLDGS INC                       | SALLY BEAUTY HLDGS INC                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |   2504646 | NS      | $39022384.68  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PL                                    | STERIS PLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     45893 | NS      | $9477363.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                                   | LAZARD LTD CL A                               | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |    812300 | NS      | $32556984.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                    | OLIN CORP                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    843900 | NS      | $54507501.00  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                         | RENT A CTR INC                                | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |   1679274 | NS      | $45155677.86  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                             | WILLIAMS COMPANIES INC                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    301333 | NS      | $9714975.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                   | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |    250500 | NS      | $59398560.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BK NEW YORK NY                     | SIGNATURE BANK                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |    506200 | NS      | $65274490.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                  | UNISYS CORP NEW                               | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |   3400472 | NS      | $18396553.52  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS INC                         | SUMMIT MATERIALS INC CL A                     | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1345418 | NS      | $44210435.48  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCHISE GROUP INC                          | FRANCHISE GROUP INC CL A                      | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |   1475350 | NS      | $45573561.50  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| UST BILLS                                    | UST BILLS 0% 04/20/2023                       | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $376265.67    | 0.00%             | 2023-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOUGLAS EMMETT INC                           | DOUGLAS EMMETT INC REIT                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    869800 | NS      | $14569150.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                            | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169000 | NS      | $3677440.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                   | CABOT CORP                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |    491600 | NS      | $37032228.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK INC                                   | WEWORK INC CL A                               | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6257847 | NS      | $9949976.73   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| DIAMONDBACK ENERGY INC                       | DIAMONDBACK ENERGY INC                        | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     85636 | NS      | $12513132.32  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC                             | TALOS ENERGY INC                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    655900 | NS      | $12993379.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                               | FLUOR CORP                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |   1423400 | NS      | $52309950.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKLAND CORP                                | PARKLAND CORP                                 | CUSIP: 70137W108<br>LEI: 549300XHQS1JYWBNK868 | Long             | EC               | CORP              | CA        |    879400 | NS      | $20660662.13  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                        | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    768707 | NS      | $42163578.95  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                     | AGILENT TECHNOLOGIES INC                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     61827 | NS      | $9402650.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                   | MATTEL INC                                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   3134092 | NS      | $64123522.32  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                 | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 199264051 | NS      | $199303904.05 | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH and BODY WORKS INC                      | BATH and BODY WORKS INC                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     71163 | NS      | $3274209.63   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                               | API GROUP CORP                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |   2171963 | NS      | $48304457.12  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     32160 | NS      | $10028452.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC              | ACADEMY SPORTS and OUTDOORS INC               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    455979 | NS      | $26638293.18  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                             | IMPERIAL OIL LTD                              | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |    808500 | NS      | $44187832.10  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                              | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    307600 | NS      | $43620756.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                              | DOLLAR TREE INC                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |    209600 | NS      | $31477728.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                     | HNI CORP                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    561795 | NS      | $17848227.15  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                            | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    198900 | NS      | $52350480.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSTELLATION ENERGY CORP                    | CONSTELLATION ENERGY CORP                     | CUSIP: 21037T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    702969 | NS      | $60005433.84  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE POST AG                             | DEUTSCHE POST AG                              | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    255100 | NS      | $10983760.21  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                | MARTIN MARIETTA MATERIALS INC                 | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     69749 | NS      | $25084530.36  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                           | VOYA FINANCIAL INC                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    417600 | NS      | $29135952.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| EXACT SCIENCES CORP                          | EXACT SCIENCES CORP                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     61000 | NS      | $4118720.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PLC                                  | TRINSEO PLC                                   | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |    374726 | NS      | $10398646.50  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST AMERN FINL CORP                        | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    638800 | NS      | $39522556.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                               | KENNAMETAL INC                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |   1753597 | NS      | $49977514.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GCC SAB DE CV                                | GCC SAB DE CV                                 | CUSIP: N/A<br>LEI: 254900WY9XL8033CKX68       | Long             | EC               | CORP              | MX        |   3590000 | NS      | $28801216.11  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                   | AXALTA COATING SYSTEMS LTD                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |   1781037 | NS      | $53609213.70  | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| SCHOLASTIC CORP                              | SCHOLASTIC CORP                               | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    730000 | NS      | $32295200.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAC HOLDINGS INC                         | GENERAC HOLDINGS INC                          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |    308500 | NS      | $37205100.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                     | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    801950 | NS      | $63915415.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                                 | KNOWLES CORP                                  | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    491733 | NS      | $9456025.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                            | HERC HOLDINGS INC                             | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |    307100 | NS      | $47698772.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                            | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    362700 | NS      | $69319224.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC               | ALLISON TRANSMISSION HLDGS INC                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |   1079929 | NS      | $48683199.32  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                          | GLOBAL PAYMENTS INC                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    293100 | NS      | $33038232.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                   | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    283900 | NS      | $55036854.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                         | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |   1718484 | NS      | $118403547.60 | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                      | MDU RESOURCES GROUP INC                       | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |   1386200 | NS      | $42847442.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                              | EAGLE MATERIALS INC                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    259800 | NS      | $37951584.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW                        | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    310901 | NS      | $19661379.24  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD               | CANADIAN NATL RESOURCES LTD                   | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    854500 | NS      | $52449750.10  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC              | EQUITY LIFESTYLE PPTYS INC                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |    473922 | NS      | $34018121.16  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RES CORP                               | TARGA RESOURCES CORP                          | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    475680 | NS      | $35685513.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                       | LOUISIANA PACIFIC CORP                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    976420 | NS      | $66484437.80  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                 | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 223099453 | NS      | $223121762.67 | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOM TRUCK ONE SOURCE INC                  | CUSTOM TRUCK ONE SOURCE INC A                 | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3803100 | NS      | $26925948.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP           | WILLSCOT MOBILE MINI HOLDINGS CORP            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |   1194300 | NS      | $57875778.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                     | VICTORIA'S SECRET and CO                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |   1692033 | NS      | $71319190.95  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                 | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    464579 | NS      | $61598529.61  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                            | PROG HOLDINGS INC                             | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    277443 | NS      | $6184204.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                             | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    633300 | NS      | $48282792.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                     | ESSEX PROPERTY TRUST INC                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |    253700 | NS      | $57353959.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CYXTERA TECHNOLOGIES INC                     | CYXTERA TECHNOLOGIES INC A                    | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6000092 | NS      | $19320296.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                      | XPO INC                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    939100 | NS      | $37432526.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAPAGOS NV                                 | GALAPAGOS GENOMICS AV                         | CUSIP: N/A<br>LEI: 549300QKJ78IY0IOV655       | Long             | EC               | CORP              | BE        |     39500 | NS      | $1748205.62   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                            | SYNEOS HEALTH INC                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    960800 | NS      | $34511936.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                               | FLOWSERVE CORP                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |   1592609 | NS      | $54817601.78  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                         | OLAPLEX HOLDINGS INC                          | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2770776 | NS      | $17483596.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                 | VALLOUREC SA                                  | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |   1315365 | NS      | $19111937.42  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LIMITED                                | BUNGE LIMITED                                 | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |    364100 | NS      | $36082310.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROCK RESORTS INC                         | RED ROCK RESORTS INC                          | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1053000 | NS      | $47395530.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                                | NORDSTROM INC                                 | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |   1310108 | NS      | $25599510.32  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| KOSMOS ENERGY LTD                            | KOSMOS ENERGY LTD                             | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |   6678158 | NS      | $52824229.78  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD                   | GRAFTECH INTERNATIONAL LTD                    | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |   4567300 | NS      | $29870142.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                           | LIBERTY ENERGY INC CL A                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    990894 | NS      | $15685852.02  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                      | RXO INC                                       | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1892200 | NS      | $34665104.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                                 | ARCONIC CORP                                  | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |   2791124 | NS      | $65619325.24  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                        | MOHAWK INDUSTRIES INC                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    339000 | NS      | $40700340.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                            | DXC TECHNOLOGY CO                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    729600 | NS      | $20961408.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                        | US FOODS HOLDING CORP                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   1957400 | NS      | $74635662.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP                       | AMERISOURCEBERGEN CORP                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     79732 | NS      | $13471518.72  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                        | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1012266 | NS      | $79483126.32  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                           | PACWEST BANCORP                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |   1489278 | NS      | $41193429.48  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                      | GMS INC                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     72611 | NS      | $4307284.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES INC                     | BIO RAD LABS CL A                             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     23562 | NS      | $11014292.52  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                 | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    250500 | NS      | $35718795.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                  | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |   1419500 | NS      | $32733670.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP IN                     | AMBAC FINANCIAL GROUP INC                     | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |   1971059 | NS      | $32837842.94  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINL INC                          | AMERIPRISE FINANCIAL INC                      | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |    169700 | NS      | $59415364.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SS and C TECHNOLOGIES HLDGS INC              | SS and C TECHNOLOGIES HOLDINGS INC            | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    703600 | NS      | $42462260.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                     | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |    356797 | NS      | $55895818.02  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                 | PROLOGIS INC REIT                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    581302 | NS      | $75150722.56  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                            | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    680111 | NS      | $83789675.20  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                     | ANYWHERE REAL ESTATE INC                      | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |   2809297 | NS      | $23822838.56  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                         | LAMAR ADVERTISING CO CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    294000 | NS      | $31322760.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC             | FIRST CTZNS BNCSHRS INC CL B                  | CUSIP: 31946M202<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      5400 | NS      | $3834000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                  | AUTOLIV INC                                   | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |    516100 | NS      | $47543132.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer