# EDGAR Filing Document

**Accession Number:** 0000035348
**File Stem:** 0001752724-23-035013
**Filing Date:** 2023-2
**Character Count:** 65532
**Document Hash:** 405654583e525ad15b64a6f0830a741b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035013.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY HASTINGS STREET TRUST
- **CENTRAL INDEX KEY:** 0000035348
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00215
- **FILM NUMBER:** 23657053

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FUND INC
- **DATE OF NAME CHANGE:** 19851205

## Series and Classes Contracts Data

### Fidelity Series Large Cap Stock Fund (Series ID: S000039214)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000120647 | Fidelity Series Large Cap Stock Fund | FGLGX           |

## 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 Hastings Street Trust

- **b. Investment Company Act file number:** 811-00215

- **c. CIK number of Registrant:** 0000035348

- **d. LEI of Registrant:** 5IETULY5BBOQWX17XY97

- **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 Series Large Cap Stock Fund

- **b. EDGAR series identifier (if any):** S000039214

- **c. LEI of Series:** 549300RGK8BT8Z9OQP38

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13766388557.49

**Total Liabilities:** $77556114.11

**Net Assets:** $13688832443.38

**Cash Not Reported:** $4632214.47

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120647 | 11.85%               | 6.30%                | -4.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-32084727.54            | $1490140740.38                             |
| Month 2  | $73611490.10             | $720508097.58                              |
| Month 3  | $7669633.71              | $-741689645.08                             |

### Schedule of Portfolio Investments

| Name                                       | Title                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GENERAL MOTORS CO                          | GENERAL MOTORS CO                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    297400 | NS      | $10004536.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                 | CHARTER COMMUNICATIONS INC A                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     17300 | NS      | $5866430.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                | EQUINIX INC                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      4422 | NS      | $2896542.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                          | STATE STREET CORP                                    | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    244341 | NS      | $18953531.37   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                      | COSTCO WHOLESALE CORP                                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     17500 | NS      | $7988750.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NINTENDO CO LTD                            | NINTENDO LTD ADR                                     | CUSIP: 654445303<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |   1920600 | NS      | $20012652.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                | PHILLIPS 66                                          | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    202300 | NS      | $21055384.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                 | SAMSUNG ELECTRONICS CO LTD                           | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    271740 | NS      | $11934938.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD INC                    | ACTIVISION BLIZZARD INC                              | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |    232322 | NS      | $17784249.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and CO INC                             | KKR and CO INC                                       | CUSIP: 48251W104<br>LEI: 549300JOHU21WRN2Z451 | Long             | EC               | CORP              | US        |   1437251 | NS      | $66717191.42   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE TECH CORP           | WESTINGHOUSE AIR BRAKE TECH CORP                     | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |    291985 | NS      | $29143022.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                 | HALEON PLC SPONS ADR                                 | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   5555736 | NS      | $44445888.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| OAK STREET HEALTH INC                      | OAK STREET HEALTH INC                                | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |    188700 | NS      | $4058937.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REDDIT INC                                 | REDDIT INC SERIES E PC PP                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17600 | NS      | $659296.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COPA HOLDINGS SA                           | COPA HOLDINGS SA CL A                                | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |     48500 | NS      | $4033745.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                  | APPLE INC                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   2976514 | NS      | $386738464.02  | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP NEW                           | ENTERGY CORP                                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    110700 | NS      | $12453750.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO PLC                                 | DIAGEO PLC SPON ADR                                  | CUSIP: 25243Q205<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    353000 | NS      | $62901070.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| ANALOG DEVICES INC                         | ANALOG DEVICES INC                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    145938 | NS      | $23938210.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                             | AMAZON.COM INC                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    317100 | NS      | $26636400.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC THERAPEUTICS SA                        | ADC THERAPEUTICS SA                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    243209 | NS      | $933922.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY                           | SOUTHERN CO                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    748300 | NS      | $53436103.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                 | ELASTIC NV                                           | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |    510700 | NS      | $26301050.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                             | MICROSOFT CORP                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   3337505 | NS      | $800400449.10  | 5.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC              | CRINETICS PHARMACEUTICALS INC                        | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |    389800 | NS      | $7133340.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                          | LAM RESEARCH CORP                                    | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     70200 | NS      | $29505060.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL C                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1795460 | NS      | $159311165.80  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                   | VISA INC CL A                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |   1197093 | NS      | $248708041.68  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | BRISTOL-MYERS SQUIBB CO                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   3874160 | NS      | $278745812.00  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                   | EQT CORPORATION                                      | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    349400 | NS      | $11820202.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER S A                                | EMBRAER S A SPON ADR                                 | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |   1749000 | NS      | $19116570.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                  | ADOBE INC                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    191400 | NS      | $64411842.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                             | US BANCORP DEL                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1844119 | NS      | $80422029.59   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FSMCFD ER2 HOLDINGS LLC                    | FSMCFD ER2 HOLDINGS LLC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |  22323330 | NS      | $10064607.09   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PLIANT THERAPEUTICS INC                    | PLIANT THERAPEUTICS INC                              | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |    234300 | NS      | $4529019.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M CO                                      | 3M CO                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    147273 | NS      | $17660978.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                          | ACUITY BRANDS INC                                    | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    227969 | NS      | $37753946.09   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC               | STANLEY BLACK and DECKER INC                         | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    111500 | NS      | $8375880.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                     | SANOFI SPON ADR                                      | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    241600 | NS      | $11700688.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                         | META PLATFORMS INC CL A                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    880900 | NS      | $106007506.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                    | MIRION TECHNOLOGIES INC PIPE                         | CUSIP: N/A<br>LEI: 549300BNTOWVWFNVTJ65       | Long             | EC               | CORP              | US        |   3311098 | NS      | $21886357.78   | 0.16%             |  |  |  | Yes           |                  1 | On Loan: No      |
| EDENRED                                    | EDENRED                                              | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |    897000 | NS      | $48854652.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                 | INTUIT INC                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     86700 | NS      | $33745374.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                              | CME GROUP INC CL A                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     19900 | NS      | $3346384.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                  | CHUBB LTD                                            | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    140597 | NS      | $31015698.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                        | OTIS WORLDWIDE CORP                                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    238884 | NS      | $18707006.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                 | FIRST QUANTUM MINERALS INC                           | CUSIP: 335934105<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | EC               | CORP              | CA        |   4115700 | NS      | $85991988.92   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                               | COMERICA INC                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    118400 | NS      | $7915040.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                     | VERVE THERAPEUTICS INC                               | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172200 | NS      | $3332070.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                      | GENERAL DYNAMICS CORPORATION                         | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    178160 | NS      | $44203277.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                         | REGAL REXNORD CORP                                   | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    216000 | NS      | $25915680.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                               | AUTODESK INC                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |    158428 | NS      | $29605440.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC               | SPECTRUM BRANDS HOLDINGS INC                         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    257382 | NS      | $15679711.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                              | SEMPRA ENERGY                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     34380 | NS      | $5313085.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                 | CIGNA CORP                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    637411 | NS      | $211199760.74  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWES COS INC                              | LOWES COS INC                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    715907 | NS      | $142637310.68  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                               | GLENCORE PLC                                         | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |  10030600 | NS      | $66890532.25   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                         | VERTIV HOLDINGS CO                                   | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |   4293200 | NS      | $58645112.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.               | RAYMOND JAMES FINANCIAL INC.                         | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    373403 | NS      | $39898110.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUIFAX INC                                | EQUIFAX INC                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     52400 | NS      | $10184464.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                         | CENOVUS ENERGY INC                                   | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |  10777081 | NS      | $209094474.05  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                  | ARGENX SE SPONSORED ADR                              | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     14700 | NS      | $5568801.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                 | INTEL CORP                                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    884800 | NS      | $23385264.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC                       | RYANAIR HOLDINGS PLC SPON ADR                        | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |    113400 | NS      | $8477784.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                 | SABRE CORP                                           | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |   2134300 | NS      | $13189974.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PERFORMANCE FOOD GROUP CO                  | PERFORMANCE FOOD GROUP CO                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    501900 | NS      | $29305941.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                 | RAYTHEON TECHNOLOGIES CORP                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    212969 | NS      | $21492831.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | COLGATE-PALMOLIVE CO                                 | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     17300 | NS      | $1363067.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                             | STARBUCKS CORP                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    166000 | NS      | $16467200.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                | HUBBELL INC                                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    159914 | NS      | $37528617.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                | CUMMINS INC                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     79200 | NS      | $19189368.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                        | GUARDANT HEALTH INC                                  | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    350600 | NS      | $9536320.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                  | HESS CORP                                            | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |   2250772 | NS      | $319204485.04  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                              | PG and E CORP                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    969300 | NS      | $15760818.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                | TARGET CORP                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     86100 | NS      | $12832344.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                              | SNOWFLAKE INC CL A                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      7500 | NS      | $1076550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | MARVELL TECHNOLOGY INC                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1042791 | NS      | $38624978.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD              | MARRIOTT INTERNATIONAL INC A                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    268500 | NS      | $39976965.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                | WALMART INC                                          | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    394100 | NS      | $55879439.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUDER ESTEE COS INC                       | ESTEE LAUDER COS INC CL A                            | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     12400 | NS      | $3076564.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                       | THE BOOKING HOLDINGS INC                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     57837 | NS      | $116557749.36  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                            | SONY GROUP CORP ADR                                  | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    194500 | NS      | $14836460.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                          | M and T BANK CORP                                    | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    170920 | NS      | $24793655.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                       | KEURIG DR PEPPER INC                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |   1345700 | NS      | $47987662.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                   | NIKE INC CL B                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    163100 | NS      | $19084331.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HLDGS INC                           | PAYPAL HLDGS INC                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    373900 | NS      | $26629158.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                | VAXCYTE INC                                          | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |    251200 | NS      | $12045040.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                | VIATRIS INC                                          | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    185500 | NS      | $2064615.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                        | AMADEUS IT GROUP SA                                  | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    371500 | NS      | $19272592.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                     | PHILIPS NV (KON) (NY REG) NEW YORK REGISTERED SHARES | CUSIP: 500472303<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    739476 | NS      | $11084745.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                        | TOURMALINE OIL CORP                                  | CUSIP: 89156V106<br>LEI: 549300EWGW5PUCV5A109 | Long             | EC               | CORP              | CA        |   1709900 | NS      | $86277967.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC               | INTERPUBLIC GROUP OF COS INC                         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   1944570 | NS      | $64773626.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                  | AIRBUS SE                                            | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |    716700 | NS      | $85217423.54   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORP                               | FORTIVE CORP                                         | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    386500 | NS      | $24832625.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                     | BOSTON SCIENTIFIC CORP                               | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |   3798319 | NS      | $175748220.13  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC   | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC             | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1275115 | NS      | $66828777.15   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLNEX TELECOM SAU                        | CELLNEX TELECOM SAU                                  | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |    611700 | NS      | $20290855.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LILLY (ELI) and CO                         | LILLY (ELI) and CO                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    147300 | NS      | $53888232.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC | FIDELITY NATL INFORM SVCS INC                        | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    589900 | NS      | $40024715.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                  | SAFRAN SA                                            | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |    121500 | NS      | $15218360.73   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA COLA CO                               | COCA COLA CO                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   2190895 | NS      | $139362830.95  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                        | NORTHERN TRUST CORP                                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |   1444946 | NS      | $127863271.54  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                       | FREEPORT MCMORAN INC                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |   5041842 | NS      | $191589996.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC                           | RADIAN GROUP INC                                     | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |   2718408 | NS      | $51840040.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                        | ABBOTT LABORATORIES                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     54500 | NS      | $5983555.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIJER REF AB                              | BEIJER REF AB SER B                                  | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |    228600 | NS      | $3222572.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GENERAL ELECTRIC CO                        | GENERAL ELECTRIC CO                                  | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |  10070364 | NS      | $843795799.56  | 6.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                           | CROWN CASTLE INC                                     | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     49400 | NS      | $6700616.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU AERO ENGINES AG                        | MTU AERO ENGINES AG                                  | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     51600 | NS      | $11168561.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                | UNISYS CORP NEW                                      | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |   1905099 | NS      | $9735055.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                             | WHIRLPOOL CORP                                       | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     45063 | NS      | $6374611.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM INC                                         | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |   1214031 | NS      | $133470568.14  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP NEW                           | COMCAST CORP CL A                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   7542742 | NS      | $263769687.74  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                 | VERIZON COMMUNICATIONS INC                           | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    710633 | NS      | $27998940.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                       | MGIC INVESTMENT CORP                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   5656977 | NS      | $73540701.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                             | SALESFORCE INC                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     88100 | NS      | $11681179.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                   | IRHYTHM TECHNOLOGIES INC                             | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      1100 | NS      | $103037.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Cash Central Fund                           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 589465230 | NS      | $589583122.69  | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                   | SNAP INC - A                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |   2117200 | NS      | $18948940.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                              | MCKESSON CORP                                        | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |    432621 | NS      | $162284789.52  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                          | EXPEDIA INC                                          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    218600 | NS      | $19149360.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD            | TAIWAN SEMIC MFG CO LTD SP ADR                       | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    102700 | NS      | $7650123.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUBLEVERIFY HOLDINGS INC                  | DOUBLEVERIFY HOLDINGS INC                            | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224600 | NS      | $4932216.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC                           | ACV AUCTIONS INC CL A                                | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1219100 | NS      | $10008811.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                           | EXXON MOBIL CORP                                     | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   9728943 | NS      | $1073102412.90 | 7.84%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                               | DANAHER CORP                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    150900 | NS      | $40051878.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL OIL LTD                           | IMPERIAL OIL LTD                                     | CUSIP: 453038408<br>LEI: 549300MO45LTBPAU4Z27 | Long             | EC               | CORP              | CA        |   1538800 | NS      | $74951152.14   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                            | BAKER HUGHES CO                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110100 | NS      | $3251253.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC          | HUNTINGTON INGALLS INDUSTRIES INC                    | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |    111550 | NS      | $25732354.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                  | BOEING CO                                            | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |   1535896 | NS      | $292572829.04  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                 | AXALTA COATING SYSTEMS LTD                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    225300 | NS      | $5738391.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                  | UNITED PARCEL SERVICE INC CL B                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |   1114756 | NS      | $193789183.04  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                | GENPACT LTD                                          | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    496200 | NS      | $22983984.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                    | GSK PLC SPONS ADR                                    | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   2840028 | NS      | $99798583.92   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO                    | BECTON DICKINSON and CO                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    144706 | NS      | $36798735.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                | ALNYLAM PHARMACEUTICALS INC                          | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |    169950 | NS      | $40388617.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                 | TWILIO INC CLASS A                                   | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |    331700 | NS      | $16240032.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORPORATION                            | INTL BUS MACH CORP                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    140100 | NS      | $19738689.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                             | MORGAN STANLEY                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    844424 | NS      | $71792928.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | GLOBAL PAYMENTS INC                                  | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     75200 | NS      | $7468864.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                 | FEDEX CORP                                           | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    348747 | NS      | $60402980.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD             | CANADIAN NATL RESOURCES LTD                          | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    464800 | NS      | $25811161.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | TRUIST FINL CORP                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |   2177423 | NS      | $93694511.69   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                            | CVS HEALTH CORP                                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   1351552 | NS      | $125951130.88  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                    | PTC INC                                              | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |    132800 | NS      | $15941312.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust               | Fidelity Securities Lending Cash Central Fund        | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  77167944 | NS      | $77175660.57   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                     | SAP SE SPON ADR                                      | CUSIP: 803054204<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |    919746 | NS      | $94908589.74   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| DISCOVER FINANCIAL SVS                     | DISCOVER FIN SVCS                                    | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    327900 | NS      | $32078457.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                      | APPLIED MATERIALS INC                                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    368402 | NS      | $35874986.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA CORP                                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    179200 | NS      | $26188288.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                      | JPMORGAN CHASE and CO                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   1142571 | NS      | $153218771.10  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                           | CENTENE CORP                                         | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    111200 | NS      | $9119512.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                             | MASTERCARD INC CL A                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    144889 | NS      | $50382251.97   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                   | BAYER AG                                             | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    238672 | NS      | $12284472.59   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                         | WELLS FARGO and CO                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |  16661437 | NS      | $687950733.73  | 5.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                   | UNIVERSAL MUSIC GROUP NV                             | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |   2865781 | NS      | $69302293.74   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                      | DUPONT DE NEMOURS INC                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |   1192800 | NS      | $81861864.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                 | SYSCO CORP                                           | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |   1196000 | NS      | $91434200.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                        | CARDINAL HEALTH INC                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |   1202558 | NS      | $92440633.46   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                | BANK OF AMERICA CORPORATION                          | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  12004594 | NS      | $397592153.28  | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                | WORKDAY INC CL A                                     | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     42900 | NS      | $7178457.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                 | INSMED INC                                           | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    691829 | NS      | $13822743.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                 | HUMANA INC                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     45600 | NS      | $23355864.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                             | FLOWSERVE CORP                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    844685 | NS      | $25914935.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UNITEDHEALTH GROUP INC                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    422481 | NS      | $223990976.58  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                   | SIMON PPTY GROUP INC - REIT                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    592400 | NS      | $69595152.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                          | KOSMOS ENERGY LTD                                    | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |  13462455 | NS      | $85621213.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                           | ALTRIA GROUP INC                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   2950159 | NS      | $134851767.89  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                        | AMERICAN TOWER CORP                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    172681 | NS      | $36584196.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                              | DYNATRACE INC                                        | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    489394 | NS      | $18743790.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                      | MOHAWK INDUSTRIES INC                                | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    314489 | NS      | $32147065.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                      | US FOODS HOLDING CORP                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    595600 | NS      | $20262312.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON and JOHNSON                        | JOHNSON and JOHNSON                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    924571 | NS      | $163325467.15  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                             | BORGWARNER INC                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    883062 | NS      | $35543245.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC         | JOHNSON CONTROLS INTERNATIONAL PLC                   | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    327700 | NS      | $20972800.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP INC                            | MATCH GROUP INC                                      | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |    129400 | NS      | $5368806.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                               | ALPHABET INC CL A                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1970525 | NS      | $173859420.75  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC             | PNC FINANCIAL SERVICES GRP INC                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    886221 | NS      | $139969744.74  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY CO                             | DISNEY (WALT) CO                                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    820893 | NS      | $71319183.84   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer