# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-000850
**Filing Date:** 2025-9
**Character Count:** 71257
**Document Hash:** 875c9ca2b4fd363fdb8d2643f17f99bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000850.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000850

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251349410

**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 FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI U.S. Value Index Fund (Series ID: S000059763)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000195574 | Fidelity SAI U.S. Value Index Fund | FSWCX           |

## 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 Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **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 SAI U.S. Value Index Fund

- **b. EDGAR series identifier (if any):** S000059763

- **c. LEI of Series:** 549300K0G31NQO1Q8723

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $5765807288.98

**Total Liabilities:** $11670838.96

**Net Assets:** $5754136450.02

**Cash Not Reported:** $2027.49

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195574 | 3.82%                | 5.76%                | -0.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8859886.46             | $187649412.65                              |
| Month 2  | $-4718513.08             | $299838732.77                              |
| Month 3  | $45026397.04             | $-81513185.06                              |

### Schedule of Portfolio Investments

| Name                                | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES HOLDINGS INC        | UNITED AIRLINES HOLDINGS INC                  | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    233149 | NS      | $20589388.19  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                   | GENERAL MOTORS CO                             | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    705058 | NS      | $37607793.72  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC          | CHARTER COMMUNICATIONS INC A                  | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     68448 | NS      | $18437153.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                   | STATE STREET CORP                             | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    204454 | NS      | $22847734.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC             | ZIMMER BIOMET HLDGS INC                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    141352 | NS      | $12954910.80  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                    | ESSENT GROUP LTD                              | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     74244 | NS      | $4156921.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD              | ARCH CAPITAL GROUP LTD                        | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |    265727 | NS      | $22868465.62  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                   | OMNICOM GROUP INC                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    138915 | NS      | $10008825.75  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDS NV              | LYONDELLBASELL INDS CLASS A                   | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |    184177 | NS      | $10669373.61  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                           | TEGNA INC                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    113910 | NS      | $1902297.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                          | UNUM GROUP                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    116165 | NS      | $8341808.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC               | ARROW ELECTRONICS INC                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     36885 | NS      | $4278660.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                | ALASKA AIR GROUP INC                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     87014 | NS      | $4608261.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC               | DELL TECHNOLOGIES INC CL C                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    220983 | NS      | $29322234.27  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AT and T INC                        | AT and T INC                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   5085994 | NS      | $139407095.54 | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL        | UNITED THERAPEUTICS CORP DEL                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     31563 | NS      | $8670356.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC         | S and P500 EMINI FUT SEP25 ESU5               | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        88 | NC      | $768069.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                           | APPLE INC                                     | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    695828 | NS      | $144433017.96 | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                  | CONAGRA BRANDS INC                            | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |    337456 | NS      | $6161946.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                     | FOX CORP CL A                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    240943 | NS      | $13434981.68  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH        | HUNTINGTON BANCSHARES INC                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |   1031242 | NS      | $16943306.06  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                         | DROPBOX INC CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    153021 | NS      | $4157580.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                      | AMAZON.COM INC                                | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    158061 | NS      | $37003660.71  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORP              | PERMIAN RESOURCES CORP CL A                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    452248 | NS      | $6403831.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS INC                  | CONOCOPHILLIPS                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    904036 | NS      | $86190792.24  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                        | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     46000 | NS      | $5820380.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN       | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     77110 | NS      | $5980651.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                      | MICROSOFT CORP                                | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    395717 | NS      | $211115019.50 | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CO                       | FORD MOTOR CO                                 | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   2758475 | NS      | $30536318.25  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                     | BEST BUY CO INC                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    138419 | NS      | $9005540.14   | 0.16%             |  |  |  | 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        |      8199 | NS      | $16355037.24  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINL INC                 | PRUDENTIAL FINANCIAL INC                      | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    251003 | NS      | $25998890.74  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                  | ALBERTSONS COS INC CL A                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    286727 | NS      | $5510892.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO             | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   1438037 | NS      | $62281382.47  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                          | ALCOA CORP                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    182652 | NS      | $5474080.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICE (T ROWE) GROUP INC            | PRICE (T ROWE)GROUP INC                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    157951 | NS      | $16024128.95  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                       | INGREDION INC                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     45600 | NS      | $5998224.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                | ASSURED GUARANTY LTD                          | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     33812 | NS      | $2859818.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                 | HARLEY-DAVIDSON INC                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     81016 | NS      | $1971119.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD           | AXIS CAPITAL HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 635400VD2NQBYAHMEM55       | Long             | EC               | CORP              | BM        |     53820 | NS      | $5050468.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP DEL                      | US BANCORP DEL                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |   1105486 | NS      | $49702650.56  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP          | CAPITAL ONE FINANCIAL CORP                    | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    264708 | NS      | $56912220.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| STANLEY BLACK and DECKER INC        | STANLEY BLACK and DECKER INC                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    108991 | NS      | $7373241.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                            | PVH CORP                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     39331 | NS      | $2887682.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC          | CITIZENS FINANCIAL GROUP INC                  | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    310333 | NS      | $14809090.76  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP               | ON SEMICONDUCTOR CORP                         | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    298929 | NS      | $16847638.44  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC       | REGENERON PHARMACEUTICALS INC                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     74551 | NS      | $40664588.46  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                   | CHORD ENERGY CORP                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     43218 | NS      | $4768241.94   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                     | TYSON FOODS INC CL A                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    203408 | NS      | $10638238.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                           | CHUBB LTD                                     | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |    264070 | NS      | $70253182.80  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK NEW YORK MELLON CORP           | BANK OF NEW YORK MELLON CORP                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    505643 | NS      | $51297482.35  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                            | FLEX LTD                                      | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    271966 | NS      | $13562944.42  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER LTD                    | SCHLUMBERGER LTD                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    992679 | NS      | $33552550.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC              | SKYWORKS SOLUTIONS INC                        | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |    113641 | NS      | $7788954.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                        | COMERICA INC                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     92904 | NS      | $6277523.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                       | MEDTRONIC PLC                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    819109 | NS      | $73916396.16  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO            | MOLSON COORS BEVERAGE CO B                    | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    121723 | NS      | $5930344.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                            | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    261545 | NS      | $5045203.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                          | BIOGEN INC                                    | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |    103937 | NS      | $13303936.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION NA             | ZIONS BANCORP                                 | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    104542 | NS      | $5605542.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK and CO INC                    | MERCK and CO INC NEW                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1792458 | NS      | $140026818.96 | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                | WESTERN DIGITAL CORP                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    246726 | NS      | $19414868.94  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                   | CIGNA GROUP (THE)                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    194040 | NS      | $51882415.20  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                         | AVANTOR INC                                   | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    481385 | NS      | $6469814.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC           | WARNER BROS DISCOVERY INC                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   1582671 | NS      | $20843777.07  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                  | ROYALTY PHARMA PLC                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |    263463 | NS      | $9695438.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                          | LOEWS CORP                                    | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    124906 | NS      | $11308989.24  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JM SMUCKER CO/THE                   | JM SMUCKER CO/THE                             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     75234 | NS      | $8075617.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                       | DR HORTON INC                                 | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    201034 | NS      | $28715696.56  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE GLOBAL SA                     | BUNGE GLOBAL SA                               | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | CH        |     94368 | NS      | $7526791.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                           | CROCS INC                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     39630 | NS      | $3952299.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE    | HARTFORD INSURANCE GROUP INC/THE              | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    203981 | NS      | $25373196.59  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HALLIBURTON CO                      | HALLIBURTON CO                                | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    616237 | NS      | $13803708.80  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP           | OCCIDENTAL PETROLEUM CORP                     | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    478917 | NS      | $21043612.98  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                        | TELEFLEX INC                                  | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     32835 | NS      | $3923782.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                         | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     49588 | NS      | $5681793.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                          | NUCOR CORP                                    | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    166420 | NS      | $23809709.40  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                         | METLIFE INC                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    410345 | NS      | $31165702.75  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY           | MATADOR RESOURCES COMPANY                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     82037 | NS      | $4092005.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO INC                           | QORVO INC                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     66030 | NS      | $5520108.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC                          | PFIZER INC                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   4016046 | NS      | $93533711.34  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC    | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     46570 | NS      | $8962396.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP (IND)          | OLD NATIONAL BANCORP (IND)                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    225517 | NS      | $4760663.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                           | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    196283 | NS      | $2479054.29   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                       | PG and E CORP                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   1554963 | NS      | $21800581.26  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                         | TARGET CORP                                   | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    324712 | NS      | $32633556.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PPTYS INC                      | VICI PPTYS INC                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    747122 | NS      | $24356177.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                 | TE CONNECTIVITY PLC                           | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |    211376 | NS      | $43490612.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                       | TOLL BROTHERS INC                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     70619 | NS      | $8358464.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                 | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    164360 | NS      | $46527028.80  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                             | MKS INC                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     47579 | NS      | $4528569.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC    | AMERICAN INTERNATIONAL GROUP                  | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    420572 | NS      | $32649004.36  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINL CORP NEW               | REGIONS FINANCIAL CORP                        | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    644867 | NS      | $16334481.11  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                            | UGI CORP NEW                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    151869 | NS      | $5494620.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                      | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     59347 | NS      | $8336473.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                   | M and T BANK CORP                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |    117602 | NS      | $22191497.40  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                 | EASTMAN CHEMICAL CO                           | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     81422 | NS      | $5912051.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ CORP                            | LKQ CORP                                      | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |    183787 | NS      | $5416202.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                           | APTIV PLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |    163064 | NS      | $11192712.96  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                  | VALERO ENERGY CORP                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    224345 | NS      | $30804811.95  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC             | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     20616 | NS      | $3857459.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                           | LEAR CORP NEW                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     37920 | NS      | $3575476.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                         | VIATRIS INC                                   | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    843847 | NS      | $7375222.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC        | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    263361 | NS      | $6478680.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                            | BANK OZK                                      | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     74591 | NS      | $3677336.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                     | PULTEGROUP INC                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143630 | NS      | $16218699.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO       | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    931337 | NS      | $19269362.53  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                 | SYNCHRONY FINANCIAL                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    275651 | NS      | $19204605.17  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC          | CF INDUSTRIES HOLDINGS INC                    | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    123640 | NS      | $11477501.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                | KYNDRYL HOLDINGS INC                          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    164511 | NS      | $6213580.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                       | CITIGROUP INC                                 | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |   1330069 | NS      | $124627465.30 | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL OILWELL VARCO INC          | NOV INC                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    269233 | NS      | $3386951.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| RITHM CAPITAL CORP                  | RITHM CAPITAL CORP                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    368094 | NS      | $4428170.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                      | WHIRLPOOL CORP                                | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     39155 | NS      | $3251431.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| QUALCOMM INC                        | QUALCOMM INC                                  | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    783623 | NS      | $115004511.48 | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                        | COMCAST CORP CL A                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   2672508 | NS      | $88807440.84  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP             | MARATHON PETROLEUM CORP                       | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    223622 | NS      | $38058228.18  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                           | KROGER CO                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    471723 | NS      | $33067782.30  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST GROUP LTD                   | EVEREST GROUP LTD                             | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     30560 | NS      | $10262048.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                     | MURPHY OIL CORP                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     96922 | NS      | $2404634.82   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BERKSHIRE HATHAWAY INC DEL          | BERKSHIRE HATHAWAY INC CL B                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    122319 | NS      | $57719889.72  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC          | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   2982911 | NS      | $127549274.36 | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP               | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     67232 | NS      | $10843176.96  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                | MGIC INVESTMENT CORP                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    175649 | NS      | $4549309.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                | COMMERCIAL METALS CO                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     80343 | NS      | $4166587.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                | AGNC INVESTMENT CORP                          | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    634445 | NS      | $5982816.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  19470262 | NS      | $19474156.11  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                   | EXPEDIA INC                                   | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |     87512 | NS      | $15771412.64  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC           | TELEDYNE TECHNOLOGIES INC                     | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |     33052 | NS      | $18212313.04  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC              | SIRIUS XM HOLDINGS INC                        | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155677 | NS      | $3287898.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATL BANCORP                 | VALLEY NATL BANCORP                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    335793 | NS      | $3112801.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COTERRA ENERGY INC                  | COTERRA ENERGY INC                            | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    523047 | NS      | $12757116.33  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                       | CARNIVAL CORP                                 | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    742715 | NS      | $22110625.55  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                    | PARAMOUNT GLOBAL CL B                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |    420624 | NS      | $5287243.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| MOLINA HEALTHCARE INC               | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     39237 | NS      | $6194345.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDISK CORP/DE                     | SANDISK CORPORATION                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81469 | NS      | $3496649.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PLC       | WEATHERFORD INTERNATIONAL PLC                 | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     51501 | NS      | $2912381.55   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                    | EXXON MOBIL CORP                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   2018156 | NS      | $225306935.84 | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD ASHANTI PLC               | ANGLOGOLD ASHANTI PLC                         | CUSIP: N/A<br>LEI: 2138005YDSA7A82RNU96       | Long             | EC               | CORP              | GB        |    303739 | NS      | $14047928.75  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                     | BAKER HUGHES CO                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    605143 | NS      | $27261692.15  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD          | RENAISSANCERE HLDGS LTD                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     34819 | NS      | $8486783.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                       | ALLSTATE CORPORATION                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    187803 | NS      | $38170959.75  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                     | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     32750 | NS      | $1702017.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                   | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     18832 | NS      | $5423616.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP NEW                    | CHEVRON CORP                                  | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1184202 | NS      | $179572391.28 | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC        | WALGREENS BOOTS ALLIANCE INC                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    507080 | NS      | $5902411.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC            | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     81798 | NS      | $10398979.74  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND           | LINCOLN NATIONAL CORP                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    120429 | NS      | $4589549.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC           | UNITED PARCEL SERVICE INC CL B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    518205 | NS      | $44648542.80  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                              | HP INC                                        | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    665264 | NS      | $16498547.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON and CO             | BECTON DICKINSON and CO                       | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |    203490 | NS      | $36272092.50  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELERS COS INC                   | TRAVELERS COMPANIES INC                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |    160671 | NS      | $41813021.04  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                   | EOG RESOURCES INC                             | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    398561 | NS      | $47835291.22  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                 | GLOBAL PAYMENTS INC                           | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |    175757 | NS      | $14051772.15  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                          | FEDEX CORP                                    | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    157006 | NS      | $35089270.94  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                | EDISON INTL                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |    274814 | NS      | $14323305.68  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP NEW               | DEVON ENERGY CORP                             | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |    466111 | NS      | $15484207.42  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC               | MICRON TECHNOLOGY INC                         | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    789433 | NS      | $86158717.62  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                     | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    893486 | NS      | $55485480.60  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC       | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    408888 | NS      | $8312693.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  10915138 | NS      | $10916229.13  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC       | UNIVERSAL HEALTH SVCS INC CL B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     41510 | NS      | $6909339.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                   | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     60648 | NS      | $8456150.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                         | NVIDIA CORP                                   | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1364796 | NS      | $242756264.52 | 4.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                    | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    350597 | NS      | $9140063.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIRLINES INC                  | DELTA AIR INC                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    454771 | NS      | $24198364.91  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM COMMUNICATIONS INC             | ZOOM COMMUNICATIONS INC CL A                  | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |    186078 | NS      | $13779075.90  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                  | WELLS FARGO and CO                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2289597 | NS      | $184610206.11 | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP              | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    121170 | NS      | $6985450.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DUPONT DE NEMOURS INC               | DUPONT DE NEMOURS INC                         | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |    296334 | NS      | $21306414.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION         | BANK OF AMERICA CORPORATION                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   4266698 | NS      | $201686814.46 | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY GLOBAL LTD                  | LIBERTY GLOBAL LTD CL A                       | CUSIP: N/A<br>LEI: 213800HRMKKTYH7SKA24       | Long             | EC               | CORP              | BM        |    232402 | NS      | $2328668.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                      | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     53264 | NS      | $7690788.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO           | ARCHER DANIELS MIDLAND CO                     | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    339384 | NS      | $18387825.12  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                     | FIRST SOLAR INC                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     76007 | NS      | $13280703.11  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                          | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     85541 | NS      | $21374129.67  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORP                         | LENNAR CORP CL A                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    173001 | NS      | $19407252.18  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                          | NETAPP INC                                    | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    144280 | NS      | $15023876.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC              | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    652095 | NS      | $162736828.20 | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                           | UST BILLS 0% 08/21/2025                       | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1060000 | PA      | $1057470.13   | 0.02%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ CO                      | KRAFT HEINZ CO                                | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |    618761 | NS      | $16991177.06  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                    | ALTRIA GROUP INC                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   1200803 | NS      | $74377737.82  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                     | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    385343 | NS      | $11363765.07  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                           | MOSAIC CO NEW                                 | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    224569 | NS      | $8086729.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC               | CIVITAS RESOURCES INC                         | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     62775 | NS      | $1905849.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC               | MOHAWK INDUSTRIES INC                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     37039 | NS      | $4241335.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                   | DXC TECHNOLOGY CO                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    127998 | NS      | $1742052.78   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                 | FIFTH THIRD BANCORP                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    474936 | NS      | $19743089.52  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC               | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98570 | NS      | $9881642.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                      | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     79761 | NS      | $6808398.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                         | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    184044 | NS      | $7578931.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLS GROUP INC            | AMERICAN AIRLINES GROUP INC                   | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    464887 | NS      | $5341551.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| INVESCO LTD                         | INVESCO LTD                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    316727 | NS      | $6654434.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                      | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    154605 | NS      | $5689464.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                   | CISCO SYSTEMS INC                             | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |   2765808 | NS      | $188296208.64 | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                          | MATSON INC                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     23479 | NS      | $2507087.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC            | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     42741 | NS      | $4899400.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP | COGNIZANT TECH SOLUTIONS CL A                 | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    350630 | NS      | $25161208.80  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                        | CADENCE BANK                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    129752 | NS      | $4521857.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP DEL                   | CELANESE CORP                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     77281 | NS      | $4036386.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                        | ALPHABET INC CL A                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     91360 | NS      | $17531984.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                        | NEWMONT CORP                                  | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    806571 | NS      | $50088059.10  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC             | AKAMAI TECHNOLOGIES INC                       | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |    106208 | NS      | $8104732.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC      | PNC FINANCIAL SERVICES GRP INC                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    280556 | NS      | $53381390.12  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer