# EDGAR Filing Document

**Accession Number:** 0001038469
**File Stem:** 0001038469-23-000038
**Filing Date:** 2023-2
**Character Count:** 56624
**Document Hash:** 2392ec2f148b8b997250435ac8f16526
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001038469-23-000038.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001038469-23-000038

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Quantitative Management Funds, Inc.
- **CENTRAL INDEX KEY:** 0001038469
- **IRS NUMBER:** 522044216
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08203
- **FILM NUMBER:** 23667694

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** T. Rowe Price Diversified Small-Cap Growth Fund, Inc.
- **DATE OF NAME CHANGE:** 20051018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE DIVERSIFIED SMALL CAP GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19970430

## Series and Classes Contracts Data

### T. Rowe Price QM U.S. Value Equity Fund (Series ID: S000052905)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000166442 | T. Rowe Price QM U.S. Value Equity Fund               | TQMVX           |
| C000166443 | T. Rowe Price QM U.S. Value Equity Fund-Advisor Class | TQVAX           |
| C000166444 | T. Rowe Price QM U.S. Value Equity Fund-I Class       | TQVIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE QUANTITATIVE MANAGEMENT FUNDS, INC.

- **b. Investment Company Act file number:** 811-08203

- **c. CIK number of Registrant:** 0001038469

- **d. LEI of Registrant:** NK54V6P11ERQV3U37N10

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price QM U.S. Value Equity Fund

- **b. EDGAR series identifier (if any):** S000052905

- **c. LEI of Series:** 549300HT864Z0Y334K52

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $37441573.77

**Total Liabilities:** $674469.01

**Net Assets:** $36767104.76

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166444 | 12.42%               | 5.62%                | -3.91%               |
| Class ID C000166442 | 12.43%               | 5.59%                | -3.96%               |
| Class ID C000166443 | 12.37%               | 5.63%                | -3.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $22037.22                | $3663083.45                                |
| Month 2  | $43213.17                | $1835890.10                                |
| Month 3  | $167862.82               | $-1696661.06                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NXP Semiconductors NV                           | NXP SEMICONDUCTORS NV                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |       558 | NS      | $88180.74     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                    | LYONDELLBASELL INDUSTRIES NV                    | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      1508 | NS      | $125209.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                       | CHUBB LTD                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2137 | NS      | $471422.20    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                      | ZIMMER BIOMET HOLDINGS INC                      | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      2448 | NS      | $312120.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                  | WHIRLPOOL CORP                                  | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       373 | NS      | $52764.58     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                 | WEYERHAEUSER CO                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      7164 | NS      | $222084.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                     | WESTROCK CO                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      6117 | NS      | $215073.72    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                            | WESTERN UNION CO/THE                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      8274 | NS      | $113932.98    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                | WELLS FARGO & CO                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     14614 | NS      | $603412.06    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                          | WEBSTER FINANCIAL CORP                          | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      3061 | NS      | $144907.74    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                    | WALGREENS BOOTS ALLIANCE INC                    | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      3257 | NS      | $121681.52    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                     | WALMART INC                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       938 | NS      | $132999.02    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                     | VIATRIS INC                                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     19405 | NS      | $215977.65    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                      | VERIZON COMMUNICATIONS INC                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     12192 | NS      | $480364.80    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                   | UNIVERSAL HEALTH SERVICES INC                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1211 | NS      | $170617.79    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                          | UNITEDHEALTH GROUP INC                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       218 | NS      | $115579.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                       | UNITED PARCEL SERVICE INC                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1243 | NS      | $216083.12    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                        | UGI CORP                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      4202 | NS      | $155768.14    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                             | TRAVEL + LEISURE CO                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      4041 | NS      | $147092.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                | TOTALENERGIES SE                                | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      2099 | NS      | $130305.92    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                   | TIMKEN CO/THE                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1575 | NS      | $111305.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                     | TEXTRON INC                                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4753 | NS      | $336512.40    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                           | SOUTHWEST AIRLINES CO                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      3128 | NS      | $105319.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                 | SOUTHERN CO/THE                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      6111 | NS      | $436386.51    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                     | SNAP-ON INC                                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       667 | NS      | $152402.83    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi                                          | SANOFI                                          | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      4712 | NS      | $228202.16    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                  | SALESFORCE INC                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       921 | NS      | $122115.39    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                  | SS&C TECHNOLOGIES HOLDINGS INC                  | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      3605 | NS      | $187676.30    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    982552 | NS      | $982552.43    | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                    | RELIANCE STEEL & ALUMINUM CO                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1252 | NS      | $253454.88    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                    | QUALCOMM INC                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1724 | NS      | $189536.56    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                  | PULTEGROUP INC                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3095 | NS      | $140915.35    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                         | PROCTER & GAMBLE CO/THE                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      1043 | NS      | $158077.08    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                 | PHILIP MORRIS INTERNATIONAL INC                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6012 | NS      | $608474.52    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                      | PFIZER INC                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     12922 | NS      | $662123.28    | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                            | PARKER-HANNIFIN CORP                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       823 | NS      | $239493.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                       | PG&E CORP                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     12992 | NS      | $211249.92    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                     | OVINTIV INC                                     | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |      2033 | NS      | $103093.43    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                             | OTIS WORLDWIDE CORP                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      2362 | NS      | $184968.22    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                  | OPEN TEXT CORP                                  | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      2122 | NS      | $62896.08     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                            | ONEMAIN HOLDINGS INC                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2581 | NS      | $85973.11     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                           | ON SEMICONDUCTOR CORP                           | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1295 | NS      | $80769.15     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                  | OMEGA HEALTHCARE INVESTORS INC                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      4664 | NS      | $130358.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                       | OCCIDENTAL PETROLEUM CORP                       | CUSIP: 674599162<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |       425 | NS      | $17522.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                       | OCCIDENTAL PETROLEUM CORP                       | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2737 | NS      | $172403.63    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| O Reilly Automotive Inc                         | O'REILLY AUTOMOTIVE INC                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |       398 | NS      | $335923.94    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                     | NUTRIEN LTD                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |      1669 | NS      | $121887.07    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                 | GEN DIGITAL INC                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      7962 | NS      | $170625.66    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                         | NEXSTAR MEDIA GROUP INC                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       899 | NS      | $157351.97    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                         | NVR INC                                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        35 | NS      | $161440.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                  | NRG ENERGY INC                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2540 | NS      | $80822.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                  | MORGAN STANLEY                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2956 | NS      | $251319.12    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                      | MONDELEZ INTERNATIONAL INC                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      4501 | NS      | $299991.65    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                        | MOLSON COORS BEVERAGE CO                        | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      2018 | NS      | $103967.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                           | MOLINA HEALTHCARE INC                           | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       308 | NS      | $101707.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                           | MICRON TECHNOLOGY INC                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      3523 | NS      | $176079.54    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                     | METLIFE INC                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5401 | NS      | $390870.37    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                   | MCKESSON CORP                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       974 | NS      | $365366.88    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald s Corp                                 | MCDONALD'S CORP                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       332 | NS      | $87491.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                      | MASCO CORP                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2357 | NS      | $110001.19    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                         | MARATHON PETROLEUM CORP                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1597 | NS      | $185874.83    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                               | MANPOWERGROUP INC                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1504 | NS      | $125147.84    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                         | MAGNA INTERNATIONAL INC                         | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      4038 | NS      | $226854.84    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                            | LOCKHEED MARTIN CORP                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       424 | NS      | $206271.76    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                             | LEIDOS HOLDINGS INC                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      2858 | NS      | $300633.02    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                            | LAMAR ADVERTISING CO                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1060 | NS      | $100064.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                       | L3HARRIS TECHNOLOGIES INC                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1696 | NS      | $353124.16    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                        | LKQ CORP                                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      4645 | NS      | $248089.45    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                   | KROGER CO/THE                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      4689 | NS      | $209035.62    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                              | KRAFT HEINZ CO/THE                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      8252 | NS      | $335938.92    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                               | KINDER MORGAN INC                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     11763 | NS      | $212675.04    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                            | KEURIG DR PEPPER INC                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      5507 | NS      | $196379.62    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                        | KLA CORP                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       251 | NS      | $94634.53     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                               | JOHNSON & JOHNSON                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3838 | NS      | $677982.70    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                             | JPMORGAN CHASE & CO                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      6731 | NS      | $902627.10    | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                               | IRON MOUNTAIN INC                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      3768 | NS      | $187834.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                          | INTERNATIONAL PAPER CO                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      8316 | NS      | $287983.08    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp            | INTERNATIONAL BUSINESS MACHINES CORP            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1607 | NS      | $226410.23    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                      | INTEL CORP                                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      3833 | NS      | $101306.19    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                       | HOST HOTELS & RESORTS INC                       | CUSIP: 44107P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6789 | NS      | $108963.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                              | HOME DEPOT INC/THE                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       715 | NS      | $225839.90    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                     | HOLOGIC INC                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2516 | NS      | $188221.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The       | HARTFORD FINANCIAL SERVICES GROUP INC/THE       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      5120 | NS      | $388249.60    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                          | HP INC                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      4500 | NS      | $120915.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                     | GOLDMAN SACHS GROUP INC/THE                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       586 | NS      | $201220.68    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                             | GLOBAL PAYMENTS INC                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      2394 | NS      | $237772.08    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                             | GILEAD SCIENCES INC                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5634 | NS      | $483678.90    | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                             | GENERAL ELECTRIC CO                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      2694 | NS      | $225730.26    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                           | GENERAL DYNAMICS CORP                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1351 | NS      | $335196.61    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc               | GAMING AND LEISURE PROPERTIES INC               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4659 | NS      | $242687.31    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                        | FOX CORP                                        | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2972 | NS      | $84553.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                       | FLEETCOR TECHNOLOGIES INC                       | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       659 | NS      | $121045.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                      | FISERV INC                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      2565 | NS      | $259244.55    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                             | FIFTH THIRD BANCORP                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     10334 | NS      | $339058.54    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc      | FIDELITY NATIONAL INFORMATION SERVICES INC      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3410 | NS      | $231368.50    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                      | FEDEX CORP                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      1533 | NS      | $265515.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                 | FAIR ISAAC CORP                                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       224 | NS      | $134081.92    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                              | META PLATFORMS INC                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3735 | NS      | $449469.90    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                | EXXON MOBIL CORP                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      9229 | NS      | $1017958.70   | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                     | EXELON CORP                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      9050 | NS      | $391231.50    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                      | EVERGY INC                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      4185 | NS      | $263362.05    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                          | EQUITABLE HOLDINGS INC                          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      9698 | NS      | $278332.60    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                             | EASTMAN CHEMICAL CO                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1311 | NS      | $106767.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                          | ARCH CAPITAL GROUP LTD                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      1905 | NS      | $119595.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                         | DOW INC                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      3404 | NS      | $171527.56    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                            | EVEREST RE GROUP LTD                            | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |       618 | NS      | $204724.86    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                     | DISCOVER FINANCIAL SERVICES                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1626 | NS      | $159071.58    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                           | DELL TECHNOLOGIES INC                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      4173 | NS      | $167838.06    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                     | CUMMINS INC                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1615 | NS      | $391298.35    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                     | CORNING INC                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4875 | NS      | $155707.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                  | CONOCOPHILLIPS                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      4507 | NS      | $531826.00    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                              | CONAGRA BRANDS INC                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7247 | NS      | $280458.90    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                    | COMCAST CORP                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     10423 | NS      | $364492.31    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp             | COGNIZANT TECHNOLOGY SOLUTIONS CORP             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      2602 | NS      | $148808.38    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                    | CITIZENS FINANCIAL GROUP INC                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      4471 | NS      | $176023.27    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                   | CITIGROUP INC                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8234 | NS      | $372423.82    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                               | CISCO SYSTEMS INC                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      9240 | NS      | $440193.60    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                    | CHEVRON CORP                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4535 | NS      | $813987.15    | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                    | CENTENE CORP                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3052 | NS      | $250294.52    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                             | CARDINAL HEALTH INC                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1527 | NS      | $117380.49    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                      | CAPITAL ONE FINANCIAL CORP                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1989 | NS      | $184897.44    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                 | CVS HEALTH CORP                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5285 | NS      | $492509.15    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                        | CSX CORP                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      9421 | NS      | $291862.58    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                      | CF INDUSTRIES HOLDINGS INC                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1850 | NS      | $157620.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                    | BROADCOM INC                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       175 | NS      | $97847.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                         | BRISTOL-MYERS SQUIBB CO                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7411 | NS      | $533221.45    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                | BOOZ ALLEN HAMILTON HOLDING CORP                | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1090 | NS      | $113926.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                            | BOOKING HOLDINGS INC                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        72 | NS      | $145100.16    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                      | BIOGEN INC                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       876 | NS      | $242581.92    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                 | BEST BUY CO INC                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1726 | NS      | $138442.46    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                         | BECTON DICKINSON AND CO                         | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      1548 | NS      | $393656.40    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                           | BATH & BODY WORKS INC                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      4007 | NS      | $168854.98    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                | BANK OF NEW YORK MELLON CORP/THE                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4071 | NS      | $185311.92    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                            | BANK OF AMERICA CORP                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     20942 | NS      | $693599.04    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                    | AUTOZONE INC                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       139 | NS      | $342799.02    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                           | ARROW ELECTRONICS INC                           | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1594 | NS      | $166684.58    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                      | APARTMENT INCOME REIT CORP                      | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3471 | NS      | $119090.01    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                             | ELEVANCE HEALTH INC                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       958 | NS      | $491425.26    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                        | AMERIPRISE FINANCIAL INC                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       509 | NS      | $158487.33    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                          | AMERISOURCEBERGEN CORP                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       859 | NS      | $142344.89    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                | AMERICAN INTERNATIONAL GROUP INC                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      6658 | NS      | $421051.92    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                | ALTRIA GROUP INC                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      6364 | NS      | $290898.44    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                    | ALPHABET INC                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2115 | NS      | $186606.45    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                              | ALLY FINANCIAL INC                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2986 | NS      | $73007.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc               | ALLISON TRANSMISSION HOLDINGS INC               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3007 | NS      | $125091.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                            | ALASKA AIR GROUP INC                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1426 | NS      | $61232.44     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                           | AECOM                                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1218 | NS      | $103444.74    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                      | ABBVIE INC                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1651 | NS      | $266818.11    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                             | ABBOTT LABORATORIES                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1354 | NS      | $148655.66    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                        | AT&T INC                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     15347 | NS      | $282538.27    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                       | AFLAC INC                                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      3550 | NS      | $255387.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** T. ROWE PRICE QUANTITATIVE MANAGEMENT FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President