T. Rowe Price Total Equity Market Index Fund POMIX 12/31/2019

(Unaudited)

Portfolio of Investments

Investments in Securities Coupon % Maturity Shares/Par Value ($) % of Net Assets

1st Source 3,864 200,464 0.009%

3M 35,400 6,245,268 0.295%

AAON 8,345 412,326 0.019%

Abbott Laboratories 105,729 9,183,621 0.434%

AbbVie 100,300 8,880,562 0.420%

Abiomed 3,100 528,829 0.025%

Acadia Healthcare 9,600 318,912 0.015%

ACADIA Pharmaceuticals 18,900 808,542 0.038%

Acceleron Pharma 10,800 572,616 0.027%

Accenture 40,489 8,525,769 0.403%

Acco Brands 16,767 156,939 0.007%

Activision Blizzard 54,508 3,238,865 0.153%

Adobe 28,580 9,425,970 0.445%

Adtalem Global Education 6,700 234,299 0.011%

ADTRAN 12,900 127,581 0.006%

Advance Auto Parts 4,950 792,792 0.037%

Advanced Energy Industries 3,600 256,320 0.012%

Advanced Micro Devices 60,900 2,792,874 0.132%

AdvanSix 8,601 171,676 0.008%

Aegion 12,400 277,388 0.013%

Aerojet Rocketdyne Holdings 13,500 616,410 0.029%

AES 29,655 590,135 0.028%

Affiliated Managers Group 4,000 338,960 0.016%

Aflac 41,600 2,200,640 0.104%

AGCO 6,500 502,125 0.024%

Agilent Technologies 24,487 2,088,986 0.099%

Agree Realty, REIT 14,000 982,380 0.046%

A.H. Belo 15,280 43,090 0.002%

AIMCO, REIT 15,057 777,694 0.037%

Aimmune Therapeutics 10,700 358,129 0.017%

Air Products & Chemicals 13,800 3,242,862 0.153%

Akamai Technologies 14,500 1,252,510 0.059%

Akorn 76,300 114,450 0.005%

Alaska Air Group 12,400 840,100 0.040%

Alexander & Baldwin, REIT 12,498 261,958 0.012%

Alexandria Real Estate, REIT 10,600 1,712,748 0.081%

Alexion Pharmaceuticals 20,480 2,214,912 0.105%

Alico 3,090 110,715 0.005%

Align Technology 7,000 1,953,280 0.092%

Alkermes 26,302 536,561 0.025%

Alleghany 246 196,694 0.009%

Allegheny Technologies 7,743 159,970 0.008%

Allegion 8,766 1,091,718 0.052%

Allergan 15,857 3,031,383 0.143%

ALLETE 8,433 684,507 0.032%

Alliance Data Systems 2,500 280,500 0.013%

Alliant Energy 18,400 1,006,848 0.048%

Allstate 20,200 2,271,490 0.107%

Ally Financial 45,500 1,390,480 0.066%

Alnylam Pharmaceuticals 12,150 1,399,316 0.066%

Alphabet Class A 19,245 25,776,561 1.218%

Alphabet Class C 19,685 26,319,239 1.244%

Altria Group 121,700 6,074,047 0.287%

Amazon.com 26,950 49,799,288 2.353%

AMC Networks 3,500 138,250 0.007%

Amcor 83,800 908,392 0.043%

Ameren 15,800 1,213,440 0.057%

American Airlines 32,200 923,496 0.044%

American Campus Communities, REIT 19,700 926,491 0.044%

American Eagle Outfitters 33,250 488,775 0.023%

American Electric Power 29,340 2,772,923 0.131%

American Express 40,300 5,016,947 0.237%

American Financial Group 7,350 805,928 0.038%

American International Group 61,100 3,136,263 0.148%

American States Water Company 6,500 563,160 0.027%

Page 1 of 18

American Tower, REIT 26,020 5,979,916 0.283%

American Water Works 15,200 1,867,320 0.088%

Ameriprise Financial 10,900 1,815,722 0.086%

Ameris Bancorp 4,253 180,923 0.009%

AmerisourceBergen 10,064 855,641 0.040%

AMETEK 10,325 1,029,816 0.049%

Amgen 39,960 9,633,157 0.455%

Amkor Technology 1,300 16,900 0.001%

AMN Healthcare Services 11,252 701,112 0.033%

Ampco Pittsburgh 2,300 6,923 0.000%

Amphenol 15,000 1,623,450 0.077%

Analog Devices 21,605 2,567,538 0.121%

Anika Therapeutics 5,600 290,360 0.014%

Annaly Capital Management, REIT 42,400 399,408 0.019%

Ansys 6,441 1,657,978 0.078%

Anthem 15,804 4,773,282 0.226%

Aon 15,158 3,157,260 0.149%

A.O. Smith 13,100 624,084 0.029%

Apache 48,386 1,238,198 0.059%

Apergy 7,400 249,972 0.012%

Apollo Commercial Real Estate Finance, REIT 37,100 678,559 0.032%

Apple 271,955 79,859,586 3.774%

Applied Materials 67,078 4,094,441 0.193%

AptarGroup 3,200 369,984 0.017%

Aptiv 17,900 1,699,963 0.080%

Aqua America 14,646 687,483 0.032%

Aramark 14,700 637,980 0.030%

ARC Document Solutions 13,000 18,070 0.001%

Arch Capital Group 17,300 741,997 0.035%

Archer-Daniels-Midland 31,872 1,477,267 0.070%

Archrock 64,345 646,024 0.031%

Arconic 18,700 575,399 0.027%

Arcosa 3,700 164,835 0.008%

Arista Networks 4,100 833,940 0.039%

Armstrong Worldwide Industries 2,800 263,116 0.012%

Arrow Electronics 5,600 474,544 0.022%

Arthur J. Gallagher 9,200 876,116 0.041%

A. Schulman 5,500 2,877 0.000%

Aspen Technology 4,700 568,371 0.027%

Associated Banc-Corp 8,467 186,613 0.009%

Assurant 4,500 589,860 0.028%

Assured Guaranty 10,400 509,808 0.024%

Atmos Energy 7,900 883,694 0.042%

ATN International 2,000 110,780 0.005%

AT&T 450,513 17,606,048 0.832%

Autodesk 13,700 2,513,402 0.119%

Autoliv 6,600 557,106 0.026%

Automatic Data Processing 26,800 4,569,400 0.216%

Autonation 2,300 111,849 0.005%

AutoZone 2,400 2,859,144 0.135%

AvalonBay Communities, REIT 8,386 1,758,544 0.083%

Avanos Medical 8,131 274,015 0.013%

Avery Dennison 6,200 811,084 0.038%

Avis Budget Group 11,300 364,312 0.017%

Avista 14,000 673,260 0.032%

Avnet 9,748 413,705 0.020%

AVX 2,700 55,269 0.003%

AXA Equitable Holdings 22,898 567,412 0.027%

Axalta Coating Systems 10,100 307,040 0.015%

Axcelis Technologies 29,878 719,910 0.034%

Axis Capital Holdings 11,700 695,448 0.033%

Axon Enterprise 14,100 1,033,248 0.049%

AZZ 4,700 215,965 0.010%

Baker Hughes 47,323 1,212,888 0.057%

Ball 30,900 1,998,303 0.094%

BancorpSouth Bank 4,800 150,768 0.007%

Bank of America 525,944 18,523,748 0.875%

Bank of Hawaii 5,500 523,380 0.025%

Bank of New York Mellon 53,360 2,685,609 0.127%

Bank OZK 5,700 173,879 0.008%

BankUnited 17,200 628,832 0.030%

Barnes Group 3,000 185,880 0.009%

Page 2 of 18

Barrett Business 2,500 226,150 0.011%

Baxter International 28,400 2,374,808 0.112%

Beacon Roofing Supply 6,400 204,672 0.010%

Becton, Dickinson & Company 18,102 4,923,201 0.233%

Bed Bath & Beyond 16,600 287,180 0.014%

Belden 3,500 192,500 0.009%

Benchmark Electronics 1,275 43,809 0.002%

Berkshire Hathaway 125,900 28,516,350 1.348%

Berkshire Hills Bancorp 8,900 292,632 0.014%

Berry Global 6,500 308,685 0.015%

Best Buy 8,800 772,640 0.037%

BGC Partners 53,500 317,790 0.015%

Big Lots 3,700 106,264 0.005%

Biogen 13,810 4,097,841 0.194%

BioMarin Pharmaceutical 20,200 1,707,910 0.081%

Bio-Rad Laboratories 1,600 592,048 0.028%

Bio-Techne 3,200 702,432 0.033%

Black Hills 9,900 777,546 0.037%

Black Knight 13,363 861,646 0.041%

BlackRock 7,600 3,820,520 0.181%

Blackstone 32,968 1,844,230 0.087%

Bluebird Bio 5,200 456,300 0.022%

Blueprint Medicines 13,500 1,081,485 0.051%

Boeing 35,400 11,531,904 0.545%

BOK Financial 1,115 97,451 0.005%

Booking Holdings 3,166 6,502,109 0.307%

Booz Allen Hamilton 17,000 1,209,210 0.057%

Borg-Warner 11,800 511,884 0.024%

Boston Beer 1,200 453,420 0.021%

Boston Properties, REIT 9,800 1,351,028 0.064%

Boston Scientific 81,939 3,705,282 0.175%

Boyd Gaming 8,400 251,496 0.012%

Brandywine Realty Trust, REIT 44,800 705,600 0.033%

Bridge Bancorp 2,400 80,472 0.004%

Briggs & Stratton 34,900 232,434 0.011%

Bright Horizons Family Solutions 3,047 457,934 0.022%

Brighthouse Financial 9,929 389,515 0.018%

Brinker 11,225 471,450 0.022%

Brinks Company 4,100 371,788 0.018%

Bristol-Myers Squibb 148,762 9,549,033 0.451%

Broadcom 24,249 7,663,169 0.362%

Broadridge Financial Solutions 6,125 756,683 0.036%

Brooks Automation 16,854 707,194 0.033%

Brown-Forman 20,400 1,379,040 0.065%

Bruker 15,300 779,841 0.037%

Brunswick 9,200 551,816 0.026%

Bunge Limited 23,900 1,375,445 0.065%

Burlington Stores 8,800 2,006,664 0.095%

BWX Technologies 17,450 1,083,296 0.051%

Cable One 670 997,275 0.047%

Cabot 2,600 123,552 0.006%

Cabot Microelectronics 3,244 468,174 0.022%

Cabot Oil & Gas 48,100 837,421 0.040%

CACI International 1,300 324,987 0.015%

Cadence Design Systems 23,100 1,602,216 0.076%

California Water Service Group 7,325 377,677 0.018%

Callon Petroleum 42,300 204,309 0.010%

Camden Property Trust, REIT 5,800 615,380 0.029%

Campbell Soup 10,800 533,736 0.025%

Cantel Medical 4,100 290,690 0.014%

Capital One Financial 27,627 2,843,095 0.134%

Capitol Federal Financial 18,400 252,632 0.012%

Capstead Mortgage, REIT 30,400 240,768 0.011%

Cara Therapeutics 15,700 252,927 0.012%

Cardinal Health 16,305 824,707 0.039%

Carlisle Companies 2,800 453,152 0.021%

CarMax 12,158 1,065,892 0.050%

Carnival 25,700 1,306,331 0.062%

Carpenter Technology 10,500 522,690 0.025%

Cars.com 14,333 175,149 0.008%

Carters 4,300 470,162 0.022%

Casey's General Stores 2,300 365,677 0.017%

Page 3 of 18

Caterpillar 34,200 5,050,656 0.239%

Cavco Industries 2,140 418,113 0.020%

Cboe Global Markets 8,300 996,000 0.047%

CBRE Group 12,500 766,125 0.036%

CDK Global 15,766 862,085 0.041%

CDW Corp/DE 6,100 871,324 0.041%

Celanese 10,700 1,317,384 0.062%

Centene 27,020 1,698,747 0.080%

CenterPoint Energy 25,300 689,931 0.033%

CenterState Bank 14,190 354,466 0.017%

CenturyLink 23,710 313,209 0.015%

Cerence 15,937 360,654 0.017%

Cerner 20,500 1,504,495 0.071%

Cerus 14,400 60,768 0.003%

CF Industries 22,540 1,076,060 0.051%

Charles River Laboratories International 4,068 621,428 0.029%

Charles Schwab 77,119 3,667,780 0.173%

Charter Communications 12,347 5,989,283 0.283%

Chart Industries 6,000 404,940 0.019%

Chatham Lodging Trust, REIT 40,600 744,604 0.035%

Chemours 15,681 283,669 0.013%

Cheniere Energy 11,500 702,305 0.033%

Chevron 113,833 13,718,015 0.648%

Chipotle Mexican Grill 1,970 1,649,107 0.078%

C.H. Robinson Worldwide 8,547 668,375 0.032%

Chubb 32,466 5,053,658 0.239%

Church & Dwight 20,700 1,456,038 0.069%

Ciena 16,499 704,342 0.033%

Cigna 24,042 4,916,349 0.232%

Cimarex Energy 9,844 516,712 0.024%

CIM Commercial Trust, REIT 937 13,587 0.001%

Cincinnati Bell 17,309 181,225 0.009%

Cincinnati Financial 12,469 1,311,115 0.062%

Cintas 5,200 1,399,216 0.066%

Cirrus Logic 8,200 675,762 0.032%

Cisco Systems 286,032 13,718,095 0.648%

CIT Group 12,900 588,627 0.028%

Citigroup 140,925 11,258,498 0.532%

Citizens Financial 23,500 954,335 0.045%

Citrix Systems 7,670 850,603 0.040%

Clearwater Paper 6,964 148,751 0.007%

Cleveland-Cliffs 22,000 184,800 0.009%

Clorox 4,800 736,992 0.035%

CME Group 20,614 4,137,642 0.196%

CMS Energy 13,100 823,204 0.039%

CNA Financial 10,700 479,467 0.023%

CNO Financial Group 16,800 304,584 0.014%

CNX Resources 60,900 538,965 0.025%

Coca-Cola 249,200 13,793,220 0.652%

Coca-Cola Consolidated 3,100 880,555 0.042%

Cognex 11,200 627,648 0.030%

Cognizant Technology Solutions 36,600 2,269,932 0.107%

Coherent 1,494 248,527 0.012%

Cohu 30,327 692,972 0.033%

Colgate-Palmolive 52,200 3,593,448 0.170%

Columbia Banking System 12,100 492,289 0.023%

Columbia Sportswear 4,600 460,874 0.022%

Comcast 287,119 12,911,741 0.610%

Comerica 8,716 625,373 0.030%

Commercial Metals 15,200 338,504 0.016%

Community Bank System 5,238 371,584 0.018%

Commvault Systems 4,300 191,952 0.009%

Compass Minerals 9,000 548,640 0.026%

Conagra Brands 56,425 1,931,992 0.091%

Concho Resources 18,548 1,624,248 0.077%

Conduent 95,977 595,057 0.028%

Conns 10,200 126,378 0.006%

ConocoPhillips 78,349 5,095,035 0.241%

CONSOL Energy 7,225 104,835 0.005%

Consolidated Edison 12,600 1,139,922 0.054%

Consolidated-Tomoka Land 1,500 90,480 0.004%

Constellation Brands 14,500 2,751,375 0.130%

Page 4 of 18

Cooper Companies 4,700 1,510,063 0.071%

Copart 23,500 2,137,090 0.101%

CoreCivic, REIT 10,798 187,669 0.009%

CoreLogic 12,485 545,719 0.026%

CoreSite Realty, REIT 6,900 773,628 0.037%

Cornerstone OnDemand 9,600 562,080 0.027%

Corning 62,710 1,825,488 0.086%

Corteva 48,155 1,423,462 0.067%

CorVel 4,650 406,224 0.019%

CoStar Group 2,600 1,555,580 0.074%

Costco Wholesale 27,400 8,053,408 0.381%

Coty 58,933 662,996 0.031%

Cousins Properties, REIT 20,060 826,472 0.039%

Covanta Holding 25,800 382,872 0.018%

Covetrus 29,260 386,232 0.018%

Cracker Barrel Old Country Store 800 122,992 0.006%

Credit Acceptance 1,200 530,796 0.025%

Cree 8,400 387,660 0.018%

Cross Country Healthcare 4,300 49,966 0.002%

Crown Castle International, REIT 27,037 3,843,310 0.182%

Crown Holdings 3,400 246,636 0.012%

CSG Systems International 9,800 507,444 0.024%

CSX 48,300 3,494,988 0.165%

CubeSmart, REIT 26,100 821,628 0.039%

Cullen/Frost Bankers 6,300 616,014 0.029%

Cummins 10,900 1,950,664 0.092%

Curtiss-Wright 4,000 563,560 0.027%

Customers Bancorp 5,100 121,431 0.006%

CVB Financial 15,539 335,332 0.016%

CVS Health 84,248 6,258,784 0.296%

Daktronics 1,400 8,526 0.000%

Danaher 40,700 6,246,636 0.295%

Darden Restaurants 10,100 1,101,001 0.052%

DaVita 7,798 585,084 0.028%

Deere 16,100 2,789,486 0.132%

Delek US Holdings 9,800 328,594 0.016%

Dell Technologies 15,873 815,713 0.039%

Delphi Technologies 8,400 107,772 0.005%

Delta Air Lines 47,200 2,760,256 0.130%

Dentsply Sirona 13,133 743,196 0.035%

Dexcom 10,300 2,253,022 0.106%

Diamondback Energy 13,500 1,253,610 0.059%

Diamond Offshore Drilling 77,300 555,787 0.026%

Dick's Sporting Goods 3,600 178,164 0.008%

Digital Realty Trust, REIT 14,950 1,790,113 0.085%

Diodes 6,262 352,989 0.017%

Discover Financial 22,900 1,942,378 0.092%

Discovery Inc - 7,500 245,550 0.012%

Discovery Inc - 11,745 358,105 0.017%

DISH Network 8,230 291,918 0.014%

DMC Global 9,100 408,954 0.019%

Dolby Laboratories 5,400 371,520 0.018%

Dollar General 19,300 3,010,414 0.142%

Dollar Tree 13,893 1,306,637 0.062%

Dominion Energy 49,028 4,060,499 0.192%

Domino's Pizza 3,700 1,086,986 0.051%

Domtar 11,066 423,164 0.020%

Donnelley Financial Solutions 4,025 42,142 0.002%

Dover 3,400 391,884 0.019%

Dow 48,155 2,635,523 0.125%

D. R. Horton 24,900 1,313,475 0.062%

DSP Group 4,500 70,830 0.003%

DTE Energy 10,883 1,413,375 0.067%

Duke Energy 48,902 4,460,351 0.211%

Duke Realty, REIT 30,200 1,047,034 0.049%

Dunkin Brands 5,500 415,470 0.020%

DuPont de Nemours 48,155 3,091,551 0.146%

Dxc Technology 17,142 644,368 0.030%

Dycom Industries 11,900 561,085 0.027%

Eagle Materials 5,798 525,647 0.025%

Eagle Pharmaceuticals 8,400 504,672 0.024%

EastGroup Properties, REIT 4,900 650,083 0.031%

Page 5 of 18

Eastman Chemical 7,700 610,302 0.029%

East West Bancorp 6,792 330,770 0.016%

Eaton 25,526 2,417,823 0.114%

Eaton Vance 9,100 424,879 0.020%

eBay 57,700 2,083,547 0.098%

Echostar 2,680 116,071 0.005%

Ecolab 13,600 2,624,664 0.124%

Edgewell Personal Care 19,584 606,321 0.029%

Edison International 15,100 1,138,691 0.054%

Edwards Lifesciences 14,240 3,322,050 0.157%

Elanco Animal Health 56,400 1,660,980 0.078%

Eldorado Resorts 19,210 1,145,684 0.054%

Electronic Arts 21,800 2,343,718 0.111%

Eli Lilly 59,900 7,872,657 0.372%

EMCOR Group 3,900 336,570 0.016%

Emerson Electric 34,300 2,615,718 0.124%

Encompass Health 10,300 713,481 0.034%

Endo International 20,700 97,083 0.005%

Energizer Holdings 6,700 336,474 0.016%

EnPro Industries 3,568 238,628 0.011%

Ensign 16,500 748,605 0.035%

Entegris 16,892 846,120 0.040%

Entergy 13,100 1,569,380 0.074%

EOG Resources 33,800 2,831,088 0.134%

EPAM Systems 6,500 1,379,040 0.065%

EQT 1,600 17,440 0.001%

Equifax 8,500 1,191,020 0.056%

Equinix, REIT 5,206 3,038,742 0.144%

Equitrans Midstream 33,024 441,201 0.021%

Equity Commonwealth, REIT 17,727 581,977 0.028%

Equity LifeStyle Properties, REIT 17,600 1,238,864 0.059%

Equity Residential, REIT 23,000 1,861,160 0.088%

Erie Indemnity 1,700 282,200 0.013%

ESCO Technologies 6,600 610,500 0.029%

Essex Property Trust, REIT 4,294 1,291,893 0.061%

Estee Lauder 14,700 3,036,138 0.143%

E*TRADE Financial 18,600 843,882 0.040%

Euronet Worldwide 8,800 1,386,528 0.066%

Everest Reinsurance Holdings 2,000 553,680 0.026%

Evergy 18,165 1,182,360 0.056%

Eversource Energy 19,224 1,635,386 0.077%

Exact Sciences 14,000 1,294,720 0.061%

Exelon 58,122 2,649,782 0.125%

Expedia 12,490 1,350,669 0.064%

Expeditors International of Washington 8,300 647,566 0.031%

Extra Space Storage, REIT 14,800 1,563,176 0.074%

Extreme Networks 156,700 1,154,879 0.055%

ExxonMobil 274,087 19,125,791 0.904%

F5 Networks 4,400 614,460 0.029%

Facebook 152,600 31,321,150 1.480%

FactSet Research Systems 3,550 952,465 0.045%

Fair Isaac 2,672 1,001,145 0.047%

FARO Technologies 7,300 367,555 0.017%

Fastenal 35,000 1,293,250 0.061%

FBL Financial 1,032 60,816 0.003%

Federal Realty Investment Trust, REIT 6,900 888,237 0.042%

FedEx 17,200 2,600,812 0.123%

Ferro 19,700 292,151 0.014%

Fidelity National Information Services 37,591 5,228,532 0.247%

Fifth Third Bancorp 71,190 2,188,381 0.103%

First American Financial 17,985 1,048,885 0.050%

First BanCorp-Puerto Rico 88,800 940,392 0.044%

First Business Financial Services 10,500 276,465 0.013%

FirstEnergy 17,495 850,257 0.040%

First Financial Bancorp 9,070 230,741 0.011%

First Horizon National 16,371 271,104 0.013%

First Industrial Realty, REIT 12,300 510,573 0.024%

First Merchants 8,330 346,445 0.016%

First Midwest Bancorp 6,000 138,360 0.007%

First Republic Bank 12,300 1,444,635 0.068%

First Solar 6,200 346,952 0.016%

Fiserv 39,796 4,601,611 0.217%

Page 6 of 18

Five9 17,400 1,141,092 0.054%

FleetCor Technologies 8,200 2,359,304 0.111%

FLIR Systems 7,600 395,732 0.019%

Flowers Foods 20,633 448,561 0.021%

Flowserve 15,900 791,343 0.037%

Fluor 23,000 434,240 0.021%

Flushing Financial 2,450 52,932 0.003%

FMC 9,700 968,254 0.046%

FNF 18,796 852,399 0.040%

Foot Locker 12,700 495,173 0.023%

Ford Motor 149,961 1,394,637 0.066%

Forestar Group 439 9,153 0.000%

Forrester Research 1,800 75,060 0.004%

Fortinet 19,000 2,028,440 0.096%

Fortive 18,650 1,424,674 0.067%

Fortune Brands Home & Security 10,700 699,138 0.033%

Four Corners Property Trust, REIT 19,813 558,528 0.026%

Fox 25,661 951,253 0.045%

Fox 16,366 595,722 0.028%

Franklin Covey 5,200 167,596 0.008%

Franklin Resources 20,500 532,590 0.025%

FRD Acquisition 28,900 0 0.000%

Freeport-McMoRan 93,300 1,224,096 0.058%

Fresh Del Monte Produce 16,300 570,174 0.027%

frontdoor 10,850 514,507 0.024%

Fulton Financial 10,574 184,305 0.009%

Gaming & Leisure Properties, REIT 12,805 551,255 0.026%

Gannett 20,758 132,436 0.006%

Garrett Motion 41,860 418,181 0.020%

Gartner 6,188 953,571 0.045%

GATX 2,300 190,555 0.009%

GCI Liberty 5,211 369,199 0.017%

GCP Applied Technologies 12,300 279,333 0.013%

GE 565,726 6,313,502 0.298%

General Dynamics 17,200 3,033,220 0.143%

General Mills 28,100 1,505,036 0.071%

General Motors 63,900 2,338,740 0.111%

Genpact 10,300 434,351 0.021%

Gentex 21,300 617,274 0.029%

Gentherm 11,600 514,924 0.024%

Genuine Parts 5,800 616,134 0.029%

Genworth Financial 120,600 530,640 0.025%

German American Bancorp 9,861 351,249 0.017%

Getty Realty, REIT 7,742 254,480 0.012%

Gilead Sciences 81,920 5,323,162 0.252%

Glacier Bancorp 3,700 170,163 0.008%

Gladstone Commercial, REIT 18,200 397,852 0.019%

Global Payments 19,439 3,548,784 0.168%

Globe Life 7,050 742,013 0.035%

GMS 26,251 710,877 0.034%

GNC Holdings 235,900 636,930 0.030%

GoDaddy 15,300 1,039,176 0.049%

Goldman Sachs 18,560 4,267,501 0.202%

Goodyear Tire & Rubber 14,300 222,437 0.011%

Graco 11,361 590,772 0.028%

Graham Holdings 270 172,527 0.008%

Granite Construction 6,450 178,472 0.008%

Gray Television 18,200 390,208 0.018%

Group One Automotive 1,600 160,000 0.008%

GrubHub 8,400 408,576 0.019%

Guidewire Software 7,800 856,206 0.040%

Hain Celestial Group 3,600 93,438 0.004%

Halliburton 98,600 2,412,742 0.114%

Hancock Whitney 5,200 228,176 0.011%

Hanover Insurance Group 6,000 820,020 0.039%

Harley-Davidson 12,500 464,875 0.022%

Harsco 16,100 370,461 0.018%

Hartford Financial Services 20,300 1,233,631 0.058%

Hasbro 8,600 908,246 0.043%

Hawaiian Electric Industries 23,400 1,096,524 0.052%

Hawkins 2,831 129,688 0.006%

H.B. Fuller 3,700 190,809 0.009%

Page 7 of 18

HCA Healthcare 17,362 2,566,277 0.121%

HD Supply Holdings 20,800 836,576 0.040%

HealthEquity 14,200 1,051,794 0.050%

Healthpeak Properties, REIT 9,600 330,912 0.016%

Hecla Mining 181,300 614,607 0.029%

HEICO 6,475 579,707 0.027%

Helen of Troy Limited 1,400 251,706 0.012%

Helios Technologies 4,100 189,543 0.009%

Helmerich & Payne 4,800 218,064 0.010%

Henry Schein 10,400 693,888 0.033%

Herbalife Nutrition 11,000 524,370 0.025%

Herc Holdings 692 33,866 0.002%

Herman Miller 4,700 195,755 0.009%

Hershey Foods 9,200 1,352,216 0.064%

Hertz Global Holdings 14,950 235,463 0.011%

Hess 17,900 1,195,899 0.057%

Hewlett Packard Enterprise 100,999 1,601,844 0.076%

Hexcel 4,200 307,902 0.015%

Highwoods Properties, REIT 9,100 445,081 0.021%

Hillenbrand 10,800 359,748 0.017%

Hilton Grand Vacations 3,340 114,863 0.005%

Hilton Worldwide Holdings 13,533 1,500,945 0.071%

HMS Holdings 22,900 677,840 0.032%

HNI Corporation 6,900 258,474 0.012%

Hologic 19,844 1,036,055 0.049%

Home Bancshares 21,100 414,826 0.020%

Home Depot 71,150 15,537,737 0.734%

Honeywell International 45,725 8,093,325 0.382%

Horace Mann Educators 10,300 449,698 0.021%

Horizon Global 24,620 85,924 0.004%

Hormel Foods 17,100 771,381 0.036%

Host Hotels & Resorts, REIT 36,219 671,862 0.032%

Hovnanian Enterprises 8,043 167,857 0.008%

HP 103,318 2,123,185 0.100%

H&R Block 15,900 373,332 0.018%

Hubbell 3,105 458,981 0.022%

Humana 8,200 3,005,464 0.142%

Huntington Bancshares 53,806 811,394 0.038%

Huntington Ingalls Industries 2,300 577,024 0.027%

Huntsman 18,100 437,296 0.021%

Hyster-Yale Materials Handling 1,100 64,856 0.003%

IAA 3,500 164,710 0.008%

IAC/InterActiveCorp 7,700 1,918,147 0.091%

IBERIABANK 6,350 475,171 0.022%

IBM 54,890 7,357,456 0.348%

ICU Medical 2,600 486,512 0.023%

IdaCorp 7,400 790,320 0.037%

IDEX 5,600 963,200 0.046%

IDEXX Laboratories 5,000 1,305,650 0.062%

IHS Markit 18,137 1,366,623 0.065%

II-VI 1,427 48,047 0.002%

Illinois Tool Works 20,700 3,718,341 0.176%

Illumina 10,200 3,383,748 0.160%

Immunomedics 29,800 630,568 0.030%

Incyte 13,200 1,152,624 0.054%

Ingersoll-Rand 9,700 1,289,324 0.061%

Ingevity 5,312 464,163 0.022%

Ingredion 5,000 464,750 0.022%

Insight Enterprises 4,750 333,878 0.016%

Insmed 20,700 494,316 0.023%

Insperity 2,900 249,516 0.012%

Insulet 7,200 1,232,640 0.058%

Integra LifeSciences Holdings 3,800 221,464 0.010%

Intel 278,520 16,669,422 0.788%

Interactive Brokers 9,000 419,580 0.020%

Intercontinental Exchange 36,345 3,363,730 0.159%

InterDigital 3,300 179,817 0.008%

International Flavors & Fragrances 4,800 619,296 0.029%

International Paper 21,984 1,012,363 0.048%

Interpublic Group 15,739 363,571 0.017%

Intuit 16,700 4,374,231 0.207%

Intuitive Surgical 8,700 5,143,005 0.243%

Page 8 of 18

Invesco 2,400 43,152 0.002%

Invesco Mortgage Capital, REIT 9,700 161,505 0.008%

Invitation Homes, REIT 32,383 970,519 0.046%

Ionis Pharmaceuticals 19,905 1,202,461 0.057%

IPG Photonics 2,500 362,300 0.017%

IQVIA Holdings 8,325 1,286,296 0.061%

iRobot 1,800 91,134 0.004%

Iron Mountain, REIT 20,533 654,387 0.031%

Ironwood Pharmaceuticals 31,800 423,258 0.020%

ITT 6,900 509,979 0.024%

j2 Global 8,200 768,422 0.036%

Jabil 11,500 475,295 0.022%

Jack Henry & Associates 4,000 582,680 0.028%

Jack in the Box 5,200 405,756 0.019%

Jacobs Engineering Group 3,800 341,354 0.016%

Janus Henderson 12,741 311,517 0.015%

Jazz Pharmaceuticals 3,500 522,480 0.025%

JBG SMITH Properties, REIT 11,082 442,061 0.021%

J.B. Hunt Transport Services 5,400 630,612 0.030%

J.M. Smucker 4,516 470,251 0.022%

John Bean Technologies 4,909 553,048 0.026%

John B Sanfilippo & Son 3,200 292,096 0.014%

Johnson Controls International 29,035 1,182,015 0.056%

Johnson & Johnson 174,275 25,421,494 1.201%

John Wiley & Sons 900 43,668 0.002%

Jones Lang LaSalle 1,100 191,499 0.009%

JPMorgan Chase 201,677 28,113,774 1.329%

Juniper Networks 25,380 625,109 0.030%

Kansas City Southern 11,100 1,700,076 0.080%

KAR Auction Services 11,600 252,764 0.012%

KB Home 3,200 109,664 0.005%

Kellogg 14,300 988,988 0.047%

Kemper 6,100 472,750 0.022%

Kennametal 10,700 394,723 0.019%

Keurig Dr Pepper 19,300 558,735 0.026%

KeyCorp 95,873 1,940,470 0.092%

Keysight Technologies 18,543 1,903,068 0.090%

Kilroy Realty, REIT 7,600 637,640 0.030%

Kimball International 3,700 76,479 0.004%

Kimberly-Clark 21,300 2,929,815 0.138%

Kimco Realty, REIT 40,300 834,613 0.039%

Kinder Morgan 79,192 1,676,495 0.079%

Kirby 4,400 393,932 0.019%

KKR 32,600 950,942 0.045%

KLA 9,500 1,692,615 0.080%

KLX Energy Services Holdings 1,080 6,955 0.000%

Knight-Swift Transportation Holdings 2,750 98,560 0.005%

Knowles 17,300 365,895 0.017%

Kohl's 12,500 636,875 0.030%

Korn Ferry 3,000 127,200 0.006%

Kosmos Energy 120,198 685,129 0.032%

Kraft Heinz 13,530 434,719 0.021%

Kroger 73,700 2,136,563 0.101%

Kulicke & Soffa 5,900 160,480 0.008%

L3Harris Technologies 15,801 3,126,544 0.148%

Laboratory Corporation of America 4,020 680,063 0.032%

Lamar Advertising, REIT 8,600 767,636 0.036%

Lamb Weston Holdings 15,002 1,290,622 0.061%

Lam Research 10,400 3,040,960 0.144%

Landstar System 4,000 455,480 0.022%

Las Vegas Sands 18,600 1,284,144 0.061%

Lattice Semiconductor 11,700 223,938 0.011%

Lazard 11,300 451,548 0.021%

La-Z-Boy 4,100 129,068 0.006%

L Brands 16,755 303,601 0.014%

Lear 4,900 672,280 0.032%

Leggett & Platt 5,900 299,897 0.014%

Leidos Holdings 9,000 881,010 0.042%

Lennar 22,493 1,254,884 0.059%

Lennar 293 13,097 0.001%

Lennox International 2,100 512,337 0.024%

Lexicon Pharmaceuticals 30,600 126,990 0.006%

Page 9 of 18

Liberty Broadband 5,700 709,992 0.034%

Liberty Broadband 14,300 1,798,225 0.085%

Liberty Global 15,807 359,451 0.017%

Liberty Global 29,925 652,215 0.031%

Liberty Latin America 28,072 541,790 0.026%

Liberty Latin America 16,267 316,556 0.015%

Liberty Media Corp-Liberty Formula One 19,600 900,914 0.043%

Liberty Media Corp-Liberty Formula One 16,300 713,614 0.034%

Liberty Property Trust, REIT 13,200 792,660 0.037%

Liberty SiriusXM 1,100 52,954 0.003%

Ligand Pharmaceuticals 1,200 125,148 0.006%

Lincoln Electric Holdings 3,400 328,882 0.016%

Lincoln National 14,784 872,404 0.041%

Linde 33,600 7,153,440 0.338%

Lions Gate Entertainment 25,150 268,099 0.013%

Lithia Motors 1,400 205,800 0.010%

LivaNova 7,600 573,268 0.027%

Livent 36,472 311,836 0.015%

LiveRamp Holdings 4,800 230,736 0.011%

LKQ Corporation 19,300 689,010 0.033%

Lockheed Martin 14,100 5,490,258 0.259%

Loews 32,400 1,700,676 0.080%

LogMeIn 7,347 629,932 0.030%

Louisiana Pacific 18,700 554,829 0.026%

Lowe's 45,500 5,449,080 0.258%

lululemon athletica 7,300 1,691,191 0.080%

Lumber Liquidators 20,700 202,239 0.010%

Lumentum Holdings 6,748 535,116 0.025%

Lyondellbasell Industries 16,200 1,530,576 0.072%

Mack-Cali Realty, REIT 27,800 643,014 0.030%

Macy's 15,400 261,800 0.012%

Madison Square Garden 1,433 421,574 0.020%

Manhattan Associates 9,000 717,750 0.034%

Manitowoc 21,625 378,438 0.018%

ManpowerGroup 2,900 281,590 0.013%

Marathon Oil 16,000 217,280 0.010%

Marathon Petroleum 51,475 3,101,369 0.147%

Markel 580 663,039 0.031%

MarketAxess Holdings 2,700 1,023,597 0.048%

Marriott 20,356 3,082,509 0.146%

Marriott Vacations Worldwide 1,458 187,732 0.009%

Marsh & McLennan 35,364 3,939,903 0.186%

Martin Marietta Materials 4,200 1,174,488 0.056%

Marvell Technology Group 32,601 865,883 0.041%

Masco 22,000 1,055,780 0.050%

Mastec 7,250 465,160 0.022%

Mastech Digital 24,402 270,130 0.013%

MasterCard 56,905 16,991,264 0.803%

Matson 4,300 175,440 0.008%

Mattel 34,800 471,540 0.022%

Matthews International 2,200 83,974 0.004%

Maxim Integrated Products 17,921 1,102,321 0.052%

Maximus 3,600 267,804 0.013%

MBIA 21,100 196,230 0.009%

McCormick 6,900 1,171,137 0.055%

McDonald's 53,300 10,532,613 0.498%

McGrath RentCorp 3,200 244,928 0.012%

McKesson 11,051 1,528,574 0.072%

MDC Holdings 4,952 188,968 0.009%

Medicines Company 3,000 254,820 0.012%

Medtronic 79,216 8,987,055 0.425%

Merck 160,234 14,573,282 0.689%

Mercury General 2,500 121,825 0.006%

Meredith 5,900 191,573 0.009%

Meritage 6,100 372,771 0.018%

Meritor 24,600 644,274 0.030%

MetLife 64,120 3,268,196 0.154%

Mettler-Toledo International 1,200 951,936 0.045%

MGE Energy 5,700 449,274 0.021%

MGIC Investment 28,800 408,096 0.019%

MGM Resorts International 39,400 1,310,838 0.062%

Michaels 38,300 309,847 0.015%

Page 10 of 18

Microchip Technology 18,294 1,915,748 0.091%

Micron Technology 75,169 4,042,589 0.191%

Microsoft 488,698 77,067,675 3.642%

Mid-America Apartment Communities, REIT 9,843 1,297,898 0.061%

Middleby 6,212 680,338 0.032%

Minerals Technologies 3,300 190,179 0.009%

Mobile Mini 9,100 344,981 0.016%

Modine Manufacturing 14,800 113,960 0.005%

Mohawk Industries 3,831 522,472 0.025%

Molina Healthcare 4,394 596,222 0.028%

Molson Coors Brewing 11,600 625,240 0.030%

Mondelez International 90,276 4,972,402 0.235%

Monmouth Real Estate Investment Trust, REIT 43,582 631,067 0.030%

Monster Beverage 25,800 1,639,590 0.077%

Moody's 10,200 2,421,582 0.114%

Morgan Stanley 93,100 4,759,272 0.225%

Morningstar 2,500 378,275 0.018%

Motorola Solutions 9,494 1,529,863 0.072%

Movado Group 15,500 336,970 0.016%

MSA Safety 1,800 227,448 0.011%

MSCI 5,400 1,394,172 0.066%

MSC Industrial Direct 5,400 423,738 0.020%

MSG Networks 4,300 74,820 0.004%

M&T Bank 9,069 1,539,463 0.073%

Mueller Water Products 34,704 415,754 0.020%

Murphy USA 2,000 234,000 0.011%

Myers Industries 18,360 306,245 0.014%

Mylan 42,475 853,748 0.040%

NAPCO Security Technologies 11,857 348,477 0.016%

Nasdaq 10,300 1,103,130 0.052%

National Bank Holdings 13,100 461,382 0.022%

National Fuel Gas Company 9,600 446,784 0.021%

National Instruments 12,550 531,367 0.025%

National Oilwell Varco 19,677 492,909 0.023%

National Retail Properties, REIT 30,800 1,651,496 0.078%

National Storage Affiliates Trust, REIT 36,000 1,210,320 0.057%

Navient 5,100 69,768 0.003%

Navistar 9,500 274,930 0.013%

NBT Bancorp 9,000 365,040 0.017%

NCR 18,800 661,008 0.031%

Neenah 2,954 208,050 0.010%

Nektar Therapeutics 12,200 263,337 0.012%

NetApp 18,600 1,157,850 0.055%

Netflix 31,200 10,095,384 0.477%

NetScout Systems 5,200 125,164 0.006%

Neurocrine Biosciences 12,500 1,343,625 0.063%

Newell Brands 42,554 817,888 0.039%

New Jersey Resources 22,400 998,368 0.047%

Newmark 24,818 333,926 0.016%

Newmont Goldcorp 30,900 1,342,605 0.063%

New Relic 9,100 597,961 0.028%

New Residential Investment, REIT 65,300 1,051,983 0.050%

News Corp 51,296 725,325 0.034%

New York Community Bancorp 8,387 100,812 0.005%

New York Times 21,200 682,004 0.032%

Nexstar Media 6,300 738,675 0.035%

NextEra Energy 30,700 7,434,312 0.351%

NextGen Healthcare 4,900 78,743 0.004%

Nike 85,900 8,702,529 0.411%

NiSource 29,008 807,583 0.038%

Noble Energy 6,000 149,040 0.007%

Nordson 3,200 521,088 0.025%

Nordstrom 10,300 421,579 0.020%

Norfolk Southern 14,000 2,717,820 0.128%

Northern Trust 12,400 1,317,376 0.062%

Northfield Bancorp 13,400 227,264 0.011%

Northrop Grumman 11,295 3,885,141 0.184%

Northwest Bancshares 34,800 578,724 0.027%

NortonLifeLock 36,964 943,321 0.045%

Norwegian Cruise Line Holdings 12,400 724,284 0.034%

NOW 3,323 37,351 0.002%

Nuance Communications 26,700 476,061 0.022%

Page 11 of 18

Nucor 15,700 883,596 0.042%

nVent Electric 14,246 364,413 0.017%

NVIDIA 38,700 9,106,110 0.430%

NVR 350 1,332,944 0.063%

Occidental Petroleum 77,269 3,184,255 0.150%

Oceaneering International 28,300 421,953 0.020%

OGE Energy 15,700 698,179 0.033%

O-I Glass 36,200 431,866 0.020%

Okta 12,179 1,405,091 0.066%

Old Dominion Freight Line 6,300 1,195,614 0.057%

Old National Bancorp 13,112 239,818 0.011%

Old Republic International 14,087 315,126 0.015%

Omnicell 7,400 604,728 0.029%

Omnicom 11,400 923,628 0.044%

OMNOVA Solutions 12,300 124,353 0.006%

ONE Gas 12,000 1,122,840 0.053%

One Liberty Properties, REIT 8,862 240,958 0.011%

OneMain Holdings 4,400 185,460 0.009%

ONEOK 32,200 2,436,574 0.115%

ON Semiconductor 37,230 907,667 0.043%

Onto Innovation 13,500 493,290 0.023%

Optical Cable 12,869 41,824 0.002%

Option Care Health 25,000 93,250 0.004%

Oracle 145,700 7,719,186 0.365%

OraSure Technologies 75,600 607,068 0.029%

O'Reilly Automotive 6,600 2,892,516 0.137%

Otter Tail 8,100 415,449 0.020%

Owens Corning 5,700 371,184 0.018%

PACCAR 31,062 2,457,004 0.116%

Pacific Premier Bancorp 4,500 146,723 0.007%

Packaging Corporation of America 8,700 974,313 0.046%

Palo Alto Networks 6,800 1,572,500 0.074%

Papa John's International 4,400 277,860 0.013%

Paramount, REIT 27,522 383,106 0.018%

Park Aerospace 2,100 34,167 0.002%

Parker-Hannifin 6,178 1,271,556 0.060%

Park National 4,115 421,294 0.020%

Parsley Energy 18,500 349,835 0.017%

Patterson-UTI Energy 56,900 597,450 0.028%

Paychex 17,487 1,487,444 0.070%

Paycom Software 3,137 830,552 0.039%

PayPal Holdings 75,500 8,166,835 0.386%

PBF Energy 12,100 379,577 0.018%

Pebblebrook Hotel Trust, REIT 10,179 272,899 0.013%

Pennant 8,250 272,828 0.013%

Penn National Gaming 17,226 440,297 0.021%

Pennsylvania REIT, REIT 142,700 760,591 0.036%

PennyMac Financial Services 4,600 156,584 0.007%

Peoples Bancorp 2,645 91,676 0.004%

Peoples United Financial 27,077 457,601 0.022%

PepsiCo 88,380 12,078,895 0.571%

Performance Food 8,300 427,284 0.020%

PerkinElmer 4,635 450,059 0.021%

Perrigo 8,698 449,339 0.021%

Perspecta 23,971 633,793 0.030%

PetMed Express 19,700 463,344 0.022%

Pfizer 380,572 14,910,811 0.705%

PGT Innovations 22,700 338,457 0.016%

Philip Morris International 98,600 8,389,874 0.396%

Phillips 66 23,474 2,615,238 0.124%

Photronics 9,500 149,720 0.007%

Pinnacle Financial Partners 4,500 288,000 0.014%

Pinnacle West Capital 16,300 1,465,859 0.069%

Pioneer Natural Resources 12,000 1,816,440 0.086%

Plantronics 12,700 347,218 0.016%

Plexus 4,900 377,006 0.018%

PNC Financial Services Group 29,593 4,723,931 0.223%

PNM Resources 11,150 565,417 0.027%

Polaris 3,200 325,440 0.015%

PolyOne 5,900 217,061 0.010%

Pool 3,605 765,630 0.036%

Popular 17,580 1,032,825 0.049%

Page 12 of 18

Portola Pharmaceuticals 11,800 281,784 0.013%

Post Holdings 4,020 438,582 0.021%

Power Integrations 3,000 296,730 0.014%

PPG Industries 19,243 2,568,748 0.121%

PPL 42,800 1,535,664 0.073%

Prestige Consumer Healthcare 3,200 129,600 0.006%

Principal Financial Group 14,500 797,500 0.038%

Procter & Gamble 157,093 19,620,916 0.927%

Progressive 35,241 2,551,096 0.121%

Prologis, REIT 35,698 3,182,120 0.150%

Proofpoint 7,450 855,111 0.040%

Prosperity Bancshares 5,700 409,773 0.019%

Providence Service 8,000 473,440 0.022%

Prudential Financial 20,200 1,893,548 0.089%

Psychemedics 3,075 28,136 0.001%

PTC 10,880 814,803 0.039%

Public Service Enterprise 30,200 1,783,310 0.084%

Public Storage, REIT 8,094 1,723,698 0.081%

Pulte Group 11,840 459,392 0.022%

Puma Biotechnology 75,900 664,125 0.031%

PVH 4,900 515,235 0.024%

Qorvo 10,300 1,197,169 0.057%

Quad/Graphics 5,000 23,350 0.001%

Qualcomm 81,200 7,164,276 0.339%

Quanex Building Products 3,800 64,904 0.003%

Quanta Services 17,550 714,461 0.034%

Quest Diagnostics 8,500 907,715 0.043%

Quidel 6,200 465,186 0.022%

Qumu 5,400 14,094 0.001%

Radian 11,000 276,760 0.013%

Raymond James Financial 7,825 700,025 0.033%

Rayonier Advanced Materials 23,630 90,739 0.004%

Rayonier, REIT 18,340 600,818 0.028%

Raytheon 18,700 4,109,138 0.194%

RBC Bearings 1,300 205,842 0.010%

RealPage 3,500 188,125 0.009%

Realty Income, REIT 21,800 1,605,134 0.076%

Regal Beloit 3,400 291,074 0.014%

Regency Centers, REIT 14,840 936,256 0.044%

Regeneron Pharmaceuticals 4,400 1,652,112 0.078%

Regions Financial 72,756 1,248,493 0.059%

Reinsurance Group of America 2,200 358,732 0.017%

REI - SECURITY LENDING COLLATERAL 3,858,851 38,588,514 1.824%

Reliance Steel & Aluminum 5,800 694,608 0.033%

RenaissanceRe Holdings 5,292 1,037,338 0.049%

Renasant 9,275 328,521 0.016%

Renewable Energy 26,768 721,398 0.034%

Rent-A-Center 17,600 507,584 0.024%

Republic Services 14,297 1,281,440 0.061%

Resideo Technologies 26,320 313,998 0.015%

ResMed 5,700 883,329 0.042%

Retail Opportunity Investments, REIT 45,700 807,062 0.038%

Rexnord 19,900 649,138 0.031%

RH 3,300 704,550 0.033%

Rite Aid 4,120 63,736 0.003%

RMR 4,631 211,359 0.010%

Robert Half International 8,600 543,090 0.026%

Rockwell Automation 9,200 1,864,564 0.088%

Rocky Brands 6,600 194,238 0.009%

Roku 6,700 897,130 0.042%

Rollins 12,150 402,894 0.019%

Roper Technologies 7,500 2,656,725 0.126%

Ross Stores 27,300 3,178,266 0.150%

Royal Caribbean Cruises 10,200 1,361,802 0.064%

Royal Gold 10,200 1,246,950 0.059%

RPM 14,000 1,074,640 0.051%

RR Donnelley & Sons 4,966 19,616 0.001%

RTI Surgical Holdings 37,700 103,298 0.005%

Ryder System 4,400 238,964 0.011%

Ryman Hospitality Properties, REIT 6,568 569,183 0.027%

Sabra Health Care REIT, REIT 23,351 498,310 0.024%

SAGE Therapeutics 7,300 526,987 0.025%

Page 13 of 18

SAIC 5,400 469,908 0.022%

Salesforce.com 57,133 9,292,111 0.439%

Sally Beauty Supply 3,900 71,175 0.003%

Sangamo Therapeutics 43,600 364,932 0.017%

Sanmina 4,602 157,572 0.007%

Santander Consumer USA Holdings 26,700 623,979 0.029%

Sarepta Therapeutics 11,832 1,526,801 0.072%

SBA Communications, REIT 10,300 2,482,197 0.117%

Schlumberger 65,693 2,640,859 0.125%

Scholastic 3,800 146,110 0.007%

Scotts Miracle Gro 1,800 191,124 0.009%

Seacoast Banking 13,500 412,695 0.020%

Seagate Technology 17,500 1,041,250 0.049%

Sealed Air 27,200 1,083,376 0.051%

Seattle Genetics 11,300 1,291,138 0.061%

SEI Investments 7,400 484,552 0.023%

Sempra Energy 18,151 2,749,513 0.130%

Semtech 3,700 195,730 0.009%

Sensata Technologies Holding 4,200 226,254 0.011%

Sensient Technologies 3,500 231,315 0.011%

Seritage Growth Properties, REIT 22,900 917,832 0.043%

Service Corporation International 12,700 584,581 0.028%

ServiceMaster Global Holdings 6,900 266,754 0.013%

ServiceNow 11,000 3,105,520 0.147%

Service Properties Trust, REIT 21,100 513,363 0.024%

Seventy Seven Energy 23,614 0 0.000%

Shenandoah Telecommunications 12,400 515,964 0.024%

Sherwin-Williams 4,700 2,742,638 0.130%

Signature Bank 3,900 532,779 0.025%

Simmons First National 12,388 331,875 0.016%

Simon Property Group, REIT 17,701 2,636,741 0.125%

Sirius XM Holdings 122,500 875,875 0.041%

Six Flags Entertainment 5,100 230,061 0.011%

Skechers U.S.A. 13,300 574,427 0.027%

Skyworks Solutions 8,479 1,024,942 0.048%

Sleep Number 10,450 514,558 0.024%

SL Green Realty, REIT 6,770 622,028 0.029%

SLM Corporation 56,100 499,851 0.024%

SM Energy 48,500 545,140 0.026%

Snap-On 5,200 880,880 0.042%

SolarEdge Technologies 6,500 618,085 0.029%

Sonoco Products 3,600 222,192 0.011%

Southern Company 73,200 4,662,840 0.220%

South Jersey Industries 11,800 389,164 0.018%

South State 5,062 439,129 0.021%

Southwest Airlines 32,685 1,764,336 0.083%

Southwest Gas Holdings 2,291 174,047 0.008%

S&P Global 14,200 3,877,310 0.183%

Spire 2,300 191,613 0.009%

Spirit AeroSystems Holdings 10,100 736,088 0.035%

Splunk 15,900 2,381,343 0.113%

Square 7,500 469,200 0.022%

SS&C Technologies Holdings 17,070 1,048,098 0.050%

STAG Industrial, REIT 27,300 861,861 0.041%

Standard Motor Products 2,200 117,084 0.006%

Stanley Black & Decker 9,280 1,538,067 0.073%

Starbucks 79,200 6,963,264 0.329%

Startek 12,400 98,952 0.005%

Starwood Property Trust, REIT 33,800 840,268 0.040%

State Auto Financial 12,700 393,954 0.019%

State Street 37,330 2,952,803 0.140%

S&T Bancorp 8,400 338,436 0.016%

Steel Dynamics 12,900 439,116 0.021%

Stepan 3,100 317,564 0.015%

Stericycle 3,600 229,716 0.011%

STERIS 5,500 838,310 0.040%

St. Joe 10,900 216,147 0.010%

Strategic Education 2,200 349,580 0.017%

Stryker 20,920 4,391,945 0.208%

Sun Communities, REIT 3,786 568,279 0.027%

Surmodics 4,900 203,007 0.010%

SVB Financial Group 3,500 878,640 0.042%

Page 14 of 18

Sykes Enterprises 8,100 299,619 0.014%

Synchrony Financial 42,485 1,529,885 0.072%

Synopsys 13,319 1,854,005 0.088%

Synovus Financial 5,728 224,538 0.011%

Sysco 30,100 2,574,754 0.122%

Tailored Brands 80,700 334,098 0.016%

Take-Two Interactive Software 9,400 1,150,842 0.054%

Tapestry 32,500 876,525 0.041%

Targa Resources 28,900 1,179,987 0.056%

Target 29,400 3,769,374 0.178%

Taubman Centers, REIT 7,300 226,957 0.011%

TCF Financial 21,124 988,603 0.047%

TD Ameritrade Holding 21,800 1,083,460 0.051%

Team 28,700 458,339 0.022%

Tech Data 3,000 430,800 0.020%

TechnipFMC 37,300 799,712 0.038%

TE Connectivity 21,538 2,064,202 0.098%

TEGNA 5,100 85,119 0.004%

Teledyne Technologies 4,600 1,594,084 0.075%

Teleflex 5,700 2,145,708 0.101%

Telephone & Data Systems 15,735 400,141 0.019%

Tellurian 23,500 171,080 0.008%

Tempur Sealy International 400 34,824 0.002%

Terex 7,900 235,262 0.011%

Terreno Realty, REIT 12,200 660,508 0.031%

Tesla 9,331 3,903,437 0.184%

Tetra Tech 6,825 588,042 0.028%

Texas Capital Bancshares 5,600 317,912 0.015%

Texas Instruments 63,200 8,107,928 0.383%

Textron 24,000 1,070,400 0.051%

The Cheesecake Factory 7,400 287,564 0.014%

The GEO Group, REIT 10,215 169,671 0.008%

The Hackett Group 9,820 158,495 0.007%

Therapeutics MD 213,800 517,396 0.024%

Theravance Biopharma 11,171 289,217 0.014%

Thermo Fisher Scientific 26,178 8,504,447 0.402%

Thermon Group Holdings 13,400 359,120 0.017%

The Travelers Companies 12,423 1,701,330 0.080%

Third Point Reinsurance 34,416 362,056 0.017%

Thor Industries 3,900 289,731 0.014%

Tiffany 5,500 735,075 0.035%

TimkenSteel 19,300 151,698 0.007%

Tivity Health 11,507 234,110 0.011%

TiVo 32,500 275,600 0.013%

TJX 87,800 5,361,068 0.253%

T-Mobile US 19,200 1,505,664 0.071%

Tootsie Roll Industries 6,594 225,119 0.011%

TopBuild 7,033 724,962 0.034%

Toro 11,400 908,238 0.043%

Towne Bank/Portsmouth VA 7,900 219,778 0.010%

Tractor Supply 7,800 728,832 0.034%

Transdigm Group 3,200 1,792,000 0.085%

TransUnion 12,300 1,053,003 0.050%

Tredegar 3,300 73,755 0.003%

TreeHouse Foods 5,854 283,919 0.013%

Trimble 11,100 462,759 0.022%

Trinity Industries 11,100 245,865 0.012%

Tri Pointe 27,300 425,334 0.020%

Triumph Group 20,700 523,089 0.025%

TRP Government Reserve 1.59 52,371,579 52,371,579 2.475%

TrueBlue 11,000 264,660 0.013%

Truist Financial 82,558 4,649,667 0.220%

TTEC Holdings 4,000 158,480 0.007%

TTM Technologies 17,900 269,395 0.013%

Tupperware Brands 26,200 224,796 0.011%

Twilio 16,488 1,620,441 0.077%

Twitter 26,600 852,530 0.040%

Tyson Foods 19,554 1,780,196 0.084%

UDR, REIT 7,079 330,589 0.016%

UGI 17,700 799,332 0.038%

Ulta Beauty 2,900 734,106 0.035%

Ultragenyx Pharmaceutical 11,300 482,623 0.023%

Page 15 of 18

Ultralife 5,800 42,862 0.002%

UMB Financial 7,896 541,981 0.026%

Under Armour 15,543 298,115 0.014%

Unifi 1,332 33,646 0.002%

Union Pacific 44,300 8,008,997 0.378%

Unisys 43,400 514,724 0.024%

United Airlines Holdings 24,215 2,133,099 0.101%

United Bankshares 3,800 146,908 0.007%

United Fire Group 4,300 188,039 0.009%

UnitedHealth Group 59,722 17,557,074 0.830%

United Natural Foods 600 5,256 0.000%

United Rentals 1,300 216,801 0.010%

United Technologies 47,539 7,119,441 0.336%

United Therapeutics 3,200 281,856 0.013%

Univar Solutions 5,000 121,200 0.006%

Universal 800 45,648 0.002%

Universal Health Services 8,200 1,176,372 0.056%

Universal Insurance Holdings 17,300 484,227 0.023%

Unum Group 13,100 381,996 0.018%

UPS 44,500 5,209,170 0.246%

Urban Edge Properties, REIT 4,792 91,911 0.004%

Urban Outfitters 8,800 244,376 0.012%

USA Truck 4,300 32,035 0.002%

U.S. Bancorp 81,855 4,853,183 0.229%

U.S. Physical Therapy 3,800 434,530 0.021%

U.S. Treasury Bill 1.52 4/9/20 2,560,000 2,549,303 0.120%

Vail Resorts 3,900 935,337 0.044%

Valaris 80,825 530,212 0.025%

Valero Energy 19,514 1,827,486 0.086%

Valmont Industries 2,900 434,362 0.021%

Valvoline 20,587 440,768 0.021%

Varex Imaging 12,960 386,338 0.018%

Varian Medical Systems 5,600 795,256 0.038%

Vector Group 11,155 149,365 0.007%

Vectrus 500 25,630 0.001%

Veeva Systems 8,700 1,223,742 0.058%

Ventas, REIT 25,718 1,484,957 0.070%

Veoneer 17,500 273,350 0.013%

VEREIT, REIT 84,776 783,330 0.037%

VeriSign 7,400 1,425,832 0.067%

Verisk Analytics 10,600 1,583,004 0.075%

Veritiv 1,006 19,788 0.001%

Verizon Communications 256,511 15,749,775 0.744%

Vertex Pharmaceuticals 16,900 3,700,255 0.175%

V. F. 20,900 2,082,894 0.098%

ViacomCBS 24,485 1,027,635 0.049%

Viad 8,900 600,750 0.028%

Vicor 13,800 644,736 0.030%

Virtus Investment Partners 5,875 715,105 0.034%

Visa 111,860 21,018,494 0.993%

Vishay Intertechnology 11,020 234,616 0.011%

Visteon 2,300 199,157 0.009%

VMware 7,700 1,168,783 0.055%

Vornado Realty Trust, REIT 10,764 715,806 0.034%

Voya Financial 14,800 902,504 0.043%

VSE 4,600 174,984 0.008%

Vulcan Materials 9,166 1,319,812 0.062%

Wabtec 15,088 1,173,846 0.055%

Waddell & Reed Financial 6,451 107,861 0.005%

Walgreens Boots Alliance 34,500 2,034,120 0.096%

Wal-Mart 93,800 11,147,192 0.527%

Walt Disney 121,224 17,532,627 0.829%

Washington Federal 5,542 203,114 0.010%

Washington Real Estate Investment Trust, REIT 11,300 329,734 0.016%

Waste Management 20,360 2,320,226 0.110%

Waters 4,600 1,074,790 0.051%

Watsco 1,800 324,270 0.015%

Watts Water Technologies 1,900 189,544 0.009%

WaVe Life Sciences 17,600 141,064 0.007%

Webster Financial 10,803 576,448 0.027%

Wec Energy 20,208 1,863,784 0.088%

Weingarten Realty Investors, REIT 11,675 364,727 0.017%

Page 16 of 18

Welbilt 17,700 276,297 0.013%

WellCare Health Plans 3,600 1,188,756 0.056%

Wells Fargo 265,334 14,274,969 0.675%

Welltower, REIT 25,600 2,093,568 0.099%

Wendy's 22,775 505,833 0.024%

Werner Enterprises 4,075 148,289 0.007%

WesBanco 10,600 400,574 0.019%

Western Alliance Bancorp 3,700 210,900 0.010%

Western Digital 14,775 937,769 0.044%

Western Union 31,951 855,648 0.040%

West Pharmaceutical Services 5,600 841,848 0.040%

Westrock 15,676 672,657 0.032%

Westwood Holdings Group 2,000 59,240 0.003%

WEX 1,400 293,244 0.014%

Weyerhaeuser, REIT 41,125 1,241,975 0.059%

Whirlpool 4,022 593,366 0.028%

White Mountains Insurance Group 200 223,102 0.011%

Whitestone REIT, REIT 16,900 230,178 0.011%

William Lyon Homes 7,600 151,848 0.007%

Williams Companies 36,885 874,912 0.041%

Williams-Sonoma 7,800 572,832 0.027%

Willis Towers Watson 11,606 2,343,716 0.111%

Winnebago 5,500 291,390 0.014%

Wintrust Financial 3,350 237,515 0.011%

Woodward 3,600 426,384 0.020%

Workday 15,900 2,614,755 0.124%

World Fuel Services 15,300 664,326 0.031%

Worthington Industries 3,400 143,412 0.007%

WP Carey, REIT 21,200 1,696,848 0.080%

WPX Energy 107,995 1,483,851 0.070%

W. R. Grace 4,200 293,370 0.014%

W. W. Grainger 3,000 1,015,560 0.048%

Wyndham destinations 7,730 399,564 0.019%

Wyndham Hotels & Resorts 7,730 485,521 0.023%

Wynn Resorts 4,700 652,689 0.031%

XCEL Energy 29,330 1,862,162 0.088%

Xencor 14,900 512,411 0.024%

Xerox Holdings 11,971 441,371 0.021%

Xilinx 18,300 1,789,191 0.085%

XPO Logistics 9,700 773,090 0.037%

Xylem 12,800 1,008,512 0.048%

YRC Worldwide 131,900 336,345 0.016%

Yum! Brands 22,200 2,236,206 0.106%

Zayo Group Holdings 9,500 329,175 0.016%

Zebra Technologies 1,650 421,476 0.020%

Zendesk 18,600 1,425,318 0.067%

Zillow 16,900 773,006 0.037%

Zillow 16,000 735,040 0.035%

Zimmer Biomet Holdings 11,860 1,775,205 0.084%

Zions Bancorporation 7,601 394,644 0.019%

Zoetis 29,000 3,838,150 0.181%

Zynga 69,900 427,788 0.020%

Total Investments in Securities 2,152,875,940

Futures Contracts Contracts Expiration Contract Value Unrealized G/L % of Net Assets

E-MINI RUSS 2000 FUT 3/20 56 3/20/2020 4,677,680 60,383 0.221%

S&P500 EMINI FUT 3/20 307 3/20/2020 49,597,385 854,548 2.344%

S&P MID 400 EMINI FUT 3/20 11 3/20/2020 2,271,280 33,779 0.107%

Total Futures Contracts 948,710

NET ASSETS 2,116,055,246

NET ASSET VALUE PER SHARE

Total Equity Market Index Fund Shares 35.56

($2,116,055,246 / 59,512,097 Shares Outstanding)

Page 17 of 18

ADR American Depository Receipts

ADS American Depository Shares

AR Auction Rate security with an interest rate reset feature through a modified Dutch auction at predetermined short-term intervals; rate shown is effective rate at period end

ARM Adjustable Rate Mortgage

BAN Bond Anticipation Note

CDA Community Development Administration

CLN Credit Linked Note

CMO Collateralized Mortgage Obligation

COP Certificate of Participation

DOT Department of Transportation

EFA Educational Facility Authority

ETC Equipment Trust Certificate

FDR Fiduciary Depository Receipt

FRN Floating Rate Note

GDR Global Depository Receipts

GDS Global Depository Shares

GO General Obligation

HDA Housing Development Authority

HEFA Health & Education Facility Authority

HFA Health Facility Authority

HFC Housing Finance Corp

HFFA Health Facility Financing Authority

HHEFA Health & Higher Education Facility Authority

IDA Industrial Development Authority/Agency

IDB Industrial Development Bond

IDC Industrial Development Corp

IDRB Industrial Development Revenue Bond

IO Interest Only security for which the fund receives interest on notional principal (par)

PCR Pollution Control Revenue

PFA Public Finance Authority

PIK Payment-in-kind

PTC Pass-Through Certificate

RAC Revenue Anticipation Certificate

RAN Revenue Anticipation Note

RAW Revenue Anticipation Warrant

REIT Real Estate Investment Trust

RIB Residual interest bond issued by a third party securitization trust and purchased directly through a cash transaction that involved no exchange of previously held securities; rate varies

inversely to short-term rates and the rate presented is the effective rate at period-end

STEP Stepped coupon bond for which the coupon rate of interest will adjust on specified future dates(s)

TAN Tax Anticipation Note

TAW Tax Anticipation Warrant

TBA To Be Announced purchase commitment

TDFA Trade & Deposit Facility Agreement

TECP Tax-Exempt Commercial Paper

TRAN Tax Revenue Anticipation Note

VR Variable Rate; rate shown is effective rate at period end

VRDN Variable Rate Demand Note under which the holder has the right to sell the security to the issuer or the issuer's agent at a predetermined price (generally par) on specified dates upon

required notification; rate shown is effective rate at period-end

Important Information

The portfolio data contained herein is for informational purposes only and does not constitute a recommendation or an offer for a particular security or investment. Unlike the fund's regulatory

filings, the portfolio data and its presentation in this document do not conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation

requirements. The holdings are not audited and the information may differ in certain respects, such as derivatives exposure and security name, from the information found in the complete list

of portfolio investments in the semiannual and annual shareholder reports and Form N-Q.

Page 18 of 18