# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-23-010255
**Filing Date:** 2023-2
**Character Count:** 173109
**Document Hash:** 9572ac98f21470035d85a03dd3a0b110
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010255.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010255

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476
- **IRS NUMBER:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 23670676

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower S&P Mid Cap 400 Index Fund (Series ID: S000030872)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000095752 | Investor Class      | MXMDX           |
| C000095753 | Class L             | MXBUX           |
| C000155808 | Institutional Class | MXNZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower S&P Mid Cap 400 Index Fund

- **b. EDGAR series identifier (if any):** S000030872

- **c. LEI of Series:** ZVMUZFOB03REUHJNUP64

**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:** $1316295637.02

**Total Liabilities:** $39901514.47

**Net Assets:** $1276394122.55

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000095752 | 10.52%               | 6.05%                | -5.62%               |
| Class ID C000095753 | 10.51%               | 6.04%                | -5.64%               |
| Class ID C000155808 | 10.48%               | 6.12%                | -5.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $50302630.92             | $104606562.12                              |
| Month 2  | $49869988.93             | $69023829.31                               |
| Month 3  | $58443639.19             | $-80328607.51                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Institutional Preffered Money Market Funds | Dreyfus Institutional Preffered Money Market Funds PFD GOVT PLUS SL | CUSIP: 26200T885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    849000 | PA      | $849000.00    | 0.07%             | 2023-01-02      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC REPO                  | CITIGROUP GLOBAL MARKETS INC REPO SLRPD 4.300% 01/03/2023           | CUSIP: 744900241<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   5177107 | PA      | $5177107.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB REPO                           | CREDIT AGRICOLE CIB REPO SLRPD 4.300% 01/03/2023                    | CUSIP: 744900242<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | RA               | CORP              | US        |   5177107 | PA      | $5177107.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC REPO.                          | BOFA SECURITIES INC REPO. SLRPD 4.300% 01/03/2023                   | CUSIP: 744900250<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   5177107 | PA      | $5177107.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SECURITIES (USA) LLC  REPO                      | TD SECURITIES (USA) LLC  REPO SLRPA 4.270% 01/03/2023               | CUSIP: 744900204<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |    225840 | PA      | $225840.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC REPO                   | RBC DOMINION SECURITIES INC REPO SLRPD 4.300% 01/03/2023            | CUSIP: 744900253<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   5177107 | PA      | $5177107.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GLOBEX                                         | S&P MID 400 EMINI FUTURES                                           | CUSIP: 00001FAH3<br>LEI: N/A                  | Long             | DE               | CORP              | US        |        58 | NC      | $-19210.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK Little Rock Arkansas                      | Bank OZK Little Rock Arkansas COM                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     68044 | NS      | $2725842.64   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cable One Inc                                      | Cable One Inc COM                                                   | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2980 | NS      | $2121342.80   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ciena Corporation                                  | Ciena Corporation COM NEW                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     91061 | NS      | $4642289.78   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Coty Inc.                                          | Coty Inc. COM CL A                                                  | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    224943 | NS      | $1925512.08   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CubeSmart L.P.                                     | CubeSmart L.P. COM                                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138044 | NS      | $5556271.00   | 0.44%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| EPR Properties                                     | EPR Properties COM SH BEN INT                                       | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     46873 | NS      | $1768049.56   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                    | Emcor Group Inc COM STK USD0.01                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     29293 | NS      | $4338586.23   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Black Hills Corporation                            | Black Hills Corporation COM                                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     40003 | NS      | $2813811.02   | 0.22%             | N/A             | Fixed         | 1.24%                 | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                            | Essential Utilities Inc COM                                         | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    146717 | NS      | $7002802.41   | 0.55%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Five Below Inc                                     | Five Below Inc COM                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     34120 | NS      | $6034804.40   | 0.47%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                      | Block(H&R)Inc COM                                                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     95564 | NS      | $3489041.64   | 0.27%             | N/A             | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc                                 | Boston Beer Co Inc CLASS'A'COM USD0.01                              | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      5800 | NS      | $1911216.00   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Bruker Corporation                                 | Bruker Corporation COM USD0.01                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     61479 | NS      | $4202089.65   | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gentex Corp                                        | Gentex Corp COM                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    144195 | NS      | $3932197.65   | 0.31%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| The Goodyear Tire & Rubber Company                 | The Goodyear Tire & Rubber Company COM                              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    175760 | NS      | $1783964.00   | 0.14%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                | Churchill Downs Inc COM                                             | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     20233 | NS      | $4277863.19   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                 | Frontier Communications Parent Inc COM                              | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137047 | NS      | $3491957.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                            | EnerSys COM USD0.01                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     25202 | NS      | $1860915.68   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Life Storage Inc                                   | Life Storage Inc COM                                                | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     52247 | NS      | $5146329.50   | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Graco Inc                                          | Graco Inc COM                                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    103593 | NS      | $6967665.18   | 0.55%             | N/A             | Fixed         | 0.37%                 | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                        | Hancock Whitney Corporation COM                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     52675 | NS      | $2548943.25   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Gamestop Corp                                      | Gamestop Corp CL A                                                  | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    155368 | NS      | $2868093.28   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| ITT Inc                                            | ITT Inc COM                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     50834 | NS      | $4122637.40   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                              | Harley-Davidson, Inc. COM                                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     81771 | NS      | $3401673.60   | 0.27%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| KB Home                                            | KB Home COM STK USD1                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     50297 | NS      | $1601959.45   | 0.13%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                           | Manhattan Associates Inc COM USD0.01                                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     38354 | NS      | $4656175.60   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                         | Neurocrine Biosciences Inc COM USD0.001                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     59092 | NS      | $7057948.48   | 0.55%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                      | Blackbaud Inc COM                                                   | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     27697 | NS      | $1630245.42   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                      | Medical Properties Trust Inc. COM                                   | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    367582 | NS      | $4094863.48   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Alcoa Corporation                                  | Alcoa Corporation COM                                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    108761 | NS      | $4945362.67   | 0.39%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                    | Annaly Capital Management, Inc. COM NEW                             | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    287591 | NS      | $6062418.28   | 0.47%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Coherent Corp                                      | Coherent Corp COM                                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     85251 | NS      | $2992310.12   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Enovis Corporation                                 | Enovis Corporation COM                                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     28722 | NS      | $1537201.44   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| NOV Inc.                                           | NOV Inc. COM                                                        | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    241451 | NS      | $5043911.39   | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Omnicell Inc                                       | Omnicell Inc COM                                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     27008 | NS      | $1361743.36   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                  | Corporate Office Properties Trust COM USD0.01                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     69325 | NS      | $1798290.50   | 0.14%             | N/A             | Fixed         | 0.94%                 | No            |                  1 | On Loan: No      |
| Exlservice Holdings Inc                            | Exlservice Holdings Inc COM                                         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     20325 | NS      | $3443664.75   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tegna Inc                                          | Tegna Inc COM                                                       | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    137143 | NS      | $2906060.17   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                  | Inari Medical Inc COM                                               | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29808 | NS      | $1894596.48   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                       | Mattel, Inc. COM                                                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    217845 | NS      | $3886354.80   | 0.30%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Neogen Corp                                        | Neogen Corp COM USD0.16                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    133324 | NS      | $2030524.52   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                             | OGE Energy Corporation COM                                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    123061 | NS      | $4867062.55   | 0.38%             | N/A             | Fixed         | 1.33%                 | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                     | PBF Energy Inc CL A                                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     70255 | NS      | $2864998.90   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Portland General Electric Company                  | Portland General Electric Company COM NEW                           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     54874 | NS      | $2688826.00   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                     | Rexford Industrial Realty Inc. COM                                  | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    112790 | NS      | $6162845.60   | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | Wintrust Financial Corporation COM NPV                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     37351 | NS      | $3156906.52   | 0.25%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Cabot Corporation                                  | Cabot Corporation COM                                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     34582 | NS      | $2311460.88   | 0.18%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| CACI International Inc.                            | CACI International Inc. CL A                                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     14444 | NS      | $4341721.96   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                | Clean Harbors, Inc. COM                                             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     30912 | NS      | $3527677.44   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                   | QuidelOrtho Corp COM                                                | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     32883 | NS      | $2817086.61   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                       | Antero Midstream Corporation COM                                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205932 | NS      | $2222006.28   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                    | Cousins Properties Incorporated COM NEW                             | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     93085 | NS      | $2354119.65   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                               | Eagle Materials Inc. COM                                            | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     22649 | NS      | $3008919.65   | 0.24%             | N/A             | Fixed         | 1.20%                 | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                          | F N B Corp (Pennsylvania) COM                                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    215622 | NS      | $2813867.10   | 0.22%             | N/A             | Fixed         | 0.96%                 | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                             | Fair Isaac Corporation COM                                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     15353 | NS      | $9189998.74   | 0.72%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| Kennametal Inc                                     | Kennametal Inc COM                                                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     49855 | NS      | $1199511.30   | 0.09%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                          | Kilroy Realty Corporation COM                                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     64658 | NS      | $2500324.86   | 0.20%             | N/A             | Fixed         | 1.98%                 | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                       | Macy's, Inc. COM                                                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    166574 | NS      | $3439753.10   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Shockwave Medical Incorporation                    | Shockwave Medical Incorporation COM                                 | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     22215 | NS      | $4567626.15   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Amedisys Inc                                       | Amedisys Inc COM                                                    | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     19675 | NS      | $1643649.50   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                            | Boyd Gaming Corporation COM                                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     48760 | NS      | $2658882.80   | 0.21%             | N/A             | Fixed         | 0.34%                 | No            |                  1 | On Loan: No      |
| SKECHERS USA, Inc.                                 | SKECHERS USA, Inc. CL A                                             | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     82498 | NS      | $3460791.10   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                        | Sprouts Farmers Markets Inc COM                                     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     65065 | NS      | $2106154.05   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Flowserve Corporation                              | Flowserve Corporation COM                                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     80337 | NS      | $2464739.16   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| GATX Corporation                                   | GATX Corporation COM                                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     21637 | NS      | $2300878.58   | 0.18%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                | Texas Roadhouse Inc COM                                             | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     41131 | NS      | $3740864.45   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                    | United Therapeutics Corporation COM USD0.01                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     28015 | NS      | $7790691.35   | 0.61%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Greif, Inc.                                        | Greif, Inc. CL A                                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     16153 | NS      | $1083220.18   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                    | ICU Medical Inc COM                                                 | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     12407 | NS      | $1953854.36   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                | Acuity Brands, Inc. COM STK USD0.01                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19768 | NS      | $3273778.48   | 0.26%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Kemper Corporation                                 | Kemper Corporation COM                                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     38672 | NS      | $1902662.40   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kirby Corp                                         | Kirby Corp COM                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     36817 | NS      | $2369173.95   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ashland Inc.                                       | Ashland Inc. COM                                                    | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     30617 | NS      | $3292246.01   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Azenta Inc                                         | Azenta Inc COM USD0.01                                              | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     46114 | NS      | $2684757.08   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                       | Kohl's Corp. COM                                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     71695 | NS      | $1810298.75   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                          | Lamar Advertising Company CL A                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     53639 | NS      | $5063521.60   | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Maximus Inc                                        | Maximus Inc COM                                                     | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     37219 | NS      | $2729269.27   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                   | National Retail Properties, Inc. COM                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    109864 | NS      | $5027376.64   | 0.39%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                               | Bank of Hawaii Corp. COM USD0.01                                    | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     24596 | NS      | $1907665.76   | 0.15%             | N/A             | Fixed         | 1.20%                 | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                               | Univar Solutions Inc COM                                            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    100296 | NS      | $3189412.80   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Universal Display Corp.                            | Universal Display Corp. COM USD0.01                                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26713 | NS      | $2886072.52   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Gap Inc                                        | The Gap Inc COM                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    129665 | NS      | $1462621.20   | 0.11%             | N/A             | Fixed         | 0.09%                 | No            |                  1 | On Loan: —       |
| Graham Holdings Co                                 | Graham Holdings Co COM CL B                                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      2397 | NS      | $1448291.37   | 0.11%             | N/A             | Fixed         | 7.00%                 | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                            | Victorias Secret and Co COMMON STOCK                                | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     49940 | NS      | $1786853.20   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jabil Inc                                          | Jabil Inc COM                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     82760 | NS      | $5644232.00   | 0.44%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                             | Lancaster Colony Corp. COM                                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     12194 | NS      | $2405876.20   | 0.19%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Landstar System Inc.                               | Landstar System Inc. COM                                            | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     22082 | NS      | $3597157.80   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU Resources Group, Inc. COM                                       | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |    124996 | NS      | $3792378.64   | 0.30%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| Novanta Inc                                        | Novanta Inc COM                                                     | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | CA        |     21938 | NS      | $2980716.06   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                      | Paylocity Holding Corporation COM                                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     25324 | NS      | $4919440.24   | 0.39%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Commercial Metals Company                          | Commercial Metals Company COM                                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     72130 | NS      | $3483879.00   | 0.27%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                                 | Crane Holdings Co. COM                                              | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29335 | NS      | $2946700.75   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                        | R1 RCM Inc. COM                                                     | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82343 | NS      | $901655.85    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Saia Inc                                           | Saia Inc COM USD0.001                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     16265 | NS      | $3410445.20   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                            | Synovus Financial Corp. COM NEW                                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     89410 | NS      | $3357345.50   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Topbuild Corporation                               | Topbuild Corporation COM                                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     19652 | NS      | $3075341.48   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Steel Corporation                    | United States Steel Corporation COM USD1                            | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    144001 | NS      | $3607225.05   | 0.28%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                            | Ormat Technologies Inc. COM                                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     29973 | NS      | $2592065.04   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Park Hotels & Resorts Inc.                         | Park Hotels & Resorts Inc. COM                                      | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    140678 | NS      | $1658593.62   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                   | Haemonetics Corp COM                                                | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     31255 | NS      | $2458205.75   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                 | Hawaiian Electric Industries, Inc. COM                              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     67290 | NS      | $2816086.50   | 0.22%             | N/A             | Fixed         | 1.24%                 | No            |                  1 | On Loan: No      |
| Hexcel Corporation                                 | Hexcel Corporation COM                                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     51739 | NS      | $3044840.15   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                         | Highwoods Properties, Inc. COM                                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     65291 | NS      | $1826842.18   | 0.14%             | N/A             | Fixed         | 1.70%                 | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                         | Silicon Laboratories, Inc. COM USD0.0001                            | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     20458 | NS      | $2775536.86   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                 | Voya Financial Inc COM                                              | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     59730 | NS      | $3672797.70   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AECOM                                              | AECOM COM STK USD0.01                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     85841 | NS      | $7290476.13   | 0.57%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Carters Incorporation                              | Carters Incorporation COM USD0.01                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     23550 | NS      | $1757065.50   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                      | Arrowhead Pharmaceuticals Inc COM                                   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     65535 | NS      | $2658099.60   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                     | BJ Wholesale Club Holdings Inc COM                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     83026 | NS      | $5493000.16   | 0.43%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brunswick Corporation                              | Brunswick Corporation COM                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     44570 | NS      | $3212605.60   | 0.25%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                           | The Chemours Company LLC COM                                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     92767 | NS      | $2840525.54   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                       | Envista Holdings Corporation COM                                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    100222 | NS      | $3374474.74   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                               | Federated Hermes Inc CL B                                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     51236 | NS      | $1860379.16   | 0.15%             | N/A             | Fixed         | 0.41%                 | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                       | Fulton Financial Corporation COM                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    102957 | NS      | $1732766.31   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | First Horizon Corporation COM USD0.625                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    329847 | NS      | $8081251.50   | 0.63%             | N/A             | Fixed         | 1.60%                 | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                            | Power Integrations Inc. COM                                         | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     35158 | NS      | $2521531.76   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                   | Hanesbrands Inc. COM                                                | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    212228 | NS      | $1349770.08   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                       | Iridium Communications, Inc. COM                                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     77230 | NS      | $3969622.00   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                 | Cirrus Logic, Inc. COM                                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     33846 | NS      | $2520850.08   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Penumbra Incorporation                             | Penumbra Incorporation COM                                          | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     23345 | NS      | $5193328.70   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | Reinsurance Group of America, Incorporated COM NEW                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     41083 | NS      | $5837483.47   | 0.46%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                   | Stericycle, Inc. COM USD0.01                                        | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     56664 | NS      | $2826966.96   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                            | Kite Realty Group Trust COM NEW                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134677 | NS      | $2834950.85   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lennox International Inc.                          | Lennox International Inc. COM                                       | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     19823 | NS      | $4742256.29   | 0.37%             | N/A             | Fixed         | 0.38%                 | No            |                  1 | On Loan: No      |
| MP Materials Corp                                  | MP Materials Corp COM CL A                                          | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56012 | NS      | $1359971.36   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Matador Resources Company                          | Matador Resources Company COM                                       | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     69000 | NS      | $3949560.00   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                               | FTI Consulting, Inc. COM USD0.01                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     21160 | NS      | $3360208.00   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation          | Integra LifeSciences Holdings Corporation COM STK USD0.01           | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     44663 | NS      | $2504254.41   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                           | Jazz Pharmaceuticals PLC COM USD0.0001                              | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     38704 | NS      | $6165934.24   | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                      | ONE Gas, Inc. COM                                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     33279 | NS      | $2519885.88   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Option Care Health Inc                             | Option Care Health Inc COM NEW                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     95040 | NS      | $2859753.60   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| WEX Inc                                            | WEX Inc COM                                                         | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     26796 | NS      | $4385165.40   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Envestnet Inc                                      | Envestnet Inc COM                                                   | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     34481 | NS      | $2127477.70   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| International Bancshares Corp                      | International Bancshares Corp COM                                   | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     32453 | NS      | $1485049.28   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                           | Tandem Diabetes Care Inc COM NEW                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     39882 | NS      | $1792695.90   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LivaNova PLC                                       | LivaNova PLC ORD GBP1.00 (DI)                                       | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     32899 | NS      | $1827210.46   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                       | Antero Resources Corporation COM                                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    169731 | NS      | $5259963.69   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                | Mercury Systems Inc COM USD0.01                                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     36254 | NS      | $1622003.96   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                 | Post Holdings Inc. COM                                              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     33426 | NS      | $3017030.76   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                               | MKS Instruments Inc. COM NPV                                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     35157 | NS      | $2978852.61   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| National Instruments Corp.                         | National Instruments Corp. COM                                      | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     80258 | NS      | $2961520.20   | 0.23%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                         | New Jersey Resources Corp. COM                                      | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     59149 | NS      | $2934973.38   | 0.23%             | N/A             | Fixed         | 1.30%                 | No            |                  1 | On Loan: No      |
| The New York Times Company                         | The New York Times Company CL A                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    101200 | NS      | $3284952.00   | 0.26%             | N/A             | Fixed         | 0.62%                 | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                    | Nordstrom, Inc. COM                                                 | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     69454 | NS      | $1120987.56   | 0.09%             | N/A             | Fixed         | 0.44%                 | No            |                  1 | On Loan: —       |
| Northwestern Corporation                           | Northwestern Corporation COM NEW                                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     35515 | NS      | $2107460.10   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                     | The Scotts Miracle-Gro Company CL A                                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     24656 | NS      | $1198035.04   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                     | Selective Insurance Group Inc. COM                                  | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     37050 | NS      | $3283000.50   | 0.26%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                    | Acadia Healthcare Company, Inc. COM                                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     55923 | NS      | $4603581.36   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Crocs Inc                                          | Crocs Inc COM                                                       | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     37954 | NS      | $4115352.22   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                  | ACI Worldwide Inc COM                                               | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     69075 | NS      | $1588725.00   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                             | Energizer Holdings Inc COM                                          | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     41536 | NS      | $1393532.80   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                    | Equitrans Midstream Corporation COM                                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    269389 | NS      | $1804906.30   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                  | Foot Locker, Inc. COM                                               | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     48907 | NS      | $1848195.53   | 0.14%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| HRTI LLC                                           | HRTI LLC CL A COM                                                   | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |    233933 | NS      | $4507888.91   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                          | Kinsale Capital Group Inc COM                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     13246 | NS      | $3464093.92   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avient Corporation                                 | Avient Corporation COM                                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     52162 | NS      | $1760989.12   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                         | Eastgroup Properties, Inc. COM                                      | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     26785 | NS      | $3965787.10   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First American Financial Corporation               | First American Financial Corporation COM                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     63646 | NS      | $3331231.64   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                      | Interactive Brokers Group Inc COM CL A                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     63233 | NS      | $4574907.55   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.           | MACOM Technology Solutions Holdings Inc. COM                        | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31509 | NS      | $1984436.82   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Belden Inc.                                        | Belden Inc. COM                                                     | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     26345 | NS      | $1894205.50   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                     | Exelixis, Inc. COM                                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    198274 | NS      | $3180314.96   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                       | Sabra Health Care REIT, Inc. COM                                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    141978 | NS      | $1764786.54   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                          | Spirit Realty Capital Inc COM NEW                                   | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     85847 | NS      | $3427870.71   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                 | ManpowerGroup Inc. COM                                              | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     31076 | NS      | $2585833.96   | 0.20%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                       | Mastec, Inc. COM                                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     36243 | NS      | $3092615.19   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Valley National Bancorp                            | Valley National Bancorp COM                                         | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    258337 | NS      | $2921791.47   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                           | Valmont Industries, Inc. COM                                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     13113 | NS      | $4336075.71   | 0.34%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                            | Avis Budget Group, Inc. COM                                         | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     15367 | NS      | $2519112.31   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Carlisle Companies Incorporated                    | Carlisle Companies Incorporated COM                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     31790 | NS      | $7491313.50   | 0.59%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Home BancShares Inc.                               | Home BancShares Inc. COM                                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116602 | NS      | $2657359.58   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vicor Corp                                         | Vicor Corp COM                                                      | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     14032 | NS      | $754220.00    | 0.06%             | N/A             | Fixed         | 0.08%                 | No            |                  1 | On Loan: No      |
| NVent Electric PLC                                 | NVent Electric PLC COM USD0.01                                      | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    102398 | NS      | $3939251.06   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                               | JBG SMITH Properties COM                                            | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |     60877 | NS      | $1155445.46   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                         | Lithia Motors Incorporated COM                                      | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     16804 | NS      | $3440450.96   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Olin Corporation                                   | Olin Corporation COM PAR $1                                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     78294 | NS      | $4144884.36   | 0.32%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Patterson Companies Inc.                           | Patterson Companies Inc. COM USD0.01                                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     53406 | NS      | $1496970.18   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| RPM International Inc.                             | RPM International Inc. COM                                          | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     79355 | NS      | $7733144.75   | 0.61%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| SEI Investments Co                                 | SEI Investments Co COM                                              | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     62986 | NS      | $3672083.80   | 0.29%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| SLM Corporation                                    | SLM Corporation COM                                                 | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    153792 | NS      | $2552947.20   | 0.20%             | N/A             | Fixed         | 0.76%                 | No            |                  1 | On Loan: No      |
| PNM Resources Inc.                                 | PNM Resources Inc. COM NPV                                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     52761 | NS      | $2574209.19   | 0.20%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                            | Physicians Realty Trust COM                                         | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    140308 | NS      | $2030256.76   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Agco Corporation                                   | Agco Corporation COM                                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     38060 | NS      | $5278541.40   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                     | Tempur Sealy International Inc COM                                  | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    105101 | NS      | $3608117.33   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                          | Janus Henderson Group PLC ORD USD1.50                               | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     80205 | NS      | $1886421.60   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. COM                                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     23155 | NS      | $3668446.65   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. COM                                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     42917 | NS      | $5891645.76   | 0.46%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                          | Prosperity Bancshares Inc COM                                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56126 | NS      | $4079237.68   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sotera Health Company                              | Sotera Health Company COM                                           | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60371 | NS      | $502890.43    | 0.04%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                         | Builders Firstsource, Inc. COM USD0.01                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     90467 | NS      | $5869498.96   | 0.46%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                       | Encompass Health Corporation COM                                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     61339 | NS      | $3668685.59   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                        | Avnet, Inc. COM                                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     56711 | NS      | $2358043.38   | 0.18%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                            | Columbia Sportswear Co. COM                                         | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     21917 | NS      | $1919490.86   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                       | Tenet Healthcare Corporation COM NEW                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     66461 | NS      | $3242632.19   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                             | Travel Plus Leisure Co COM                                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     50253 | NS      | $1829209.20   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                     | TD Synnex Corp COM                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     25842 | NS      | $2447495.82   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                        | JetBlue Airways Corporation COM USD0.01                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    197638 | NS      | $1280694.24   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                               | Kyndryl Holdings Inc COMMON STOCK                                   | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    125987 | NS      | $1400975.44   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Umpqua Holdings Co                                 | Umpqua Holdings Co COM NPV                                          | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    133419 | NS      | $2381529.15   | 0.19%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                              | Medpace Holdings Inc. COM                                           | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     15484 | NS      | $3288956.44   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| RH                                                 | RH COM                                                              | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     11813 | NS      | $3156315.47   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| First Financial Bankshares Inc                     | First Financial Bankshares Inc COM                                  | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     79789 | NS      | $2744741.60   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                | First Industrial Realty Trust, Inc. COM                             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81222 | NS      | $3919773.72   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                               | Silgan Holdings Inc. COM USD0.01                                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     51424 | NS      | $2665820.16   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                                 | Trex Company, Inc. COM USD0.01                                      | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |     67454 | NS      | $2855327.82   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                           | Allegro MicroSystems Inc COM                                        | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39695 | NS      | $1191643.90   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                     | Fortune Brands Innovations Inc COM                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     78830 | NS      | $4501981.30   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Healthequity Inc                                   | Healthequity Inc COM                                                | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     51961 | NS      | $3202876.04   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                             | Wiley John & Sons Inc. CL A                                         | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     27048 | NS      | $1083542.88   | 0.08%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                      | Williams-Sonoma Incorporation COM                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     41006 | NS      | $4712409.52   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                               | Cleveland-Cliffs Inc COM                                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    316749 | NS      | $5102826.39   | 0.40%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| KBR Inc                                            | KBR Inc COM                                                         | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     84332 | NS      | $4452729.60   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                       | Worthington Industries, Inc. COM                                    | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     18319 | NS      | $910637.49    | 0.07%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                                 | Helen Of Troy Corp COM USD0.10                                      | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     14747 | NS      | $1635589.77   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Perrigo Company PLC                                | Perrigo Company PLC COM EUR0.001                                    | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     82761 | NS      | $2821322.49   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MSA Safety Inc.                                    | MSA Safety Inc. COM                                                 | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |     22648 | NS      | $3265615.12   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                   | Royal Gold, Inc. COM                                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     40350 | NS      | $4548252.00   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Range Resources Corp.                              | Range Resources Corp. COM                                           | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    148530 | NS      | $3716220.60   | 0.29%             | N/A             | Fixed         | 0.04%                 | No            |                  1 | On Loan: No      |
| Rayonier Inc                                       | Rayonier Inc COM                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     90004 | NS      | $2966531.84   | 0.23%             | N/A             | Fixed         | 2.24%                 | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                          | Regal Rexnord Corporation COM                                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     40662 | NS      | $4878626.76   | 0.38%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                | STORE Capital Corp. COM                                             | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    163337 | NS      | $5236584.22   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                             | Cathay General Bancorp COM                                          | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     45058 | NS      | $1837915.82   | 0.14%             | N/A             | Fixed         | 0.56%                 | No            |                  1 | On Loan: No      |
| Chemed Corporation                                 | Chemed Corporation CAP USD1                                         | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      9141 | NS      | $4665840.63   | 0.37%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                       | Vishay Intertechnology, Inc. COM                                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     81006 | NS      | $1747299.42   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Washington Federal Inc                             | Washington Federal Inc COM                                          | CUSIP: 938824109<br>LEI: D38AC76TAMYI50NBPX33 | Long             | EC               | CORP              | US        |     40157 | NS      | $1347267.35   | 0.11%             | N/A             | Fixed         | 0.84%                 | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                 | Light & Wonder Inc COM USD0.001                                     | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     57580 | NS      | $3374188.00   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Service Corporation International                  | Service Corporation International COM                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     94542 | NS      | $6536633.88   | 0.51%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                             | Murphy Oil Corporation COM                                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     89822 | NS      | $3863244.22   | 0.30%             | N/A             | Fixed         | 0.90%                 | No            |                  1 | On Loan: No      |
| NCR Corporation                                    | NCR Corporation COM                                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     84920 | NS      | $1987977.20   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Watsco Inc                                         | Watsco Inc COM                                                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     20446 | NS      | $5099232.40   | 0.40%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Watts Water Technologies Incorporation             | Watts Water Technologies Incorporation CL A                         | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     16771 | NS      | $2452423.33   | 0.19%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                          | National Fuel Gas Company COM                                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     56230 | NS      | $3559359.00   | 0.28%             | N/A             | Fixed         | 1.12%                 | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                         | Pilgrims Pride Corporation COM                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     28449 | NS      | $675094.77    | 0.05%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                      | Reliance Steel & Aluminum Co. COM                                   | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     36076 | NS      | $7303225.44   | 0.57%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Repligen Corporation                               | Repligen Corporation COM                                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     31740 | NS      | $5373899.40   | 0.42%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                | UMB Financial Corp. COM                                             | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     26727 | NS      | $2232239.04   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                       | ViaSat, Inc. COM USD0.0001                                          | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     47050 | NS      | $1489132.50   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                 | Ryder System, Inc. COM                                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     30888 | NS      | $2581310.16   | 0.20%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Woodward Governor                                  | Woodward Governor COM USD0.00875                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     36981 | NS      | $3572734.41   | 0.28%             | N/A             | Fixed         | 0.96%                 | No            |                  1 | On Loan: No      |
| Asgn Incorporated                                  | Asgn Incorporated COM                                               | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     30673 | NS      | $2499236.04   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                | Axon Enterprise Inc COM                                             | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     41557 | NS      | $6895553.01   | 0.54%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                   | DT Midstream Inc COMMON STOCK                                       | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59472 | NS      | $3286422.72   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                           | Darling Ingredients, Inc COM                                        | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     98517 | NS      | $6166179.03   | 0.48%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                               | Glacier Bancorp Inc. COM USD0.01                                    | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     68087 | NS      | $3364859.54   | 0.26%             | N/A             | Fixed         | 0.80%                 | No            |                  1 | On Loan: No      |
| Idacorp Inc                                        | Idacorp Inc COM                                                     | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     31080 | NS      | $3351978.00   | 0.26%             | N/A             | Fixed         | 1.20%                 | No            |                  1 | On Loan: No      |
| Insperity Inc                                      | Insperity Inc COM                                                   | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     21918 | NS      | $2489884.80   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                  | Lattice Semiconductor Corporation COM                               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     84248 | NS      | $5466010.24   | 0.43%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                               | Leggett & Platt Inc. COM                                            | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     81493 | NS      | $2626519.39   | 0.21%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                    | Littelfuse Inc. COM                                                 | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     15217 | NS      | $3350783.40   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation                      | Louisiana Pacific Corporation COM                                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     44069 | NS      | $2608884.80   | 0.20%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                  | National Storage Affiliates Trust COM SHS BEN IN                    | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51943 | NS      | $1876181.16   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Navient Corporation                                | Navient Corporation COM                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     63588 | NS      | $1046022.60   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PVH Corporation                                    | PVH Corporation COM                                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     40090 | NS      | $2829953.10   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | Renaissancere Holdings Ltd. COM USD1                                | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     26862 | NS      | $4948786.26   | 0.39%             | N/A             | Fixed         | 0.87%                 | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                             | Amkor Technology, Inc. COM                                          | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     61739 | NS      | $1480501.22   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                    | Aptargroup Inc. COM                                                 | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     40130 | NS      | $4413497.40   | 0.35%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                            | Arrow Electronics, Inc. COM                                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     37809 | NS      | $3953687.13   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | Associated Banc-Corp COM                                            | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     92424 | NS      | $2134070.16   | 0.17%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                       | Topgolf Callaway Brands Corp COM                                    | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     86780 | NS      | $1713905.00   | 0.13%             | N/A             | Fixed         | 0.28%                 | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                  | Syneos Health Inc CL A                                              | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     63253 | NS      | $2320120.04   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Allete Inc                                         | Allete Inc COM NEW                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     35137 | NS      | $2266687.87   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc. COM                                                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21097 | NS      | $2263708.10   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                          | CNX Resources Corporation COM                                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    111168 | NS      | $1872069.12   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                   | PDC Energy, Inc. COM                                                | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     56640 | NS      | $3595507.20   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Qualys Inc                                         | Qualys Inc COM                                                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     21290 | NS      | $2389376.70   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sunpower Corporation                               | Sunpower Corporation COM                                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     52885 | NS      | $953516.55    | 0.07%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tripadvisor Inc                                    | Tripadvisor Inc COM                                                 | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     66118 | NS      | $1188801.64   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                       | Grocery Outlet Holding Corp. COM                                    | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55158 | NS      | $1610062.02   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | Knight-Swift Transportation Holdings Inc. CL A                      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98777 | NS      | $5176902.57   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Macerich Company                               | The Macerich Company COM                                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    133640 | NS      | $1504786.40   | 0.12%             | N/A             | Fixed         | 2.44%                 | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | Old National Bancorp COM                                            | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    180035 | NS      | $3237029.30   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Old Republic International Corporation             | Old Republic International Corporation COM                          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    173957 | NS      | $4201061.55   | 0.33%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc. COM                                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    143948 | NS      | $4023346.60   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                | Oshkosh Corporation COM                                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     40196 | NS      | $3544885.24   | 0.28%             | N/A             | Fixed         | 0.35%                 | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                     | Papa John's International Inc. COM                                  | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     19983 | NS      | $1644800.73   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                             | PENN Entertainment Inc COM                                          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95348 | NS      | $2831835.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Incorporation                              | Polaris Incorporation COM                                           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     33488 | NS      | $3382288.00   | 0.26%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| RLI Corp                                           | RLI Corp COM                                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     24824 | NS      | $3258646.48   | 0.26%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                         | Sensient Technologies Corp COM USD0.10                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     26156 | NS      | $1907295.52   | 0.15%             | N/A             | Fixed         | 0.60%                 | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. COM                                      | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     42589 | NS      | $2183538.03   | 0.17%             | N/A             | Fixed         | 0.23%                 | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.              | Cracker Barrel Old Country Store Inc. COM USD0.01                   | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     13627 | NS      | $1291021.98   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                                 | GXO Logistics Inc. COMMON STOCK                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     72926 | NS      | $3113210.94   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                  | Marriott Vacations Worldwide Corp COM                               | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     23554 | NS      | $3170132.86   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                    | PacWest Bancorp COM                                                 | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     73597 | NS      | $1689051.15   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Unum Group                                         | Unum Group COM                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    114949 | NS      | $4716357.47   | 0.37%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| The Wendys Company                                 | The Wendys Company COM                                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    104755 | NS      | $2370605.65   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                       | Wyndham Hotels & Resorts Inc COM                                    | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     54291 | NS      | $3871491.21   | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                 | Capri Holdings Ltd COM NPV                                          | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     79168 | NS      | $4537909.76   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Apartment Income Reit Corp                         | Apartment Income Reit Corp COM                                      | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92159 | NS      | $3161975.29   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                         | Brixmor Property Group Inc COM                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    184353 | NS      | $4179282.51   | 0.33%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                        | Dick's Sporting Goods, Inc. COM                                     | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     34179 | NS      | $4111391.91   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lear Corporation                                   | Lear Corporation COM NEW                                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     36331 | NS      | $4505770.62   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fluor Corporation                                  | Fluor Corporation COM USD0.01                                       | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     87340 | NS      | $3027204.40   | 0.24%             | N/A             | Fixed         | 0.64%                 | No            |                  1 | On Loan: No      |
| Globus Med Inc                                     | Globus Med Inc CL A                                                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     47585 | NS      | $3534137.95   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lumentum Holdings Incorporation                    | Lumentum Holdings Incorporation COM                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     42356 | NS      | $2209712.52   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                              | MGIC Investment Corp. COM                                           | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    182577 | NS      | $2373501.00   | 0.19%             | N/A             | Fixed         | 0.30%                 | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                               | Hubbell Incorporated COM                                            | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     33013 | NS      | $7747490.84   | 0.61%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                      | Jefferies Financial Group Inc COM                                   | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    112605 | NS      | $3860099.40   | 0.30%             | N/A             | Fixed         | 0.25%                 | No            |                  1 | On Loan: No      |
| Masimo Corporation                                 | Masimo Corporation COM STK USD0.001                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     29726 | NS      | $4397961.70   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ollies Bargain Outlet Holdings Incorporation       | Ollies Bargain Outlet Holdings Incorporation COM                    | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     35184 | NS      | $1648018.56   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Progyny Inc                                        | Progyny Inc COM                                                     | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46246 | NS      | $1440562.90   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                               | Sl Green Realty Corp COM                                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     40398 | NS      | $1362220.55   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc.                      | MSC Industrial Direct Co Inc. CL A                                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     29025 | NS      | $2371342.50   | 0.19%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Spire Inc                                          | Spire Inc COM                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     32266 | NS      | $2221836.76   | 0.17%             | N/A             | Fixed         | 1.36%                 | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                     | Wolfspeed Inc. COM                                                  | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     76351 | NS      | $5271273.04   | 0.41%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Visteon Corporation                                | Visteon Corporation COM NEW                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     17299 | NS      | $2263228.17   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Western Union Company                          | The Western Union Company COM                                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    237373 | NS      | $3268626.21   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                             | Dycom Industries, Inc. COM                                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     18108 | NS      | $1694908.80   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                | Flowers Foods, Inc. COM                                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    118101 | NS      | $3394222.74   | 0.27%             | N/A             | Fixed         | 0.50%                 | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                  | The Hanover Insurance Group, Inc. COM                               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     21860 | NS      | $2953941.80   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| LHC Group Inc                                      | LHC Group Inc COM USD0.01                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     19072 | NS      | $3083751.68   | 0.24%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc.                      | Simpson Manufacturing Co Inc. COM                                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     26338 | NS      | $2335127.08   | 0.18%             | N/A             | Fixed         | 0.40%                 | No            |                  1 | On Loan: No      |
| Sonoco Products Company                            | Sonoco Products Company COM                                         | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     59939 | NS      | $3638896.69   | 0.29%             | N/A             | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                         | Southwest Gas Holdings Inc COM                                      | CUSIP: 844895102<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | EC               | CORP              | US        |     37927 | NS      | $2346922.76   | 0.18%             | N/A             | Fixed         | 0.82%                 | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                        | Southwestern Energy Company COM                                     | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    678354 | NS      | $3968370.90   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| XPO Inc                                            | XPO Inc COM                                                         | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     70789 | NS      | $2356565.81   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc.                              | Celsius Holdings Inc. COM NEW                                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24833 | NS      | $2583625.32   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cognex Corp                                        | Cognex Corp COM                                                     | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    106298 | NS      | $5007698.78   | 0.39%             | N/A             | Fixed         | 0.32%                 | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                    | Primerica, Inc. COM                                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     22680 | NS      | $3216477.60   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Essent Group Limited                               | Essent Group Limited COM USD0.015                                   | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     66206 | NS      | $2574089.28   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Brinks Company                                     | Brinks Company COM                                                  | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     28553 | NS      | $1533581.63   | 0.12%             | N/A             | Fixed         | 0.10%                 | No            |                  1 | On Loan: No      |
| Bellring Brands Inc.                               | Bellring Brands Inc. COMMON STOCK                                   | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     83256 | NS      | $2134683.83   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                             | Commvault Systems Inc. COM                                          | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     27374 | NS      | $1720182.16   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                        | Deckers Outdoor Corporation COM                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     16269 | NS      | $6493934.04   | 0.51%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cadence Bank                                       | Cadence Bank COM                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    112147 | NS      | $2765545.02   | 0.22%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Calix Networks Inc                                 | Calix Networks Inc COM USD0.01                                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     34997 | NS      | $2394844.71   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                  | HF Sinclair Corp. COM                                               | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |     82669 | NS      | $4289694.41   | 0.34%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                             | Ingredion Incorporated COM                                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     40295 | NS      | $3946089.35   | 0.31%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Middleby Corp.                                     | Middleby Corp. COM                                                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     33121 | NS      | $4434901.90   | 0.35%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Newmarket Corporation                              | Newmarket Corporation COM NPV                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      4265 | NS      | $1326884.15   | 0.10%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sitime Corporation                                 | Sitime Corporation COM                                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9702 | NS      | $985917.24    | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares, Inc.                     | Texas Capital Bancshares, Inc. COM                                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     30755 | NS      | $1854834.05   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Chart Industries Inc                               | Chart Industries Inc COM                                            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     25693 | NS      | $2960604.39   | 0.23%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                  | Choice Hotels International, Inc. COM                               | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     16816 | NS      | $1894154.24   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | Cullen/Frost Bankers, Inc. COM                                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     39524 | NS      | $5284358.80   | 0.41%             | N/A             | Fixed         | 1.06%                 | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                               | Curtiss-Wright Corp. COM                                            | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     23548 | NS      | $3932280.52   | 0.31%             | N/A             | Fixed         | 0.36%                 | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                 | Under Armour, Inc. CL C                                             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    119445 | NS      | $1065449.40   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Valvoline Inc                                      | Valvoline Inc COM                                                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    108811 | NS      | $3552679.14   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                          | CNO Financial Group, Inc. COM                                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     70322 | NS      | $1606857.70   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Caseys Gen Stores                                  | Caseys Gen Stores COM                                               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     22901 | NS      | $5137839.35   | 0.40%             | N/A             | Fixed         | 0.16%                 | No            |                  1 | On Loan: No      |
| ChampionX Corporation                              | ChampionX Corporation COM                                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    122544 | NS      | $3552550.56   | 0.28%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Dana Incorporated                                  | Dana Incorporated COM STK USD0.01                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     79369 | NS      | $1200852.97   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Firstcash Holdings Inc                             | Firstcash Holdings Inc COM                                          | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23062 | NS      | $2004318.42   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                      | Independence Realty Trust Inc COM                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    137591 | NS      | $2319784.26   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                            | Commerce Bancshares Inc COM                                         | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70101 | NS      | $4771775.07   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                 | Douglas Emmett Inc COM                                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108056 | NS      | $1694318.08   | 0.13%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Science Applications International Corporation New | Science Applications International Corporation New USD0.0001        | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     33886 | NS      | $3758973.98   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                          | Super Micro Computer Inc. COM                                       | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     28301 | NS      | $2323512.10   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                   | Donaldson Co Inc COM                                                | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     75276 | NS      | $4431498.12   | 0.35%             | N/A             | Fixed         | 0.22%                 | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                      | Dynatrace Inc COM NEW                                               | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123858 | NS      | $4743761.40   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation                    | Fox Factory Holding Corporation COM                                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     25981 | NS      | $2370246.63   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                         | Grand Canyon Education Inc COM USD0.01                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     18854 | NS      | $1992113.64   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Teradata Corp                                      | Teradata Corp COM                                                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     62575 | NS      | $2106274.50   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Wingstop Inc                                       | Wingstop Inc COM                                                    | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     18388 | NS      | $2530556.56   | 0.20%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                          | Halozyme Therapeutics Inc COM                                       | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     83114 | NS      | $4729186.60   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                    | Murphy USA Inc. COM                                                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     12777 | NS      | $3571682.58   | 0.28%             | N/A             | Fixed         | 0.90%                 | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                 | IPG Photonics Corp COM                                              | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     19823 | NS      | $1876643.41   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                    | Jones Lang LaSalle Incorporated COM                                 | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     29174 | NS      | $4649460.38   | 0.36%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                     | Ziff Davis Inc COM                                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     29008 | NS      | $2294532.80   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| RXO Inc.                                           | RXO Inc. COMMON STOCK                                               | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69171 | NS      | $1189741.20   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                            | Pebblebrook Hotel Trust COM USD0.01 SBI                             | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     82333 | NS      | $1102438.86   | 0.09%             | N/A             | Fixed         | 0.48%                 | No            |                  1 | On Loan: No      |
| Performance Food Group Company                     | Performance Food Group Company COM                                  | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     95689 | NS      | $5587280.71   | 0.44%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Potlatchdeltic Corp.                               | Potlatchdeltic Corp. COM                                            | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     49794 | NS      | $2190438.06   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation COM                                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     65329 | NS      | $3813253.76   | 0.30%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Staar Surgical Co                                  | Staar Surgical Co COM PAR $0.01                                     | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     29631 | NS      | $1438288.74   | 0.11%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                             | Synaptics Incorporated COM USD0.001                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     24508 | NS      | $2332181.28   | 0.18%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                          | Taylor Morrison Home Corp COM                                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     66599 | NS      | $2021279.65   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                 | Under Armour, Inc. CL A                                             | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    117226 | NS      | $1191016.16   | 0.09%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Westlake Corporation                               | Westlake Corporation COM                                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     21423 | NS      | $2196714.42   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                         | Xerox Holdings Corporation COM NEW                                  | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     70638 | NS      | $1031314.80   | 0.08%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Adient PLC                                         | Adient PLC COM USD0.001                                             | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     58515 | NS      | $2029885.35   | 0.16%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Genpact Limited                                    | Genpact Limited COM STK USD0.01                                     | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |    103635 | NS      | $4800373.20   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                              | East West Bancorp Inc COM USD0.001                                  | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86639 | NS      | $5709510.10   | 0.45%             | N/A             | Fixed         | 0.20%                 | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                             | Aspen Technology, Inc. COM                                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     17853 | NS      | $3667006.20   | 0.29%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                            | Euronet Worldwide, Inc. COM USD0.02                                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     28961 | NS      | $2733339.18   | 0.21%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                              | Lantheus Holdings Inc COM                                           | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     42350 | NS      | $2158156.00   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc.                    | New York Community Bancorp Inc. COM USD0.01                         | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    418163 | NS      | $3596201.80   | 0.28%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                    | Pinnacle Financial Partners Inc COM                                 | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     46995 | NS      | $3449433.00   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| The Toro Company                                   | The Toro Company COM                                                | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     64052 | NS      | $7250686.40   | 0.57%             | N/A             | Fixed         | 0.24%                 | No            |                  1 | On Loan: No      |
| UGI Corp                                           | UGI Corp COM                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    128703 | NS      | $4771020.21   | 0.37%             | N/A             | Fixed         | 1.25%                 | No            |                  1 | On Loan: No      |
| United Bankshares Inc                              | United Bankshares Inc COM                                           | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     82772 | NS      | $3351438.28   | 0.26%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                            | Webster Financial Corp. COM                                         | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    106960 | NS      | $5063486.39   | 0.40%             | N/A             | Fixed         | 0.92%                 | No            |                  1 | On Loan: No      |
| Concentrix Corporation                             | Concentrix Corporation COM                                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26044 | NS      | $3468019.02   | 0.27%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                            | Werner Enterprises Inc. COM                                         | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     35454 | NS      | $1427378.04   | 0.11%             | N/A             | Fixed         | 0.14%                 | No            |                  1 | On Loan: No      |
| Evercore Inc                                       | Evercore Inc CLASS A                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     21964 | NS      | $2395833.12   | 0.19%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                            | Nexstar Media Group Inc COMMON STOCK                                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     23178 | NS      | $4056845.34   | 0.32%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                        | Sunrun Inc. COM                                                     | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    130991 | NS      | $3146403.82   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Terex Corporation                                  | Terex Corporation COM                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     41726 | NS      | $1782534.72   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                     | Tetra Tech Inc COM                                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     32566 | NS      | $4728257.54   | 0.37%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                               | Thor Industries Inc. COM                                            | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     33160 | NS      | $2503248.40   | 0.20%             | N/A             | Fixed         | 0.12%                 | No            |                  1 | On Loan: —       |
| The Timken Company                                 | The Timken Company COM                                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     40690 | NS      | $2875562.30   | 0.23%             | N/A             | Fixed         | 0.52%                 | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                | Toll Brothers, Inc. COM                                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     64785 | NS      | $3234067.20   | 0.25%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Vontier Corporation                                | Vontier Corporation COM                                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     97944 | NS      | $1893257.52   | 0.15%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                | World Wrestling Entertainment, Inc. CLASS'A' COM USD0.01            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     26615 | NS      | $1823659.80   | 0.14%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                         | Coca-Cola Consolidated Inc COM                                      | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2830 | NS      | $1449978.80   | 0.11%             | N/A             | Fixed         | 1.00%                 | No            |                  1 | On Loan: No      |
| ESAB Corp.                                         | ESAB Corp. COM                                                      | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     31759 | NS      | $1490132.29   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| IAA, Inc.                                          | IAA, Inc. COM                                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     82224 | NS      | $3288960.00   | 0.26%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Ingevity Corporation                               | Ingevity Corporation COM                                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     21593 | NS      | $1521010.92   | 0.12%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                     | Lincoln Electric Holdings Inc. COM                                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     35490 | NS      | $5127950.10   | 0.40%             | N/A             | Fixed         | 0.68%                 | No            |                  1 | On Loan: No      |
| Owens Corning                                      | Owens Corning COM                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     57446 | NS      | $4900143.80   | 0.38%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |
| Yeti Holdings Inc                                  | Yeti Holdings Inc COM                                               | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     53015 | NS      | $2190049.65   | 0.17%             | N/A             | Fixed         | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** GREAT-WEST FUNDS INC

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Great-West Funds, Inc.