# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048831
**Filing Date:** 2023-3
**Character Count:** 140302
**Document Hash:** a02218940e5e6d6b7efbff979662db95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048831.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048831

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690491

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### ATM Mid Cap Managed Volatility Portfolio (Series ID: S000025798)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000104217 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** ATM Mid Cap Managed Volatility Portfolio

- **b. EDGAR series identifier (if any):** S000025798

- **c. LEI of Series:** 549300KN2ZD51R09SW75

**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:** $289200103.67

**Total Liabilities:** $3491018.60

**Net Assets:** $285709085.07

**Cash Not Reported:** $9664001.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104217 | 9.09%                | 6.14%                | -5.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1728373.52              | $23319982.10                               |
| Month 2  | $79869.76                | $15475603.04                               |
| Month 3  | $2737257.19              | $-18613724.60                              |

**Designated Index Information**

- **Index Name:** S&P MidCap 400 Index

- **Index Identifier:** SNP400

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Werner Enterprises, Inc.                    | Werner Enterprises, Inc.                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      7401 | NS      | $297964.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust           | Corporate Office Properties Trust            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     14040 | NS      | $364197.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                 | Crocs, Inc.                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      7768 | NS      | $842284.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                    | Wintrust Financial Corp.                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      7650 | NS      | $646578.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                   | RLI Corp.                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      5042 | NS      | $661863.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                              | Carter's, Inc.                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4778 | NS      | $356486.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                    | FirstCash Holdings, Inc.                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4698 | NS      | $408303.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                       | Hancock Whitney Corp.                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     10795 | NS      | $522370.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                | Viasat, Inc.                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      9517 | NS      | $301213.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                           | Foot Locker, Inc.                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      9912 | NS      | $374574.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                     | Louisiana-Pacific Corp.                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8977 | NS      | $531438.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                        | Xerox Holdings Corp.                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     13994 | NS      | $204312.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                   | United Therapeutics Corp.                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      5707 | NS      | $1587059.63   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                   | CubeSmart                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28118 | NS      | $1131749.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                             | Ingredion, Inc.                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      8198 | NS      | $802830.14    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.             | Interactive Brokers Group, Inc., Class A     | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     12876 | NS      | $931578.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                 | TEGNA, Inc.                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     28051 | NS      | $594400.69    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                          | Helen of Troy Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      3014 | NS      | $334282.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                  | Esab Corp.                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      6497 | NS      | $304839.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                            | OGE Energy Corp.                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     25066 | NS      | $991360.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                       | Landstar System, Inc.                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4498 | NS      | $732724.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                      | Kyndryl Holdings, Inc.                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     25555 | NS      | $284171.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                               | Polaris, Inc.                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      6821 | NS      | $688921.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TD PRIME SVCS                               | Other Repurchase Agreement                   | CUSIP: N/A<br>LEI: 549300ZBQI1JB1844X09       | Long             | RA               | CORP              | US        |    200000 | PA      | $200000.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp.                                | Gentex Corp.                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     29370 | NS      | $800919.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                  | New Jersey Resources Corp.                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     12006 | NS      | $595737.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                         | Carlisle Cos., Inc.                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      6476 | NS      | $1526069.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                              | EPR Properties                               | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      9387 | NS      | $354077.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                         | Flowers Foods, Inc.                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     24055 | NS      | $691340.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                            | Timken Co. (The)                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      8288 | NS      | $585712.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                           | Haemonetics Corp.                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      6336 | NS      | $498326.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                 | Jabil, Inc.                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     16857 | NS      | $1149647.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                         | Syneos Health, Inc.                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     12938 | NS      | $474565.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                          | nVent Electric plc                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     20829 | NS      | $801291.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                           | ICU Medical, Inc.                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      2519 | NS      | $396692.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                       | AECOM                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     17485 | NS      | $1485001.05   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                 | Lattice Semiconductor Corp.                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     17160 | NS      | $1113340.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                       | Glacier Bancorp, Inc.                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     13844 | NS      | $684170.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                        | Curtiss-Wright Corp.                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      4797 | NS      | $801051.03    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                    | Jazz Pharmaceuticals plc                     | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      7905 | NS      | $1259345.55   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                    | Option Care Health, Inc.                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     19470 | NS      | $585852.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.          | BJ's Wholesale Club Holdings, Inc.           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     16911 | NS      | $1118831.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                       | Deckers Outdoor Corp.                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3314 | NS      | $1322816.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                       | Harley-Davidson, Inc.                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     16631 | NS      | $691849.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                 | Kinsale Capital Group, Inc.                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2692 | NS      | $704011.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                     | Other Repurchase Agreement                   | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | RA               | CORP              | CA        |    500000 | PA      | $500000.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                      | Medpace Holdings, Inc.                       | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3166 | NS      | $672490.06    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                              | Repligen Corp.                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      6466 | NS      | $1094758.46   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                | Neurocrine Biosciences, Inc.                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     12064 | NS      | $1440924.16   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                               | Owens Corning                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     11701 | NS      | $998095.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                             | LHC Group, Inc.                              | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      3874 | NS      | $626387.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                    | Bank OZK                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     13850 | NS      | $554831.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                        | Old National Bancorp                         | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     36571 | NS      | $657546.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                          | Crane Holdings Co.                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      5953 | NS      | $597978.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                  | Saia, Inc.                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      3329 | NS      | $698024.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.        | Frontier Communications Parent, Inc.         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27860 | NS      | $709872.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.      | Cracker Barrel Old Country Store, Inc.       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      2776 | NS      | $262998.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal, Inc.                    | Washington Federal, Inc.                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8179 | NS      | $274405.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                             | PacWest Bancorp                              | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     14833 | NS      | $340417.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                | Vishay Intertechnology, Inc.                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     16223 | NS      | $349930.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                 | Spirit Realty Capital, Inc.                  | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     17486 | NS      | $698215.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                              | SunPower Corp.                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     10706 | NS      | $193029.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp.                               | Navient Corp.                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     13244 | NS      | $217863.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                         | Toll Brothers, Inc.                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     13196 | NS      | $658744.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                      | Stifel Financial Corp.                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     13281 | NS      | $775211.97    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                          | Life Storage, Inc.                           | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     10652 | NS      | $1049222.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                            | Fair Isaac Corp.                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      3127 | NS      | $1871759.66   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                     | Lantheus Holdings, Inc.                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      8660 | NS      | $441313.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.           | Choice Hotels International, Inc.            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      3470 | NS      | $390860.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                      | Univar Solutions, Inc.                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     20429 | NS      | $649642.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                   | NCR Corp.                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     17202 | NS      | $402698.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                   | UGI Corp.                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     26215 | NS      | $971790.05    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                 | Acadia Healthcare Co., Inc.                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     11379 | NS      | $936719.28    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                       | JetBlue Airways Corp.                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     40788 | NS      | $264306.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                       | MGIC Investment Corp.                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     37189 | NS      | $483457.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                 | Fluor Corp.                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     17736 | NS      | $614729.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                     | Lumentum Holdings, Inc.                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      8538 | NS      | $445427.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                           | TripAdvisor, Inc.                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     13123 | NS      | $235951.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                     | Southwestern Energy Co.                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    138174 | NS      | $808317.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                  | EastGroup Properties, Inc.                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      5452 | NS      | $807223.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                              | Omnicell, Inc.                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      5539 | NS      | $279276.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                        | Middleby Corp. (The)                         | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      6746 | NS      | $903289.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                  | Taylor Morrison Home Corp., Class A          | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     13565 | NS      | $411697.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                    | Ormat Technologies, Inc.                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      6133 | NS      | $530381.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                   | RXO, Inc.                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     14405 | NS      | $247766.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                         | IPG Photonics Corp.                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4025 | NS      | $381046.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.              | Watts Water Technologies, Inc., Class A      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      3401 | NS      | $497328.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                     | KB Home                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     10371 | NS      | $330316.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                       | Range Resources Corp.                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     30254 | NS      | $756955.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                         | Capri Holdings Ltd.                          | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     16125 | NS      | $924285.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                          | Under Armour, Inc., Class C                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     24668 | NS      | $220038.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.            | New York Community Bancorp, Inc.             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     85593 | NS      | $736099.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                | ALLETE, Inc.                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      7157 | NS      | $461698.07    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                | Grand Canyon Education, Inc.                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3840 | NS      | $405734.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                 | Kirby Corp.                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      7544 | NS      | $485456.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                      | Cathay General Bancorp                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      9372 | NS      | $382283.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                              | TopBuild Corp.                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      4003 | NS      | $626429.47    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.  | Knight-Swift Transportation Holdings, Inc.   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20120 | NS      | $1054489.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.            | Omega Healthcare Investors, Inc.             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     29298 | NS      | $818879.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Bruker Corp.                                | Bruker Corp.                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     12523 | NS      | $855947.05    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                           | Brink's Co. (The)                            | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      5816 | NS      | $312377.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                           | Essent Group Ltd.                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     13564 | NS      | $527368.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                           | HF Sinclair Corp.                            | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16838 | NS      | $873723.82    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                            | Tetra Tech, Inc.                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      6634 | NS      | $963190.46    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                   | Nexstar Media Group, Inc., Class A           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4721 | NS      | $826316.63    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                           | QuidelOrtho Corp.                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      6698 | NS      | $573817.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                               | Visteon Corp.                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      3534 | NS      | $462353.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                        | Patterson Cos., Inc.                         | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     10889 | NS      | $305218.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                     | Paylocity Holding Corp.                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      5163 | NS      | $1002964.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                  | GATX Corp.                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      4442 | NS      | $472362.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                    | Jones Lang LaSalle, Inc.                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      5943 | NS      | $947135.91    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                            | Stericycle, Inc.                             | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     11501 | NS      | $573784.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.           | Pinnacle Financial Partners, Inc.            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      9550 | NS      | $700970.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                              | Exelixis, Inc.                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     40560 | NS      | $650582.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                    | Power Integrations, Inc.                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      7130 | NS      | $511363.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                 | Terex Corp.                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      8399 | NS      | $358805.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                          | HealthEquity, Inc.                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     10632 | NS      | $655356.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                 | Greif, Inc., Class A                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3205 | NS      | $214927.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                     | United Bankshares, Inc.                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     16953 | NS      | $686426.97    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                              | Coherent Corp.                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     17364 | NS      | $609476.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                        | Globus Medical, Inc., Class A                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      9717 | NS      | $721681.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.            | Old Republic International Corp.             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     35433 | NS      | $855706.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                       | Mercury Systems, Inc.                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      7198 | NS      | $322038.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                | Genpact Ltd.                                 | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     21109 | NS      | $977768.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                         | Regal Rexnord Corp.                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      8283 | NS      | $993794.34    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                         | Acuity Brands, Inc.                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4027 | NS      | $666911.47    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                          | NorthWestern Corp.                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      7234 | NS      | $429265.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                       | Pilgrim's Pride Corp.                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      5557 | NS      | $131867.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                             | NewMarket Corp.                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       849 | NS      | $264132.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                | Qualys, Inc.                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      4328 | NS      | $485731.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                      | Amkor Technology, Inc.                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     12595 | NS      | $302028.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                  | Lennox International, Inc.                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      4038 | NS      | $966010.74    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                  | Performance Food Group Co.                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     19547 | NS      | $1141349.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                  | Builders FirstSource, Inc.                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     18427 | NS      | $1195543.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                     | Universal Display Corp.                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5425 | NS      | $586117.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                         | UMB Financial Corp.                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      5476 | NS      | $457355.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                               | Ashland, Inc.                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      6222 | NS      | $669051.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.             | Lincoln Electric Holdings, Inc.              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      7229 | NS      | $1044518.21   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                         | GXO Logistics, Inc.                          | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     14818 | NS      | $632580.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.             | Annaly Capital Management, Inc.              | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     58579 | NS      | $1234845.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Mattel, Inc.                                | Mattel, Inc.                                 | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     44535 | NS      | $794504.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                             | Brunswick Corp.                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      9078 | NS      | $654342.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                   | Darling Ingredients, Inc.                    | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     20067 | NS      | $1255993.53   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                    | Cousins Properties, Inc.                     | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     19072 | NS      | $482330.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                | Cognex Corp.                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     21651 | NS      | $1019978.61   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                       | Axon Enterprise, Inc.                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      8465 | NS      | $1404597.45   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.             | Simpson Manufacturing Co., Inc.              | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      5333 | NS      | $472823.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                          | Ryder System, Inc.                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6292 | NS      | $525822.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                            | Royal Gold, Inc.                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      8217 | NS      | $926220.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                      | Chart Industries, Inc.                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      5258 | NS      | $605879.34    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                          | Under Armour, Inc., Class A                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     23614 | NS      | $239918.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                | Watsco, Inc.                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      4164 | NS      | $1038501.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                       | Williams-Sonoma, Inc.                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      8353 | NS      | $959926.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                             | Envestnet, Inc.                              | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      5450 | NS      | $336265.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                   | ExlService Holdings, Inc.                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4132 | NS      | $700084.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                             | TD SYNNEX Corp.                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5250 | NS      | $497227.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                      | Encompass Health Corp.                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     12469 | NS      | $745770.89    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                 | Prosperity Bancshares, Inc.                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11410 | NS      | $829278.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                     | Columbia Sportswear Co.                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4456 | NS      | $390256.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                             | Valvoline, Inc.                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     22120 | NS      | $722218.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                   | Equitrans Midstream Corp.                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     54506 | NS      | $365190.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                                | R1 RCM, Inc.                                 | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17298 | NS      | $189413.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                  | Adient plc                                   | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     11870 | NS      | $411770.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                 | Sensient Technologies Corp.                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      5264 | NS      | $383850.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                             | Insperity, Inc.                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      4465 | NS      | $507224.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                             | Wolfspeed, Inc.                              | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     15593 | NS      | $1076540.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                             | Dynatrace, Inc.                              | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25204 | NS      | $965313.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                             | Gap, Inc. (The)                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     26383 | NS      | $297600.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                              | Teradata Corp.                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     12745 | NS      | $428996.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                         | Kilroy Realty Corp.                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     13248 | NS      | $512300.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                   | CNO Financial Group, Inc.                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     14387 | NS      | $328742.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                            | Littelfuse, Inc.                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3095 | NS      | $681519.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                            | Five Below, Inc.                             | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      6950 | NS      | $1229246.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                   | MDU Resources Group, Inc.                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25430 | NS      | $771546.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | S&P Midcap 400 E-Mini Index                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       117 | NC      | $-585979.30   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                   | WEX, Inc.                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      5459 | NS      | $893365.35    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                            | Concentrix Corp.                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5305 | NS      | $706413.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                | Neogen Corp.                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     27057 | NS      | $412078.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                   | IAA, Inc.                                    | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     16704 | NS      | $668160.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                     | Avis Budget Group, Inc.                      | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      3115 | NS      | $510641.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                | LivaNova plc                                 | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      6643 | NS      | $368952.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.          | Hawaiian Electric Industries, Inc.           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     13651 | NS      | $571294.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                         | Sonoco Products Co.                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     12188 | NS      | $739933.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                | Chemed Corp.                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1862 | NS      | $950420.66    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                       | Associated Banc-Corp.                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     18802 | NS      | $434138.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                | Grocery Outlet Holding Corp.                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11121 | NS      | $324621.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                         | Clean Harbors, Inc.                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      6289 | NS      | $717700.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                  | Super Micro Computer, Inc.                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      5793 | NS      | $475605.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                            | Murphy Oil Corp.                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     18273 | NS      | $785921.73    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.          | Marriott Vacations Worldwide Corp.           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      4798 | NS      | $645762.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                      | Federated Hermes, Inc., Class B              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     10505 | NS      | $381436.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.       | Ollie's Bargain Outlet Holdings, Inc.        | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      7302 | NS      | $342025.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                           | Hanesbrands, Inc.                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     43419 | NS      | $276144.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                           | Black Hills Corp.                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      8195 | NS      | $576436.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                              | GameStop Corp., Class A                      | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     31567 | NS      | $582726.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Antero Resources Corp.                      | Antero Resources Corp.                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     34572 | NS      | $1071386.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                       | Eagle Materials, Inc.                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      4613 | NS      | $612837.05    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.               | Topgolf Callaway Brands Corp.                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     17443 | NS      | $344499.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                | Enovis Corp.                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      5964 | NS      | $319193.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                     | Pebblebrook Hotel Trust                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     16460 | NS      | $220399.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                 | Calix, Inc.                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      7155 | NS      | $489616.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                      | Tenet Healthcare Corp.                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     13596 | NS      | $663348.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                     | Synovus Financial Corp.                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     18312 | NS      | $687615.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                | Macy's, Inc.                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     34019 | NS      | $702492.35    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                | Azenta, Inc.                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      9417 | NS      | $548257.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                             | Perrigo Co. plc                              | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     16955 | NS      | $577995.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                | Cadence Bank                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     20932 | NS      | $516183.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                  | Dana, Inc.                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     16005 | NS      | $242155.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares | JPMorgan Prime Money Market Fund, IM Shares  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  16781869 | NS      | $16790259.90  | 5.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                      | Antero Midstream Corp.                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42182 | NS      | $455143.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                       | BellRing Brands, Inc.                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     17058 | NS      | $437367.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                        | Travel + Leisure Co.                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     10177 | NS      | $370442.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                       | Matador Resources Co.                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     14037 | NS      | $803477.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)            | Goodyear Tire & Rubber Co. (The)             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     35416 | NS      | $359472.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                   | KBR, Inc.                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     17177 | NS      | $906945.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                | Coca-Cola Consolidated, Inc.                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       578 | NS      | $296144.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                            | AptarGroup, Inc.                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      8174 | NS      | $898976.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                         | YETI Holdings, Inc.                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     10798 | NS      | $446065.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                      | Cleveland-Cliffs, Inc.                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     64518 | NS      | $1039384.98   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                | Casey's General Stores, Inc.                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      4665 | NS      | $1046592.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.         | First Industrial Realty Trust, Inc.          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16524 | NS      | $797448.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                | Worthington Industries, Inc.                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3762 | NS      | $187009.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                               | Oshkosh Corp.                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      8170 | NS      | $720512.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                  | Silicon Laboratories, Inc.                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      4167 | NS      | $565336.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                         | CNX Resources Corp.                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     22596 | NS      | $380516.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)         | Hanover Insurance Group, Inc. (The)          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      4444 | NS      | $600517.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                      | Fulton Financial Corp.                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     21083 | NS      | $354826.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                        | Light & Wonder, Inc.                         | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     11728 | NS      | $687260.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                      | Aspen Technology, Inc.                       | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      3649 | NS      | $749504.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                            | MSA Safety, Inc.                             | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      4635 | NS      | $668320.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                              | Evercore, Inc., Class A                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      4525 | NS      | $493587.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                 | Ciena Corp.                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     18547 | NS      | $945526.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                   | NOV, Inc.                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     49181 | NS      | $1027391.09   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                  | AGCO Corp.                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      7752 | NS      | $1075124.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                         | Post Holdings, Inc.                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      6787 | NS      | $612594.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                             | Primerica, Inc.                              | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4620 | NS      | $655208.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                | Kohl's Corp.                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     14603 | NS      | $368725.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                          | Chemours Co. (The)                           | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     18895 | NS      | $578564.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                | Sabra Health Care REIT, Inc.                 | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     28913 | NS      | $359388.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                              | Penumbra, Inc.                               | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      4750 | NS      | $1056685.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                  | Manhattan Associates, Inc.                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      7813 | NS      | $948498.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.             | Rexford Industrial Realty, Inc.              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     22974 | NS      | $1255299.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                             | Synaptics, Inc.                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      4999 | NS      | $475704.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.              | International Bancshares Corp.               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      6657 | NS      | $304624.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                  | Allegro MicroSystems, Inc.                   | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8144 | NS      | $244482.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                         | PNM Resources, Inc.                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     10810 | NS      | $527419.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                     | Physicians Realty Trust                      | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     28578 | NS      | $413523.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                 | RenaissanceRe Holdings Ltd.                  | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      5472 | NS      | $1008106.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.             | Independence Realty Trust, Inc.              | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     28014 | NS      | $472316.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                              | Wingstop, Inc.                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      3732 | NS      | $513597.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.             | Arrowhead Pharmaceuticals, Inc.              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     13311 | NS      | $539894.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                     | John Wiley & Sons, Inc., Class A             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      5365 | NS      | $214921.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                     | RPM International, Inc.                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     16164 | NS      | $1575181.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                            | Ziff Davis, Inc.                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      5937 | NS      | $469616.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                       | MKS Instruments, Inc.                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      7199 | NS      | $609971.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                               | Vontier Corp.                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     19894 | NS      | $384551.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                       | Commercial Metals Co.                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     14692 | NS      | $709623.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                       | SL Green Realty Corp.                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      8098 | NS      | $273064.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullen/Frost Bankers, Inc.                  | Cullen/Frost Bankers, Inc.                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      8040 | NS      | $1074948.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.            | Tempur Sealy International, Inc.             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     21408 | NS      | $734936.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.         | World Wrestling Entertainment, Inc., Class A | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      5410 | NS      | $370693.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.              | Wyndham Hotels & Resorts, Inc.               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     11058 | NS      | $788545.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.             | MSC Industrial Direct Co., Inc., Class A     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      5912 | NS      | $483010.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                 | Park Hotels & Resorts, Inc.                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     28312 | NS      | $333798.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                   | Fox Factory Holding Corp.                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      5293 | NS      | $482880.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.               | Reliance Steel & Aluminum Co.                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      7349 | NS      | $1487731.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.         | Integra LifeSciences Holdings Corp.          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      9150 | NS      | $513040.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                | Masimo Corp.                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      6050 | NS      | $895097.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                     | Shockwave Medical, Inc.                      | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      4533 | NS      | $932030.13    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                              | Westlake Corp.                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      4347 | NS      | $445741.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                              | Trex Co., Inc.                               | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13739 | NS      | $581571.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.    | Science Applications International Corp.     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      6903 | NS      | $765749.79    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                          | STAAR Surgical Co.                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      6056 | NS      | $293958.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.   | MACOM Technology Solutions Holdings, Inc.    | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6436 | NS      | $405339.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                   | Janus Henderson Group plc                    | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     16690 | NS      | $392548.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                       | Umpqua Holdings Corp.                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     27336 | NS      | $487947.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                  | Olin Corp.                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     15947 | NS      | $844234.18    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                 | Apartment Income REIT Corp.                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18771 | NS      | $644033.01    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                   | XPO, Inc.                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     14456 | NS      | $481240.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                 | Spire, Inc.                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      6611 | NS      | $455233.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                       | Thor Industries, Inc.                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      6721 | NS      | $507368.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordstrom, Inc.                             | Nordstrom, Inc.                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     13946 | NS      | $225088.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International, Inc.             | Papa John's International, Inc.              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      4051 | NS      | $333437.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                  | Lear Corp.                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      7400 | NS      | $917748.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                               | Novanta, Inc.                                | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4491 | NS      | $610192.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                         | ACI Worldwide, Inc.                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     14069 | NS      | $323587.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                    | Penn Entertainment, Inc.                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19421 | NS      | $576803.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                   | Commerce Bancshares, Inc.                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14279 | NS      | $971971.53    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                             | ChampionX Corp.                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     24961 | NS      | $723619.39    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                            | PBF Energy, Inc., Class A                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     14335 | NS      | $584581.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.              | American Financial Group, Inc.               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      8742 | NS      | $1200101.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                | Belden, Inc.                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      5359 | NS      | $385312.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                 | Dick's Sporting Goods, Inc.                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      6962 | NS      | $837458.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.              | First American Financial Corp.               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     12964 | NS      | $678535.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                 | Boston Beer Co., Inc. (The), Class A         | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1179 | NS      | $388504.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                               | Hubbell, Inc.                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      6725 | NS      | $1578223.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                     | Western Union Co. (The)                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     48204 | NS      | $663769.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.            | First Financial Bankshares, Inc.             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     16340 | NS      | $562096.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.            | National Retail Properties, Inc.             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     22368 | NS      | $1023559.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                     | Kite Realty Group Trust                      | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27595 | NS      | $580874.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                            | AutoNation, Inc.                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4282 | NS      | $459458.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                          | Macerich Co. (The)                           | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     26864 | NS      | $302488.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcoa Corp.                                 | Alcoa Corp.                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     22153 | NS      | $1007296.91   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                 | Avnet, Inc.                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     11458 | NS      | $476423.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                        | Bank of Hawaii Corp.                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      5009 | NS      | $388498.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.             | Selective Insurance Group, Inc.              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      7534 | NS      | $667587.74    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                 | Halozyme Therapeutics, Inc.                  | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     16929 | NS      | $963260.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                 | Graco, Inc.                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     21100 | NS      | $1419186.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                            | Murphy USA, Inc.                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2603 | NS      | $727642.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                         | ManpowerGroup, Inc.                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      6330 | NS      | $526719.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                | Hexcel Corp.                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     10595 | NS      | $623515.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                         | First Horizon Corp.                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     67186 | NS      | $1646057.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                              | Rayonier, Inc.                               | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     18283 | NS      | $602607.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                      | Celsius Holdings, Inc.                       | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5061 | NS      | $526546.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                         | Lithia Motors, Inc., Class A                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3423 | NS      | $700825.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                   | ITT, Inc.                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     10348 | NS      | $839222.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.              | Texas Capital Bancshares, Inc.               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      6283 | NS      | $378927.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                         | Inari Medical, Inc.                          | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6061 | NS      | $385237.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                               | Maximus, Inc.                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      7626 | NS      | $559214.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                           | Boyd Gaming Corp.                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      9931 | NS      | $541537.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                         | SEI Investments Co.                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     12829 | NS      | $747930.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.               | Healthcare Realty Trust, Inc.                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     47646 | NS      | $918138.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                  | Unum Group                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     23413 | NS      | $960635.39    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                           | Wendy's Co. (The)                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     21448 | NS      | $485368.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                     | East West Bancorp, Inc.                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17647 | NS      | $1162937.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                      | Lancaster Colony Corp.                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      2484 | NS      | $490093.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                  | National Instruments Corp.                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     16348 | NS      | $603241.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                     | Arrow Electronics, Inc.                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      7701 | NS      | $805293.57    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                   | United States Steel Corp.                    | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     29331 | NS      | $734741.55    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Emmett, Inc.                        | Douglas Emmett, Inc.                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22039 | NS      | $345571.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Reinsurance Group of America, Inc.          | Reinsurance Group of America, Inc.           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      8369 | NS      | $1189151.21   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                        | JBG SMITH Properties                         | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12395 | NS      | $235257.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                             | Blackbaud, Inc.                              | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      5608 | NS      | $330086.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                         | Donaldson Co., Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     15333 | NS      | $902653.71    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                              | Ingevity Corp.                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4398 | NS      | $309795.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.             | Affiliated Managers Group, Inc.              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4717 | NS      | $747314.31    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                   | FNB Corp.                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     44175 | NS      | $576483.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                               | IDACORP, Inc.                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      6316 | NS      | $681180.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                | Southwest Gas Holdings, Inc.                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7766 | NS      | $480560.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                          | RH                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2407 | NS      | $643126.33    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                     | EnerSys                                      | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      5120 | NS      | $378060.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                   | Essential Utilities, Inc.                    | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     29884 | NS      | $1426363.32   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                | SiTime Corp.                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2007 | NS      | $203951.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                    | CACI International, Inc., Class A            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      2953 | NS      | $887642.27    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                     | CommVault Systems, Inc.                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      5546 | NS      | $348510.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                       | Churchill Downs, Inc.                        | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      4121 | NS      | $871303.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                     | Euronet Worldwide, Inc.                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      5933 | NS      | $559956.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                        | Voya Financial, Inc.                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     12166 | NS      | $748087.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial, Inc.                 | Brighthouse Financial, Inc.                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      8655 | NS      | $443741.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                 | Vicor Corp.                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      2781 | NS      | $149478.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.              | Medical Properties Trust, Inc.               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     74872 | NS      | $834074.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal, Inc.                            | Kennametal, Inc.                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     10088 | NS      | $242717.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                  | ASGN, Inc.                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      6246 | NS      | $508924.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                  | Highwoods Properties, Inc.                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     13165 | NS      | $368356.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                   | PVH Corp.                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      8166 | NS      | $576437.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                          | Cirrus Logic, Inc.                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      6894 | NS      | $513465.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                       | Texas Roadhouse, Inc.                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      8366 | NS      | $760887.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                              | Toro Co. (The)                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     13047 | NS      | $1476920.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.               | Portland General Electric Co.                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     11241 | NS      | $550809.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                               | ONE Gas, Inc.                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      6819 | NS      | $516334.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                          | DT Midstream, Inc.                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12087 | NS      | $667927.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                | Sprouts Farmers Market, Inc.                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     13253 | NS      | $428999.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                       | Leggett & Platt, Inc.                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     16701 | NS      | $538273.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                       | Silgan Holdings, Inc.                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     10440 | NS      | $541209.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                    | New York Times Co. (The), Class A            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     20613 | NS      | $669097.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                         | STORE Capital Corp.                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     33270 | NS      | $1066636.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                | MasTec, Inc.                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      7363 | NS      | $628284.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                     | Webster Financial Corp.                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     21786 | NS      | $1031349.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                              | Amedisys, Inc.                               | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      4079 | NS      | $340759.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                              | Woodward, Inc.                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      7518 | NS      | $726313.98    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                          | MP Materials Corp.                           | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11626 | NS      | $282279.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                               | Progyny, Inc.                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9418 | NS      | $293370.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.            | Fortune Brands Innovations, Inc.             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     15993 | NS      | $913360.23    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                | Scotts Miracle-Gro Co. (The)                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      5069 | NS      | $246302.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp.                                | Avient Corp.                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     10752 | NS      | $362987.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                     | Valley National Bancorp                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     52930 | NS      | $598638.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.               | Treasury Repurchase Agreement                | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   2578028 | PA      | $2578028.25   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp.                             | Flowserve Corp.                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     16460 | NS      | $504992.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                       | Home BancShares, Inc.                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23741 | NS      | $541057.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                | Brixmor Property Group, Inc.                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     37507 | NS      | $850283.69    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                             | Cable One, Inc.                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       604 | NS      | $429963.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                           | EMCOR Group, Inc.                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      5967 | NS      | $883772.37    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                    | Energizer Holdings, Inc.                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      8252 | NS      | $276854.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                      | Dycom Industries, Inc.                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      3707 | NS      | $346975.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                   | SLM Corp.                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31284 | NS      | $519314.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                     | Victoria's Secret & Co.                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     10172 | NS      | $363954.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                       | National Fuel Gas Co.                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     11434 | NS      | $723772.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                       | Lamar Advertising Co., Class A               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     10921 | NS      | $1030942.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                          | Skechers USA, Inc., Class A                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     16803 | NS      | $704885.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                      | Envista Holdings Corp.                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     20400 | NS      | $686868.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust           | National Storage Affiliates Trust            | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10571 | NS      | $381824.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                         | Graham Holdings Co., Class B                 | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       476 | NS      | $287603.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                             | H&R Block, Inc.                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     19465 | NS      | $710667.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                 | Service Corp. International                  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     19257 | NS      | $1331428.98   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                    | Valmont Industries, Inc.                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2671 | NS      | $883219.57    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                            | PDC Energy, Inc.                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     11537 | NS      | $732368.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                  | Coty, Inc., Class A                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     45571 | NS      | $390087.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.             | Jefferies Financial Group, Inc.              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     22896 | NS      | $784874.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                | Iridium Communications, Inc.                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     15731 | NS      | $808573.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                 | Cabot Corp.                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      7088 | NS      | $473761.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                | Kemper Corp.                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      8043 | NS      | $395715.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                        | FTI Consulting, Inc.                         | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      4310 | NS      | $684428.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                        | PotlatchDeltic Corp.                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     10157 | NS      | $446806.43    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                | Sunrun, Inc.                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     26752 | NS      | $642583.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                           | Sotera Health Co.                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11997 | NS      | $99935.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                  | Tandem Diabetes Care, Inc.                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      8091 | NS      | $363690.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer