# EDGAR Filing Document

**Accession Number:** 0000719423
**File Stem:** 0001752724-23-015142
**Filing Date:** 2023-1
**Character Count:** 152138
**Document Hash:** fe1fd9552e2dac54a28596c8ec72ebf5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015142.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015142

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VALIC Co I
- **CENTRAL INDEX KEY:** 0000719423
- **IRS NUMBER:** 720029692
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03738
- **FILM NUMBER:** 23558187

**BUSINESS ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIG Retirement CO I
- **DATE OF NAME CHANGE:** 20080501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VALIC CO I
- **DATE OF NAME CHANGE:** 20020110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTH AMERICAN FUNDS VARIABLE PRODUCT SERIES CO I
- **DATE OF NAME CHANGE:** 20000929

## Series and Classes Contracts Data

### Mid Cap Index Fund (Series ID: S000008000)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000021769 | Mid Cap Index Fund | VMIDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VALIC Co I

- **b. Investment Company Act file number:** 811-03738

- **c. CIK number of Registrant:** 0000719423

- **d. LEI of Registrant:** 549300N3XZ1M1QABFI47

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

  - **Street Address 1:** 2929 ALLEN PARKWAY

  - **City:** HOUSTON

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77019

  - **Telephone number:** 800-448-2542

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

- **a. Name of Series:** Mid Cap Index Fund

- **b. EDGAR series identifier (if any):** S000008000

- **c. LEI of Series:** 549300O70V0BUGFDRV16

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $3026524315.68

**Total Liabilities:** $17666769.63

**Net Assets:** $3008857546.05

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021769 | -9.23%               | 10.51%               | 6.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $22393893.83             | $-299071447.41                             |
| Month 2  | $32604966.94             | $235656379.02                              |
| Month 3  | $-394603.90              | $167252542.34                              |

### Schedule of Portfolio Investments

| Name                                     | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    182208 | NS      | $7814901.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |    300323 | NS      | $5441852.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                   | Victoria's Secret & Co                                                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    112480 | NS      | $5174080.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                | Jabil Inc                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    186235 | NS      | $13444304.65  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp               | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     56914 | NS      | $4252044.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                   | Penn Entertainment Inc                                                      | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    214676 | NS      | $7554448.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                            | Dynatrace Inc                                                               | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272319 | NS      | $10552361.25  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    150566 | NS      | $6948620.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |    316961 | NS      | $9597579.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc         | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    148208 | NS      | $6088384.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                              | Neogen Corp                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    292586 | NS      | $4845224.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                           | PDC Energy Inc                                                              | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    130388 | NS      | $9690436.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc            | Arrowhead Pharmaceuticals Inc                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    143308 | NS      | $4614517.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                               | Viasat Inc                                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    102290 | NS      | $3487066.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    130282 | NS      | $6481529.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    143708 | NS      | $9233239.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                    | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     39046 | NS      | $8730685.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                             | Navient Corp                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    149829 | NS      | $2482666.53   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                             | Amedisys Inc                                                                | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     43924 | NS      | $4001037.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                       | STORE Capital Corp                                                          | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |    359765 | NS      | $11476503.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     76223 | NS      | $5611537.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                               | R1 RCM Inc                                                                  | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185894 | NS      | $1682340.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                    | Lancaster Colony Corp                                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     26829 | NS      | $5557359.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                             | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     48757 | NS      | $5615831.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    135908 | NS      | $3808142.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     64875 | NS      | $10910028.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |    141578 | NS      | $15713742.22  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     55046 | NS      | $4160376.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149283 | NS      | $6850596.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                 | Highwoods Properties Inc                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |    142409 | NS      | $4243788.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     71628 | NS      | $3773363.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    396544 | NS      | $7577955.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                             | Omnicell Inc                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     59962 | NS      | $3094638.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                              | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    115731 | NS      | $4005449.91   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    382884 | NS      | $4295958.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     53642 | NS      | $5684442.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                | National Instruments Corp                                                   | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    179141 | NS      | $7348363.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                            | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     69870 | NS      | $12495550.80  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      6232 | NS      | $3064897.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    239666 | NS      | $7904184.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                           | Royal Gold Inc                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     88868 | NS      | $9982542.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51582 | NS      | $4841486.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     67434 | NS      | $7543841.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83462 | NS      | $5713808.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     70053 | NS      | $6131038.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                  | RXO Inc                                                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    155752 | NS      | $2959288.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                 | United States Steel Corp                                                    | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    321179 | NS      | $8443795.91   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                             | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     85942 | NS      | $2641857.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc            | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    139239 | NS      | $11180891.70  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     90720 | NS      | $13099968.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                     | JetBlue Airways Corp                                                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    438463 | NS      | $3490165.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     91794 | NS      | $4214262.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                       | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    225406 | NS      | $9018494.06   | 0.30%             |  |  |  | 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        |     69180 | NS      | $4751974.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                               | Vicor Corp                                                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     30105 | NS      | $1625368.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     50708 | NS      | $7557013.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill                                                 | CUSIP: 912796R27<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2500000 | PA      | $2492613.30   | 0.08%             | 2022-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    145482 | NS      | $4994397.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                  | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     44764 | NS      | $8379820.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    167284 | NS      | $10190941.28  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                     | Western Union Co/The                                                        | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    522269 | NS      | $7656463.54   | 0.25%             |  |  |  | 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        |     78689 | NS      | $4792160.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    130297 | NS      | $11575585.48  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  16523612 | NS      | $16523612.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    188251 | NS      | $9726929.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                            | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    216073 | NS      | $9444550.83   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    141025 | NS      | $7707016.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                   | Power Integrations Inc                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     77417 | NS      | $6230520.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    182754 | NS      | $10413322.92  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     58928 | NS      | $4740168.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc           | New York Community Bancorp Inc                                              | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    631114 | NS      | $5900915.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     75794 | NS      | $8645063.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     51754 | NS      | $8302376.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    203497 | NS      | $5006026.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                                                            | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    270241 | NS      | $2356501.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                         | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     75737 | NS      | $5658311.27   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                 | Tandem Diabetes Care Inc                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     86948 | NS      | $3656163.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |    186882 | NS      | $10717682.70  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    488554 | NS      | $3844919.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123493 | NS      | $9332366.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     37268 | NS      | $8918605.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                        | Helen of Troy Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     32450 | NS      | $3197623.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    726510 | NS      | $18053773.50  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                                                            | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    255464 | NS      | $2554640.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc               | Worthington Industries Inc                                                  | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     40900 | NS      | $2320666.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     83828 | NS      | $11125652.16  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     50432 | NS      | $12255984.64  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     57097 | NS      | $5841023.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    136383 | NS      | $9193578.03   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     80384 | NS      | $11594588.16  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     72188 | NS      | $11159542.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     47266 | NS      | $5828843.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                          | Hanesbrands Inc                                                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    472430 | NS      | $3174729.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Inc                      | Churchill Downs Inc                                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     44914 | NS      | $9969111.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                        | Inari Medical Inc                                                           | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65056 | NS      | $4786820.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     97232 | NS      | $5419711.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     84915 | NS      | $10694195.10  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                   | Energizer Holdings Inc                                                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     89718 | NS      | $3058486.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     54760 | NS      | $3062726.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC Investment Corp                     | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    410824 | NS      | $5640613.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     78416 | NS      | $11596158.08  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     81979 | NS      | $5763123.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                 | Fox Factory Holding Corp                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     57219 | NS      | $6070935.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                                                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    196815 | NS      | $8291815.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc           | Tempur Sealy International Inc                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    233133 | NS      | $7406635.41   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp                                                               | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    175500 | NS      | $6435585.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    154882 | NS      | $3636629.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                             | NuVasive Inc                                                                | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     70485 | NS      | $2737637.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     86448 | NS      | $4920620.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                     | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    335474 | NS      | $9685134.38   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     82230 | NS      | $7518288.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    175619 | NS      | $6489122.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    186538 | NS      | $10681165.88  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc            | Papa John's International Inc                                               | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     43549 | NS      | $3625889.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     46763 | NS      | $5034036.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                          | TripAdvisor Inc                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    141042 | NS      | $2875846.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                        | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    160592 | NS      | $7525341.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc                                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    171909 | NS      | $9128367.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                                                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     63963 | NS      | $3821789.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    213839 | NS      | $4197659.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc       | Frontier Communications Parent Inc                                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    301832 | NS      | $7778210.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                               | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     79817 | NS      | $7249778.11   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |    198239 | NS      | $7112815.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130968 | NS      | $7901299.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                        | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    144770 | NS      | $6935930.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     81455 | NS      | $7803389.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                          | Chemours Co/The                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    210040 | NS      | $6521742.00   | 0.22%             |  |  |  | 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        |    183021 | NS      | $13770500.04  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     61623 | NS      | $17247661.47  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    217126 | NS      | $15596160.58  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                               | Sunrun Inc                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    287165 | NS      | $9355835.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     69312 | NS      | $6479978.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                           | ChampionX Corp                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    274749 | NS      | $8473259.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    531810 | NS      | $11944452.60  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    306413 | NS      | $4574746.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                            | Insperity Inc                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     48395 | NS      | $5737227.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     88709 | NS      | $8690820.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     51297 | NS      | $10747234.47  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                        | Syneos Health Inc                                                           | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    138980 | NS      | $4903214.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    173922 | NS      | $5579417.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                               | Arcosa Inc                                                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |         1 | NS      | $61.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     90004 | NS      | $11800424.44  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US            | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    213474 | NS      | $15252717.30  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                      | Axon Enterprise Inc                                                         | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     91420 | NS      | $16824022.60  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     58861 | NS      | $5033792.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    296656 | NS      | $6763756.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     36967 | NS      | $5857421.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    189070 | NS      | $16070950.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     40500 | NS      | $6703155.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                      | Williams-Sonoma Inc                                                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     93098 | NS      | $10883156.20  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                        | NorthWestern Corp                                                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     76020 | NS      | $4440328.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                           | Wendy's Co/The                                                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    230490 | NS      | $5199854.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                        | STAAR Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     65038 | NS      | $3714320.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     71070 | NS      | $5266287.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    139180 | NS      | $4752997.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     35759 | NS      | $8710534.81   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill                                                 | CUSIP: 912796R27<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5982271.92   | 0.20%             | 2022-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                              | Hubbell Inc                                                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     72674 | NS      | $18463556.44  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     88111 | NS      | $6311390.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                                                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |    134740 | NS      | $2776991.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    192365 | NS      | $6465387.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                           | Kennametal Inc                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    110123 | NS      | $2909449.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp       | Integra LifeSciences Holdings Corp                                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     98358 | NS      | $5403788.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |    117945 | NS      | $11811012.30  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc        | World Wrestling Entertainment Inc                                           | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     58550 | NS      | $4676974.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    405719 | NS      | $9404566.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                          | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     66812 | NS      | $10349178.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     58192 | NS      | $2758882.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     36051 | NS      | $2534745.81   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     77045 | NS      | $9213041.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     61492 | NS      | $1608630.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                                                                | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     72495 | NS      | $4014048.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58828 | NS      | $6625209.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                | Calix Inc                                                                   | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     76846 | NS      | $5479119.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust        | Corporate Office Properties Trust                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |    152209 | NS      | $4226843.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     53189 | NS      | $7924097.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     58442 | NS      | $5438028.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     67965 | NS      | $6157629.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    176944 | NS      | $5548963.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     51021 | NS      | $6956203.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                       | Steel Dynamics Inc                                                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |    234874 | NS      | $24410454.82  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp              | Grocery Outlet Holding Corp                                                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119422 | NS      | $3614903.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     81680 | NS      | $7851081.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    100687 | NS      | $7470975.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     94546 | NS      | $13446332.12  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                        | Crane Holdings Co                                                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     64558 | NS      | $6839274.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    120825 | NS      | $5948214.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                           | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |    101563 | NS      | $4226036.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                       | Douglas Emmett Inc                                                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |    237992 | NS      | $4122021.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                           | Stericycle Inc                                                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    124801 | NS      | $6505876.13   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     73624 | NS      | $6891942.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     70029 | NS      | $18425330.19  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |    182258 | NS      | $5874175.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     47792 | NS      | $5388548.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                 | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     54668 | NS      | $7110666.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      9354 | NS      | $2956051.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     81099 | NS      | $5659899.21   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    176927 | NS      | $4076398.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    104299 | NS      | $7706653.11   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     90512 | NS      | $8989651.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                                                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    182614 | NS      | $7700832.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                         | Life Storage Inc                                                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |    114248 | NS      | $12280517.52  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |    179426 | NS      | $4537683.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    312707 | NS      | $4037047.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp             | Topgolf Callaway Brands Corp                                                | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    187619 | NS      | $3930618.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                                                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |    177971 | NS      | $2963217.15   | 0.10%             |  |  |  | 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        |     30854 | NS      | $3542039.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    271052 | NS      | $10966763.92  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                     | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     40010 | NS      | $3646511.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |    145810 | NS      | $5845522.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |    178810 | NS      | $9038845.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     49794 | NS      | $7021451.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    258201 | NS      | $6571215.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp               | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  25332844 | PA      | $25332844.09  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    276311 | NS      | $3235601.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     44864 | NS      | $4083969.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                               | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    254532 | NS      | $10736159.76  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                | Spirit Realty Capital Inc                                                   | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |    184592 | NS      | $7645800.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                     | Medpace Holdings Inc                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     33995 | NS      | $7135210.55   | 0.24%             |  |  |  | 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        |    217523 | NS      | $12057299.89  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     83467 | NS      | $8430167.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                      | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |    113408 | NS      | $5999283.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                  | Nu Skin Enterprises Inc                                                     | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     68210 | NS      | $2845039.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     43275 | NS      | $4893104.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange              | S+P MID 400 EMINI DEC22                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       164 | NC      | $4044376.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    478265 | NS      | $8718770.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     88458 | NS      | $9388932.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52299 | NS      | $6480369.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190787 | NS      | $13395155.27  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    103460 | NS      | $8679259.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                 | Equitrans Midstream Corp                                                    | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    585937 | NS      | $4916011.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                      | Xerox Holdings Corp                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    151649 | NS      | $2473395.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                    | Lumentum Holdings Inc                                                       | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     93418 | NS      | $5132384.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                           | Ziff Davis Inc                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     63891 | NS      | $5894583.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                        | PNM Resources Inc                                                           | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    116211 | NS      | $5694339.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    197838 | NS      | $9337953.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                        | MP Materials Corp                                                           | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124983 | NS      | $4155684.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                          | Macerich Co/The                                                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    290783 | NS      | $3692944.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                              | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    234760 | NS      | $11686352.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     55382 | NS      | $12063861.06  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     33516 | NS      | $8261694.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                                                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     79851 | NS      | $3511846.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    453446 | NS      | $5137543.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    340346 | NS      | $5942441.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                        | Patterson Cos Inc                                                           | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    117285 | NS      | $3335585.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    221213 | NS      | $7547787.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                               | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    202684 | NS      | $9112672.64   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                            | Cable One Inc                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      6606 | NS      | $4784659.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                                                           | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44290 | NS      | $8339364.10   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                  | IAA Inc                                                                     | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    181078 | NS      | $6766884.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                  | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    322878 | NS      | $15575634.72  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    365189 | NS      | $8581941.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     51982 | NS      | $9182620.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |    109123 | NS      | $5214988.17   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    100760 | NS      | $4682317.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     44958 | NS      | $12092802.84  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     72953 | NS      | $10519093.07  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                          | Foot Locker Inc                                                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    108763 | NS      | $4328767.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |    100014 | NS      | $6380893.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                                                           | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    116673 | NS      | $5237450.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                        | HF Sinclair Corp.                                                           | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196701 | NS      | $12262340.34  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                            | Nordstrom Inc                                                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    152184 | NS      | $3191298.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury                   | United States Treasury Bill                                                 | CUSIP: 912796R27<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    300000 | PA      | $299113.60    | 0.01%             | 2022-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    153883 | NS      | $4676504.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      5251 | NS      | $3379963.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    111966 | NS      | $9463366.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                    | Shockwave Medical Inc                                                       | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     48641 | NS      | $12335357.60  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     84863 | NS      | $13315853.33  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    128170 | NS      | $5789438.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                          | First Solar Inc                                                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |    134216 | NS      | $23156286.48  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     20180 | NS      | $10493600.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     73297 | NS      | $6373174.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     86823 | NS      | $12595412.61  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp                                                        | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    293864 | NS      | $5956623.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     52796 | NS      | $3856219.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                       | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    132572 | NS      | $8747100.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     47916 | NS      | $4292794.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |    115539 | NS      | $4599607.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal Inc                                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88442 | NS      | $3119349.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    116050 | NS      | $6364182.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     69911 | NS      | $3309586.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    261245 | NS      | $7850412.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     59807 | NS      | $10115755.98  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     49318 | NS      | $8531027.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                              | Novanta Inc                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     48257 | NS      | $7612541.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                              | Progyny Inc                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100981 | NS      | $3698934.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    109936 | NS      | $6742374.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |    142407 | NS      | $6154830.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    114642 | NS      | $4351810.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    209287 | NS      | $6301631.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    700364 | NS      | $10841634.72  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    113490 | NS      | $4411356.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                      | MKS Instruments Inc                                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     77419 | NS      | $6492357.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57780 | NS      | $7071116.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                            | LHC Group Inc                                                               | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     42008 | NS      | $6864527.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                        | ACI Worldwide Inc                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    154407 | NS      | $3227106.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     63771 | NS      | $5927514.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     75389 | NS      | $8301082.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                            | Wolfspeed Inc                                                               | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    167389 | NS      | $15219007.88  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    122988 | NS      | $10953311.28  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                  | MDU Resources Group Inc                                                     | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275315 | NS      | $8669669.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                               | Sabre Corp                                                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    444328 | NS      | $2714844.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                 | NCR Corp                                                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    185347 | NS      | $4424232.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                            | Envestnet Inc                                                               | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     74731 | NS      | $4410623.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     67538 | NS      | $4051604.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     27066 | NS      | $7763340.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    226583 | NS      | $4212177.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    146069 | NS      | $6745466.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                               | Azenta Inc                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    101569 | NS      | $6115469.49   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     68450 | NS      | $7565778.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    318340 | NS      | $9200026.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     77269 | NS      | $5115207.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    129485 | NS      | $16452364.10  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    283480 | NS      | $10956502.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    435726 | NS      | $7442200.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    238060 | NS      | $12936180.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    132012 | NS      | $8101576.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    114226 | NS      | $7251066.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     75127 | NS      | $12084929.22  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                              | Masimo Corp                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     65430 | NS      | $9483424.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     46335 | NS      | $6738962.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Logistics Inc                        | XPO Logistics Inc                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    155752 | NS      | $6015142.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    247033 | NS      | $7124431.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     64081 | NS      | $5500072.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     29149 | NS      | $8984013.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                              | SiTime Corp                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21614 | NS      | $2279412.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                      | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    179551 | NS      | $6393811.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                   | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     31704 | NS      | $9901159.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    381295 | NS      | $13936332.25  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     90658 | NS      | $6090404.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc           | National Retail Properties Inc                                              | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |    239790 | NS      | $11116664.40  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    151923 | NS      | $10081610.28  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    163130 | NS      | $8029258.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |    174663 | NS      | $18098580.06  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc                                             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     39271 | NS      | $4838972.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     93069 | NS      | $5777723.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     58984 | NS      | $9156676.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     69478 | NS      | $5927168.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    302068 | NS      | $5962822.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147701 | NS      | $11065758.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp               | Apartment Income REIT Corp                                                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |    208752 | NS      | $7943013.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    342194 | NS      | $8968904.74   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennox International Inc                 | Lennox International Inc                                                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     43653 | NS      | $11368550.79  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    211308 | NS      | $13508920.44  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    251772 | NS      | $9564818.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                          | ICU Medical Inc                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     27180 | NS      | $4327871.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc             | Medical Properties Trust Inc                                                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    810980 | NS      | $10640057.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corp                              | Enovis Corp                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     64492 | NS      | $3490951.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                   | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   1508649 | NS      | $10439851.08  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    224027 | NS      | $8210589.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    243599 | NS      | $12211617.87  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                     | Univar Solutions Inc                                                        | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    225821 | NS      | $7481449.73   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     29086 | NS      | $8603929.66   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                    | CommVault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     60664 | NS      | $4003824.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     68122 | NS      | $8174640.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                                                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |     12876 | NS      | $4949148.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    149963 | NS      | $8682857.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    180077 | NS      | $8487029.01   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     38074 | NS      | $5589263.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    113865 | NS      | $6826206.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                              | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    288949 | NS      | $4201318.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                         | QuidelOrtho Corp                                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     73424 | NS      | $6432676.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     35920 | NS      | $14327769.60  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    135088 | NS      | $7899946.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |    231606 | NS      | $12805495.74  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                     | SL Green Realty Corp                                                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     87057 | NS      | $3652911.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX Resources Corp                       | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    256498 | NS      | $4455370.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    122291 | NS      | $8966376.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                               | Adient PLC                                                                  | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    128364 | NS      | $4998494.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    209856 | NS      | $12797018.88  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     73829 | NS      | $6359630.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                   | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     28907 | NS      | $9789644.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54277 | NS      | $6043201.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                      | Mercury Systems Inc                                                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     78083 | NS      | $3968178.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    515221 | NS      | $10577487.13  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     48556 | NS      | $6943022.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                         | Sotera Health Co                                                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134057 | NS      | $1118035.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                      | Bank of Hawaii Corp                                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     54403 | NS      | $4388690.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    568976 | NS      | $7203236.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |    205025 | NS      | $5408559.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    185912 | NS      | $13539970.96  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     88506 | NS      | $8148747.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     65884 | NS      | $5957890.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Light & Wonder Inc                       | Light & Wonder Inc                                                          | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    127712 | NS      | $8271906.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    474858 | NS      | $6695497.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                 | Dana Inc                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    172735 | NS      | $3041863.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     43837 | NS      | $6754404.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     60309 | NS      | $3574514.43   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                          | Fair Isaac Corp                                                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     34190 | NS      | $21188226.80  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    228965 | NS      | $16020681.05  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co             | Reliance Steel & Aluminum Co                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     81631 | NS      | $17247813.99  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    388988 | NS      | $9530206.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |    304413 | NS      | $3905618.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     46763 | NS      | $8081581.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    114382 | NS      | $3590450.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                          | PacWest Bancorp                                                             | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    159450 | NS      | $4164834.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |    228544 | NS      | $10538163.84  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                            | Ingevity Corp                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     48423 | NS      | $3790068.21   | 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        |     48244 | NS      | $7106341.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                     | Aspen Technology Inc                                                        | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     39179 | NS      | $9030759.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     59172 | NS      | $11178182.52  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    123848 | NS      | $8202453.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     86882 | NS      | $9447548.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    183376 | NS      | $4567896.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc                                               | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    583630 | NS      | $12647262.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    139412 | NS      | $8682579.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                            | SunPower Corp                                                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    115494 | NS      | $2800729.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Timken Co/The                            | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     90490 | NS      | $6875430.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-20

**Name of Applicant:** VALIC Co I

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer