# EDGAR Filing Document

**Accession Number:** 0001111565
**File Stem:** 0001775697-23-000050
**Filing Date:** 2023-1
**Character Count:** 120192
**Document Hash:** 5c63acc901d4fd4e5b474af4389786fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000050.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001775697-23-000050

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001111565
- **IRS NUMBER:** 134121547

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09903
- **FILM NUMBER:** 23561087

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MELLON FUNDS TRUST
- **DATE OF NAME CHANGE:** 20030429

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MPAM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20000410

## Series and Classes Contracts Data

### BNY Mellon Small Cap Multi-Strategy Fund (Series ID: S000000371)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000959 | Class M Shares  | MPSSX           |
| C000000960 | Investor Shares | MISCX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Small Cap Multi-Strategy Fund

November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 95.1%**  |  |  |
| **Automobiles & Components - .6%** |  |  |
| Gentherm Inc. | 29565<br> <sup>a</sup>  | 2116558 |
| Stoneridge Inc. | 72783<br> <sup>a</sup>  | 1724229 |
|  |  | **3840787** |
| **Banks - 9.0%** |  |  |
| BankUnited Inc. | 95847 | 3519502 |
| Banner Corp. | 23865 | 1685346 |
| Capstar Financial Holdings Inc. | 19436 | 347904 |
| Central Pacific Financial Corp. | 50875 | 1078041 |
| Columbia Banking System Inc. | 78770 | 2682906 |
| CVB Financial Corp. | 69908 | 2004961 |
| Essent Group Ltd. | 124238 | 4980701 |
| First Bancorp/NC | 37083 | 1803346 |
| First Bancorp/Puerto Rico | 321933 | 4951330 |
| First Hawaiian Inc. | 39556 | 1050212 |
| First Interstate BancSystem Inc., Cl. A | 129525 | 5649880 |
| First Merchants Corp. | 56392 | 2493090 |
| HarborOne Bancorp Inc. | 82466 | 1206478 |
| Heritage Commerce Corp. | 111982 | 1591264 |
| Heritage Financial Corp. | 41024 | 1349690 |
| National Bank Holdings Corp., Cl. A | 33787 | 1571433 |
| Seacoast Banking Corp. of Florida | 56999 | 1959626 |
| SouthState Corp. | 10259 | 901253 |
| Synovus Financial Corp. | 77548 | 3267097 |
| Texas Capital Bancshares Inc. | 77219<br> <sup>a</sup>  | 4632368 |
| UMB Financial Corp. | 16732 | 1430921 |
| United Community Bank Inc. | 49050 | 1911479 |
| Webster Financial Corp. | 33040 | 1795394 |
|  |  | **53864222** |
| **Capital Goods - 12.8%** |  |  |
| AerCap Holdings NV | 25532<br> <sup>a</sup>  | 1567665 |
| Aerojet Rocketdyne Holdings Inc. | 45297<br> <sup>a</sup>  | 2355444 |
| AeroVironment Inc. | 19639<br> <sup>a</sup>  | 1806592 |
| Armstrong World Industries Inc. | 29506 | 2254553 |
| Astec Industries Inc. | 25270 | 1117945 |
| BWX Technologies Inc. | 41617 | 2534059 |
| Construction Partners Inc., Cl. A | 172262<br> <sup>a</sup>  | 4926693 |
| Curtiss-Wright Corp. | 13549 | 2393431 |
| Dycom Industries Inc. | 26194<br> <sup>a</sup>  | 2387321 |
| EMCOR Group Inc. | 18353 | 2842880 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 95.1% (continued)** |  |  |  |
| **Capital Goods - 12.8% (continued)** |  |  |  |
| Energy Recovery Inc. | 148855 | <sup>a</sup>  | 3450459 |
| EnerSys | 48538 |  | 3668502 |
| EnPro Industries Inc. | 8822 |  | 1048054 |
| Flowserve Corp. | 89463 |  | 2805560 |
| Fluor Corp. | 373768 | <sup>a,b</sup>  | 12562342 |
| Gibraltar Industries Inc. | 20246 | <sup>a</sup>  | 1024650 |
| GrafTech International Ltd. | 34779 |  | 187807 |
| Granite Construction Inc. | 54224 |  | 1953148 |
| Hyster-Yale Materials Handling Inc. | 3274 |  | 95863 |
| Lindsay Corp. | 7201 |  | 1270904 |
| Matrix Service Co. | 228917 | <sup>a</sup>  | 1172055 |
| Maxar Technologies Inc. | 85419 |  | 2067140 |
| MDU Resources Group Inc. | 60209 |  | 1895981 |
| Mercury Systems Inc. | 89621 | <sup>a</sup>  | 4554539 |
| MSC Industrial Direct Co., Cl. A | 20891 |  | 1793075 |
| SiteOne Landscape Supply Inc. | 12269 | <sup>a</sup>  | 1540128 |
| Spirit AeroSystems Holdings Inc., Cl. A | 60049 |  | 1573884 |
| Terex Corp. | 53688 |  | 2464816 |
| The AZEK Company | 65200 | <sup>a</sup>  | 1260968 |
| Titan Machinery Inc. | 62069 | <sup>a</sup>  | 2732898 |
| Wabash National Corp. | 123991 |  | 3108454 |
|  |  |  | **76417810** |
| **Commercial & Professional Services - 2.2%** |  |  |  |
| CACI International Inc., Cl. A | 14496 | <sup>a</sup>  | 4527101 |
| Huron Consulting Group Inc. | 9523 | <sup>a</sup>  | 741461 |
| KBR Inc. | 82340 |  | 4254508 |
| Korn Ferry | 18014 |  | 1027338 |
| Li-Cycle Holdings Corp. | 120841 | <sup>a</sup>  | 769757 |
| The Brink's Company | 32295 |  | 1929626 |
|  |  |  | **13249791** |
| **Consumer Durables & Apparel - 3.2%** |  |  |  |
| Allbirds Inc., CI. A | 363897 | <sup>a</sup>  | 1048023 |
| Capri Holdings Ltd. | 25574 | <sup>a</sup>  | 1466669 |
| Cavco Industries Inc. | 7026 | <sup>a</sup>  | 1613380 |
| GoPro Inc., Cl. A | 560405 | <sup>a</sup>  | 3071019 |
| Helen of Troy Ltd. | 1103 | <sup>a</sup>  | 108690 |
| Meritage Homes Corp. | 30659 | <sup>a</sup>  | 2649244 |
| Oxford Industries Inc. | 1211 |  | 136673 |
| Peloton Interactive Inc., Cl. A | 263105 | <sup>a,b</sup>  | 2994135 |
| Skechers USA Inc., CI. A | 5616 | <sup>a</sup>  | 236827 |
| Sonos Inc. | 31657 | <sup>a,b</sup>  | 554947 |
| The Lovesac Company | 25600 | <sup>a</sup>  | 666880 |
| Topgolf Callaway Brands Corp. | 221210 | <sup>a,b</sup>  | 4634349 |
|  |  |  | **19180836** |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 95.1% (continued)** |  |  |  |
| **Consumer Services - 3.3%** |  |  |  |
| Bloomin' Brands Inc. | 140227 |  | 3157912 |
| Chuy's Holdings Inc. | 7400 | <sup>a</sup>  | 234506 |
| European Wax Center Inc., Cl. A | 77995 | <sup>a,b</sup>  | 1130928 |
| Genius Sports Ltd. | 982243 | <sup>a</sup>  | 5029084 |
| Membership Collective Group Inc., Cl. A | 86382 | <sup>a,b</sup>  | 388719 |
| Papa John's International Inc. | 22597 | <sup>b</sup>  | 1881426 |
| Planet Fitness Inc., Cl. A | 77073 | <sup>a</sup>  | 6039440 |
| Six Flags Entertainment Corp. | 80039 | <sup>a</sup>  | 1928140 |
|  |  |  | **19790155** |
| **Diversified Financials - 1.8%** |  |  |  |
| Bread Financial Holdings Inc. | 27615 |  | 1133043 |
| Cannae Holdings | 57916 | <sup>a</sup>  | 1341914 |
| Cohen & Steers Inc. | 12399 |  | 821434 |
| Federated Hermes Inc. | 89992 |  | 3416096 |
| LPL Financial Holdings Inc. | 1369 |  | 324056 |
| MarketWise Inc. | 128996 | <sup>a</sup>  | 245092 |
| PJT Partners Inc., Cl. A | 40509 |  | 3119598 |
| PROG Holdings Inc. | 7569 | <sup>a</sup>  | 149034 |
| WisdomTree Investments Inc. | 20160 |  | 112291 |
|  |  |  | **10662558** |
| **Energy - 6.8%** |  |  |  |
| Cactus Inc., Cl. A | 150048 |  | 8161111 |
| ChampionX Corp. | 70289 |  | 2167713 |
| Chesapeake Energy Corp. | 10276 |  | 1063566 |
| CNX Resources Corp. | 267630 | <sup>a,b</sup>  | 4648733 |
| Comstock Resources Inc. | 71924 |  | 1319805 |
| EQT Corp. | 160184 |  | 6793403 |
| Frontline Ltd. | 22295 |  | 308340 |
| Helix Energy Solutions Group Inc. | 234560 | <sup>a</sup>  | 1496493 |
| Liberty Energy Inc. | 104741 |  | 1731369 |
| PBF Energy Inc., Cl. A | 164596 |  | 6545983 |
| Viper Energy Partners LP | 194176 |  | 6413633 |
|  |  |  | **40650149** |
| **Food & Staples Retailing - 1.5%** |  |  |  |
| Grocery Outlet Holding Corp. | 159241 | <sup>a</sup>  | 4820225 |
| The Chefs' Warehouse Inc. | 113313 | <sup>a</sup>  | 4402210 |
|  |  |  | **9222435** |
| **Food, Beverage & Tobacco - 1.6%** |  |  |  |
| Fresh Del Monte Produce Inc. | 48217 |  | 1334647 |
| Freshpet Inc. | 65284 | <sup>a</sup>  | 4375334 |
| J&J Snack Foods Corp. | 9986 |  | 1637904 |
| The Boston Beer Company, Cl. A | 4344 | <sup>a</sup>  | 1669703 |
| The Simply Good Foods Company | 20602 | <sup>a</sup>  | 822020 |
|  |  |  | **9839608** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 95.1% (continued)** |  |  |  |
| **Health Care Equipment & Services - 10.1%** |  |  |  |
| 1Life Healthcare Inc. | 153256 | <sup>a</sup>  | 2603819 |
| Acadia Healthcare Co. | 67148 | <sup>a</sup>  | 5980201 |
| Amedisys Inc. | 34299 | <sup>a</sup>  | 3124296 |
| AtriCure Inc. | 42373 | <sup>a</sup>  | 1930514 |
| Embecta Corp. | 50769 | <sup>a,b</sup>  | 1671315 |
| Encompass Health Corp. | 39883 |  | 2332358 |
| Enovis Corp. | 10516 | <sup>a</sup>  | 569231 |
| Evolent Health Inc., Cl. A | 199254 | <sup>a</sup>  | 5736523 |
| Figs Inc., Cl. A | 142271 | <sup>a,b</sup>  | 1113982 |
| Inspire Medical Systems Inc. | 6847 | <sup>a</sup>  | 1654030 |
| iRhythm Technologies Inc. | 13770 | <sup>a</sup>  | 1501619 |
| Merit Medical Systems Inc. | 44014 | <sup>a</sup>  | 3169008 |
| ModivCare Inc. | 36789 | <sup>a</sup>  | 2832753 |
| NuVasive Inc. | 56851 | <sup>a</sup>  | 2208093 |
| Omnicell Inc. | 28471 | <sup>a</sup>  | 1469388 |
| Outset Medical Inc. | 84253 | <sup>a</sup>  | 1776053 |
| Privia Health Group Inc. | 322073 | <sup>a</sup>  | 7707207 |
| R1 RCM Inc. | 311975 | <sup>a</sup>  | 2823374 |
| Select Medical Holdings Corp. | 121025 |  | 2974794 |
| TransMedics Group Inc. | 120374 | <sup>a</sup>  | 7447539 |
|  |  |  | **60626097** |
| **Household & Personal Products - 1.2%** |  |  |  |
| Inter Parfums Inc. | 44922 |  | 4280617 |
| Spectrum Brands Holdings Inc. | 51139 |  | 2724175 |
|  |  |  | **7004792** |
| **Insurance - 1.8%** |  |  |  |
| BRP Group Inc., Cl. A | 147188 | <sup>a</sup>  | 4421528 |
| Palomar Holdings Inc. | 20120 | <sup>a</sup>  | 1262329 |
| Selective Insurance Group Inc. | 19358 | <sup>b</sup>  | 1860691 |
| The Hanover Insurance Group Inc. | 19827 |  | 2920517 |
|  |  |  | **10465065** |
| **Materials - 4.0%** |  |  |  |
| Alamos Gold Inc., Cl. A | 836673 |  | 8115728 |
| Carpenter Technology Corp. | 61581 |  | 2528516 |
| Constellium SE | 155310 | <sup>a</sup>  | 1933609 |
| Hecla Mining Co. | 334703 | <sup>b</sup>  | 1824131 |
| Largo Inc. | 215675 | <sup>a,b</sup>  | 1203467 |
| Livent Corp. | 25986 | <sup>a,b</sup>  | 727348 |
| Materion Corp. | 23187 | <sup>b</sup>  | 1867945 |
| MP Materials Corp. | 44727 | <sup>a</sup>  | 1487173 |
| Royal Gold Inc. | 17006 |  | 1910284 |
| Schnitzer Steel Industries Inc., Cl. A | 34222 |  | 1174841 |
| Tronox Holdings PLC | 84903 |  | 1199679 |
|  |  |  | **23972721** |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 95.1% (continued)** |  |  |  |
| **Media & Entertainment - 3.1%** |  |  |  |
| Eventbrite Inc., Cl. A | 425507 | <sup>a,b</sup>  | 3101946 |
| IMAX Corp. | 109892 | <sup>a</sup>  | 1856076 |
| John Wiley & Sons Inc., Cl. A | 20946 |  | 993050 |
| Lions Gate Entertainment Corp., Cl. A | 134585 | <sup>a,b</sup>  | 1028229 |
| Lions Gate Entertainment Corp., Cl. B | 146308 | <sup>a</sup>  | 1041713 |
| Magnite Inc. | 394716 | <sup>a</sup>  | 4385295 |
| Manchester United PLC, Cl. A | 102533 | <sup>a,b</sup>  | 2265979 |
| Scholastic Corp. | 33949 |  | 1395983 |
| TrueCar Inc. | 326530 | <sup>a</sup>  | 813060 |
| Ziff Davis Inc. | 15224 | <sup>a,b</sup>  | 1404566 |
|  |  |  | **18285897** |
| **Pharmaceuticals Biotechnology & Life Sciences - 6.3%** |  |  |  |
| 10X Genomics Inc., CI. A | 13699 | <sup>a</sup>  | 529603 |
| Alkermes PLC | 252381 | <sup>a</sup>  | 6254001 |
| Ascendis Pharma A/S, ADR | 9948 | <sup>a,b</sup>  | 1224201 |
| Beam Therapeutics Inc. | 18533 | <sup>a,b</sup>  | 856039 |
| Biohaven Ltd. | 18027 | <sup>a</sup>  | 285187 |
| Crinetics Pharmaceuticals Inc. | 82797 | <sup>a</sup>  | 1479582 |
| Cytokinetics Inc. | 28001 | <sup>a</sup>  | 1190043 |
| Denali Therapeutics Inc. | 134189 | <sup>a</sup>  | 4281971 |
| Insmed Inc. | 48563 | <sup>a</sup>  | 897930 |
| Karuna Therapeutics Inc. | 7628 | <sup>a</sup>  | 1794945 |
| Keros Therapeutics Inc. | 7349 | <sup>a</sup>  | 366274 |
| Kymera Therapeutics Inc. | 61564 | <sup>a</sup>  | 1784125 |
| MeiraGTx Holdings PLC | 34650 | <sup>a</sup>  | 213444 |
| NanoString Technologies Inc. | 63025 | <sup>a</sup>  | 440545 |
| Pacific Biosciences of California Inc. | 48058 | <sup>a</sup>  | 516624 |
| PTC Therapeutics Inc. | 48238 | <sup>a</sup>  | 2001395 |
| Sarepta Therapeutics Inc. | 37695 | <sup>a</sup>  | 4629323 |
| Twist Bioscience Corp. | 38050 | <sup>a</sup>  | 1040668 |
| Ultragenyx Pharmaceutical Inc. | 33252 | <sup>a</sup>  | 1207048 |
| uniQure NV | 32529 | <sup>a,b</sup>  | 860717 |
| Vanda Pharmaceuticals Inc. | 24695 | <sup>a</sup>  | 269422 |
| Xenon Pharmaceuticals Inc. | 144095 | <sup>a</sup>  | 5314224 |
|  |  |  | **37437311** |
| **Real Estate - 3.8%** |  |  |  |
| Agree Realty Corp. | 33043 | <sup>c</sup>  | 2311358 |
| Colliers International Group Inc. | 24557 | <sup>b</sup>  | 2324811 |
| Douglas Elliman Inc. | 110437 |  | 455000 |
| EPR Properties | 86776 | <sup>c</sup>  | 3610749 |
| Highwoods Properties Inc. | 3740 | <sup>c</sup>  | 111452 |
| Newmark Group Inc., Cl. A | 21479 |  | 182142 |
| Pebblebrook Hotel Trust | 173099 | <sup>c</sup>  | 2882098 |
| Physicians Realty Trust | 147861 | <sup>c</sup>  | 2207565 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 95.1% (continued)** |  |  |  |
| **Real Estate - 3.8% (continued)** |  |  |  |
| Potlatchdeltic Corp. | 42403 | <sup>b,c</sup>  | 2026439 |
| Rayonier Inc. | 23370 | <sup>c</sup>  | 838516 |
| Ryman Hospitality Properties Inc. | 7191 | <sup>c</sup>  | 658192 |
| STAG Industrial Inc. | 29480 | <sup>c</sup>  | 970187 |
| Sunstone Hotel Investors Inc. | 158605 | <sup>c</sup>  | 1743069 |
| Terreno Realty Corp. | 17126 | <sup>c</sup>  | 1004269 |
| Urban Edge Properties | 73202 | <sup>c</sup>  | 1151467 |
|  |  |  | **22477314** |
| **Retailing - 4.5%** |  |  |  |
| Designer Brands Inc., Cl. A | 172211 | <sup>b</sup>  | 2634828 |
| Farfetch Ltd., Cl. A | 108487 | <sup>a</sup>  | 922140 |
| Funko Inc., Cl. A | 90918 | <sup>a,b</sup>  | 863721 |
| National Vision Holdings Inc. | 116186 | <sup>a</sup>  | 4700886 |
| Ollie's Bargain Outlet Holdings Inc. | 184127 | <sup>a</sup>  | 11213334 |
| Petco Health & Wellness Co. | 142843 | <sup>a</sup>  | 1576987 |
| Urban Outfitters Inc. | 53857 | <sup>a</sup>  | 1558622 |
| Warby Parker Inc., Cl. A | 208934 | <sup>a,b</sup>  | 3558146 |
|  |  |  | **27028664** |
| **Semiconductors & Semiconductor Equipment - 1.5%** |  |  |  |
| Diodes Inc. | 3209 | <sup>a</sup>  | 295966 |
| MaxLinear Inc. | 102723 | <sup>a</sup>  | 3759662 |
| MKS Instruments Inc. | 2609 |  | 218791 |
| Power Integrations Inc. | 35004 |  | 2817122 |
| Semtech Corp. | 54986 | <sup>a</sup>  | 1690270 |
| SkyWater Technology Inc. | 48121 | <sup>a,b</sup>  | 474954 |
|  |  |  | **9256765** |
| **Software & Services - 6.2%** |  |  |  |
| A10 Networks Inc. | 113974 |  | 2132454 |
| AvidXchange Holdings Inc. | 156058 | <sup>a</sup>  | 1345220 |
| Cognyte Software Ltd. | 29967 | <sup>a</sup>  | 88403 |
| DigitalOcean Holdings Inc. | 80799 | <sup>a,b</sup>  | 2410234 |
| DoubleVerify Holdings Inc. | 147515 | <sup>a</sup>  | 3864893 |
| Edgio Inc. | 946016 | <sup>a,b</sup>  | 1362263 |
| Everbridge Inc. | 26545 | <sup>a</sup>  | 866429 |
| Flywire Corp. | 7846 | <sup>a</sup>  | 170180 |
| HubSpot Inc. | 11879 | <sup>a</sup>  | 3599693 |
| JFrog Ltd. | 154369 | <sup>a,b</sup>  | 3393031 |
| nCino Inc. | 20889 | <sup>a</sup>  | 545621 |
| Paya Holdings Inc. | 784253 | <sup>a</sup>  | 7301395 |
| Progress Software Corp. | 55053 |  | 2935426 |
| Rapid7 Inc. | 29060 | <sup>a</sup>  | 854364 |
| Twilio Inc., Cl. A | 38942 | <sup>a</sup>  | 1908937 |
| Verint Systems Inc. | 34871 | <sup>a</sup>  | 1371476 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 95.1% (continued)** |  |  |  |
| **Software & Services - 6.2% (continued)** |  |  |  |
| Zuora Inc., Cl. A | 392848 | <sup>a</sup>  | 3017073 |
|  |  |  | **37167092** |
| **Technology Hardware & Equipment - 5.5%** |  |  |  |
| ADTRAN Holdings Inc. | 322238 | <sup>b</sup>  | 6531764 |
| Arlo Technologies Inc. | 270210 | <sup>a</sup>  | 1032202 |
| Calix Inc. | 86419 | <sup>a</sup>  | 6161675 |
| Corsair Gaming Inc. | 40636 | <sup>a</sup>  | 685529 |
| Extreme Networks Inc. | 453396 | <sup>a</sup>  | 9507714 |
| Itron Inc. | 72732 | <sup>a</sup>  | 3867888 |
| Lumentum Holdings Inc. | 55183 | <sup>a</sup>  | 3031754 |
| nLight Inc. | 156045 | <sup>a</sup>  | 1694649 |
| Ondas Holdings Inc. | 65503 | <sup>a,b</sup>  | 169653 |
|  |  |  | **32682828** |
| **Telecommunication Services - .1%** |  |  |  |
| Bandwidth Inc., Cl. A | 36694 | <sup>a</sup>  | **838825** |
| **Transportation - .4%** |  |  |  |
| Alaska Air Group Inc. | 8994 | <sup>a</sup>  | 426675 |
| SkyWest Inc. | 114831 | <sup>a</sup>  | 2118632 |
|  |  |  | **2545307** |
| **Utilities - 3.8%** |  |  |  |
| Atlantica Sustainable Infrastructure PLC | 43145 | <sup>b</sup>  | 1203746 |
| Avista Corp. | 32364 |  | 1335986 |
| Chesapeake Utilities Corp. | 14166 |  | 1696095 |
| Clearway Energy Inc., Cl. C | 152885 | <sup>b</sup>  | 5418244 |
| NextEra Energy Partners LP | 80395 |  | 6470994 |
| NorthWestern Corp. | 28627 |  | 1672103 |
| PNM Resources Inc. | 21652 |  | 1060948 |
| Portland General Electric Co. | 42288 | <sup>b</sup>  | 2081838 |
| Southwest Gas Holdings Inc. | 29092 |  | 1991638 |
|  |  |  | **22931592** |
| **Total Common Stocks** (cost $481,983,252) |  |  | **569438621** |
| **Exchange-Traded Funds - .7%**  |  |  |  |
| **Registered Investment Companies - .7%** |  |  |  |
| iShares Russell 2000 ETF | 10924 | <sup>b</sup>  | 2046830 |
| iShares Russell 2000 Value ETF | 14496 |  | 2166282 |
| **Total Exchange-Traded Funds** (cost $4,098,437) |  |  | **4213112** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day<br>Yield (%) |  |  |
| **Investment Companies - 3.8%**  | **Investment Companies - 3.8%**  |  |  |
| **Registered Investment Companies - 3.8%** | **Registered Investment Companies - 3.8%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $22,662,931) | 3.94 | 22662931<br> <sup>d</sup>  | **22662931** |
| **Investment of Cash Collateral for Securities Loaned - 2.2%**  | **Investment of Cash Collateral for Securities Loaned - 2.2%**  |  |  |
| **Registered Investment Companies - 2.2%** | **Registered Investment Companies - 2.2%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $12,941,127) | 3.94 | 12941127<br> <sup>d</sup>  | **12941127** |
| **Total Investments** (cost $521,685,747) | **Total Investments** (cost $521,685,747) | **101.8%** | **609255791** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(1.8%)** | **(10744924)** |
| **Net Assets** | **Net Assets** | **100.0%** | **598510867** |

---

*ADR—American Depository Receipt*

*ETF—Exchange-Traded Fund*

*<sup>a</sup> Non-income producing security.*

*<sup>b</sup> Security, or portion thereof, on loan. At November 30, 2022, the value of the fund's securities on loan was $58,300,458 and the value of the collateral was $57,787,845, consisting of cash collateral of $12,941,127 and U.S. Government & Agency securities valued at $44,846,718. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>c</sup> Investment in real estate investment trust within the United States.*

*<sup>d</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Small Cap Multi-Strategy Fund

November 30, 2022 (Unaudited)

The following is a summary of the inputs used as of November 30, 2022 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Equity Securities - Common Stocks | 569438621 | - | - | **569438621** |
| Exchange-Traded Funds | 4213112 | - | - | **4213112** |
| Investment Companies | 35604058 | - | - | **35604058** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The Trust's Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

------

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board Members ("Board"). These securities are generally categorized within Level 2 of the fair value hierarchy.The Service's procedures are reviewed by BNY Mellon under the general supervision of the Board.

Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value

------

of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

At November 30, 2022, accumulated net unrealized appreciation on investments was $87,570,044, consisting of $142,388,931 gross unrealized appreciation and $54,818,887 gross unrealized depreciation.

At November 30, 2022, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Funds Trust

- **b. Investment Company Act file number:** 811-09903

- **c. CIK number of Registrant:** 0001111565

- **d. LEI of Registrant:** 549300HDJ28GEP2W5P96

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

- **a. Name of Series:** BNY Mellon Small Cap Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000000371

- **c. LEI of Series:** 5493008JEH5T1FDYR278

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

- **a. Date of fiscal year-end:** 2023-08-31

- **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:** $602016606.65

**Total Liabilities:** $3505739.48

**Net Assets:** $598510867.17

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000959 | -9.16%               | 9.92%                | 2.23%                |
| Class ID C000000960 | -9.18%               | 9.87%                | 2.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2194733.07             | $-53240245.18                              |
| Month 2  | $2833290.47              | $51432481.67                               |
| Month 3  | $118644.63               | $12215302.82                               |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SITEONE LANDSCAPE SUPPLY INC             | SITEONE LANDSCAPE SUPPLY INC                                      | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     12269 | NS      | $1540127.57   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARLO TECHNOLOGIES INC                    | ARLO TECHNOLOGIES INC                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    270210 | NS      | $1032202.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE INC                             | ATRICURE INC                                                      | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42373 | NS      | $1930513.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STONERIDGE INC                           | STONERIDGE INC                                                    | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     62939 | NS      | $1491024.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC                         | PJT PARTNERS INC                                                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     40509 | NS      | $3119598.09   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BIOSCIENCES OF CALIFORNIA INC    | PACIFIC BIOSCIENCES OF CALIFORNIA INC                             | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     48058 | NS      | $516623.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP              | GROCERY OUTLET HOLDING CORP                                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159241 | NS      | $4820225.07   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY INC                      | CLEARWAY ENERGY INC                                               | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    152885 | NS      | $5418244.40   | 0.91%             |  |  |  | No            |                  1 | On Loan: —       |
| DENALI THERAPEUTICS INC                  | DENALI THERAPEUTICS INC                                           | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |    134189 | NS      | $4281970.99   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLIERS INTERNATIONAL GROUP INC         | COLLIERS INTERNATIONAL GROUP INC                                  | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     24557 | NS      | $2324811.19   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| NANOSTRING TECHNOLOGIES INC              | NANOSTRING TECHNOLOGIES INC                                       | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     63025 | NS      | $440544.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                         | 10X GENOMICS INC                                                  | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     13699 | NS      | $529603.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQURE NV                               | UNIQURE NV                                                        | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |     32529 | NS      | $860717.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ASCENDIS PHARMA A/S                      | ASCENDIS PHARMA A/S                                               | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      9948 | NS      | $1224200.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| PAPA JOHN'S INTERNATIONAL INC            | PAPA JOHN'S INTERNATIONAL INC                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     22597 | NS      | $1881426.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| HANOVER INSURANCE GROUP INC/THE          | HANOVER INSURANCE GROUP INC/THE                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     19827 | NS      | $2920517.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TWIST BIOSCIENCE CORP                    | TWIST BIOSCIENCE CORP                                             | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     38050 | NS      | $1040667.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XENON PHARMACEUTICALS INC                | XENON PHARMACEUTICALS INC                                         | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |    144095 | NS      | $5314223.60   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                           | CONSTELLIUM SE                                                    | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    155310 | NS      | $1933609.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS INC                     | PALOMAR HOLDINGS INC                                              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     20120 | NS      | $1262328.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRAGENYX PHARMACEUTICAL INC            | ULTRAGENYX PHARMACEUTICAL INC                                     | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     33252 | NS      | $1207047.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS LP               | NEXTERA ENERGY PARTNERS LP                                        | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     80395 | NS      | $6470993.55   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                           | BRINK'S CO/THE                                                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     32295 | NS      | $1929626.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 1LIFE HEALTHCARE INC                     | 1LIFE HEALTHCARE INC                                              | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153256 | NS      | $2603819.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTSET MEDICAL INC                       | OUTSET MEDICAL INC                                                | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84253 | NS      | $1776053.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIRAGTX HOLDINGS PLC                    | MEIRAGTX HOLDINGS PLC                                             | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |     34650 | NS      | $213444.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP GROUP INC                            | BRP GROUP INC                                                     | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147188 | NS      | $4421527.52   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                | CALIX INC                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     86419 | NS      | $6161674.70   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                   | MAXAR TECHNOLOGIES INC                                            | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     85419 | NS      | $2067139.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC                            | BANDWIDTH INC                                                     | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     36694 | NS      | $838824.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR INC                              | NETGEAR INC                                                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     29273 | NS      | $577556.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                      | CURTISS-WRIGHT CORP                                               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     13549 | NS      | $2393430.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAM THERAPEUTICS INC                    | BEAM THERAPEUTICS INC                                             | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18533 | NS      | $856039.27    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| TWILIO INC                               | TWILIO INC                                                        | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     38942 | NS      | $1908936.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                    | TRANSMEDICS GROUP INC                                             | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120374 | NS      | $7447539.38   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES RUSSELL 2000 ETF                 | ISHARES RUSSELL 2000 ETF                                          | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |     10924 | NS      | $2046829.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI INTERNATIONAL INC                   | CACI INTERNATIONAL INC                                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     14496 | NS      | $4527100.80   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                   | POWER INTEGRATIONS INC                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     35004 | NS      | $2817121.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                       | PLANET FITNESS INC                                                | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     77073 | NS      | $6039440.28   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                             | SEMTECH CORP                                                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     54986 | NS      | $1690269.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                             | FRESHPET INC                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     65284 | NS      | $4375333.68   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FARFETCH LTD                             | FARFETCH LTD                                                      | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |    108487 | NS      | $922139.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                              | SKYWEST INC                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    114831 | NS      | $2118631.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC                 | IRHYTHM TECHNOLOGIES INC                                          | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     13770 | NS      | $1501618.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/PUERTO RICO                | FIRST BANCORP/PUERTO RICO                                         | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |    321933 | NS      | $4951329.54   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS INC                        | INTER PARFUMS INC                                                 | CUSIP: 458334109<br>LEI: 969500SARWF33OPQED48 | Long             | EC               | CORP              | US        |     44922 | NS      | $4280617.38   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| EVENTBRITE INC                           | EVENTBRITE INC                                                    | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |    425507 | NS      | $3101946.03   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| SAREPTA THERAPEUTICS INC                 | SAREPTA THERAPEUTICS INC                                          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     37695 | NS      | $4629322.95   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                     | PTC THERAPEUTICS INC                                              | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     48238 | NS      | $2001394.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CRINETICS PHARMACEUTICALS INC            | CRINETICS PHARMACEUTICALS INC                                     | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     82797 | NS      | $1479582.39   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS INC                      | BLOOMIN' BRANDS INC                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    140227 | NS      | $3157912.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP HOLDINGS NV                       | AERCAP HOLDINGS NV                                                | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |     25532 | NS      | $1567664.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                   | SYNOVUS FINANCIAL CORP                                            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     77548 | NS      | $3267097.24   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERBRIDGE INC                           | EVERBRIDGE INC                                                    | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     26545 | NS      | $866428.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                           | BANKUNITED INC                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     95847 | NS      | $3519501.84   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                      | TRONOX HOLDINGS PLC                                               | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     84903 | NS      | $1199679.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP             | TOPGOLF CALLAWAY BRANDS CORP                                      | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    221210 | NS      | $4634349.50   | 0.77%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST MERCHANTS CORP                     | FIRST MERCHANTS CORP                                              | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     56392 | NS      | $2493090.32   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWATER TECHNOLOGY INC                  | SKYWATER TECHNOLOGY INC                                           | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48121 | NS      | $474954.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SPECTRUM BRANDS HOLDINGS INC             | SPECTRUM BRANDS HOLDINGS INC                                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     51139 | NS      | $2724174.53   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                               | RAPID7 INC                                                        | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     29060 | NS      | $854364.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LI-CYCLE HOLDINGS CORP                   | LI-CYCLE HOLDINGS CORP                                            | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    120841 | NS      | $769757.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                 | EQT CORP                                                          | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    160184 | NS      | $6793403.44   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FLYWIRE CORP                             | FLYWIRE CORP                                                      | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      7846 | NS      | $170179.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIDXCHANGE HOLDINGS INC                 | AVIDXCHANGE HOLDINGS INC                                          | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156058 | NS      | $1345219.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MANCHESTER UNITED PLC                    | MANCHESTER UNITED PLC                                             | CUSIP: N/A<br>LEI: 529900GWGZPE83MJOV59       | Long             | EC               | CORP              | KY        |    102533 | NS      | $2265979.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| TRUECAR INC                              | TRUECAR INC                                                       | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |    326530 | NS      | $813059.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KYMERA THERAPEUTICS INC                  | KYMERA THERAPEUTICS INC                                           | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61564 | NS      | $1784124.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETWISE INC                           | MARKETWISE INC                                                    | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128996 | NS      | $245092.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN WAX CENTER INC                  | EUROPEAN WAX CENTER INC                                           | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77995 | NS      | $1130927.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPIRE MEDICAL SYSTEMS INC              | INSPIRE MEDICAL SYSTEMS INC                                       | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      6847 | NS      | $1654029.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH & WELLNESS CO INC           | PETCO HEALTH & WELLNESS CO INC                                    | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    142843 | NS      | $1576986.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NCINO INC                                | NCINO INC                                                         | CUSIP: 63947X101<br>LEI: 549300WVRR2WR3L6MZ46 | Long             | EC               | CORP              | US        |     20889 | NS      | $545620.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                  | PELOTON INTERACTIVE INC                                           | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    263105 | NS      | $2994134.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| PRIVIA HEALTH GROUP INC                  | PRIVIA HEALTH GROUP INC                                           | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    322073 | NS      | $7707206.89   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP             | SIX FLAGS ENTERTAINMENT CORP                                      | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     80039 | NS      | $1928139.51   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                | DIGITALOCEAN HOLDINGS INC                                         | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     80799 | NS      | $2410234.17   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| KARUNA THERAPEUTICS INC                  | KARUNA THERAPEUTICS INC                                           | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7628 | NS      | $1794944.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP             | SELECT MEDICAL HOLDINGS CORP                                      | CUSIP: 81619Q105<br>LEI: 549300X05KS0JKR8CB50 | Long             | EC               | CORP              | US        |    121025 | NS      | $2974794.50   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                | CONSTRUCTION PARTNERS INC                                         | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |    172262 | NS      | $4926693.20   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                          | CUSIP: N/A<br>LEI: 549300ITBBGKJ651R879       | Long             | EC               | CORP              | GB        |     43145 | NS      | $1203745.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUBLEVERIFY HOLDINGS INC                | DOUBLEVERIFY HOLDINGS INC                                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147515 | NS      | $3864893.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                         | CYTOKINETICS INC                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     28001 | NS      | $1190042.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC                   | KEROS THERAPEUTICS INC                                            | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7349 | NS      | $366274.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                               | INSMED INC                                                        | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     48563 | NS      | $897929.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOHAVEN LTD                             | BIOHAVEN LTD                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     18027 | NS      | $285187.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS INC                                 | FIGS INC                                                          | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142271 | NS      | $1113981.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| EDGIO INC                                | EDGIO INC                                                         | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |    946016 | NS      | $1362263.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| ONDAS HOLDINGS INC                       | ONDAS HOLDINGS INC                                                | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Long             | EC               | CORP              | US        |     65503 | NS      | $169652.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HUBSPOT INC                              | HUBSPOT INC                                                       | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |     11879 | NS      | $3599693.37   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| JFROG LTD                                | JFROG LTD                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    154369 | NS      | $3393030.62   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| CENTRAL PACIFIC FINANCIAL CORP           | CENTRAL PACIFIC FINANCIAL CORP                                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     50875 | NS      | $1078041.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                | SONOS INC                                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     31657 | NS      | $554947.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYA HOLDINGS INC                        | PAYA HOLDINGS INC                                                 | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    777709 | NS      | $7240470.79   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORP                      | POTLATCHDELTIC CORP                                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     42403 | NS      | $2026439.37   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| HURON CONSULTING GROUP INC               | HURON CONSULTING GROUP INC                                        | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      9523 | NS      | $741460.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PLC                             | ALKERMES PLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    252381 | NS      | $6254001.18   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                               | FLUOR CORP                                                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    373768 | NS      | $12562342.48  | 2.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MSC INDUSTRIAL DIRECT CO INC             | MSC INDUSTRIAL DIRECT CO INC                                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     20891 | NS      | $1793074.53   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                      | DESIGNER BRANDS INC                                               | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    172211 | NS      | $2634828.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| ISHARES RUSSELL 2000 VALUE ETF           | ISHARES RUSSELL 2000 VALUE ETF                                    | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |     14496 | NS      | $2166282.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM INC                               | R1 RCM INC                                                        | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    311975 | NS      | $2823373.75   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                     | ASTEC INDUSTRIES INC                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     25270 | NS      | $1117944.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC             | SUNSTONE HOTEL INVESTORS INC                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    158605 | NS      | $1743068.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                             | OMNICELL INC                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     28471 | NS      | $1469388.31   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                    | URBAN EDGE PROPERTIES                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73202 | NS      | $1151467.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEMBERSHIP COLLECTIVE GROUP INC          | MEMBERSHIP COLLECTIVE GROUP INC                                   | CUSIP: 586001109<br>LEI: 213800XNSPPBRF2E5A41 | Long             | EC               | CORP              | US        |    116054 | NS      | $522243.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CHUY'S HOLDINGS INC                      | CHUY'S HOLDINGS INC                                               | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $234506.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                               | TEREX CORP                                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     53688 | NS      | $2464816.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                 | GIBRALTAR INDUSTRIES INC                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20246 | NS      | $1024650.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER CO INC/THE                   | BOSTON BEER CO INC/THE                                            | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      4344 | NS      | $1669703.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                 | HIGHWOODS PROPERTIES INC                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      3740 | NS      | $111452.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIR GROUP INC                     | ALASKA AIR GROUP INC                                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      8994 | NS      | $426675.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC               | LPL FINANCIAL HOLDINGS INC                                        | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1369 | NS      | $324055.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLBIRDS INC                             | ALLBIRDS INC                                                      | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    363897 | NS      | $1048023.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                        | HELEN OF TROY LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1103 | NS      | $108689.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                            | MODIVCARE INC                                                     | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     36789 | NS      | $2832753.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                     | ENPRO INDUSTRIES INC                                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      8822 | NS      | $1048053.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                | CHESAPEAKE UTILITIES CORP                                         | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     14166 | NS      | $1696095.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                   | HERITAGE COMMERCE CORP                                            | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    111982 | NS      | $1591264.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP            | LIONS GATE ENTERTAINMENT CORP                                     | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    134585 | NS      | $1028229.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| GRANITE CONSTRUCTION INC                 | GRANITE CONSTRUCTION INC                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     54224 | NS      | $1953148.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORP                        | NORTHWESTERN CORP                                                 | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     28627 | NS      | $1672103.07   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS HOLDINGS INC          | SPIRIT AEROSYSTEMS HOLDINGS INC                                   | CUSIP: 848574109<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | EC               | CORP              | US        |     60049 | NS      | $1573884.29   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                      | ADTRAN HOLDINGS INC                                               | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    322238 | NS      | $6531764.26   | 1.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SKECHERS USA INC                         | SKECHERS USA INC                                                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      5616 | NS      | $236826.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE INC                             | NUVASIVE INC                                                      | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     56851 | NS      | $2208092.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MATRIX SERVICE CO                        | MATRIX SERVICE CO                                                 | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |    228917 | NS      | $1172055.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                       | CAPRI HOLDINGS LTD                                                | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     25574 | NS      | $1466668.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING CO                          | HECLA MINING CO                                                   | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    334703 | NS      | $1824131.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| VIPER ENERGY PARTNERS LP                 | VIPER ENERGY PARTNERS LP                                          | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |    194176 | NS      | $6413633.28   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING INC                       | CORSAIR GAMING INC                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     40636 | NS      | $685529.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                      | STAG INDUSTRIAL INC                                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     29480 | NS      | $970186.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNYTE SOFTWARE LTD                     | COGNYTE SOFTWARE LTD                                              | CUSIP: N/A<br>LEI: 2549006L803IRJC67B33       | Long             | EC               | CORP              | IL        |     29967 | NS      | $88402.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                       | LIBERTY ENERGY INC                                                | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104741 | NS      | $1731368.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIUS SPORTS LTD                        | GENIUS SPORTS LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |    982243 | NS      | $5029084.16   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP                       | UMB FINANCIAL CORP                                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     16732 | NS      | $1430920.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                           | EPR PROPERTIES                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     86776 | NS      | $3610749.36   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC             | BREAD FINANCIAL HOLDINGS INC                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     27262 | NS      | $1118559.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                           | ROYAL GOLD INC                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     17006 | NS      | $1910283.98   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES INC                   | COMSTOCK RESOURCES INC                                            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     71924 | NS      | $1319805.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                     | WABASH NATIONAL CORP                                              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    123991 | NS      | $3108454.37   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONS GATE ENTERTAINMENT CORP            | LIONS GATE ENTERTAINMENT CORP                                     | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    146308 | NS      | $1041712.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                             | EMBECTA CORP                                                      | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     50769 | NS      | $1671315.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| AVISTA CORP                              | AVISTA CORP                                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     32364 | NS      | $1335985.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                    | OXFORD INDUSTRIES INC                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1211 | NS      | $136673.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP INC                        | NEWMARK GROUP INC                                                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21479 | NS      | $182141.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE MATERIALS HANDLING           | HYSTER-YALE MATERIALS HANDLING INC                                | CUSIP: 449172105<br>LEI: 8156007B26839EBFA326 | Long             | EC               | CORP              | US        |      3274 | NS      | $95862.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                     | DYCOM INDUSTRIES INC                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     26194 | NS      | $2387321.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC           | ARMSTRONG WORLD INDUSTRIES INC                                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     29506 | NS      | $2254553.46   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                              | BANNER CORP                                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23865 | NS      | $1685346.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES INC         | RYMAN HOSPITALITY PROPERTIES INC                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      7191 | NS      | $658192.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS' WAREHOUSE INC/THE                 | CHEFS' WAREHOUSE INC/THE                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |    113313 | NS      | $4402210.05   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP INC                    | HARBORONE BANCORP INC                                             | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     82466 | NS      | $1206477.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP              | NATIONAL BANK HOLDINGS CORP                                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33787 | NS      | $1571433.37   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORP                            | MATERION CORP                                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     23187 | NS      | $1867944.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| MKS INSTRUMENTS INC                      | MKS INSTRUMENTS INC                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2609 | NS      | $218790.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM INC          | FIRST INTERSTATE BANCSYSTEM INC                                   | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    129525 | NS      | $5649880.50   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORP/WA               | HERITAGE FINANCIAL CORP/WA                                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41024 | NS      | $1349689.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORP OF FLORIDA         | SEACOAST BANKING CORP OF FLORIDA                                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     56999 | NS      | $1959625.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNKO INC                                | FUNKO INC                                                         | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     90918 | NS      | $863721.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| SCHNITZER STEEL INDUSTRIES INC           | SCHNITZER STEEL INDUSTRIES INC                                    | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     34222 | NS      | $1174841.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                  | ENERSYS                                                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     48538 | NS      | $3668502.04   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS INC                       | COHEN & STEERS INC                                                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     12399 | NS      | $821433.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                   | PROGRESS SOFTWARE CORP                                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     55053 | NS      | $2935425.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTLINE LTD/BERMUDA                    | FRONTLINE LTD/BERMUDA                                             | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | BM        |     22295 | NS      | $308339.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                       | EVOLENT HEALTH INC                                                | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    199254 | NS      | $5736522.66   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC                      | TITAN MACHINERY INC                                               | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     67078 | NS      | $2953444.34   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                | VANDA PHARMACEUTICALS INC                                         | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     24695 | NS      | $269422.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                      | MERCURY SYSTEMS INC                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     89621 | NS      | $4554539.22   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                          | EMCOR GROUP INC                                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     18353 | NS      | $2842879.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                | ITRON INC                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     72061 | NS      | $3832203.98   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC             | TEXAS CAPITAL BANCSHARES INC                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     77219 | NS      | $4632367.81   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                             | AMEDISYS INC                                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     34299 | NS      | $3124295.91   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                       | CNX RESOURCES CORP                                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    267630 | NS      | $4648733.10   | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED COMMUNITY BANKS INC/GA            | UNITED COMMUNITY BANKS INC/GA                                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     49050 | NS      | $1911478.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD               | GRAFTECH INTERNATIONAL LTD                                        | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     34779 | NS      | $187806.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORP                                | IMAX CORP                                                         | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |    109892 | NS      | $1856075.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUORA INC                                | ZUORA INC                                                         | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    392848 | NS      | $3017072.64   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                    | ENCOMPASS HEALTH CORP                                             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     39883 | NS      | $2332357.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC            | SELECTIVE INSURANCE GROUP INC                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     19358 | NS      | $1860690.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| WISDOMTREE INC                           | WISDOMTREE INC                                                    | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     20160 | NS      | $112291.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                        | PROG HOLDINGS INC                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      7569 | NS      | $149033.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                             | GENTHERM INC                                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     29565 | NS      | $2116558.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LARGO INC                                | LARGO INC                                                         | CUSIP: 517097101<br>LEI: 549300DNLDBZOCZKIM08 | Long             | EC               | CORP              | CA        |    215675 | NS      | $1203466.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| PORTLAND GENERAL ELECTRIC CO             | PORTLAND GENERAL ELECTRIC CO                                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     42288 | NS      | $2081838.24   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| BWX TECHNOLOGIES INC                     | BWX TECHNOLOGIES INC                                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     41617 | NS      | $2534059.13   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                        | AEROVIRONMENT INC                                                 | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     19639 | NS      | $1806591.61   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC             | NATIONAL VISION HOLDINGS INC                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    116186 | NS      | $4700885.56   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC          | AEROJET ROCKETDYNE HOLDINGS INC                                   | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     45297 | NS      | $2355444.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                              | MAGNITE INC                                                       | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    394716 | NS      | $4385294.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC                       | VERINT SYSTEMS INC                                                | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     34871 | NS      | $1371476.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP                   | J & J SNACK FOODS CORP                                            | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9986 | NS      | $1637903.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP                       | CVB FINANCIAL CORP                                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69908 | NS      | $2004961.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                    | LUMENTUM HOLDINGS INC                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     55183 | NS      | $3031754.02   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                         | A10 NETWORKS INC                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    113974 | NS      | $2132453.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                | MERIT MEDICAL SYSTEMS INC                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     44014 | NS      | $3169008.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                  | MDU RESOURCES GROUP INC                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60209 | NS      | $1895981.41   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                   | WEBSTER FINANCIAL CORP                                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     33040 | NS      | $1795393.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                       | FIRST HAWAIIAN INC                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     39556 | NS      | $1050211.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC              | COLUMBIA BANKING SYSTEM INC                                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78770 | NS      | $2682906.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORP                          | SOUTHSTATE CORP                                                   | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     10259 | NS      | $901253.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS INC                    | JOHN WILEY & SONS INC                                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     20946 | NS      | $993049.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                              | ENOVIS CORP                                                       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     10516 | NS      | $569231.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                 | ACADIA HEALTHCARE CO INC                                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     67148 | NS      | $5980200.88   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS INC                     | URBAN OUTFITTERS INC                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     53857 | NS      | $1558621.58   | 0.26%             |  |  |  | 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        |    184127 | NS      | $11213334.30  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                     | EXTREME NETWORKS INC                                              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    456956 | NS      | $9582367.32   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMOS GOLD INC                          | ALAMOS GOLD INC                                                   | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |    836673 | NS      | $8115728.10   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                           | CHAMPIONX CORP                                                    | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     70289 | NS      | $2167712.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC               | SOUTHWEST GAS HOLDINGS INC                                        | CUSIP: 844895102<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | EC               | CORP              | US        |     29092 | NS      | $1991638.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                | CARPENTER TECHNOLOGY CORP                                         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     61581 | NS      | $2528515.86   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                           | PBF ENERGY INC                                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    164596 | NS      | $6545982.92   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPLY GOOD FOODS CO/THE                 | SIMPLY GOOD FOODS CO/THE                                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20602 | NS      | $822019.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WARBY PARKER INC                         | WARBY PARKER INC                                                  | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208934 | NS      | $3558146.02   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| MERITAGE HOMES CORP                      | MERITAGE HOMES CORP                                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     30659 | NS      | $2649244.19   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                     | FEDERATED HERMES INC                                              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     89992 | NS      | $3416096.32   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORP                              | LIVENT CORP                                                       | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     25986 | NS      | $727348.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FLOWSERVE CORP                           | FLOWSERVE CORP                                                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     89463 | NS      | $2805559.68   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                               | DIODES INC                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3209 | NS      | $295966.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK CO INC/THE                          | AZEK CO INC/THE                                                   | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     65200 | NS      | $1260968.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LOVESAC CO/THE                           | LOVESAC CO/THE                                                    | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25600 | NS      | $666880.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                  | KBR INC                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     82340 | NS      | $4254507.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                      | TERRENO REALTY CORP                                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17126 | NS      | $1004268.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                  | PHYSICIANS REALTY TRUST                                           | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    147861 | NS      | $2207564.73   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTAR FINANCIAL HOLDINGS INC           | CAPSTAR FINANCIAL HOLDINGS INC                                    | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19436 | NS      | $347904.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                     | CAVCO INDUSTRIES INC                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7026 | NS      | $1613380.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                               | KORN FERRY                                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     18014 | NS      | $1027338.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC              | FRESH DEL MONTE PRODUCE INC                                       | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     48217 | NS      | $1334646.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO INC                                | GOPRO INC                                                         | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    560405 | NS      | $3071019.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                           | ZIFF DAVIS INC                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     15224 | NS      | $1404566.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| DOUGLAS ELLIMAN INC                      | DOUGLAS ELLIMAN INC                                               | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |    110437 | NS      | $455000.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/TROY NC                    | FIRST BANCORP/SOUTHERN PINES NC                                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37083 | NS      | $1803346.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORP                          | SCHOLASTIC CORP                                                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33949 | NS      | $1395982.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                        | PNM RESOURCES INC                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     21652 | NS      | $1060948.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                            | MAXLINEAR INC                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    102723 | NS      | $3759661.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                        | MP MATERIALS CORP                                                 | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44727 | NS      | $1487172.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                   | CHESAPEAKE ENERGY CORP                                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     10276 | NS      | $1063566.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP INC         | HELIX ENERGY SOLUTIONS GROUP INC                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    234560 | NS      | $1496492.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                             | RAYONIER INC                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     23370 | NS      | $838515.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                  | PEBBLEBROOK HOTEL TRUST                                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    173099 | NS      | $2882098.35   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY INC                      | ENERGY RECOVERY INC                                               | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |    148855 | NS      | $3450458.90   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORP                             | LINDSAY CORP                                                      | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      7201 | NS      | $1270904.49   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NLIGHT INC                               | NLIGHT INC                                                        | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156045 | NS      | $1694648.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS INC                               | CACTUS INC                                                        | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    150048 | NS      | $8161110.72   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                         | ESSENT GROUP LTD                                                  | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    124238 | NS      | $4980701.42   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS INC                      | CANNAE HOLDINGS INC                                               | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     55388 | NS      | $1283339.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                        | AGREE REALTY CORP                                                 | CUSIP: 008492100<br>LEI: 549300DXY3G299V1BO77 | Long             | EC               | CORP              | US        |     33043 | NS      | $2311357.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE           | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  22662931 | OU      | $22662931.34  | 3.79%             | 2099-12-01      | Variable      | 3.93%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |  12941133 | OU      | $12941133.29  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer