# EDGAR Filing Document

**Accession Number:** 0001056707
**File Stem:** 0000940400-26-021269
**Filing Date:** 2026-5
**Character Count:** 135840
**Document Hash:** 16f10462f6e2d9f23f2fce738cdb5ac3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021269.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021269

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INVESTMENT PORTFOLIOS
- **CENTRAL INDEX KEY:** 0001056707

**ORGANIZATION NAME:**
- **EIN:** 134000024
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08673
- **FILM NUMBER:** 261023833

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289
- **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:** 10289

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INVESTMENT PORTFOLIOS
- **DATE OF NAME CHANGE:** 19980226

## Series and Classes Contracts Data

### Midcap Stock Portfolio (Series ID: S000002779)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000007611 | Midcap Stock Portfolio - Initial Shares |  |
| C000007612 | Midcap Stock Portfolio - Service Shares |  |

## Nport-Ex

MidCap Stock Portfolio

SCHEDULE OF INVESTMENTS

March 31, 2026 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.4%** | **Equity Securities - Common Stocks — 99.4%** | **Equity Securities - Common Stocks — 99.4%** |
| **Automobiles & Components — 1.8%** | **Automobiles & Components — 1.8%** | **Automobiles & Components — 1.8%** |
| Adient PLC<sup>(a)</sup> <br>| 509 | 10287 |
| Autoliv, Inc. | 7652 | 804684 |
| BorgWarner, Inc. | 9900 | 537174 |
| Gentex Corp. | 11767 | 257109 |
| Harley-Davidson, Inc.<sup>(b)</sup> <br>| 12433 | 251395 |
| Lear Corp. | 4812 | 582637 |
| Visteon Corp.<sup>(b)</sup> <br>| 4303 | 392047 |
|  |  | **2835333** |
| **Banks — 5.1%** | **Banks — 5.1%** | **Banks — 5.1%** |
| Bank OZK | 13223 | 606803 |
| Commerce Bancshares, Inc. | 15175 | 746610 |
| East West Bancorp, Inc. | 9780 | 1044113 |
| First Horizon Corp. | 78911 | 1796014 |
| FNB Corp. | 16090 | 269025 |
| Hancock Whitney Corp. | 9878 | 628142 |
| SouthState Bank Corp. | 9100 | 841932 |
| Wintrust Financial Corp. | 7020 | 975359 |
| Zions Bancorp NA | 19667 | 1133213 |
|  |  | **8041211** |
| **Capital Goods — 17.8%** | **Capital Goods — 17.8%** | **Capital Goods — 17.8%** |
| A.O. Smith Corp.<sup>(b)</sup> <br>| 10041 | 662103 |
| Advanced Drainage Systems, Inc. | 8212 | 1126112 |
| AECOM | 5100 | 432582 |
| AGCO Corp. | 2182 | 252828 |
| Applied Industrial Technologies, Inc. | 4430 | 1175368 |
| Armstrong World Industries, Inc. | 1280 | 210944 |
| ATI, Inc.<sup>(a)</sup> <br>| 10557 | 1535621 |
| BWX Technologies, Inc. | 7208 | 1473964 |
| Carlisle Companies, Inc. | 3476 | 1159663 |
| Carpenter Technology Corp. | 1800 | 709470 |
| Core & Main, Inc., Cl. A<sup>(a)</sup> <br>| 5790 | 286026 |
| Crane Co. | 1639 | 280269 |
| Dycom Industries, Inc.<sup>(a)</sup> <br>| 3663 | 1241098 |
| EMCOR Group, Inc. | 975 | 719852 |
| EnerSys | 3098 | 538185 |
| Flowserve Corp. | 18549 | 1363537 |
| Graco, Inc. | 5742 | 486060 |
| ITT, Inc. | 11410 | 2173947 |
| Kratos Defense & Security Solutions, Inc.<sup>(a),(b)</sup> <br>| 5339 | 376453 |
| Lincoln Electric Holdings, Inc. | 6394 | 1592617 |
| Mueller Industries, Inc. | 2207 | 244536 |
| Nextpower, Inc., Cl. A<sup>(a)</sup> <br>| 9685 | 1167527 |
| nVent Electric PLC | 4662 | 551421 |
| Oshkosh Corp. | 2699 | 397320 |
| Regal Rexnord Corp. | 5116 | 958022 |
| Sensata Technologies Holding PLC<sup>(b)</sup> <br>| 26222 | 923539 |
| Sterling Infrastructure, Inc.<sup>(a),(b)</sup> <br>| 2566 | 1045055 |
| The Timken Company | 3377 | 339625 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** |
| **Capital Goods — 17.8% (continued)** | **Capital Goods — 17.8% (continued)** | **Capital Goods — 17.8% (continued)** |
| The Toro Company | 13812 | 1290593 |
| Valmont Industries, Inc. | 2170 | 867067 |
| Watts Water Technologies, Inc., Cl. A | 6224 | 1806765 |
| WESCO International, Inc. | 1830 | 500725 |
|  |  | **27888894** |
| **Commercial & Professional Services — 3.4%** | **Commercial & Professional Services — 3.4%** | **Commercial & Professional Services — 3.4%** |
| Booz Allen Hamilton Holding Corp. | 6000 | 468180 |
| CACI International, Inc., Cl. A<sup>(a)</sup> <br>| 443 | 240934 |
| ExlService Holdings, Inc.<sup>(a)</sup> <br>| 23702 | 721726 |
| Exponent, Inc. | 6699 | 437110 |
| Genpact Ltd. | 18899 | 703988 |
| KBR, Inc. | 3496 | 128863 |
| Maximus, Inc. | 6054 | 388061 |
| Paylocity Holding Corp.<sup>(a)</sup> <br>| 6462 | 698154 |
| Science Applications International Corp. | 4000 | 379680 |
| Tetra Tech, Inc. | 23946 | 721254 |
| The Brink's Company | 3815 | 395348 |
|  |  | **5283298** |
| **Consumer Discretionary Distribution & Retail — 2.9%** | **Consumer Discretionary Distribution & Retail — 2.9%** | **Consumer Discretionary Distribution & Retail — 2.9%** |
| Abercrombie & Fitch Co., Cl. A<sup>(a)</sup> <br>| 4328 | 395449 |
| AutoNation, Inc.<sup>(a)</sup> <br>| 289 | 56430 |
| Bath & Body Works, Inc. | 27375 | 511091 |
| Best Buy Co., Inc. | 2961 | 190096 |
| Chewy, Inc., Cl. A<sup>(a)</sup> <br>| 12807 | 345789 |
| Etsy, Inc.<sup>(a)</sup> <br>| 3696 | 184726 |
| Five Below, Inc.<sup>(a)</sup> <br>| 5525 | 1262352 |
| GameStop Corp., Cl. A<sup>(a),(b)</sup> <br>| 18315 | 421978 |
| Lithia Motors, Inc. | 529 | 132102 |
| Macy's, Inc. | 25351 | 458600 |
| Murphy USA, Inc. | 222 | 109661 |
| The Gap, Inc. | 12704 | 307437 |
| Wayfair, Inc., Cl. A<sup>(a)</sup> <br>| 2167 | 162980 |
|  |  | **4538691** |
| **Consumer Durables & Apparel — 3.3%** | **Consumer Durables & Apparel — 3.3%** | **Consumer Durables & Apparel — 3.3%** |
| Brunswick Corp. | 11862 | 863079 |
| Crocs, Inc.<sup>(a),(b)</sup> <br>| 5768 | 478859 |
| Deckers Outdoor Corp.<sup>(a)</sup> <br>| 1951 | 195276 |
| Mattel, Inc.<sup>(a)</sup> <br>| 11354 | 164974 |
| Polaris, Inc.<sup>(b)</sup> <br>| 10603 | 577864 |
| PVH Corp.<sup>(b)</sup> <br>| 3769 | 262925 |
| Somnigroup International, Inc. | 12398 | 916460 |
| Toll Brothers, Inc. | 6000 | 818820 |
| TopBuild Corp.<sup>(a),(b)</sup> <br>| 1160 | 407508 |
| YETI Holdings, Inc.<sup>(a),(b)</sup> <br>| 14519 | 531250 |
|  |  | **5217015** |
| **Consumer Services — 2.8%** | **Consumer Services — 2.8%** | **Consumer Services — 2.8%** |
| ADT, Inc. | 61116 | 401532 |
| Boyd Gaming Corp. | 2507 | 206025 |
| Cava Group, Inc.<sup>(a),(b)</sup> <br>| 56 | 4530 |
| Churchill Downs, Inc. | 4189 | 376298 |
| Duolingo, Inc.<sup>(a)</sup> <br>| 1817 | 179102 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** |
| **Consumer Services — 2.8% (continued)** | **Consumer Services — 2.8% (continued)** | **Consumer Services — 2.8% (continued)** |
| Graham Holdings Co., Cl. B | 881 | 931446 |
| Grand Canyon Education, Inc.<sup>(a)</sup> <br>| 1888 | 321017 |
| H&R Block, Inc. | 16846 | 534692 |
| Travel + Leisure Co. | 19277 | 1333776 |
| Wingstop, Inc.<sup>(b)</sup> <br>| 1069 | 165663 |
|  |  | **4454081** |
| **Consumer Staples Distribution & Retail — 3.2%** | **Consumer Staples Distribution & Retail — 3.2%** | **Consumer Staples Distribution & Retail — 3.2%** |
| Casey's General Stores, Inc. | 1733 | 1261381 |
| Dollar Tree, Inc.<sup>(a)</sup> <br>| 2583 | 282864 |
| Maplebear, Inc.<sup>(a)</sup> <br>| 11256 | 421650 |
| Sprouts Farmers Market, Inc.<sup>(a),(b)</sup> <br>| 10547 | 813490 |
| US Foods Holding Corp.<sup>(a)</sup> <br>| 24223 | 2233603 |
|  |  | **5012988** |
| **Energy — 5.1%** | **Energy — 5.1%** | **Energy — 5.1%** |
| Antero Midstream Corp. | 34334 | 782815 |
| APA Corp.<sup>(b)</sup> <br>| 12590 | 534320 |
| CNX Resources Corp.<sup>(a),(b)</sup> <br>| 17248 | 664910 |
| Devon Energy Corp. | 13393 | 673936 |
| Halliburton Co. | 14491 | 565004 |
| HF Sinclair Corp. | 12821 | 799902 |
| Murphy Oil Corp.<sup>(b)</sup> <br>| 6797 | 280376 |
| NOV, Inc. | 36864 | 693412 |
| Permian Resources Corp., Cl. A | 10800 | 230256 |
| TechnipFMC PLC | 29014 | 2005738 |
| Weatherford International PLC | 7651 | 723632 |
|  |  | **7954301** |
| **Equity Real Estate Investment Trusts — 7.2%** | **Equity Real Estate Investment Trusts — 7.2%** | **Equity Real Estate Investment Trusts — 7.2%** |
| American Homes 4 Rent, Cl. A<sup>(c)</sup> <br>| 41186 | 1149913 |
| COPT Defense Properties<sup>(c)</sup> <br>| 42544 | 1301846 |
| EastGroup Properties, Inc.<sup>(c)</sup> <br>| 1683 | 311506 |
| EPR Properties<sup>(c)</sup> <br>| 9492 | 474220 |
| First Industrial Realty Trust, Inc.<sup>(c)</sup> <br>| 16498 | 954409 |
| Gaming and Leisure Properties, Inc.<sup>(c)</sup> <br>| 27441 | 1217557 |
| Host Hotels & Resorts, Inc.<sup>(c)</sup> <br>| 25478 | 488159 |
| Kilroy Realty Corp.<sup>(b),(c)</sup> <br>| 11856 | 334458 |
| Lamar Advertising Co., Cl. A<sup>(b),(c)</sup> <br>| 7042 | 891940 |
| National Storage Affiliates Trust<sup>(c)</sup> <br>| 1551 | 58535 |
| NNN REIT, Inc.<sup>(c)</sup> <br>| 26223 | 1102153 |
| Omega Healthcare Investors, Inc.<sup>(c)</sup> <br>| 18278 | 800942 |
| Park Hotels & Resorts, Inc.<sup>(b),(c)</sup> <br>| 9767 | 102847 |
| Rayonier, Inc.<sup>(c)</sup> <br>| 32053 | 660933 |
| STAG Industrial, Inc.<sup>(c)</sup> <br>| 34341 | 1238336 |
| Vornado Realty Trust<sup>(c)</sup> <br>| 7105 | 184659 |
|  |  | **11272413** |
| **Financial Services — 4.8%** | **Financial Services — 4.8%** | **Financial Services — 4.8%** |
| Affiliated Managers Group, Inc. | 1074 | 297176 |
| Euronet Worldwide, Inc.<sup>(a),(b)</sup> <br>| 2985 | 198114 |
| Federated Hermes, Inc. | 16667 | 945186 |
| Hamilton Lane, Inc., Cl. A | 2468 | 245319 |
| Janus Henderson Group PLC | 25533 | 1311630 |
| Jefferies Financial Group, Inc. | 4487 | 185179 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** |
| **Financial Services — 4.8% (continued)** | **Financial Services — 4.8% (continued)** | **Financial Services — 4.8% (continued)** |
| MGIC Investment Corp. | 42260 | 1109325 |
| SEI Investments Co. | 15530 | 1218639 |
| Shift4 Payments, Inc., Cl. A<sup>(a),(b)</sup> <br>| 747 | 32666 |
| SLM Corp. | 7626 | 163273 |
| Synchrony Financial | 4513 | 306974 |
| Voya Financial, Inc. | 7187 | 491016 |
| WEX, Inc.<sup>(a),(b)</sup> <br>| 6048 | 925586 |
|  |  | **7430083** |
| **Food, Beverage & Tobacco — 1.2%** | **Food, Beverage & Tobacco — 1.2%** | **Food, Beverage & Tobacco — 1.2%** |
| Celsius Holdings, Inc.<sup>(a)</sup> <br>| 10607 | 376336 |
| Darling Ingredients, Inc.<sup>(a)</sup> <br>| 3366 | 208187 |
| Flowers Foods, Inc.<sup>(b)</sup> <br>| 91503 | 745749 |
| Post Holdings, Inc.<sup>(a),(b)</sup> <br>| 237 | 23430 |
| The Boston Beer Company, Inc., Cl. A<sup>(a)</sup> <br>| 2579 | 594202 |
|  |  | **1947904** |
| **Health Care Equipment & Services — 3.7%** | **Health Care Equipment & Services — 3.7%** | **Health Care Equipment & Services — 3.7%** |
| Doximity, Inc., Cl. A<sup>(a)</sup> <br>| 13335 | 310705 |
| Envista Holdings Corp.<sup>(a)</sup> <br>| 5500 | 139535 |
| Globus Medical, Inc., Cl. A<sup>(a)</sup> <br>| 5163 | 444844 |
| Haemonetics Corp.<sup>(a)</sup> <br>| 2386 | 134475 |
| HealthEquity, Inc.<sup>(a)</sup> <br>| 5146 | 430051 |
| Hims & Hers Health, Inc.<sup>(a),(b)</sup> <br>| 9309 | 193255 |
| IDEXX Laboratories, Inc.<sup>(a)</sup> <br>| 1521 | 854635 |
| LivaNova PLC<sup>(a)</sup> <br>| 5921 | 376339 |
| Masimo Corp.<sup>(a)</sup> <br>| 1373 | 244215 |
| Penumbra, Inc.<sup>(a)</sup> <br>| 884 | 290279 |
| ResMed, Inc.<sup>(b)</sup> <br>| 5579 | 1252374 |
| Teladoc Health, Inc.<sup>(a),(b)</sup> <br>| 16586 | 90394 |
| Tenet Healthcare Corp.<sup>(a)</sup> <br>| 5272 | 994879 |
|  |  | **5755980** |
| **Household & Personal Products — .3%** | **Household & Personal Products — .3%** | **Household & Personal Products — .3%** |
| BellRing Brands, Inc.<sup>(a)</sup> <br>| 13600 | 218824 |
| elf Beauty, Inc.<sup>(a),(b)</sup> <br>| 3374 | 204498 |
| Energizer Holdings, Inc.<sup>(b)</sup> <br>| 1685 | 27668 |
|  |  | **450990** |
| **Insurance — 3.5%** | **Insurance — 3.5%** | **Insurance — 3.5%** |
| Assurant, Inc. | 1283 | 279450 |
| CNO Financial Group, Inc. | 30361 | 1246623 |
| Kemper Corp. | 1762 | 53847 |
| Primerica, Inc. | 4227 | 1058779 |
| Reinsurance Group of America, Inc. | 900 | 183744 |
| RenaissanceRe Holdings Ltd. | 2845 | 845619 |
| The Hanover Insurance Group, Inc. | 10319 | 1788799 |
|  |  | **5456861** |
| **Materials — 6.4%** | **Materials — 6.4%** | **Materials — 6.4%** |
| Alcoa Corp. | 12189 | 808496 |
| Ashland, Inc. | 10900 | 606149 |
| Avient Corp. | 1741 | 63198 |
| Axalta Coating Systems Ltd.<sup>(a)</sup> <br>| 30233 | 837454 |
| Cabot Corp. | 11079 | 834359 |
| CF Industries Holdings, Inc. | 4458 | 578827 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** |
| **Materials — 6.4% (continued)** | **Materials — 6.4% (continued)** | **Materials — 6.4% (continued)** |
| Cleveland-Cliffs, Inc.<sup>(a)</sup> <br>| 23346 | 197274 |
| Commercial Metals Co. | 17869 | 1097693 |
| Crown Holdings, Inc. | 11267 | 1129517 |
| Eagle Materials, Inc. | 1915 | 362797 |
| Greif, Inc., Cl. A | 2158 | 144737 |
| Hecla Mining Co. | 37500 | 698625 |
| MP Materials Corp.<sup>(a),(b)</sup> <br>| 5591 | 269822 |
| NewMarket Corp. | 1098 | 703763 |
| Olin Corp. | 4480 | 133190 |
| Royal Gold, Inc. | 952 | 242274 |
| RPM International, Inc. | 8142 | 809315 |
| Sealed Air Corp. | 5656 | 237835 |
| The Scotts Miracle-Gro Company | 2946 | 179146 |
|  |  | **9934471** |
| **Media & Entertainment — 1.5%** | **Media & Entertainment — 1.5%** | **Media & Entertainment — 1.5%** |
| EchoStar Corp., Cl. A<sup>(a)</sup> <br>| 4336 | 507616 |
| Nexstar Media Group, Inc. | 1204 | 217719 |
| Pinterest, Inc., Cl. A<sup>(a)</sup> <br>| 6700 | 122878 |
| Roku, Inc.<sup>(a)</sup> <br>| 417 | 39457 |
| Sirius XM Holdings, Inc.<sup>(b)</sup> <br>| 4668 | 107737 |
| The New York Times Company, Cl. A | 12939 | 1083382 |
| ZoomInfo Technologies, Inc.<sup>(a),(b)</sup> <br>| 54157 | 323859 |
|  |  | **2402648** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 5.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.3%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.3%** |
| Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 7500 | 470250 |
| Avantor, Inc.<sup>(a)</sup> <br>| 4858 | 38087 |
| BioMarin Pharmaceutical, Inc.<sup>(a)</sup> <br>| 10025 | 566312 |
| Bio-Rad Laboratories, Inc., Cl. A<sup>(a),(b)</sup> <br>| 1729 | 481959 |
| Charles River Laboratories International, Inc.<sup>(a)</sup> <br>| 1197 | 206482 |
| Elanco Animal Health, Inc.<sup>(a)</sup> <br>| 20627 | 493604 |
| Exelixis, Inc.<sup>(a)</sup> <br>| 28047 | 1202936 |
| Halozyme Therapeutics, Inc.<sup>(a)</sup> <br>| 8281 | 535201 |
| Illumina, Inc.<sup>(a)</sup> <br>| 9761 | 1203141 |
| Jazz Pharmaceuticals PLC<sup>(a)</sup> <br>| 3955 | 747693 |
| Medpace Holdings, Inc.<sup>(a)</sup> <br>| 1740 | 835530 |
| Neurocrine Biosciences, Inc.<sup>(a)</sup> <br>| 4359 | 574255 |
| Sotera Health Co.<sup>(a)</sup> <br>| 13700 | 196458 |
| United Therapeutics Corp.<sup>(a)</sup> <br>| 1306 | 774432 |
|  |  | **8326340** |
| **Real Estate Management & Development — .6%** | **Real Estate Management & Development — .6%** | **Real Estate Management & Development — .6%** |
| Jones Lang LaSalle, Inc.<sup>(a)</sup> <br>| 2932 | **892266** |
| **Semiconductors & Semiconductor Equipment — 3.3%** | **Semiconductors & Semiconductor Equipment — 3.3%** | **Semiconductors & Semiconductor Equipment — 3.3%** |
| Allegro MicroSystems, Inc.<sup>(a),(b)</sup> <br>| 3215 | 101369 |
| Cirrus Logic, Inc.<sup>(a)</sup> <br>| 7314 | 1057751 |
| Entegris, Inc. | 2781 | 326044 |
| Lattice Semiconductor Corp.<sup>(a)</sup> <br>| 1136 | 105375 |
| MKS, Inc. | 5784 | 1329221 |
| Onto Innovation, Inc.<sup>(a)</sup> <br>| 6554 | 1344029 |
| Qorvo, Inc.<sup>(a)</sup> <br>| 1389 | 107508 |
| Rambus, Inc.<sup>(a)</sup> <br>| 6031 | 518847 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** |
| **Semiconductors & Semiconductor Equipment — 3.3% (continued)** | **Semiconductors & Semiconductor Equipment — 3.3% (continued)** | **Semiconductors & Semiconductor Equipment — 3.3% (continued)** |
| Skyworks Solutions, Inc.<sup>(b)</sup> <br>| 4080 | 218484 |
| Wolfspeed, Inc.<sup>(a)</sup> <br>| 2 | 33 |
|  |  | **5108661** |
| **Software & Services — 5.0%** | **Software & Services — 5.0%** | **Software & Services — 5.0%** |
| Appfolio, Inc., Cl. A<sup>(a)</sup> <br>| 282 | 44505 |
| ASGN, Inc.<sup>(a),(b)</sup> <br>| 10509 | 406803 |
| BILL Holdings, Inc.<sup>(a)</sup> <br>| 8086 | 309694 |
| Blackbaud, Inc.<sup>(a)</sup> <br>| 6615 | 255405 |
| Docusign, Inc.<sup>(a)</sup> <br>| 21639 | 1025905 |
| Dropbox, Inc., Cl. A<sup>(a)</sup> <br>| 14348 | 325987 |
| Dynatrace, Inc.<sup>(a)</sup> <br>| 10809 | 399717 |
| Guidewire Software, Inc.<sup>(a)</sup> <br>| 957 | 143129 |
| Manhattan Associates, Inc.<sup>(a)</sup> <br>| 2894 | 385249 |
| Nutanix, Inc., Cl. A<sup>(a)</sup> <br>| 29931 | 1137677 |
| Okta, Inc.<sup>(a)</sup> <br>| 7662 | 603076 |
| Pegasystems, Inc. | 10065 | 428367 |
| PTC, Inc.<sup>(a)</sup> <br>| 506 | 72100 |
| Qualys, Inc.<sup>(a)</sup> <br>| 5313 | 466747 |
| Twilio, Inc., Cl. A<sup>(a)</sup> <br>| 7905 | 994607 |
| UiPath, Inc., Cl. A<sup>(a),(b)</sup> <br>| 75968 | 843245 |
|  |  | **7842213** |
| **Technology Hardware & Equipment — 5.7%** | **Technology Hardware & Equipment — 5.7%** | **Technology Hardware & Equipment — 5.7%** |
| Advanced Energy Industries, Inc. | 3789 | 1222748 |
| Cognex Corp. | 11300 | 553587 |
| Coherent Corp.<sup>(a)</sup> <br>| 5256 | 1252032 |
| Everpure, Inc., Cl. A<sup>(a)</sup> <br>| 24837 | 1466376 |
| Fabrinet<sup>(a)</sup> <br>| 827 | 431297 |
| Flex Ltd.<sup>(a)</sup> <br>| 31343 | 2051713 |
| Littelfuse, Inc. | 1646 | 558570 |
| TD Synnex Corp. | 4600 | 776066 |
| Vontier Corp. | 11167 | 396094 |
| Xerox Holdings Corp. | 2812 | 3627 |
| Zebra Technologies Corp., Cl. A<sup>(a)</sup> <br>| 660 | 137993 |
|  |  | **8850103** |
| **Telecommunication Services — .2%** | **Telecommunication Services — .2%** | **Telecommunication Services — .2%** |
| Iridium Communications, Inc. | 11758 | **326167** |
| **Transportation — 1.5%** | **Transportation — 1.5%** | **Transportation — 1.5%** |
| American Airlines Group, Inc.<sup>(a),(b)</sup> <br>| 29111 | 312652 |
| Avis Budget Group, Inc.<sup>(a),(b)</sup> <br>| 634 | 92469 |
| Delta Air Lines, Inc. | 647 | 43012 |
| J.B. Hunt Transport Services, Inc. | 2284 | 483980 |
| Lyft, Inc., Cl. A<sup>(a),(b)</sup> <br>| 11672 | 155238 |
| Ryder System, Inc. | 2297 | 470219 |
| XPO, Inc.<sup>(a)</sup> <br>| 4100 | 797655 |
|  |  | **2355225** |
| **Utilities — 3.8%** | **Utilities — 3.8%** | **Utilities — 3.8%** |
| Edison International | 4839 | 354118 |
| National Fuel Gas Co. | 9453 | 888204 |
| Northwestern Energy Group, Inc. | 1521 | 100295 |
| NRG Energy, Inc. | 1350 | 197289 |
| OGE Energy Corp. | 3992 | 191456 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** | **Equity Securities - Common Stocks — 99.4% (continued)** |
| **Utilities — 3.8% (continued)** | **Utilities — 3.8% (continued)** | **Utilities — 3.8% (continued)** |
| ONE Gas, Inc. | 7251 | 624529 |
| Portland General Electric Co. | 14800 | 780996 |
| Southwest Gas Holdings, Inc. | 5500 | 477950 |
| Talen Energy Corp.<sup>(a)</sup> <br>| 2914 | 930236 |
| UGI Corp. | 37667 | 1371832 |
|  |  | **5916905** |
| &nbsp;&nbsp;&nbsp; **Total Equity Securities - Common Stocks** <br>(cost $134,893,210)<br>|  | **155495042** |
| **Warrants — .0%** | **Warrants — .0%** | **Warrants — .0%** |
| **Consumer Discretionary Distribution & Retail — .0%** | **Consumer Discretionary Distribution & Retail — .0%** | **Consumer Discretionary Distribution & Retail — .0%** |
| GameStop Corp., expiring 10/30/2026<sup>(a)</sup> <br>| 1845 | **7122** |
| **Technology Hardware & Equipment — .0%** | **Technology Hardware & Equipment — .0%** | **Technology Hardware & Equipment — .0%** |
| Xerox Holdings Corp., expiring 2/14/2028<sup>(a)</sup> <br>| 1406 | **127** |
| &nbsp;&nbsp;&nbsp; **Total Warrants** <br>(cost $2,196)<br>|  | **7249** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>|  |  |
| **Investment Companies — .7%** | **Investment Companies — .7%** | **Investment Companies — .7%** | **Investment Companies — .7%** |
| **Registered Investment Companies — .7%** | **Registered Investment Companies — .7%** | **Registered Investment Companies — .7%** | **Registered Investment Companies — .7%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(d)</sup> <br>(cost $1,018,617)<br>| 3.72 | 1018617 | **1018617** |
| **Investment of Cash Collateral for Securities Loaned — .0%** |  |  |  |
| **Registered Investment Companies — .0%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(d)</sup> <br>(cost $49,103)<br>| 3.72 | 49103 | **49103** |
| **Total Investments** (cost $135,963,126) | **Total Investments** (cost $135,963,126) | **100.1%** | **156570011** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.1%)** | **(193830)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **156376181** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*REIT—Real Estate Investment Trust*<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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

<sup>(b)</sup> *Security, or portion thereof, on loan. At March 31, 2026, the value of the fund's securities on loan was $14,559,459 and the value of the collateral was* *$14,510,655, consisting of cash collateral of $49,103 and U.S. Government & Agency securities valued at $14,461,552. 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.* 

*See notes to schedule of investments.*

**9**

------

Schedule of Investments

MidCap Stock Portfolio

March 31, 2026 (Unaudited)

The following is a summary of the inputs used as of March 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 155495042 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **155495042** |
| Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7249 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **7249** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 1067720 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **1067720** |
|  | &nbsp;&nbsp; **156570011** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **156570011** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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

**10**

------

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 Securities and Exchange Commission ("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:

Equity investments generally are valued at the last sale price on the day of valuation on the securities exchange or national securities market on which such securities primarily are traded. Securities listed on Nasdaq markets generally will be valued at the official closing price. If there are no transactions in a security, or no official closing prices for a Nasdaq market-listed security on that day, the security will be valued at the average of the most recent bid and asked prices. Bid price is used when no asked price is available. Open short positions for which there is no sale price on a given day are valued at the lowest asked price. Investments in other open-end investment companies are valued at their reported net asset values ("NAVs") each day. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Fair value of foreign equity securities may be determined with the assistance of a pricing service using correlations between the movement of prices of foreign securities and indexes of domestic securities and other appropriate indicators, such as closing market prices of relevant American Depositary Receipts and futures contracts. The valuation of a security based on this fair value process may differ from the security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. Foreign securities held by a fund may trade on days when the fund does not calculate its NAV and thus may affect the fund's NAV on days when investors will not be able to purchase or sell (redeem) fund shares. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded, but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Trust's Board of Trustees (the "Board"). Fair value of investments is determined by the Adviser, as the fund's valuation designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include 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. Using fair value to price investments may result in a value that is different from a security's most recent closing

**11**

------

price and from the prices used by other mutual funds to calculate their NAVs. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

Pursuant to a securities lending agreement with BNY, 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 the Adviser, or U.S. Government and Agency securities. The securities on loan, if any, are also disclosed in the fund's Schedule of Investments. 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, BNY 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 March 31, 2026, accumulated net unrealized appreciation on investments was $20,606,885, consisting of $30,808,170 gross unrealized appreciation and $10,201,285 gross unrealized depreciation.

At March 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule 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.

**12**

------

## 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 INVESTMENT PORTFOLIOS

- **b. Investment Company Act file number:** 811-08673

- **c. CIK number of Registrant:** 0001056707

- **d. LEI of Registrant:** 5493002N4L8U8Q1DSK82

- **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:** 212-922-6400

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

- **a. Name of Series:** MidCap Stock Portfolio

- **b. EDGAR series identifier (if any):** S000002779

- **c. LEI of Series:** 54930008AVBI0Q288891

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $156730496.39

**Total Liabilities:** $219090.02

**Net Assets:** $156511406.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007612 | 4.06%                | 3.81%                | -4.96%               |
| Class ID C000007611 | 4.08%                | 3.78%                | -4.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2449255.78              | $3791320.41                                |
| Month 2  | $979090.44               | $5115590.86                                |
| Month 3  | $6642684.27              | $-15084102.49                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IDEXX Laboratories Inc.                                           | IDEXX Laboratories Inc. COM                                       | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1521 | NS      | $854634.69    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                         | PVH Corp. COM                                                     | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3769 | NS      | $262925.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| National Storage Affiliates Trust                                 | National Storage Affiliates Trust COM SHS BEN IN                  | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      1551 | NS      | $58534.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                                   | Murphy USA Inc. COM                                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       222 | NS      | $109661.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                                          | Allegro MicroSystems Inc COM                                      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3215 | NS      | $101368.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenet Healthcare Corporation                                      | Tenet Healthcare Corporation COM NEW                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5272 | NS      | $994879.12    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                                                    | CAVA Group Inc. COM                                               | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $4530.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| The Gap Inc.                                                      | The Gap Inc. COM                                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     12704 | NS      | $307436.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                                        | Park Hotels & Resorts Inc. COM                                    | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      9767 | NS      | $102846.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Gamestop Corp                                                     | Gamestop Corp WT EXP 103026                                       | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      1845 | NS      | $7121.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Plc                                     | Weatherford International Plc COM USD0.001                        | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      7651 | NS      | $723631.58    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                                                | Masimo Corporation COM                                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1373 | NS      | $244215.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                                         | APA Corp. COM                                                     | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     12590 | NS      | $534319.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprouts Farmers Markets Inc                                       | Sprouts Farmers Markets Inc COM                                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     10547 | NS      | $813490.11    | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Shift4 Payments Inc                                               | Shift4 Payments Inc CL A                                          | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       747 | NS      | $32666.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Paylocity Holding Corporation                                     | Paylocity Holding Corporation COM                                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      6462 | NS      | $698154.48    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                        | Bio-Rad Laboratories, Inc. CL A                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1729 | NS      | $481958.75    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Halozyme Therapeutics Inc                                         | Halozyme Therapeutics Inc COM                                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      8281 | NS      | $535201.03    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                                      | Iridium Communications, Inc. COM                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     11758 | NS      | $326166.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                                   | Emcor Group Inc COM                                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       975 | NS      | $719852.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                          | Etsy Inc COM                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3696 | NS      | $184726.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.                    | Charles River Laboratories International, Inc. COM                | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1197 | NS      | $206482.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                        | Neurocrine Biosciences Inc COM                                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4359 | NS      | $574254.66    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc.                                              | Delta Air Lines Inc. COM NEW                                      | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       647 | NS      | $43012.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                                     | Smith(Ao)Corp COM                                                 | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     10041 | NS      | $662103.54    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Assurant Inc.                                                     | Assurant Inc. COM                                                 | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1283 | NS      | $279450.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                                            | OGE Energy Corporation COM                                        | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      3992 | NS      | $191456.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                              | Cleveland-Cliffs Inc COM                                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     23346 | NS      | $197273.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                          | UGI Corp COM                                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     37667 | NS      | $1371832.14   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                                  | Carpenter Technology Corporation COM                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1800 | NS      | $709470.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Topbuild Corporation                                              | Topbuild Corporation COM                                          | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1160 | NS      | $407508.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Docusign Inc                                                      | Docusign Inc COM                                                  | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     21639 | NS      | $1025904.99   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                            | RPM International Inc. COM                                        | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      8142 | NS      | $809314.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                                     | Somnigroup International Inc. COM                                 | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     12398 | NS      | $916460.16    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                                                     | Nextpower Inc. CLASS A COM                                        | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9685 | NS      | $1167526.75   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                       | Maximus Inc COM                                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      6054 | NS      | $388061.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                         | Janus Henderson Group PLC ORD USD1.50                             | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     25533 | NS      | $1311630.21   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                            | Permian Resources Corp CLASS A COM                                | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     10800 | NS      | $230256.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                                   | Core & Main Inc CL A                                              | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5790 | NS      | $286026.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Energy Group Inc                                     | NorthWestern Energy Group Inc COM NEW                             | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1521 | NS      | $100294.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                   | Dollar Tree Inc COM                                               | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      2583 | NS      | $282864.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                                       | Renaissancere Holdings Ltd. COM USD1                              | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2845 | NS      | $845619.35    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                                  | Haemonetics Corp COM                                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2386 | NS      | $134474.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                                      | Polaris Inc. COM                                                  | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     10603 | NS      | $577863.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Envista Holdings Corporation                                      | Envista Holdings Corporation COM                                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      5500 | NS      | $139535.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                                  | Armstrong World Industries, Inc. COM                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1280 | NS      | $210944.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                             | STAG Industrial, Inc. COM                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     34341 | NS      | $1238336.46   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                                                | Post Holdings Inc. COM                                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       237 | NS      | $23429.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Avantor Inc                                                       | Avantor Inc COM                                                   | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4858 | NS      | $38086.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                     | Coherent Corp COM                                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      5256 | NS      | $1252031.76   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                              | Vornado Realty Trust SH BEN INT                                   | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7105 | NS      | $184658.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                                                  | Best Buy Co Inc. COM                                              | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2961 | NS      | $190096.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                             | AECOM COM                                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5100 | NS      | $432582.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                                          | Roku Inc COM CL A                                                 | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       417 | NS      | $39456.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                              | Applied Industrial Technologies Inc. COM                          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      4430 | NS      | $1175367.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                  | Omega Healthcare Investors, Inc. COM                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     18278 | NS      | $800941.96    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                             | Deckers Outdoor Corp. COM                                         | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1951 | NS      | $195275.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                                     | Watts Water Technologies Inc. CL A                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      6224 | NS      | $1806764.96   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                                 | Cabot Corporation COM                                             | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     11079 | NS      | $834359.49    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                                             | Newmarket Corporation COM                                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1098 | NS      | $703763.10    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                                | SEI Investments Co COM                                            | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     15530 | NS      | $1218639.10   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                                         | CNX Resources Corporation COM                                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     17248 | NS      | $664910.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Chewy Inc                                                         | Chewy Inc CL A                                                    | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     12807 | NS      | $345789.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinks Company                                                    | Brinks Company COM                                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      3815 | NS      | $395348.45    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                    | Five Below Inc COM                                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      5525 | NS      | $1262352.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                              | Eagle Materials Inc. COM                                          | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1915 | NS      | $362796.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                                        | Axalta Coating Systems Limited COM USD1.00                        | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     30233 | NS      | $837454.10    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                                | Teladoc Health Inc COM                                            | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     16586 | NS      | $90393.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SIRIUS XM HOLDINGS INC                                            | SiriusXM Holdings Inc COMMON STOCK                                | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4668 | NS      | $107737.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Ashland Inc.                                                      | Ashland Inc. COM                                                  | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     10900 | NS      | $606149.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                                        | Xerox Holdings Corporation WT EXP 021128                          | CUSIP: 98421M114<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      1406 | NS      | $127.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                          | Devon Energy Corporation COM                                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     13393 | NS      | $673935.76    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                                                 | HF Sinclair Corp. COM                                             | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     12821 | NS      | $799902.19    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                   | Jones Lang LaSalle Incorporated COM                               | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2932 | NS      | $892266.24    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                                                 | Talen Energy Corporation COM                                      | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2914 | NS      | $930236.22    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                                               | Halliburton Company COM                                           | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     14491 | NS      | $565004.09    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                                         | Crane Co. COMMON STOCK                                            | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1639 | NS      | $280269.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                                    | The Scotts Miracle-Gro Company CL A                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      2946 | NS      | $179146.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                | Crown Holdings Inc COM                                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     11267 | NS      | $1129516.75   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                             | Bath & Body Works Inc COM                                         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     27375 | NS      | $511091.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                                      | CF Industries Holdings, Inc. COM                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4458 | NS      | $578826.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                | Voya Financial Inc COM                                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      7187 | NS      | $491015.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                                         | Okta Inc. CL A                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      7662 | NS      | $603076.02    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                                                 | Alcoa Corporation COM                                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     12189 | NS      | $808496.37    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                                | Avient Corporation COM                                            | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1741 | NS      | $63198.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                           | EnerSys COM                                                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      3098 | NS      | $538184.56    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                                   | BorgWarner Inc. COM                                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      9900 | NS      | $537174.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                                       | Hancock Whitney Corporation COM                                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      9878 | NS      | $628142.02    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                                   | Primerica, Inc. COM                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4227 | NS      | $1058778.96   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc.                                             | Medpace Holdings Inc. COM                                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1740 | NS      | $835530.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthequity Inc                                                  | Healthequity Inc COM                                              | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      5146 | NS      | $430051.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                                                       | Autoliv Inc. COM                                                  | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      7652 | NS      | $804684.32    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                                                  | Sotera Health Company COM                                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $196458.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                                              | Celsius Holdings Inc. COM NEW                                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10607 | NS      | $376336.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                                | Cirrus Logic, Inc. COM                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      7314 | NS      | $1057750.68   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                                      | Mattel, Inc. COM                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     11354 | NS      | $164973.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                    | EPR Properties COM SH BEN INT                                     | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      9492 | NS      | $474220.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                                              | Onto Innovation Inc. COM                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      6554 | NS      | $1344028.78   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                      | Biomarin Pharmaceutical Inc. COM                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     10025 | NS      | $566312.25    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                                 | Portland General Electric Company COM NEW                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     14800 | NS      | $780996.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                      | Wingstop Inc COM                                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1069 | NS      | $165662.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC Investment Corp.                                             | MGIC Investment Corp. COM                                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     42260 | NS      | $1109325.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                                           | Boyd Gaming Corporation COM                                       | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2507 | NS      | $206025.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                                                  | Agco Corporation COM                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2182 | NS      | $252828.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                                  | The Toro Company COM                                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     13812 | NS      | $1290593.28   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                                         | Host Hotels & Resorts Inc COM                                     | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     25478 | NS      | $488158.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     49103 | NS      | $49103.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                 | Booz Allen Hamilton Holding Corp. CL A                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      6000 | NS      | $468180.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                                     | Blackbaud Inc COM                                                 | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      6615 | NS      | $255405.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                                       | Wayfair Inc CL A                                                  | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      2167 | NS      | $162980.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                                       | Rambus Inc. COM                                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      6031 | NS      | $518846.93    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoominfo Technologies Inc                                         | Zoominfo Technologies Inc COMMON STOCK                            | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     54157 | NS      | $323858.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Hims & Hers Health Inc                                            | Hims & Hers Health Inc COM CL A                                   | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      9309 | NS      | $193254.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHSTATE BANK CORP                                              | Southstate Bank Corp. COM                                         | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9100 | NS      | $841932.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                         | First Horizon Corporation COM                                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     78911 | NS      | $1796014.36   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.                          | Science Applications International Corp. COM                      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      4000 | NS      | $379680.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                                        | Grand Canyon Education Inc COM                                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1888 | NS      | $321016.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                                          | NOV Inc. COM                                                      | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     36864 | NS      | $693411.84    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                           | WEX Inc COM                                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      6048 | NS      | $925585.92    | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Toll Brothers, Inc.                                               | Toll Brothers, Inc. COM                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      6000 | NS      | $818820.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                          | Jazz Pharmaceuticals PLC COM USD0.0001                            | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      3955 | NS      | $747692.75    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                       | Dropbox Inc CL A                                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     14348 | NS      | $325986.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                                      | LivaNova PLC ORD GBP1.00 (DI)                                     | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      5921 | NS      | $376338.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                             | American Homes 4 Rent CL A                                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     41186 | NS      | $1149913.12   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                        | Twilio Inc CL A                                                   | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      7905 | NS      | $994607.10    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                                           | Euronet Worldwide, Inc. COM                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      2985 | NS      | $198114.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowers Foods, Inc.                                               | Flowers Foods, Inc. COM                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     91503 | NS      | $745749.45    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Zions Bancorporation Natl Assn Global Bank                        | Zions Bancorporation Natl Assn Global Bank COM                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     19667 | NS      | $1133212.54   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                            | Dycom Industries, Inc. COM                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      3663 | NS      | $1241097.66   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                         | Qorvo Inc COM                                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1389 | NS      | $107508.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                            | Abercrombie & Fitch Co CL A                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      4328 | NS      | $395449.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage System Inc                                      | Advanced Drainage System Inc COM                                  | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      8212 | NS      | $1126111.56   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                           | COPT Defense Properties SHS BEN INT                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     42544 | NS      | $1301846.40   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                                        | The New York Times Company CL A                                   | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     12939 | NS      | $1083382.47   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc                                                | Boston Beer Co Inc CL A                                           | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2579 | NS      | $594201.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                                     | Jefferies Financial Group Inc COM                                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      4487 | NS      | $185178.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                                    | Exelixis, Inc. COM                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     28047 | NS      | $1202935.83   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation                                 | Lattice Semiconductor Corporation COM                             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      1136 | NS      | $105375.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                                 | Hamilton Lane Inc CL A                                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      2468 | NS      | $245319.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                         | Lamar Advertising Company CL A                                    | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      7042 | NS      | $891939.72    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| ResMed Inc.                                                       | ResMed Inc. COM                                                   | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      5579 | NS      | $1252373.92   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| NNN REIT Inc                                                      | NNN REIT Inc COM                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     26223 | NS      | $1102152.69   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                                    | Wintrust Financial Corporation COM                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      7020 | NS      | $975358.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLEBEAR INC                                                     | Maplebear Inc. COM                                                | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11256 | NS      | $421649.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                                             | BWX Technologies Inc. COM                                         | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      7208 | NS      | $1473963.92   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                                            | Travel Plus Leisure Co COM                                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     19277 | NS      | $1333775.63   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC (MO)                                      | Commerce Bancshares Inc COM                                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15175 | NS      | $746610.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                                   | Littelfuse Inc. COM                                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1646 | NS      | $558570.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                                     | ONE Gas, Inc. COM                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      7251 | NS      | $624528.63    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                                 | MP Materials Corp COM CL A                                        | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      5591 | NS      | $269821.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ADT Inc                                                           | ADT Inc COM                                                       | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61116 | NS      | $401532.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Intermediate Holdings Inc.                               | BellRing Intermediate Holdings Inc. COMMON STOCK                  | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     13600 | NS      | $218824.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                                                | Ryder System, Inc. COM                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2297 | NS      | $470218.87    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                           | PTC Inc COM                                                       | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       506 | NS      | $72099.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                         | Kratos Defense & Security Solutions, Inc. COM NEW                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      5339 | NS      | $376452.89    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensata Technologies Holding PLC                                  | Sensata Technologies Holding PLC COM EUR0.01                      | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     26222 | NS      | $923538.84    | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Qualys Inc                                                        | Qualys Inc COM                                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      5313 | NS      | $466747.05    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                        | Southwest Gas Holdings Inc COM                                    | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      5500 | NS      | $477950.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                                             | Brunswick Corporation COM                                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     11862 | NS      | $863079.12    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| E L F Beauty Inc                                                  | E L F Beauty Inc COM                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      3374 | NS      | $204498.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corporation                                                | Kemper Corporation COM                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1762 | NS      | $53846.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                           | ATI Inc COM                                                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     10557 | NS      | $1535621.22   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                         | Crocs Inc COM                                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      5768 | NS      | $478859.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| FLEX LTD                                                          | Flex Ltd. COM USD0.01                                             | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     31343 | NS      | $2051712.78   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                                  | Advanced Energy Industries, Inc. COM                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3789 | NS      | $1222748.19   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                                | Graham Holdings Co COM CL B                                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       881 | NS      | $931446.06    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                           | Nexstar Media Group Inc COMMON STOCK                              | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1204 | NS      | $217719.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                         | Graco Inc COM                                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      5742 | NS      | $486060.30    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                       | Sterling Infrastructure Inc COM                                   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2566 | NS      | $1045054.82   | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Duolingo Inc                                                      | Duolingo Inc CL A COM                                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1817 | NS      | $179101.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                              | Federated Hermes Inc CL B                                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     16667 | NS      | $945185.57    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                  | NRG Energy, Inc. COM NEW                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1350 | NS      | $197289.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                                 | Gaming and Leisure Properties Inc COM                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     27441 | NS      | $1217557.17   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                               | J. B. Hunt Transport Services, Inc. COM                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2284 | NS      | $483979.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                             | SLM Corp. COM                                                     | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7626 | NS      | $163272.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                      | Doximity Inc CL A                                                 | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13335 | NS      | $310705.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                                         | F N B Corp (Pennsylvania) COM                                     | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     16090 | NS      | $269024.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Inc.                                           | Carlisle Companies Inc. COM                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      3476 | NS      | $1159663.12   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                            | Energizer Holdings Inc COM                                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1685 | NS      | $27667.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| National Fuel Gas Company                                         | National Fuel Gas Company COM                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      9453 | NS      | $888203.88    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                                              | Hecla Mining Company COM                                          | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     37500 | NS      | $698625.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                    | EchoStar Corp. CL A                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      4336 | NS      | $507615.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                                            | Murphy Oil Corporation COM                                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      6797 | NS      | $280376.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Asgn Incorporated                                                 | Asgn Incorporated COM                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     10509 | NS      | $406803.39    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Zebra Technologies Corporation                                    | Zebra Technologies Corporation CL A                               | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       660 | NS      | $137992.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                                                | NVent Electric PLC COM USD0.01                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      4662 | NS      | $551421.36    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                      | Illumina Inc COM                                                  | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      9761 | NS      | $1203140.86   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                      | Rayonier Inc COM                                                  | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     32053 | NS      | $660932.86    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                           | XPO Inc COM                                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      4100 | NS      | $797655.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                                           | Mueller Industries Inc. COM                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2207 | NS      | $244535.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                                     | Penumbra Inc. COM                                                 | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       884 | NS      | $290279.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated                        | Reinsurance Group of America, Incorporated COM NEW                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       900 | NS      | $183744.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                         | Commercial Metals Company COM                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     17869 | NS      | $1097692.67   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                                                  | Lear Corporation COM NEW                                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4812 | NS      | $582636.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                                          | ExlService Holdings Inc. COM                                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     23702 | NS      | $721725.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                                             | Harley-Davidson, Inc. COM                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     12433 | NS      | $251395.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Synchrony Financial                                               | Synchrony Financial COM                                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      4513 | NS      | $306974.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                                       | Genpact Ltd. COM STK USD0.01                                      | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     18899 | NS      | $703987.75    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                                          | Darling Ingredients, Inc COM                                      | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      3366 | NS      | $208187.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                                          | MKS Inc. COM                                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      5784 | NS      | $1329221.04   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                                               | Visteon Corporation COM NEW                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4303 | NS      | $392046.33    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc                                                      | Exponent Inc COM                                                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      6699 | NS      | $437109.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                    | Tetra Tech Inc COM                                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     23946 | NS      | $721253.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                                  | Olin Corporation COM PAR $1                                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      4480 | NS      | $133190.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                          | Elanco Animal Health Inc COM                                      | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     20627 | NS      | $493604.11    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                                        | Xerox Holdings Corporation COM NEW                                | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2812 | NS      | $3627.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                                | The Timken Company COM                                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3377 | NS      | $339624.89    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                     | Arrowhead Pharmaceuticals Inc COM                                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      7500 | NS      | $470250.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                                    | Globus Med Inc CL A                                               | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      5163 | NS      | $444844.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                                               | Vontier Corporation COM                                           | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     11167 | NS      | $396093.49    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                       | Gentex Corp COM                                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     11767 | NS      | $257108.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc.                                                       | UiPath Inc. CL A                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     75968 | NS      | $843244.80    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| AUTONATION INC                                                    | AutoNation, Inc. COM                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $56430.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                            | Guidewire Software Inc COM                                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       957 | NS      | $143128.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                                       | American Airlines Group Inc COM                                   | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     29111 | NS      | $312652.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Lincoln Electric Holdings Inc.                                    | Lincoln Electric Holdings Inc. COM                                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      6394 | NS      | $1592617.52   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Institutional Preferred Money Market Funds                | Dreyfus Institutional Preffered Money Market Funds INST PFD PL MM | CUSIP: 26200T208<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   1018617 | NS      | $1018616.73   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                             | East West Bancorp Inc COM                                         | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      9780 | NS      | $1044112.80   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                                        | Eastgroup Properties, Inc. COM                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1683 | NS      | $311506.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                                     | AppFolio Inc. COM CL A                                            | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       282 | NS      | $44505.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                          | Fabrinet COM USD0.01                                              | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       827 | NS      | $431297.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure Inc.                                                     | Everpure Inc. CL A                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     24837 | NS      | $1466376.48   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                                   | Pegasystems Inc COM                                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     10065 | NS      | $428366.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                                            | Avis Budget Group Inc. COM                                        | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       634 | NS      | $92468.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| US Foods Holding Corp                                             | US Foods Holding Corp COM                                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     24223 | NS      | $2233602.83   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                                       | Greif, Inc. CL A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2158 | NS      | $144737.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                           | KBR Inc COM                                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      3496 | NS      | $128862.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                                                     | Gamestop Corp CL A                                                | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     18315 | NS      | $421977.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST INDUSTRIAL REALTY TRUST INC                                 | First Industrial Realty Trust, Inc. COM                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16498 | NS      | $954409.30    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                                     | Wolfspeed Inc. COMMON STOCK                                       | CUSIP: 97785W106<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |         2 | NS      | $32.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                                               | Oshkosh Corporation COM                                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2699 | NS      | $397319.79    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                       | Cognex Corp COM                                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     11300 | NS      | $553587.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                        | Adient PLC COM USD0.001                                           | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       509 | NS      | $10286.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                                             | Flowserve Corporation COM                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     18549 | NS      | $1363536.99   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                                       | Casey'S General Stores Inc. COM                                   | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1733 | NS      | $1261381.38   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                                 | BILL Holdings Inc COM                                             | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      8086 | NS      | $309693.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                                   | United Therapeutics Corporation COM                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1306 | NS      | $774431.88    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                          | Lyft Inc CL A COM                                                 | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     11672 | NS      | $155237.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International Inc.                                           | CACI International Inc. CL A                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       443 | NS      | $240934.41    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                          | Skyworks Solutions, Inc. COM                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      4080 | NS      | $218484.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Kilroy Realty Corporation                                         | Kilroy Realty Corporation COM                                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     11856 | NS      | $334457.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynatrace Inc                                                     | Dynatrace Inc COM NEW                                             | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     10809 | NS      | $399716.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                          | Bank OZK COM                                                      | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     13223 | NS      | $606803.47    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                                     | Block(H&R)Inc COM                                                 | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     16846 | NS      | $534692.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                               | Churchill Downs Inc COM                                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      4189 | NS      | $376297.87    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                                         | Regal Rexnord Corporation COM                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      5116 | NS      | $958022.16    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                             | Antero Midstream Corporation COM                                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34334 | NS      | $782815.20    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                                        | Lithia Motors Incorporated COM                                    | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       529 | NS      | $132101.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                                          | Valmont Industries, Inc. COM                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2170 | NS      | $867066.90    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                                    | TD Synnex Corp COM                                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      4600 | NS      | $776066.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                                   | Affiliated Managers Group, Inc. COM                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1074 | NS      | $297175.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                         | CNO Financial Group, Inc. COM                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     30361 | NS      | $1246622.66   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                           | ITT Inc COM                                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     11410 | NS      | $2173947.30   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Yeti Holdings Inc                                                 | Yeti Holdings Inc COM                                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     14519 | NS      | $531250.21    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinterest Inc                                                     | Pinterest Inc CL A                                                | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |      6700 | NS      | $122878.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                          | Manhattan Associates Inc COM                                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      2894 | NS      | $385249.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                              | Edison International COM                                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      4839 | NS      | $354118.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                    | TechnipFMC PLC USD1                                               | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     29014 | NS      | $2005737.82   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                                      | Macy's, Inc. COM                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     25351 | NS      | $458599.59    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                                                  | Sealed Air Corp. COM                                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      5656 | NS      | $237834.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                  | Royal Gold, Inc. COM                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       952 | NS      | $242274.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco International, Inc.                                         | Wesco International, Inc. COM                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1830 | NS      | $500724.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                                      | Entegris Inc COM                                                  | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      2781 | NS      | $326044.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                       | Nutanix Inc CL A                                                  | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     29931 | NS      | $1137677.31   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                                 | The Hanover Insurance Group, Inc. COM                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     10319 | NS      | $1788798.65   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** BNY MELLON INVESTMENT PORTFOLIOS

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer