# EDGAR Filing Document

**Accession Number:** 0000875732
**File Stem:** 0000940400-25-013896
**Filing Date:** 2025-12
**Character Count:** 157493
**Document Hash:** 04925fa89521760cbd6f1e061a67e409
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013896.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013896

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON MIDCAP INDEX FUND, INC.
- **CENTRAL INDEX KEY:** 0000875732

**ORGANIZATION NAME:**
- **EIN:** 133618129
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06325
- **FILM NUMBER:** 251587162

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND INC
- **DATE OF NAME CHANGE:** 20020514

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND
- **DATE OF NAME CHANGE:** 19951228

## Series and Classes Contracts Data

### BNY Mellon Midcap Index Fund, Inc. (Series ID: S000000078)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000115 | Investor Shares | PESPX           |
| C000172470 | Class I         | DMIDX           |

## 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 MIDCAP INDEX FUND, INC.

- **b. Investment Company Act file number:** 811-06325

- **c. CIK number of Registrant:** 0000875732

- **d. LEI of Registrant:** 549300YR5HQUSPUKYA70

- **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:** BNY Mellon Midcap Index Fund, Inc.

- **b. EDGAR series identifier (if any):** S000000078

- **c. LEI of Series:** 549300YR5HQUSPUKYA70

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $1387755402.72

**Total Liabilities:** $6996198.58

**Net Assets:** $1380759204.14

**Cash Not Reported:** $879000.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000115 | 3.35%                | 0.44%                | -0.50%               |
| Class ID C000172470 | 3.37%                | 0.44%                | -0.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15408981.20             | $29813685.96                               |
| Month 2  | $24797812.95             | $-20561156.34                              |
| Month 3  | $8966194.47              | $-16326562.37                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.                                  | S&P MID 400 EMINI                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        34 | NC      | $-88985.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties                                     | Gaming and Leisure Properties Inc                                 | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    125071 | NS      | $5585670.86   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                           | Nexstar Media Group Inc                                           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     12583 | NS      | $2462870.59   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| TransUnion                                                        | TransUnion                                                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     85743 | NS      | $6960616.74   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                              | Range Resources Corp                                              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    104842 | NS      | $3727133.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                        | Axalta Coating Systems Ltd                                        | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     95336 | NS      | $2714215.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                                     | Lincoln Electric Holdings Inc                                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     24371 | NS      | $5713780.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                        | Sabra Health Care REIT Inc                                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    105350 | NS      | $1877337.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                                  | Carlisle Cos Inc                                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     18773 | NS      | $6102163.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Roadhouse Inc                                               | Texas Roadhouse Inc                                               | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     29249 | NS      | $4784551.42   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                                     | Timken Co/The                                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     27918 | NS      | $2191842.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                                        | Floor & Decor Holdings Inc                                        | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     47279 | NS      | $2953991.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                      | Wingstop Inc                                                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     12285 | NS      | $2661299.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Donaldson Co Inc                                                  | Donaldson Co Inc                                                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     51086 | NS      | $4303995.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                                     | Selective Insurance Group Inc                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     26771 | NS      | $2016927.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                           | Comfort Systems USA Inc                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     15495 | NS      | $14961662.10  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                                     | H&R Block Inc                                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     58768 | NS      | $2923120.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In                                    | Choice Hotels International Inc                                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      8883 | NS      | $825763.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                                 | MP Materials Corp                                                 | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     59431 | NS      | $3749501.79   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Cava Group Inc                                                    | Cava Group Inc                                                    | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44179 | NS      | $2373737.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Avis Budget Group Inc                                             | Avis Budget Group Inc                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      7286 | NS      | $991406.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ASGN Inc                                                          | ASGN Inc                                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     19830 | NS      | $887590.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                                        | Belden Inc                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     17355 | NS      | $2114706.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                          | UGI Corp                                                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     94472 | NS      | $3158198.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                            | Option Care Health Inc                                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     71699 | NS      | $1866324.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                                          | Bio-Rad Laboratories Inc                                          | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      8101 | NS      | $2588674.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Olin Corp                                                         | Olin Corp                                                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     50944 | NS      | $1054540.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                         | Lear Corp                                                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     23194 | NS      | $2427252.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Cognex Corp                                                       | Cognex Corp                                                       | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     73914 | NS      | $3059300.46   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                                     | Jefferies Financial Group Inc                                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     72725 | NS      | $3842061.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                           | WESCO International Inc                                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     21517 | NS      | $5584307.01   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                                       | Genpact Ltd                                                       | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     71782 | NS      | $2738483.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                                             | Euronet Worldwide Inc                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     16978 | NS      | $1287951.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Republic International Cor                                    | Old Republic International Corp                                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    100501 | NS      | $3965769.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                                        | Hilton Grand Vacations Inc                                        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     27241 | NS      | $1129139.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho                                    | Knight-Swift Transportation Holdings Inc                          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71589 | NS      | $3230095.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                                      | Exelixis Inc                                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    118377 | NS      | $4577638.59   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                                 | YETI Holdings Inc                                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     36550 | NS      | $1242334.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                                      | Comerica Inc                                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     56329 | NS      | $4309168.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                                 | Toll Brothers Inc                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     43135 | NS      | $5821068.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                              | Federated Hermes Inc                                              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     32615 | NS      | $1581175.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                                       | Novanta Inc                                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15746 | NS      | $1999899.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                         | Performance Food Group Co                                         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     69171 | NS      | $6691602.54   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                                          | Allegro MicroSystems Inc                                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54519 | NS      | $1631208.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                                    | Omega Healthcare Investors Inc                                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    130694 | NS      | $5493068.82   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                                | Light & Wonder Inc                                                | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     36819 | NS      | $2676741.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial Inc                                         | Brighthouse Financial Inc                                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     24814 | NS      | $1416134.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                       | Nutanix Inc                                                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    117972 | NS      | $8404325.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                          | United Therapeutics Corp                                          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     19906 | NS      | $8866729.58   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                        | Brixmor Property Group Inc                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    133587 | NS      | $3494635.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                    | Littelfuse Inc                                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     10960 | NS      | $2666677.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                                      | Appfolio Inc                                                      | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      9972 | NS      | $2537175.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                                    | elf Beauty Inc                                                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     25982 | NS      | $3173441.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Holdings Co                                                | Graham Holdings Co                                                | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1484 | NS      | $1502000.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                                      | Texas Capital Bancshares Inc                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     20159 | NS      | $1690130.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                                     | First American Financial Corp                                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     44500 | NS      | $2781695.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                            | Valmont Industries Inc                                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      8666 | NS      | $3582784.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                      | Doximity Inc                                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60101 | NS      | $3966666.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                           | Essential Utilities Inc                                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    122946 | NS      | $4798582.38   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                               | Bentley Systems Inc                                               | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     65283 | NS      | $3318334.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                         | Dick's Sporting Goods Inc                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     29380 | NS      | $6506201.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                                | Globus Medical Inc                                                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     49162 | NS      | $2968893.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                                  | HealthEquity Inc                                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     38179 | NS      | $3610969.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                               | PotlatchDeltic Corp                                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     31852 | NS      | $1274080.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                                     | Northwestern Energy Group Inc                                     | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     27466 | NS      | $1638896.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                                      | Duolingo Inc                                                      | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17532 | NS      | $4744860.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                                    | Perrigo Co PLC                                                    | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     59551 | NS      | $1235087.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                                  | Haemonetics Corp                                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     20814 | NS      | $1040908.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                      | Rayonier Inc                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     63649 | NS      | $1404733.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                             | Burlington Stores Inc                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     27398 | NS      | $7495818.82   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                                      | Simpson Manufacturing Co Inc                                      | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     18314 | NS      | $3232421.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                                     | Service Corp International/US                                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     61829 | NS      | $5163339.79   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                                      | Graphic Packaging Holding Co                                      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128990 | NS      | $2062550.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Flowserve Corp                                                    | Flowserve Corp                                                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     57638 | NS      | $3933793.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                          | Bank OZK                                                          | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     47059 | NS      | $2117184.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                              | Vornado Realty Trust                                              | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71003 | NS      | $2693853.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                     | Ingredion Inc                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     28194 | NS      | $3253869.54   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                                | UFP Industries Inc                                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     26017 | NS      | $2396946.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                        | Fluor Corp                                                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     70761 | NS      | $3451013.97   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                            | Permian Resources Corp                                            | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    305397 | NS      | $3835786.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                                     | Insperity Inc                                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     15849 | NS      | $699257.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                          | Cullen/Frost Bankers Inc                                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     28498 | NS      | $3509243.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                                      | Portland General Electric Co                                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     48197 | NS      | $2201638.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                        | Unum Group                                                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     68968 | NS      | $5063630.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                                    | AutoNation Inc                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12509 | NS      | $2500173.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                            | Boston Beer Co Inc/The                                            | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3360 | NS      | $695486.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                            | Synovus Financial Corp                                            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     61049 | NS      | $2725227.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie                                    | Applied Industrial Technologies Inc                               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     16882 | NS      | $4340193.38   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                                       | Healthcare Realty Trust Inc                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    154372 | NS      | $2735471.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Laboratories Inc                                          | Silicon Laboratories Inc                                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     14252 | NS      | $1868152.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                        | Iridium Communications Inc                                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     46252 | NS      | $885725.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                                 | Chord Energy Corp                                                 | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     25555 | NS      | $2318349.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                              | BWX Technologies Inc                                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     40207 | NS      | $8588617.27   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                           | ATI Inc                                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     60399 | NS      | $5977689.03   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                            | Guidewire Software Inc                                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     37059 | NS      | $8658464.76   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                                    | AptarGroup Inc                                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     29163 | NS      | $3383199.63   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                             | American Homes 4 Rent                                             | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    144113 | NS      | $4553970.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                                | IPG Photonics Corp                                                | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     10955 | NS      | $932489.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AeroVironment Inc                                                 | AeroVironment Inc                                                 | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     13934 | NS      | $5154325.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                      | Reliance Inc                                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     23227 | NS      | $6560001.61   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                          | Fabrinet                                                          | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |     15826 | NS      | $6972460.82   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                                | nVent Electric PLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     70740 | NS      | $8089119.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                                 | Agree Realty Corp                                                 | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48383 | NS      | $3532442.83   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                             | Stifel Financial Corp                                             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     45026 | NS      | $5332429.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust                                     | First Industrial Realty Trust Inc                                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58032 | NS      | $3208008.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                              | Hancock Whitney Corp                                              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     37417 | NS      | $2136884.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                          | Manhattan Associates Inc                                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     26616 | NS      | $4845975.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                                        | Commerce Bancshares Inc/MO                                        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54632 | NS      | $2875282.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                                | CNX Resources Corp                                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     62359 | NS      | $2099003.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp                                                    | TD SYNNEX Corp                                                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     33929 | NS      | $5309549.21   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                              | Commercial Metals Co                                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     48934 | NS      | $2904722.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| SLM Corp                                                          | SLM Corp                                                          | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91439 | NS      | $2455137.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                       | Maximus Inc                                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     24510 | NS      | $2037271.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                                  | DT Midstream Inc                                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44717 | NS      | $4896064.33   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                         | Kinsale Capital Group Inc                                         | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9685 | NS      | $3868866.95   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                            | Louisiana-Pacific Corp                                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     28085 | NS      | $2446484.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I                                    | BJ's Wholesale Club Holdings Inc                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     57913 | NS      | $5111401.38   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                                 | Flowers Foods Inc                                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     94497 | NS      | $1127349.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings Inc                                           | ExlService Holdings Inc                                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     70991 | NS      | $2775748.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                         | GATX Corp                                                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     15734 | NS      | $2467877.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                             | Antero Midstream Corp                                             | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146293 | NS      | $2523554.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                           | Aramark                                                           | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    116106 | NS      | $4398095.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                        | Neurocrine Biosciences Inc                                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     43819 | NS      | $6275318.99   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                                     | Affiliated Managers Group Inc                                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     12411 | NS      | $2953321.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                                | Planet Fitness Inc                                                | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     36882 | NS      | $3344828.58   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                            | Hims & Hers Health Inc                                            | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     91601 | NS      | $4164181.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Jones Lang LaSalle Inc                                            | Jones Lang LaSalle Inc                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     20798 | NS      | $6345261.82   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                               | Churchill Downs Inc                                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     29200 | NS      | $2896640.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                                  | Sotera Health Co                                                  | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79299 | NS      | $1316363.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                            | Equitable Holdings Inc                                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    131506 | NS      | $6496396.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                         | Taylor Morrison Home Corp                                         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     43790 | NS      | $2595433.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                                       | Hexcel Corp                                                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     34935 | NS      | $2494359.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Clean Harbors Inc                                                 | Clean Harbors Inc                                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     22231 | NS      | $4679847.81   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                              | Amkor Technology Inc                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     50838 | NS      | $1641050.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                                     | Westlake Corp                                                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     14929 | NS      | $1027264.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                            | Abercrombie & Fitch Co                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     20697 | NS      | $1501567.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                    | Tetra Tech Inc                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    116259 | NS      | $3717962.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                                        | Mattel Inc                                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    141515 | NS      | $2601045.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                               | Eagle Materials Inc                                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     14315 | NS      | $3039360.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                                       | Toro Co/The                                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     43505 | NS      | $3251128.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                                    | API Group Corp                                                    | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    162815 | NS      | $5994848.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                    | EPR Properties                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     33381 | NS      | $1636336.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                                    | Frontier Communications Parent Inc                                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110083 | NS      | $4156734.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                                 | Lithia Motors Inc                                                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     11320 | NS      | $3555385.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                          | Western Alliance Bancorp                                          | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     45869 | NS      | $3547967.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                       | Avient Corp                                                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     41094 | NS      | $1317884.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                     | Goodyear Tire & Rubber Co/The                                     | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    127167 | NS      | $876180.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                                         | Chewy Inc                                                         | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     98087 | NS      | $3307493.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                               | Thor Industries Inc                                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     23444 | NS      | $2446381.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Essent Group Ltd                                                  | Essent Group Ltd                                                  | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     43789 | NS      | $2652299.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                                     | Repligen Corp                                                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     23082 | NS      | $3440602.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                      | Parsons Corp                                                      | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     23380 | NS      | $1943813.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Woodward Inc                                                      | Woodward Inc                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     26395 | NS      | $6918393.45   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                                       | Gap Inc/The                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     99653 | NS      | $2277071.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                                    | Pinnacle Financial Partners Inc                                   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     33936 | NS      | $2891686.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                             | Bath & Body Works Inc                                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     93262 | NS      | $2283053.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                                 | Brunswick Corp/DE                                                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     28922 | NS      | $1912033.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |  10257402 | NS      | $10257401.73  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                                     | Synaptics Inc                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     16697 | NS      | $1184485.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                           | NOV Inc                                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    163744 | NS      | $2390662.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                                      | Vontier Corp                                                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     64818 | NS      | $2495493.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                                | FTI Consulting Inc                                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     13825 | NS      | $2281263.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                                    | First Financial Bankshares Inc                                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     56849 | NS      | $1756065.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                          | EastGroup Properties Inc                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     23420 | NS      | $4087492.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                         | ZoomInfo Technologies Inc                                         | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |    126202 | NS      | $1415986.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                             | Tenet Healthcare Corp                                             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     38889 | NS      | $8030189.61   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                                     | Valvoline Inc                                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     56107 | NS      | $1852092.07   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                         | Janus Henderson Group PLC                                         | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     55331 | NS      | $2410218.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                               | Travel + Leisure Co                                               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     28565 | NS      | $1793310.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                                       | Autoliv Inc                                                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     31269 | NS      | $3652219.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                          | Elanco Animal Health Inc                                          | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    218483 | NS      | $4839398.45   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                              | Lamar Advertising Co                                              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     38169 | NS      | $4526461.71   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                        | Rambus Inc                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     47432 | NS      | $4877906.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                                       | Penske Automotive Group Inc                                       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      8002 | NS      | $1280880.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp                                                          | RLI Corp                                                          | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     40046 | NS      | $2361112.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                                       | Valaris Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29378 | NS      | $1648693.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| HF Sinclair Corp                                                  | HF Sinclair Corp                                                  | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     70134 | NS      | $3618914.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                                | SEI Investments Co                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     41299 | NS      | $3329112.39   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                      | MSC Industrial Direct Co Inc                                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     20215 | NS      | $1716455.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                                    | MACOM Technology Solutions Holdings Inc                           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28013 | NS      | $4149565.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                              | Alaska Air Group Inc                                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     51064 | NS      | $2130900.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                                | Capri Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |     51798 | NS      | $1074808.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                                    | Whirlpool Corp                                                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     24299 | NS      | $1740537.37   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Docusign Inc                                                      | Docusign Inc                                                      | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     88630 | NS      | $6482398.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                           | KBR Inc                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     56945 | NS      | $2439523.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                          | Jazz Pharmaceuticals PLC                                          | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     26717 | NS      | $3677327.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                                | Regal Rexnord Corp                                                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     29063 | NS      | $4094686.07   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                                     | International Bancshares Corp                                     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     24213 | NS      | $1607258.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                     | Independence Realty Trust Inc                                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    101819 | NS      | $1621976.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                            | CACI International Inc                                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      9639 | NS      | $5419527.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                                      | NNN REIT Inc                                                      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     83183 | NS      | $3365584.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                           | Darling Ingredients Inc                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     69792 | NS      | $2236833.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                                    | Kratos Defense & Security Solutions Inc                           | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     74133 | NS      | $6716449.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc                                                           | WEX Inc                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     15083 | NS      | $2200308.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                                  | Black Hills Corp                                                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     31847 | NS      | $2020055.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                               | Silgan Holdings Inc                                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     39410 | NS      | $1522014.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                                | Sonoco Products Co                                                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     43220 | NS      | $1753435.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                                     | Maplebear Inc                                                     | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81648 | NS      | $3009545.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                             | Envista Holdings Corp                                             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     73543 | NS      | $1496600.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                           | ITT Inc                                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     34191 | NS      | $6327728.37   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                                    | Brink's Co/The                                                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     18460 | NS      | $2052013.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In                                    | Fidelity National Financial Inc                                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    112160 | NS      | $6195718.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                          | AAON Inc                                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29562 | NS      | $2908605.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Flex Ltd                                                          | Flex Ltd                                                          | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |    165203 | NS      | $10328491.56  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                              | Cleveland-Cliffs Inc                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    245134 | NS      | $3047015.62   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                                  | Vail Resorts Inc                                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     16511 | NS      | $2449076.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Kyndryl Holdings Inc                                              | Kyndryl Holdings Inc                                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    101349 | NS      | $2931013.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                      | Wyndham Hotels & Resorts Inc                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     33237 | NS      | $2440592.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                  | Cytokinetics Inc                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     52881 | NS      | $3362702.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                                    | NewMarket Corp                                                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3410 | NS      | $2618539.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                               | BellRing Brands Inc                                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     54973 | NS      | $1656336.49   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                                      | Visteon Corp                                                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     11869 | NS      | $1271882.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                             | Arrow Electronics Inc                                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     22875 | NS      | $2551706.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                                 | Hamilton Lane Inc                                                 | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     18002 | NS      | $2051507.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                              | Associated Banc-Corp                                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     70906 | NS      | $1756341.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                            | FirstCash Holdings Inc                                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17176 | NS      | $2722396.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                                  | Boyd Gaming Corp                                                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     26317 | NS      | $2049304.79   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                                       | Chemed Corp                                                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      6471 | NS      | $2790942.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                                   | Concentrix Corp                                                   | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     19293 | NS      | $777700.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc                                                  | Cirrus Logic Inc                                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     22532 | NS      | $2988869.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                           | CNO Financial Group Inc                                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     42358 | NS      | $1695167.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                                        | Sprouts Farmers Market Inc                                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     43194 | NS      | $3410598.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                                       | ONE Gas Inc                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     26350 | NS      | $2113006.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                                      | Crane NXT Co                                                      | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     22168 | NS      | $1402126.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Crocs Inc                                                         | Crocs Inc                                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     24147 | NS      | $1972568.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                                | Houlihan Lokey Inc                                                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     24037 | NS      | $4304545.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                                     | Weatherford International PLC                                     | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     31502 | NS      | $2321382.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                             | AECOM                                                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     58258 | NS      | $7826962.30   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                             | Lumentum Holdings Inc                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     30895 | NS      | $6227196.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackbaud Inc                                                     | Blackbaud Inc                                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     16776 | NS      | $1074335.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                           | Valley National Bancorp                                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    210816 | NS      | $2291569.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                          | Coty Inc                                                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    164742 | NS      | $654025.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                         | Spire Inc                                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     26198 | NS      | $2263507.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                                       | Kemper Corp                                                       | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     27853 | NS      | $1253106.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                | Crown Holdings Inc                                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     50333 | NS      | $4891360.94   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                                    | Murphy USA Inc                                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      7692 | NS      | $2755274.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                         | CubeSmart                                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100034 | NS      | $3768280.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                                                    | NEXTracker Inc                                                    | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64929 | NS      | $6572113.38   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                         | Avnet Inc                                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     37118 | NS      | $1798367.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                           | Old National Bancorp/IN                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    154133 | NS      | $3148937.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                                       | IDACORP Inc                                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     23965 | NS      | $3091964.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                                 | Middleby Corp/The                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     20341 | NS      | $2526962.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                           | COPT Defense Properties                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     48737 | NS      | $1372921.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                                             | New York Times Co/The                                             | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     71524 | NS      | $4076152.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                               | Harley-Davidson Inc                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     54363 | NS      | $1466713.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                             | RPM International Inc                                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     56381 | NS      | $6161315.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                                       | Polaris Inc                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     23866 | NS      | $1577542.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Terex Corp                                                        | Terex Corp                                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     28636 | NS      | $1317828.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                                    | Fortune Brands Innovations Inc                                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     53257 | NS      | $2705455.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                    | Five Below Inc                                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     24166 | NS      | $3800586.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                                  | Pure Storage Inc                                                  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    136666 | NS      | $13488934.20  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                   | OGE Energy Corp                                                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     89007 | NS      | $3928768.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                             | East West Bancorp Inc                                             | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     60981 | NS      | $6195669.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                       | Gentex Corp                                                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     95996 | NS      | $2251106.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                                        | MasTec Inc                                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     26883 | NS      | $5488433.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                           | VF Corp                                                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    143847 | NS      | $2019611.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                           | Wintrust Financial Corp                                           | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     29632 | NS      | $3852752.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                             | Civitas Resources Inc                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     36456 | NS      | $1051026.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| STAG Industrial Inc                                               | STAG Industrial Inc                                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     82672 | NS      | $3163857.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                                      | Entegris Inc                                                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     66470 | NS      | $6086657.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Hotels & Resorts Inc                                         | Park Hotels & Resorts Inc                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     86972 | NS      | $894941.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| TechnipFMC PLC                                                    | TechnipFMC PLC                                                    | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    181957 | NS      | $7523921.95   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                     | Owens Corning                                                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     36781 | NS      | $4682589.11   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                              | National Fuel Gas Co                                              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     39607 | NS      | $3125388.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                       | Dropbox Inc                                                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     80713 | NS      | $2340677.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                                   | Morningstar Inc                                                   | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     10727 | NS      | $2277342.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                             | Antero Resources Corp                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    128899 | NS      | $3984268.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                                     | TopBuild Corp                                                     | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     12395 | NS      | $5236639.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Kite Realty Group Trust                                           | Kite Realty Group Trust                                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97500 | NS      | $2158650.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                                        | Macy's Inc                                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    120086 | NS      | $2340476.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                                       | Ashland Inc                                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     20555 | NS      | $1005139.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                                                  | Flagstar Bank NA                                                  | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |    131343 | NS      | $1499937.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                                    | Marriott Vacations Worldwide Corp                                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     11900 | NS      | $785162.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Landstar System Inc                                               | Landstar System Inc                                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     15071 | NS      | $1935568.53   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                        | Ciena Corp                                                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     62224 | NS      | $11817582.08  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                                  | Under Armour Inc                                                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     57270 | NS      | $254278.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Shift4 Payments Inc                                               | Shift4 Payments Inc                                               | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29729 | NS      | $2054273.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| FNB Corp/PA                                                       | FNB Corp/PA                                                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    158123 | NS      | $2485693.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                                       | Columbia Banking System Inc                                       | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |    130973 | NS      | $3510076.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                        | Twilio Inc                                                        | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     67476 | NS      | $9101162.88   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                            | Cousins Properties Inc                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     74775 | NS      | $1938915.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                          | PVH Corp                                                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     20958 | NS      | $1641640.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                        | Lattice Semiconductor Corp                                        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     60476 | NS      | $4412328.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                                | Albertsons Cos Inc                                                | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    176930 | NS      | $3129891.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| BioMarin Pharmaceutical Inc                                       | BioMarin Pharmaceutical Inc                                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     84748 | NS      | $4539950.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                                      | Penumbra Inc                                                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     17168 | NS      | $3903488.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                                              | SOUTHSTATE BANK CORP                                              | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     44548 | NS      | $3949180.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                                     | Primerica Inc                                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     14203 | NS      | $3690933.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                                       | Ryan Specialty Holdings Inc                                       | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49542 | NS      | $2714901.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Drainage Systems Inc                                     | Advanced Drainage Systems Inc                                     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     31608 | NS      | $4426700.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                                              | Marzetti Company/The                                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      9087 | NS      | $1424750.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                                      | Oshkosh Corp                                                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     28167 | NS      | $3472709.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                            | Universal Display Corp                                            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19602 | NS      | $2886982.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                               | Onto Innovation Inc                                               | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     21574 | NS      | $2911627.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                              | Medpace Holdings Inc                                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      9732 | NS      | $5692344.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                          | Okta Inc                                                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     73376 | NS      | $6716105.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                                        | ALLETE Inc                                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     25237 | NS      | $1699207.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                              | Pilgrim's Pride Corp                                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     18790 | NS      | $715899.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Annaly Capital Management Inc                                     | Annaly Capital Management Inc                                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    281703 | NS      | $5963652.51   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                             | US Foods Holding Corp                                             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     99037 | NS      | $7192066.94   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                                       | Bruker Corp                                                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     48386 | NS      | $1884150.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                                | UMB Financial Corp                                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     31552 | NS      | $3372277.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                                        | Alcoa Corp                                                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    113638 | NS      | $4180742.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                  | Zions Bancorp NA                                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     65074 | NS      | $3391006.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                                        | Cabot Corp                                                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     23030 | NS      | $1554064.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                           | Warner Music Group Corp                                           | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64878 | NS      | $2073500.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                       | Ovintiv Inc                                                       | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    113513 | NS      | $4257872.63   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                                    | MSA Safety Inc                                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     16206 | NS      | $2544828.18   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                             | Encompass Health Corp                                             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     44188 | NS      | $5030803.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                                  | Viper Energy Inc                                                  | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73678 | NS      | $2767345.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                                          | Crane Co                                                          | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     21517 | NS      | $4088230.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                            | Home BancShares Inc/AR                                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81049 | NS      | $2164818.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                           | KB Home                                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     30404 | NS      | $1897817.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                             | Lantheus Holdings Inc                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     29896 | NS      | $1724700.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                                      | Somnigroup International Inc                                      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     92335 | NS      | $7325858.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                                        | Grand Canyon Education Inc                                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     12304 | NS      | $2316843.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                           | XPO Inc                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     51744 | NS      | $7444409.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                                  | RBC Bearings Inc                                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13873 | NS      | $5944996.69   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                                      | LivaNova PLC                                                      | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     23625 | NS      | $1243383.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                     | Coherent Corp                                                     | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     68391 | NS      | $9024876.36   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                       | Starwood Property Trust Inc                                       | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    152867 | NS      | $2779122.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour Inc                                                  | Under Armour Inc                                                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     85700 | NS      | $395077.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Watts Water Technologies Inc                                      | Watts Water Technologies Inc                                      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     12011 | NS      | $3274198.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                | RH                                                                | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      6729 | NS      | $1160685.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                             | Commvault Systems Inc                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     19589 | NS      | $2727180.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                                        | Casey's General Stores Inc                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     16366 | NS      | $8398867.54   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                                   | Pegasystems Inc                                                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     40657 | NS      | $2587818.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                       | Avantor Inc                                                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    298081 | NS      | $3523317.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Saia Inc                                                          | Saia Inc                                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     11801 | NS      | $3451792.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                                                  | Knife River Corp                                                  | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24627 | NS      | $1488948.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                                 | Hyatt Hotels Corp                                                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     18594 | NS      | $2555001.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| First Horizon Corp                                                | First Horizon Corp                                                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    223491 | NS      | $4773767.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                                           | MKS Inc                                                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     29612 | NS      | $4255540.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                      | WP Carey Inc                                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     96212 | NS      | $6349992.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                     | Rexford Industrial Realty Inc                                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    103744 | NS      | $4286702.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Kirby Corp                                                        | Kirby Corp                                                        | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     24867 | NS      | $2573237.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                            | Paylocity Holding Corp                                            | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     19812 | NS      | $2798841.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                                   | TXNM Energy Inc                                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     42107 | NS      | $2391677.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                        | RenaissanceRe Holdings Ltd                                        | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     20765 | NS      | $5276178.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                        | Coca-Cola Consolidated Inc                                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     26254 | NS      | $3422996.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                                    | American Financial Group Inc/OH                                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     30380 | NS      | $4000438.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                                    | Royal Gold Inc                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     35456 | NS      | $6197354.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                            | Columbia Sportswear Co                                            | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     10944 | NS      | $543150.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                                     | EchoStar Corp                                                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     59222 | NS      | $4433951.14   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                                 | CNH Industrial NV                                                 | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    390827 | NS      | $4099775.23   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Kilroy Realty Corp                                                | Kilroy Realty Corp                                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     48201 | NS      | $2036492.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                                    | PBF Energy Inc                                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     35537 | NS      | $1214299.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                                      | Evercore Inc                                                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     16960 | NS      | $4995737.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                         | Esab Corp                                                         | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     25194 | NS      | $2943163.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                              | Chart Industries Inc                                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     19522 | NS      | $3896981.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                         | Carpenter Technology Corp                                         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     21851 | NS      | $6902730.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                         | AGCO Corp                                                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     27170 | NS      | $2802857.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                              | MGIC Investment Corp                                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    100426 | NS      | $2753680.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                                    | National Storage Affiliates Trust                                 | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     31328 | NS      | $911331.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                        | Southwest Gas Holdings Inc                                        | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     28302 | NS      | $2250009.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                              | Ensign Group Inc/The                                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     25192 | NS      | $4537079.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Curtiss-Wright Corp                                               | Curtiss-Wright Corp                                               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     16564 | NS      | $9867671.72   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                            | Dolby Laboratories Inc                                            | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     26918 | NS      | $1785201.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                 | Post Holdings Inc                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     21074 | NS      | $2190220.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                         | New Jersey Resources Corp                                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     44096 | NS      | $1953452.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                      | Illumina Inc                                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     67470 | NS      | $8335243.80   | 0.60%             |  |  |  | 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        |   6088095 | NS      | $6088095.23   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                | Ally Financial Inc                                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    123775 | NS      | $4823511.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                            | Power Integrations Inc                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     24339 | NS      | $1019560.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                                      | Exponent Inc                                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     22130 | NS      | $1567025.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                            | Ormat Technologies Inc                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     26759 | NS      | $2846354.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                                        | Acuity Inc                                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13347 | NS      | $4872322.35   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                        | Qualys Inc                                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     15800 | NS      | $1947508.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                                     | RB Global Inc                                                     | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |     81680 | NS      | $8104289.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                              | Celsius Holdings Inc                                              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69965 | NS      | $4213991.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                                       | Masimo Corp                                                       | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     20491 | NS      | $2882059.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Halozyme Therapeutics Inc                                         | Halozyme Therapeutics Inc                                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     51360 | NS      | $3348158.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                                         | Scotts Miracle-Gro Co/The                                         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     19579 | NS      | $1047868.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I                                    | Reinsurance Group of America Inc                                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     29092 | NS      | $5308126.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding                                    | Ollie's Bargain Outlet Holdings Inc                               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     26909 | NS      | $3250876.29   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                     | Dynatrace Inc                                                     | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |    133434 | NS      | $6747757.38   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                              | Matador Resources Co                                              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     50833 | NS      | $2005870.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th                                    | Hanover Insurance Group Inc/The                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     15730 | NS      | $2687942.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                          | United Bankshares Inc/WV                                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     62703 | NS      | $2244140.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                               | DENTSPLY SIRONA Inc                                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     85927 | NS      | $1083539.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In                                    | Equity LifeStyle Properties Inc                                   | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     85254 | NS      | $5204756.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                                                 | Talen Energy Corp                                                 | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20096 | NS      | $8033978.88   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                                   | Murphy Oil Corp                                                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     59218 | NS      | $1675869.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                                     | GameStop Corp                                                     | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    179900 | NS      | $4009971.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensata Technologies Holding P                                    | Sensata Technologies Holding PLC                                  | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     64267 | NS      | $2045618.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                                 | GXO Logistics Inc                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     50255 | NS      | $2824833.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                                       | American Airlines Group Inc                                       | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    292324 | NS      | $3838214.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                        | Watsco Inc                                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     15308 | NS      | $5633497.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries Inc                                            | Mueller Industries Inc                                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     48977 | NS      | $5185194.99   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                             | Carlyle Group Inc/The                                             | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    114436 | NS      | $6101727.52   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                                 | BILL Holdings Inc                                                 | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     40592 | NS      | $2015798.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif Inc                                                         | Greif Inc                                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     11222 | NS      | $638419.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                                   | Core & Main Inc                                                   | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83455 | NS      | $4354681.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                                    | Science Applications International Corp                           | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     20718 | NS      | $1941483.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                         | Graco Inc                                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     73313 | NS      | $5994804.01   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                | Voya Financial Inc                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     42079 | NS      | $3133202.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                               | Glacier Bancorp Inc                                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     56058 | NS      | $2289969.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                                       | Trex Co Inc                                                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47345 | NS      | $2287710.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                            | Webster Financial Corp                                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     73647 | NS      | $4200824.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                         | Prosperity Bancshares Inc                                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41976 | NS      | $2762860.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                           | EnerSys                                                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     16654 | NS      | $2101068.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                                              | Roivant Sciences Ltd                                              | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |    191415 | NS      | $3826385.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                      | Cadence Bank                                                      | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     81388 | NS      | $3071583.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                                  | Ryder System Inc                                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     18035 | NS      | $3052063.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**Name of Applicant:** BNY MELLON MIDCAP INDEX FUND, INC.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer