# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065187
**Filing Date:** 2023-3
**Character Count:** 167403
**Document Hash:** 9d720bcffec5c4b8e1bd733b4dfc013b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065187.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065187

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND
- **CENTRAL INDEX KEY:** 0001383496
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22019
- **FILM NUMBER:** 23758485

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Mid Cap Core AlphaDEX Fund (Series ID: S000017338)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000047996 | First Trust Mid Cap Core AlphaDEX Fund | FNX             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded AlphaDEX Fund

- **b. Investment Company Act file number:** 811-22019

- **c. CIK number of Registrant:** 0001383496

- **d. LEI of Registrant:** 549300PGRVU1P76W4537

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Mid Cap Core AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000017338

- **c. LEI of Series:** 549300UMAZSND6P4WH64

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1037176252.59

**Total Liabilities:** $2880072.53

**Net Assets:** $1034296180.06

**Cash Not Reported:** $10939.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047996 | 5.15%                | -6.11%               | 10.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $138560.56               | $47992430.45                               |
| Month 2  | $1949859.65              | $-66420982.82                              |
| Month 3  | $-6500730.67             | $102367260.33                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Flowers Foods Inc                                        | Flowers Foods Inc                                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     72418 | NS      | $2005254.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                | News Corp                                                | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     76237 | NS      | $1544561.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                         | HealthEquity Inc                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     11255 | NS      | $684866.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                               | Hasbro Inc                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     34114 | NS      | $2018525.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                | Greif Inc                                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     41381 | NS      | $2955844.83   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                           | Air Lease Corp                                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     72229 | NS      | $3248138.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                               | Southwest Gas Holdings Inc                               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44846 | NS      | $3001542.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                       | BOK Financial Corp                                       | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     13368 | NS      | $1343484.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                 | Cullen/Frost Bankers Inc                                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     10378 | NS      | $1352045.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                   | Jones Lang LaSalle Inc                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     21766 | NS      | $4023880.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                    | East West Bancorp Inc                                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31583 | NS      | $2479897.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                              | Genpact Ltd                                              | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     14978 | NS      | $708159.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                            | Goodyear Tire & Rubber Co/The                            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    341755 | NS      | $3844743.75   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                              | SiTime Corp                                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6827 | NS      | $786675.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                    | Helmerich & Payne Inc                                    | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     69978 | NS      | $3389734.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                              | Bruker Corp                                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     20300 | NS      | $1423436.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                        | Chord Energy Corp                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     25355 | NS      | $3634132.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                                   | Howard Hughes Corp/The                                   | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     36313 | NS      | $3104398.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                            | Universal Health Services Inc                            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     19696 | NS      | $2919144.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                           | Murphy USA Inc                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     12409 | NS      | $3375620.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                           | LCI Industries                                           | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     37521 | NS      | $4210606.62   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                    | Vir Biotechnology Inc                                    | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137053 | NS      | $4049916.15   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                   | National Beverage Corp                                   | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     14911 | NS      | $659066.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                | Crocs Inc                                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     12797 | NS      | $1558290.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                                   | Credit Acceptance Corp                                   | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1462 | NS      | $676379.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Times Co/The                                    | New York Times Co/The                                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     21373 | NS      | $744635.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                     | Alaska Air Group Inc                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     32313 | NS      | $1658949.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                 | Jazz Pharmaceuticals PLC                                 | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     17419 | NS      | $2728860.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                             | Wyndham Hotels & Resorts Inc                             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     19458 | NS      | $1508189.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                            | Huntsman Corp                                            | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    126230 | NS      | $4000228.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                              | American Airlines Group Inc                              | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163624 | NS      | $2640891.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                              | Toro Co/The                                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      6129 | NS      | $683506.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                    | Dell Technologies Inc                                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     17249 | NS      | $700654.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                             | Penumbra Inc                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      6237 | NS      | $1561807.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                                    | Lancaster Colony Corp                                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3515 | NS      | $674563.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                       | Rithm Capital Corp                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    424579 | NS      | $3995288.39   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                              | AMN Healthcare Services Inc                              | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     20243 | NS      | $1940089.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                            | Synaptics Inc                                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     29162 | NS      | $3646124.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                             | Cadence Bank                                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     84398 | NS      | $2158900.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                   | Cousins Properties Inc                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     27432 | NS      | $752185.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                       | SEI Investments Co                                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     35700 | NS      | $2228751.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                       | Globus Medical Inc                                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     28023 | NS      | $2115736.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                    | Element Solutions Inc                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     76279 | NS      | $1562193.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                 | Patterson-UTI Energy Inc                                 | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    205987 | NS      | $3460581.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                                | New Jersey Resources Corp                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     69908 | NS      | $3489807.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                          | Fair Isaac Corp                                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      4636 | NS      | $3087344.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                               | Lazard Ltd                                               | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     40021 | NS      | $1604041.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                                | Beacon Roofing Supply Inc                                | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     65709 | NS      | $3737527.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                              | Asbury Automotive Group Inc                              | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     19351 | NS      | $4257220.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                                   | Berry Global Group Inc                                   | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     45922 | NS      | $2834765.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                  | XPO Inc                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    104200 | NS      | $4153412.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                  | Box Inc                                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     89144 | NS      | $2851716.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                       | Ally Financial Inc                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    141874 | NS      | $4609486.26   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho                           | Knight-Swift Transportation Holdings Inc                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66186 | NS      | $3911592.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                 | Builders FirstSource Inc                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     53465 | NS      | $4261160.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                             | SiteOne Landscape Supply Inc                             | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     11827 | NS      | $1791908.77   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                             | Amedisys Inc                                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     16610 | NS      | $1605522.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                        | U-Haul Holding Co                                        | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     46105 | NS      | $3090418.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| TriNet Group Inc                                         | TriNet Group Inc                                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     30697 | NS      | $2316088.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                                | Dick's Sporting Goods Inc                                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     23070 | NS      | $3016633.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                               | Matson Inc                                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     55492 | NS      | $3669131.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                              | Viatris Inc                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    311663 | NS      | $3789822.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                    | Independent Bank Corp                                    | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      8216 | NS      | $654733.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                           | BorgWarner Inc                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     68945 | NS      | $3259719.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                                     | AGNC Investment Corp                                     | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    201090 | NS      | $2332644.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                               | DaVita Inc                                               | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      9290 | NS      | $765403.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                           | American Equity Investment Life Holding Co               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     60830 | NS      | $2898549.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                               | Lattice Semiconductor Corp                               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     42772 | NS      | $3241689.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                   | F5 Inc                                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      4835 | NS      | $713936.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                | AGCO Corp                                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     25011 | NS      | $3454769.43   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                         | Essent Group Ltd                                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     89219 | NS      | $3928312.57   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                           | Ziff Davis Inc                                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     35082 | NS      | $3139137.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                            | Ingredion Inc                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     21253 | NS      | $2184808.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                    | Antero Resources Corp                                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     89546 | NS      | $2582506.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                                | National Instruments Corp                                | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     18801 | NS      | $1015254.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                        | TTEC Holdings Inc                                        | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     31442 | NS      | $1598511.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                              | FNB Corp/PA                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    159485 | NS      | $2275850.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                               | Casey's General Stores Inc                               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      6184 | NS      | $1458867.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                              | Maximus Inc                                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     18921 | NS      | $1416236.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                           | A O Smith Corp                                           | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     24240 | NS      | $1641048.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                  | WEX Inc                                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     16957 | NS      | $3136536.29   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                   | Columbia Sportswear Co                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     23765 | NS      | $2279063.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                             | Portland General Electric Co                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     56634 | NS      | $2694645.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                               | MasTec Inc                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      8130 | NS      | $798609.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                   | Louisiana-Pacific Corp                                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     46876 | NS      | $3191786.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                             | Oshkosh Corp                                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      7867 | NS      | $792836.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings                            | WillScot Mobile Mini Holdings Corp                       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     61436 | NS      | $2977188.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                               | Cabot Corp                                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     41518 | NS      | $3127550.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                  | Magnolia Oil & Gas Corp                                  | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147923 | NS      | $3492462.03   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                 | ASGN Inc                                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     34058 | NS      | $3097575.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                  | Privia Health Group Inc                                  | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30549 | NS      | $826044.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                 | Triton International Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     50434 | NS      | $3562657.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                        | Erie Indemnity Co                                        | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      8368 | NS      | $2044720.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                      | Thor Industries Inc                                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     45951 | NS      | $4380508.83   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                               | ALLETE Inc                                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     43017 | NS      | $2661031.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                                | Community Bank System Inc                                | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     11020 | NS      | $635964.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                   | Lumen Technologies Inc                                   | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    664523 | NS      | $3488745.75   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                           | Reynolds Consumer Products Inc                           | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23141 | NS      | $688907.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                          | Murphy Oil Corp                                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     80652 | NS      | $3517233.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                           | Science Applications International Corp                  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      6254 | NS      | $649040.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                   | Paylocity Holding Corp                                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      3571 | NS      | $743803.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                             | Rayonier Inc                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     21048 | NS      | $765936.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                  | ADT Inc                                                  | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152980 | NS      | $1344694.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                             | Tapestry Inc                                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     54656 | NS      | $2490673.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings                            | Allison Transmission Holdings Inc                        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     66708 | NS      | $3007196.64   | 0.29%             |  |  |  | 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        |     14811 | NS      | $811050.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                                     | Univar Solutions Inc                                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    109083 | NS      | $3761181.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                    | Lantheus Holdings Inc                                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     13614 | NS      | $782805.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                               | Apple Hospitality REIT Inc                               | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    131893 | NS      | $2338462.89   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                           | Interpublic Group of Cos Inc/The                         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     41656 | NS      | $1518777.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                               | Korn Ferry                                               | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     68526 | NS      | $3699718.74   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                | Olin Corp                                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     65523 | NS      | $4232130.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                           | TD SYNNEX Corp                                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     29301 | NS      | $2993097.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                 | Molson Coors Beverage Co                                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     53864 | NS      | $2832169.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                     | MGIC Investment Corp                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    266831 | NS      | $3767653.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                     | Lamar Advertising Co                                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      7349 | NS      | $782962.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                | Axis Capital Holdings Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     38422 | NS      | $2404064.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                  | Nexstar Media Group Inc                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     11891 | NS      | $2434920.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                     | Celsius Holdings Inc                                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33341 | NS      | $3344769.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                         | Black Hills Corp                                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     29589 | NS      | $2141651.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                 | Coty Inc                                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    162093 | NS      | $1614446.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                                 | Allegro MicroSystems Inc                                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69330 | NS      | $2646326.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                 | Phillips Edison & Co Inc                                 | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     21789 | NS      | $730367.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                         | Boyd Gaming Corp                                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     38167 | NS      | $2378185.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                       | Regal Rexnord Corp                                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     23129 | NS      | $3219556.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                            | United Community Banks Inc/GA                            | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     41051 | NS      | $1335799.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                   | Dolby Laboratories Inc                                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      9835 | NS      | $782472.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                     | Vornado Realty Trust                                     | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133352 | NS      | $3252455.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                 | Silicon Laboratories Inc                                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      5114 | NS      | $802437.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                        | Clean Harbors Inc                                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     30396 | NS      | $3960598.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings                           | Norwegian Cruise Line Holdings Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170040 | NS      | $2586308.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                     | Commercial Metals Co                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     71818 | NS      | $3897562.86   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                 | SLM Corp                                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125379 | NS      | $2202909.03   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                         | QuidelOrtho Corp                                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      8098 | NS      | $693269.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                          | Sealed Air Corp                                          | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     13908 | NS      | $761602.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th                           | Hanover Insurance Group Inc/The                          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5134 | NS      | $690933.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                            | Papa John's International Inc                            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      8428 | NS      | $755907.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor                           | Old Republic International Corp                          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    114909 | NS      | $3032448.51   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                      | Onto Innovation Inc                                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     10189 | NS      | $801364.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                            | TopBuild Corp                                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     17733 | NS      | $3547663.98   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie                           | Applied Industrial Technologies Inc                      | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     27524 | NS      | $3941712.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                   | Advance Auto Parts Inc                                   | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      9437 | NS      | $1437066.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                   | Home BancShares Inc/AR                                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60884 | NS      | $1453301.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                                   | Chesapeake Energy Corp                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     36758 | NS      | $3187653.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                           | Pinnacle Financial Partners Inc                          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     28356 | NS      | $2232467.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                | Avnet Inc                                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     83425 | NS      | $3827539.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                                      | MKS Instruments Inc                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     32751 | NS      | $3351082.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In                           | Choice Hotels International Inc                          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      6159 | NS      | $756879.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                           | PDC Energy Inc                                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     54643 | NS      | $3700970.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                 | PVH Corp                                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     49141 | NS      | $4417775.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                 | Saia Inc                                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      6617 | NS      | $1804985.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                         | Ryder System Inc                                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     41508 | NS      | $3918770.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings                            | Integra LifeSciences Holdings Corp                       | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     24747 | NS      | $1418003.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                    | RPM International Inc                                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     28477 | NS      | $2560367.07   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                   | Synovus Financial Corp                                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     55427 | NS      | $2325162.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                                   | Penn Entertainment Inc                                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93436 | NS      | $3312306.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                              | Westrock Co                                              | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     98658 | NS      | $3871339.92   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                             | HB Fuller Co                                             | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     19374 | NS      | $1338743.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                               | Apartment Income REIT Corp                               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101101 | NS      | $3868124.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                 | Lennox International Inc                                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2900 | NS      | $755798.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                       | Voya Financial Inc                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     33848 | NS      | $2361574.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                             | Vontier Corp                                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    107671 | NS      | $2479663.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                  | Valley National Bancorp                                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    184022 | NS      | $2186181.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                        | DISH Network Corp                                        | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |    247067 | NS      | $3555294.13   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                         | Henry Schein Inc                                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     17372 | NS      | $1496597.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                        | Ralph Lauren Corp                                        | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     19696 | NS      | $2439349.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                  | ITT Inc                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     17109 | NS      | $1567013.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                             | Select Medical Holdings Corp                             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55881 | NS      | $1624460.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Hold                           | CCC Intelligent Solutions Holdings Inc                   | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79743 | NS      | $737622.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                  | Old National Bancorp/IN                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     77171 | NS      | $1350492.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                              | IDACORP Inc                                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     12865 | NS      | $1361245.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                         | Radian Group Inc                                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    181899 | NS      | $4019967.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                             | Wingstop Inc                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     10082 | NS      | $1597694.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                | Caesars Entertainment Inc                                | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     50031 | NS      | $2604613.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                 | UGI Corp                                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     93574 | NS      | $3727052.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                                | Toast Inc                                                | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     76957 | NS      | $1716910.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                         | Vail Resorts Inc                                         | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5822 | NS      | $1527343.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities Corp                              | BNP Paribas Securities Corp                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |    335817 | PA      | $335816.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hubbell Inc                                              | Hubbell Inc                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2956 | NS      | $676657.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                           | American Financial Group Inc/OH                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     10107 | NS      | $1441157.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                             | SM Energy Co                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     79674 | NS      | $2618884.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                 | Broadstone Net Lease Inc                                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |    171194 | NS      | $3100323.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                       | IPG Photonics Corp                                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     29313 | NS      | $3285987.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                  | ExlService Holdings Inc                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     16379 | NS      | $2794257.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                              | Grocery Outlet Holding Corp                              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23767 | NS      | $722279.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                                | Ionis Pharmaceuticals Inc                                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     18368 | NS      | $732332.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                | GATX Corp                                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     19571 | NS      | $2239900.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                              | Chemed Corp                                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2718 | NS      | $1372970.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                            | Blackline Inc                                            | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     10312 | NS      | $740401.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                 | Highwoods Properties Inc                                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     74385 | NS      | $2259072.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                                      | Axon Enterprise Inc                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     16724 | NS      | $3268538.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                            | Owens Corning                                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     40666 | NS      | $3930368.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                     | Ares Management Corp                                     | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     10136 | NS      | $841186.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                | Spire Inc                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     10075 | NS      | $727616.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                             | Alkermes PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     26550 | NS      | $760392.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                              | Ashland Inc                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     12903 | NS      | $1409910.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                               | Kirby Corp                                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     32343 | NS      | $2289237.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                                 | NCR Corp                                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     88905 | NS      | $2437775.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                       | Sonoco Products Co                                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     34282 | NS      | $2094973.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                              | Dropbox Inc                                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     61999 | NS      | $1440236.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                              | Hexcel Corp                                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     11789 | NS      | $832067.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                        | DXC Technology Co                                        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    130898 | NS      | $3760699.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                             | United Airlines Holdings Inc                             | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     92010 | NS      | $4504809.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                            | Arrowhead Pharmaceuticals Inc                            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     34210 | NS      | $1197007.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                | Qorvo Inc                                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     30616 | NS      | $3326734.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                     | National Fuel Gas Co                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     32880 | NS      | $1909012.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                     | OneMain Holdings Inc                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    104138 | NS      | $4492513.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                             | Parsons Corp                                             | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     15000 | NS      | $652800.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                              | Gap Inc/The                                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    184511 | NS      | $2503814.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                        | Brunswick Corp/DE                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     38500 | NS      | $3246705.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                | Halozyme Therapeutics Inc                                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     60963 | NS      | $3156054.51   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                                     | Regency Centers Corp                                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     11100 | NS      | $739593.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                       | RH                                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      7789 | NS      | $2430090.11   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                   | Acushnet Holdings Corp                                   | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     16339 | NS      | $767116.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                        | YETI Holdings Inc                                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     33589 | NS      | $1503443.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                               | Watsco Inc                                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      5563 | NS      | $1598639.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/                           | First Citizens BancShares Inc/NC                         | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      2744 | NS      | $2133953.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries                            | Huntington Ingalls Industries Inc                        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      6015 | NS      | $1326548.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                              | Kohl's Corp                                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    137378 | NS      | $4446925.86   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                    | Skyline Champion Corp                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26937 | NS      | $1587936.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                           | Marriott Vacations Worldwide Corp                        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     15464 | NS      | $2474858.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                            | Affiliated Managers Group Inc                            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     13137 | NS      | $2269285.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                           | NRG Energy Inc                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    109013 | NS      | $3730424.86   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                       | Houlihan Lokey Inc                                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     23879 | NS      | $2365692.53   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In                           | First Interstate BancSystem Inc                          | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     17950 | NS      | $644046.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                                  | MDU Resources Group Inc                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68599 | NS      | $2120395.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                           | Frontier Communications Parent Inc                       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108911 | NS      | $3224854.71   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                    | Stifel Financial Corp                                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     47542 | NS      | $3204806.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                                | Jabil Inc                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     50863 | NS      | $3999357.69   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                      | Silgan Holdings Inc                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     26765 | NS      | $1442365.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                               | Coca-Cola Consolidated Inc                               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      4062 | NS      | $2058540.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                     | Deckers Outdoor Corp                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1738 | NS      | $742960.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                             | MSC Industrial Direct Co Inc                             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     33966 | NS      | $2808988.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                       | Douglas Emmett Inc                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132734 | NS      | $2223294.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                               | Sunrun Inc                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     86648 | NS      | $2277109.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                           | Tempur Sealy International Inc                           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    101043 | NS      | $4117502.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                     | Ensign Group Inc/The                                     | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      7332 | NS      | $683709.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                  | Wintrust Financial Corp                                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     24624 | NS      | $2252357.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                   | Ormat Technologies Inc                                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      8021 | NS      | $742343.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                               | Macy's Inc                                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    167981 | NS      | $3969391.03   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                    | Antero Midstream Corp                                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128593 | NS      | $1401663.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                                 | United States Steel Corp                                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    138475 | NS      | $3945152.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                      | Glacier Bancorp Inc                                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     14039 | NS      | $640038.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                 | Lamb Weston Holdings Inc                                 | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     31055 | NS      | $3102083.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                       | Light & Wonder Inc                                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     35517 | NS      | $2317484.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                             | Exponent Inc                                             | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      7001 | NS      | $717882.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                            | First American Financial Corp                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     53020 | NS      | $3280347.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                             | Reliance Steel & Aluminum Co                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     17135 | NS      | $3897355.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                | Taylor Morrison Home Corp                                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    114293 | NS      | $4091689.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                            | Coherent Corp                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     59296 | NS      | $2573446.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                         | Haemonetics Corp                                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     26463 | NS      | $2238769.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                          | Hanesbrands Inc                                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    327246 | NS      | $2761956.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                 | Elanco Animal Health Inc                                 | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    170318 | NS      | $2338466.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                   | Mueller Industries Inc                                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     35276 | NS      | $2312341.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                    | Burlington Stores Inc                                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     10265 | NS      | $2359204.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                       | Planet Fitness Inc                                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     35217 | NS      | $2981119.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                             | Simpson Manufacturing Co Inc                             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     15650 | NS      | $1676271.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                    | Arrow Electronics Inc                                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     33172 | NS      | $3897378.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                                | Park Hotels & Resorts Inc                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    235374 | NS      | $3462351.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                              | Penske Automotive Group Inc                              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     30182 | NS      | $3857863.24   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                               | Brixmor Property Group Inc                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     61205 | NS      | $1440153.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                             | Watts Water Technologies Inc                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      9488 | NS      | $1551477.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                               | Commerce Bancshares Inc/MO                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10192 | NS      | $678379.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                              | Premier Inc                                              | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59499 | NS      | $1984886.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                      | Churchill Downs Inc                                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      6563 | NS      | $1628280.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                  | Comfort Systems USA Inc                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     12056 | NS      | $1459258.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                              | Gentex Corp                                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     76322 | NS      | $2252262.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                             | Intra-Cellular Therapies Inc                             | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     26220 | NS      | $1256462.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                               | Axalta Coating Systems Ltd                               | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     81716 | NS      | $2459651.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                           | Wendy's Co/The                                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    122627 | NS      | $2734582.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                           | Littelfuse Inc                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3151 | NS      | $808830.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                     | Surgery Partners Inc                                     | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     24901 | NS      | $826713.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                     | Hancock Whitney Corp                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     57348 | NS      | $2952275.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                     | Range Resources Corp                                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    110913 | NS      | $2775043.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                         | HF Sinclair Corp                                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66849 | NS      | $3803708.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                            | Nordstrom Inc                                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    128952 | NS      | $2519722.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilton Grand Vacations Inc                               | Hilton Grand Vacations Inc                               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     72004 | NS      | $3410109.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                           | Royal Gold Inc                                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     18464 | NS      | $2345481.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                | Hertz Global Holdings Inc                                | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     90158 | NS      | $1624647.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                             | Assurant Inc                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     11095 | NS      | $1471086.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                  | Kite Realty Group Trust                                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98874 | NS      | $2145565.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                                    | Avis Budget Group Inc                                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     16929 | NS      | $3386477.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                      | Harley-Davidson Inc                                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     83385 | NS      | $3838211.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                           | Globe Life Inc                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      5755 | NS      | $695491.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                              | Starwood Property Trust Inc                              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    151394 | NS      | $3162620.66   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                         | Cirrus Logic Inc                                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     18629 | NS      | $1683875.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                             | Doximity Inc                                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20673 | NS      | $729136.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                        | Middleby Corp/The                                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     10362 | NS      | $1610772.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                             | Graphic Packaging Holding Co                             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155902 | NS      | $3755679.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I                           | Hawaiian Electric Industries Inc                         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     33155 | NS      | $1401461.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                | Prosperity Bancshares Inc                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28636 | NS      | $2172326.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                        | Post Holdings Inc                                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     38432 | NS      | $3649118.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                                        | Crane Holdings Co                                        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     20720 | NS      | $2401655.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                             | Medical Properties Trust Inc                             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    311383 | NS      | $4032409.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                        | GXO Logistics Inc                                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     48754 | NS      | $2551296.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                       | Kilroy Realty Corp                                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     35882 | NS      | $1472597.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                        | Herc Holdings Inc                                        | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     26364 | NS      | $4094856.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                           | EPR Properties                                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     18393 | NS      | $781334.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                      | Exact Sciences Corp                                      | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     42037 | NS      | $2838338.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                           | AMC Entertainment Holdings Inc                           | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    170458 | NS      | $911950.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Lithia Motors Inc                                        | Lithia Motors Inc                                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     16943 | NS      | $4459397.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                         | Pure Storage Inc                                         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     25925 | NS      | $750269.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                             | Woodward Inc                                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      7181 | NS      | $734329.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                                    | Oak Street Health Inc                                    | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     64505 | NS      | $1874515.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                         | DT Midstream Inc                                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25108 | NS      | $1372403.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                               | Alcoa Corp                                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     15258 | NS      | $797077.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                 | United Therapeutics Corp                                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      9980 | NS      | $2626436.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                             | Topgolf Callaway Brands Corp                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    140509 | NS      | $3441065.41   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                              | Endeavor Group Holdings Inc                              | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30779 | NS      | $690372.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                           | Fortune Brands Innovations Inc                           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     48592 | NS      | $3134669.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                            | Interactive Brokers Group Inc                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     19179 | NS      | $1533169.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                               | Diodes Inc                                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     36447 | NS      | $3250707.93   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                    | Tenet Healthcare Corp                                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     28438 | NS      | $1559824.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                     | Juniper Networks Inc                                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     43414 | NS      | $1402272.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                   | Option Care Health Inc                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     46112 | NS      | $1331253.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                       | FTI Consulting Inc                                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      4369 | NS      | $696942.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                      | Williams-Sonoma Inc                                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     24148 | NS      | $3258531.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                     | Everest Re Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2094 | NS      | $732250.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                          | Concentrix Corp                                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10421 | NS      | $1477802.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                           | BancFirst Corp                                           | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      7867 | NS      | $677584.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                              | Valaris Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51299 | NS      | $3726359.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                  | WESCO International Inc                                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     22165 | NS      | $3302806.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                              | John Bean Technologies Corp                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      7596 | NS      | $848701.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                               | Unum Group                                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     67635 | NS      | $2842699.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                              | Denbury Inc                                              | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     31890 | NS      | $2767414.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                            | Service Corp International/US                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     20068 | NS      | $1488042.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                           | AptarGroup Inc                                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      6307 | NS      | $729341.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                         | Cytokinetics Inc                                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     30283 | NS      | $1286421.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                               | Sabra Health Care REIT Inc                               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    111627 | NS      | $1506964.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                     | Western Union Co/The                                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    151146 | NS      | $2141738.82   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                               | Atkore Inc                                               | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     30584 | NS      | $3983566.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                            | Jefferies Financial Group Inc                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     84742 | NS      | $3328665.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                       | UMB Financial Corp                                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     24919 | NS      | $2247444.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                | Performance Food Group Co                                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     11882 | NS      | $728604.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                              | Ryan Specialty Holdings Inc                              | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33426 | NS      | $1424616.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                           | Ryman Hospitality Properties Inc                         | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     25450 | NS      | $2364050.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                | California Resources Corp                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     79725 | NS      | $3406649.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                                    | Encompass Health Corp                                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     11599 | NS      | $724357.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                             | Allegion plc                                             | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |     13182 | NS      | $1549544.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                    | Shockwave Medical Inc                                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      6749 | NS      | $1268339.57   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                    | Civitas Resources Inc                                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     47903 | NS      | $3187944.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                                | Casella Waste Systems Inc                                | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     17496 | NS      | $1401779.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                         | Zions Bancorp NA                                         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     28225 | NS      | $1500441.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                  | KBR Inc                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     65697 | NS      | $3365657.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou                           | White Mountains Insurance Group Ltd                      | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |      1962 | NS      | $2997857.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                              | Popular Inc                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     41844 | NS      | $2872172.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                | Calix Inc                                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     30414 | NS      | $1600992.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                     | Cleveland-Cliffs Inc                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    172257 | NS      | $3677686.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                 | Bank OZK                                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     69272 | NS      | $3163652.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                     | Amkor Technology Inc                                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    144655 | NS      | $4232605.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                 | RLI Corp                                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     15855 | NS      | $2099994.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                        | Newell Brands Inc                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    212159 | NS      | $3386057.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                          | EMCOR Group Inc                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      9369 | NS      | $1388954.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio                                 | MSILF Treasury Portfolio                                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |   1020962 | NS      | $1020961.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                   | Comstock Resources Inc                                   | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    202411 | NS      | $2459293.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                           | API Group Corp                                           | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     36882 | NS      | $820255.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                           | MACOM Technology Solutions Holdings Inc                  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22031 | NS      | $1476517.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                            | Timken Co/The                                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     29451 | NS      | $2425289.85   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                         | Under Armour Inc                                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    204851 | NS      | $2538103.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                              | Invesco Ltd                                              | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    192819 | NS      | $3569079.69   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                      | Travel + Leisure Co                                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     38119 | NS      | $1615102.03   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                              | Vistra Corp                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    149518 | NS      | $3447885.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                   | FirstCash Holdings Inc                                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31930 | NS      | $2943307.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                      | Leggett & Platt Inc                                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     86101 | NS      | $3147852.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                      | Landstar System Inc                                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     21295 | NS      | $3680414.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                              | GoDaddy Inc                                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     18546 | NS      | $1523182.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                            | Lincoln Electric Holdings Inc                            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     19206 | NS      | $3204905.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                               | Pinnacle West Capital Corp                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     36495 | NS      | $2720702.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                      | Curtiss-Wright Corp                                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      4154 | NS      | $688733.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                               | Alight Inc                                               | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    248957 | NS      | $2337706.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                            | Pinterest Inc                                            | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28574 | NS      | $751210.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd                              | Royal Caribbean Cruises Ltd                              | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |     70176 | NS      | $4557229.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                   | CACI International Inc                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      6924 | NS      | $2133215.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                                 | Acadia Healthcare Co Inc                                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     25283 | NS      | $2124277.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                    | Mohawk Industries Inc                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     27148 | NS      | $3259388.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                           | Omega Healthcare Investors Inc                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     99286 | NS      | $2922979.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                 | Franklin Electric Co Inc                                 | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     17399 | NS      | $1571129.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                           | AutoNation Inc                                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25863 | NS      | $3277359.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                     | Assured Guaranty Ltd                                     | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     33429 | NS      | $2092655.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                       | CVB Financial Corp                                       | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26943 | NS      | $652559.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                               | SeaWorld Entertainment Inc                               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     51860 | NS      | $3235545.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                           | Perrigo Co PLC                                           | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     20351 | NS      | $761534.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                            | Seaboard Corp                                            | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       918 | NS      | $3599019.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                           | New York Community Bancorp Inc                           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    242010 | NS      | $2417679.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                            | Annaly Capital Management Inc                            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    164555 | NS      | $3862105.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                 | Fox Factory Holding Corp                                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     15209 | NS      | $1796030.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                    | Lumentum Holdings Inc                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     26596 | NS      | $1600547.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                              | Snap-on Inc                                              | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      9110 | NS      | $2265930.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                      | Walker & Dunlop Inc                                      | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35359 | NS      | $3372541.42   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                              | ONE Gas Inc                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     27486 | NS      | $2263746.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                          | Core & Main Inc                                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35927 | NS      | $792908.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                          | OGE Energy Corp                                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     17541 | NS      | $689712.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                             | NiSource Inc                                             | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     50602 | NS      | $1404205.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                            | Academy Sports & Outdoors Inc                            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66023 | NS      | $3857063.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                             | Teleflex Inc                                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      2779 | NS      | $676464.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                   | Valmont Industries Inc                                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     10491 | NS      | $3459197.43   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                                           | Smartsheet Inc                                           | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     35252 | NS      | $1523238.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                                 | Sarepta Therapeutics Inc                                 | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     21416 | NS      | $2676357.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                         | Skechers USA Inc                                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     82689 | NS      | $3981475.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                              | Inspire Medical Systems Inc                              | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     13771 | NS      | $3484889.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                          | Chemours Co/The                                          | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     90628 | NS      | $3297952.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                           | ChampionX Corp                                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    119655 | NS      | $3951008.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                     | Matador Resources Co                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     60601 | NS      | $4009362.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                            | Selective Insurance Group Inc                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      7830 | NS      | $743850.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                             | Organon & Co                                             | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     49679 | NS      | $1496828.27   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                         | Wynn Resorts Ltd                                         | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     33649 | NS      | $3487382.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                         | SPS Commerce Inc                                         | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      5402 | NS      | $735104.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                 | United Bankshares Inc/WV                                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     34268 | NS      | $1377573.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                                 | MarketAxess Holdings Inc                                 | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2488 | NS      | $905258.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                   | Eastern Bankshares Inc                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     80436 | NS      | $1300650.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                             | Evercore Inc                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     31801 | NS      | $4128087.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                            | Robert Half International Inc                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     28190 | NS      | $2366832.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                         | Donaldson Co Inc                                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     23569 | NS      | $1469527.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                        | ManpowerGroup Inc                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     33350 | NS      | $2906786.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                            | H&R Block Inc                                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     19002 | NS      | $740697.96    | 0.07%             |  |  |  | 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        |     31459 | NS      | $2279833.73   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                            | Valvoline Inc                                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     63746 | NS      | $2336928.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                              | Avient Corp                                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     61649 | NS      | $2498017.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                  | Darling Ingredients Inc                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     33252 | NS      | $2204275.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                | Kinsale Capital Group Inc                                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      7958 | NS      | $2215825.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                             | Comerica Inc                                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     31133 | NS      | $2282360.23   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                  | Physicians Realty Trust                                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    143834 | NS      | $2281207.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                   | Equitable Holdings Inc                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     24173 | NS      | $775228.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                           | National Retail Properties Inc                           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     15161 | NS      | $717873.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                    | Bath & Body Works Inc                                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     32927 | NS      | $1514971.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                     | Medpace Holdings Inc                                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     16331 | NS      | $3610294.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                           | Five Below Inc                                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     11767 | NS      | $2319628.71   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                | Graco Inc                                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     10314 | NS      | $704652.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                    | US Foods Holding Corp                                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     40786 | NS      | $1555170.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                           | Tetra Tech Inc                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      9557 | NS      | $1486304.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                        | Acuity Brands Inc                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12567 | NS      | $2369130.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                             | Visteon Corp                                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     26514 | NS      | $4145198.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                               | Iridium Communications Inc                               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     53989 | NS      | $3230701.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                           | PBF Energy Inc                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     85061 | NS      | $3571711.39   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                           | Whirlpool Corp                                           | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     14713 | NS      | $2289195.67   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                        | Toll Brothers Inc                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     69488 | NS      | $4133841.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                      | Eagle Materials Inc                                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     20889 | NS      | $3051465.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In                           | Fidelity National Financial Inc                          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     73765 | NS      | $3247872.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                      | Texas Roadhouse Inc                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     30512 | NS      | $3064320.16   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Obligations Fund | Goldman Sachs Financial Square Treasury Obligations Fund | CUSIP: 38141W323<br>LEI: 549300C0TCI4VJPGCS21 | Long             | STIV             | RF                | US        |   1765115 | NS      | $1765114.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                | Lear Corp                                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     16781 | NS      | $2446334.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                   | Webster Financial Corp                                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     29309 | NS      | $1543118.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                  | Warner Music Group Corp                                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79242 | NS      | $2888370.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                              | Polaris Inc                                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     13738 | NS      | $1577671.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                           | PulteGroup Inc                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76187 | NS      | $4334278.43   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                               | Driven Brands Holdings Inc                               | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25403 | NS      | $741513.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                   | Southwestern Energy Co                                   | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    474367 | NS      | $2618505.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                             | Exelixis Inc                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     43252 | NS      | $762100.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                        | Syneos Health Inc                                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     75656 | NS      | $2717563.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                     | BWX Technologies Inc                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     23891 | NS      | $1454006.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                               | Floor & Decor Holdings Inc                               | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      9964 | NS      | $904432.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                      | Bentley Systems Inc                                      | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     18771 | NS      | $733007.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                       | UFP Industries Inc                                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     43771 | NS      | $4094777.05   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** First Trust Exchange-Traded AlphaDEX Fund

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer