# EDGAR Filing Document

**Accession Number:** 0000036405
**File Stem:** 0001752724-23-050281
**Filing Date:** 2023-3
**Character Count:** 299754
**Document Hash:** 2fad1311b4c2bfbf97cfc0d875e053ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050281.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050281

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000036405
- **IRS NUMBER:** 231999755
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02652
- **FILM NUMBER:** 23693862

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX FUNDS/
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIRST INDEX INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19800904

## Series and Classes Contracts Data

### Vanguard Small-Cap Value Index Fund (Series ID: S000002847)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000007802 | Investor Shares      | VISVX           |
| C000007803 | Institutional Shares | VSIIX           |
| C000007804 | ETF Shares           | VBR             |
| C000105305 | Admiral Shares       | VSIAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD INDEX FUNDS

- **b. Investment Company Act file number:** 811-02652

- **c. CIK number of Registrant:** 0000036405

- **d. LEI of Registrant:** 549300G6KNDK44WUN559

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD SMALL-CAP VALUE INDEX FUND

- **b. EDGAR series identifier (if any):** S000002847

- **c. LEI of Series:** IYAYRN9IGNRICDXDWU21

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $46566974535.78

**Total Liabilities:** $233482249.15

**Net Assets:** $46333492286.63

**Cash Not Reported:** $28535692.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007802 | 12.02%               | 5.61%                | -5.69%               |
| Class ID C000007804 | 12.02%               | 5.64%                | -5.67%               |
| Class ID C000105305 | 12.02%               | 5.64%                | -5.68%               |
| Class ID C000007803 | 12.03%               | 5.63%                | -5.68%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $115309660.90            | $4736327176.20                             |
| Month 2  | $14178071.91             | $2470896987.43                             |
| Month 3  | $327829282.73            | $-3261642476.02                            |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Thermon Group Holdings Inc                        | THERMON GROUP HO                            | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |    604497 | NS      | $12138299.76  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                | VAREX IMAGIN                                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    723911 | NS      | $14695393.30  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                           | CENTRAL GARDEN                              | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    158103 | NS      | $5920957.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                   | OSI SYSTEMS INC                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |    273818 | NS      | $21774007.36  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive BRIDGEBIO PHARMA Pay Overnight Rate | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    300000 | NC      | $-534249.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A                            | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    847521 | NS      | $35731485.36  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                    | MSA SAFETY INC                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |    672240 | NS      | $96930285.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                  | ENSTAR GROUP LTD                            | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | US        |    187638 | NS      | $43351883.52  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                      | EMBECTA CORP                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |   1044076 | NS      | $26404682.04  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                             | FULTON FINANCIAL                            | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |   3023644 | NS      | $50887928.52  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                         | ISTAR INC                                   | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |   1486776 | NS      | $11344100.88  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                    | CVR ENERGY INC                              | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |    544422 | NS      | $17062185.48  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                           | MIRION TECHNOLOG                            | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |   2167485 | NS      | $14327075.85  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                              | ONEMAIN HOLDINGS                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |   1985590 | NS      | $66140002.90  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                | HOULIHAN LOKEY I                            | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |    449975 | NS      | $39219821.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                    | MGE ENERGY INC                              | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    652846 | NS      | $45960358.40  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                        | NGM BIOPHARMACEU                            | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |    811257 | NS      | $4072510.14   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                          | TPG RE FINANCE T                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1118087 | NS      | $7591810.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                   | HILLENBRAND INC                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |   1119090 | NS      | $47751570.30  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                | GRAHAM HOLDING-B                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |     65807 | NS      | $39761247.47  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                          | CHILDREN'S PLACE                            | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |    111701 | NS      | $4068150.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                      | INNOSPEC INC                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    447054 | NS      | $45983974.44  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | BLOOMIN' BRANDS                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |   1584892 | NS      | $31888027.04  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                         | BENCHMARK ELECTR                            | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    603217 | NS      | $16099861.73  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAL Fuels Inc                                    | OPAL FUELS INC-A                            | CUSIP: 68347P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33948 | NS      | $247141.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB                            | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |    268886 | NS      | $17370035.60  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                         | TEGNA INC                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |   4031218 | NS      | $85421509.42  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                | PRIME MEDICINE I                            | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86975 | NS      | $1615995.50   | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MSC Industrial Direct Co Inc                      | MSC INDL DIRECT                             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |    809771 | NS      | $66158290.70  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                       | KINIKSA PHARMA-A                            | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    561020 | NS      | $8404079.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |   3055451 | NS      | $125365154.53 | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                  | SENSATA TECHNOLO                            | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |   2761248 | NS      | $111499194.24 | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                                         | WEBER INC - A                               | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167656 | NS      | $1349630.80   | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions Inc                             | ELEMENT SOLUTION                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   3933117 | NS      | $71543398.23  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                             | ARROW ELECTRONIC                            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |   1110344 | NS      | $116108672.08 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                         | ESAB CORP                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |   1030297 | NS      | $48341535.24  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                   | FIRST INTER/MT-A                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |   1414090 | NS      | $54654578.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                         | GOPRO INC-CL A                              | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |   2340893 | NS      | $11657647.14  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                 | RMR GROUP-A                                 | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |    281465 | NS      | $7951386.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                | COMPASS MINERALS                            | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |    616851 | NS      | $25290891.00  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                         | PHIBRO ANIMAL-A                             | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |    366804 | NS      | $4918841.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                              | ALASKA AIR GROUP                            | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |   2289714 | NS      | $98320319.16  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc                             | NEXTDOOR HOLDING                            | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    965854 | NS      | $1989659.24   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                | VERINT SYSTEMS                              | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |   1118286 | NS      | $40571416.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                      | NORTHWEST NATURA                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    633637 | NS      | $30154784.83  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                       | CENTERSPACE                                 | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |    272027 | NS      | $15959824.09  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                      | BREAD FINANCIAL                             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    899956 | NS      | $33892342.96  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                | KELLY SERVICES-A                            | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    593215 | NS      | $10025333.50  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                         | CARPENTER TECH                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    874549 | NS      | $32305840.06  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc                      | ASSOCIATED CAP-A                            | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |     30268 | NS      | $1270953.32   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                               | BANK OF HAWAII                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    722324 | NS      | $56023449.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                         | AXIS CAPITAL                                | CUSIP: G0692U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1375590 | NS      | $74515710.30  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                             | DELEK US HOLDING                            | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |   1258076 | NS      | $33968052.00  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                       | MOELIS & CO-CL A                            | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |   1154761 | NS      | $44308179.57  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                    | SCHNITZER STEEL                             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |    434578 | NS      | $13319815.70  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA                            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1424628 | NS      | $21169972.08  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                             | ENVISTA HOLDINGS                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |   2943325 | NS      | $99101752.75  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                          | WOLVERINE WORLD                             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |   1421712 | NS      | $15539312.16  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-HAUL HOLDING C                            | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |    163904 | NS      | $9865381.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                | LIGHT & WONDER I                            | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |   1691068 | NS      | $99096584.80  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I                            | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |   1164847 | NS      | $66524412.17  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                          | UNITED THERAPEUT                            | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |    822765 | NS      | $228802718.85 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | BROWN & BROWN                               | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |   2045169 | NS      | $116513277.93 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                    | PERRIGO CO PLC                              | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |   2430473 | NS      | $82854824.57  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                      | PROTERRA INC                                | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3460811 | NS      | $13047257.47  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                           | AXSOME THERAPEUT                            | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |    627164 | NS      | $48373159.32  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR                            | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |   3260895 | NS      | $44543825.70  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                      | ALTRA INDUSTRIAL                            | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |   1176459 | NS      | $70293425.25  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |   1331799 | NS      | $59051967.66  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                       | BERKSHIRE HILLS                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    772154 | NS      | $23087404.60  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2800582 | NS      | $46405643.74  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc             | PACIFIC BIOSCIEN                            | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |   3673613 | NS      | $30050154.34  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                | MATIV INC                                   | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    991832 | NS      | $20729288.80  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                      | PARSONS CORP                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |    653970 | NS      | $30246112.50  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                   | SOLARWINDS CORP                             | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    875591 | NS      | $8195531.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |   2309024 | NS      | $157475436.80 | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                              | LXP INDUSTRIAL T                            | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   4977425 | NS      | $49873798.50  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |   5414141 | NS      | $122738576.47 | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                           | ARAMARK                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |   4670950 | NS      | $193097073.00 | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                 | PATTERSON COS                               | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |   1574323 | NS      | $44128273.69  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                    | CARDLYTICS INC                              | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |    142241 | NS      | $822152.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                  | DT MIDSTREAM                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1746590 | NS      | $96516563.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                           | KB HOME                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |   1390536 | NS      | $44288571.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                          | AAR CORP                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    607195 | NS      | $27263055.50  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                       | KOHLS CORP                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |   2105539 | NS      | $53164859.75  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                       | CALERES INC                                 | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    312666 | NS      | $6966198.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                  | PROVIDENT FINANC                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |   1290955 | NS      | $27574798.80  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                       | US CELLULAR CORP                            | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |    235615 | NS      | $4912572.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                         | XPERI INC                                   | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    779148 | NS      | $6708466.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                           | IAC INC                                     | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |   1424697 | NS      | $63256546.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM TECHNOLOGIES                            | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |   1660523 | NS      | $25040686.84  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |   1958276 | NS      | $82521750.64  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS                            | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |   3684590 | NS      | $40972640.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                           | BRIGHTSPIRE CAPI                            | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |   1630146 | NS      | $10155809.58  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                        | TEREX CORP                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |   1157596 | NS      | $49452501.12  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                     | BLACKSTONE MOR-A                            | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |   2931045 | NS      | $62050222.65  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                         | ALBANY INTL CORP                            | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |    561429 | NS      | $55351285.11  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc                                | ROCKET LAB USA I                            | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4699003 | NS      | $17715241.31  | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                                 | CHORD ENERGY COR                            | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |    713530 | NS      | $97618039.30  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | BOISE CASCADE CO                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    712125 | NS      | $48901623.75  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                | HOSTESS BRANDS                              | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2416945 | NS      | $54236245.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                              | JELD-WEN HOLDING                            | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |   1446369 | NS      | $13957460.85  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                          | BROADSTONE NET                              | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |   2969273 | NS      | $48131915.33  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                             | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1964519 | NS      | $15362538.58  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                | LTC PROPERTIES                              | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |    731188 | NS      | $25979109.64  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                   | OLD REPUB INTL                              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |   4943889 | NS      | $119394919.35 | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                           | INSIGHT ENTERPRI                            | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    628768 | NS      | $63046567.36  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | PRIMORIS SERVICE                            | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    958771 | NS      | $21035435.74  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | ATKORE INC                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |    716955 | NS      | $81317036.10  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | MANPOWERGROUP IN                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    912678 | NS      | $75943936.38  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                        | ZUMIEZ INC                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    140547 | NS      | $3055491.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                              | FIRST MERCHANTS                             | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |   1075259 | NS      | $44203897.49  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                   | SOUTHSTATE CORP                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |   1366482 | NS      | $104344565.52 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                            | PERMIAN RESOURCE                            | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |   3125188 | NS      | $29376767.20  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR                            | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3332653 | NS      | $42391346.16  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                  | WYNN RESORTS LTD                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |   1738395 | NS      | $143365435.65 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                      | OSHKOSH CORP                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |   1180490 | NS      | $104107413.10 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                              | KRONOS WORLDWIDE                            | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |    416871 | NS      | $3918587.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                          | WESTERN ALLIANCE                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    933923 | NS      | $55624453.88  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | TAYLOR MORRISON                             | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |   1858154 | NS      | $56394973.90  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                   | OGE ENERGY CORP                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |   3614138 | NS      | $142939157.90 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                         | BRINKER INTL                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    794871 | NS      | $25364333.61  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                            | PROGRESS SOFTWAR                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    776223 | NS      | $39160450.35  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                              | BJ'S RESTAURANTS                            | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    401169 | NS      | $10582838.22  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                  | CARLISLE COS INC                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |    933588 | NS      | $220000012.20 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                         | REATA PHARMACE-A                            | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |    486866 | NS      | $18496039.34  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                           | CENTRAL GARDEN-A                            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    712212 | NS      | $25497189.60  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TRUEBLUE INC                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    561124 | NS      | $10986807.92  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                         | GATES INDUSTRIAL                            | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |   1784586 | NS      | $20362126.26  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                       | PACIFIC PREMIER                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |   1715227 | NS      | $54132564.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                       | PREMIER INC-CL A                            | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2144003 | NS      | $74997224.94  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                            | COUSINS PROP                                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |   2733731 | NS      | $69136056.99  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                  | FIRST CITIZENS-A                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |    182754 | NS      | $138593323.44 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp               | RETAIL OPPORTUNI                            | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2135878 | NS      | $32102246.34  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                        | LIGAND PHARM                                | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |    289742 | NS      | $19354765.60  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                 | KIMCO REALTY                                | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |  11164664 | NS      | $236467583.52 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DAVITA INC                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |    447404 | NS      | $33407656.68  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                           | ESSENTIAL UTILIT                            | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |   4261514 | NS      | $203402063.22 | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                | UMB FINANCIAL                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    697729 | NS      | $58274326.08  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                     | TIMKEN CO                                   | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |   1181858 | NS      | $83521904.86  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                               | LADDER CAPITAL                              | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |   2056638 | NS      | $20648645.52  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                    | IVERIC BIO INC                              | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |   1210435 | NS      | $25915413.35  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                      | ODP CORP/THE                                | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    702929 | NS      | $32011386.66  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                            | WASH FED                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1178983 | NS      | $39554879.65  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                | SEI INVESTMENTS                             | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |   2190268 | NS      | $127692624.40 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                    | AIR LEASE C                                 | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |   1901745 | NS      | $73065042.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                   | OPKO HEALTH                                 | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |   3827607 | NS      | $4784508.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                               | ACADIA REALTY                               | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1714206 | NS      | $24598856.10  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                     | B&G FOODS INC                               | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |   1293733 | NS      | $14425122.95  | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AGNC Investment Corp                              | AGNC INVESTMENT                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |  10319391 | NS      | $106805696.85 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                 | ANDERSONS INC                               | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    544326 | NS      | $19045966.74  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                      | NUVALENT INC-A                              | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    252766 | NS      | $7527371.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                        | AVISTA P-CLASS A                            | CUSIP: G07247102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    377788 | NS      | $1360036.80   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                      | BROADMARK REALTY                            | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2272714 | NS      | $8090861.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMOUR-A                              | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   3396036 | NS      | $34503725.76  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                            | JONES LANG LASAL                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    856814 | NS      | $136550447.18 | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                  | UNIFIRST CORP/MA                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |    272203 | NS      | $52532456.97  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HollyFrontier Corp                                | HF SINCLAIR CORP                            | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |   2536501 | NS      | $131619036.89 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                     | INGREDION INC                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |   1124277 | NS      | $110100446.61 | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | HARLEY-DAVIDSON                             | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |   2375053 | NS      | $98802204.80  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                              | CORE LABS NV                                | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | US        |    837088 | NS      | $16967773.76  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                         | HERTZ GLOBAL HLD                            | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |   2712816 | NS      | $41750238.24  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                           | TOMPKINS FINANCI                            | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |    209189 | NS      | $16228882.62  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                        | BRADY CORP - A                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    792324 | NS      | $37318460.40  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | HANOVER INSURANC                            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |    577775 | NS      | $78074735.75  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | HELMERICH & PAYN                            | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    855956 | NS      | $42429738.92  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                         | INTERNATIONAL SE                            | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |    398670 | NS      | $14758763.40  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                    | NATL PRESTO INDS                            | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95594 | NS      | $6544365.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                             | CINEMARK HOLDING                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |   1958831 | NS      | $16963476.46  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | COMMERCE BCSHS                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2036108 | NS      | $138597871.56 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |   3010970 | NS      | $294171769.00 | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust             | INDUSTRIAL LOGIS                            | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |    591607 | NS      | $1934554.89   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | PITNEY BOWES INC                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |   2827101 | NS      | $10742983.80  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    580522 | NS      | $96140248.42  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                | GORMAN-RUPP CO                              | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |    200210 | NS      | $5129380.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH CORP                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |   1177382 | NS      | $83111395.38  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                     | AMER EAGLE OUTF                             | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   3044861 | NS      | $42506259.56  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                 | PNM RESOURCES                               | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |   1549510 | NS      | $75600592.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                     | HEALTHCARE SERVS                            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |   1337432 | NS      | $16049184.00  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                        | ARCOSA INC                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    872915 | NS      | $47434201.10  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                        | TELOS CORP                                  | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |    212363 | NS      | $1080927.67   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX CORP                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |   1361511 | NS      | $310873806.63 | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                              | STURM RUGER & CO                            | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |    318906 | NS      | $16143021.72  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                       | FRESH DEL MONTE                             | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |    690993 | NS      | $18097106.67  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                       | GROCERY OUTLET                              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1580490 | NS      | $46134503.10  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                    | NATIONAL RETAIL                             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |   3226538 | NS      | $147646378.88 | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                           | AZZ INC                                     | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    426322 | NS      | $17138144.40  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                | KONTOOR BRAND                               | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |   1001292 | NS      | $40041667.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                        | CHEESECAKE FACTO                            | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    881832 | NS      | $27962892.72  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |   2806530 | NS      | $102466410.30 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                 | AGILON HEALTH IN                            | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1858748 | NS      | $30000192.72  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL                            | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |    540277 | NS      | $30903844.40  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                 | GEO GROUP INC/TH                            | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |   2129082 | NS      | $23313447.90  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                      | EVERCORE INC                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |    560922 | NS      | $61185371.76  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                 | VISTA OUTDOOR                               | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    510615 | NS      | $12443687.55  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |   3880118 | NS      | $123542957.12 | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                             | VERIS RESIDENTIA                            | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1562048 | NS      | $24883424.64  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                               | CANNAE HOLDINGS                             | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |   1338025 | NS      | $27630216.25  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | BRIDGEBIO PHARMA                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |   1588935 | NS      | $12107684.70  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                       | ENOVIS CORP                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    830898 | NS      | $44469660.96  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                               | PEABODY ENERGY                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |   2078180 | NS      | $54905515.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                     | MATERION CORP                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |    370579 | NS      | $32429368.29  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                   | MILLERKNOLL INC                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |   1363978 | NS      | $28657177.78  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                           | BRIGHTVIEW HOLDI                            | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    755528 | NS      | $5205587.92   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                 | FIRST IND REALTY                            | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2385345 | NS      | $115116749.70 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                          | POWERSCHOOL HLDG                            | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1440015 | NS      | $33235546.20  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co        | AMER EQUITY INVT                            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |   1547197 | NS      | $70583127.14  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                     | ROBERT HALF INTL                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |   1860707 | NS      | $137375997.81 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                     | RENASANT CORP                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    959577 | NS      | $36070499.43  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                               | WSFS FINANCIAL                              | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |   1111766 | NS      | $50407470.44  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                              | ASTEC INDUSTRIES                            | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    410015 | NS      | $16671209.90  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                       | ONE GAS INC                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |    977364 | NS      | $74006002.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L                            | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |   2366439 | NS      | $135644283.48 | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   4605326 | NS      | $142719052.74 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                                | STORE CAPITAL                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |   4592829 | NS      | $147246097.74 | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                            | WERNER ENT                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |   1026924 | NS      | $41343960.24  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                         | GREIF INC-CL B                              | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     78949 | NS      | $6176180.27   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                           | COMFORT SYSTEMS                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |    322779 | NS      | $37145407.32  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                              | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |    590336 | NS      | $93745356.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                             | STIFEL FINANCIAL                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |   1822743 | NS      | $106393508.91 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                               | EQUITY COMMONWEA                            | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |   1876588 | NS      | $46858402.36  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                           | BRANDYWINE RLTY                             | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |   3097169 | NS      | $19047589.35  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                           | PHYSICIANS REALT                            | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |   4120604 | NS      | $59625139.88  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                  | COEUR MINING INC                            | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |   4564295 | NS      | $15336031.20  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    400925 | NS      | $17825125.50  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | IRIDIUM COMMUNIC                            | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |   1020404 | NS      | $52448765.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                              | HILLTOP HOLDINGS                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    816213 | NS      | $24494552.13  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                      | WATTS WATER TE-A                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |    492550 | NS      | $72025586.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                    | BRINK'S CO/THE                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    796589 | NS      | $42784795.19  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |   2363991 | NS      | $158032798.35 | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                   | ZURN ELKAY WATER                            | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |   2567693 | NS      | $54306706.95  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                | PARK NATL CORP                              | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |    264235 | NS      | $37191076.25  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                             | HEARTLAND EXPRES                            | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    855176 | NS      | $13118399.84  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                      | ALLEGION PLC                                | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |   1585806 | NS      | $166921939.56 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                              | GLOBAL NET LEASE                            | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |   1873762 | NS      | $23553188.34  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                          | PHILLIPS EDISON                             | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |   1056969 | NS      | $33653892.96  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                              | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   1625873 | NS      | $83764976.96  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | SUMMIT HOTEL PRO                            | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    916612 | NS      | $6617938.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | BRIGHTHOUSE FINA                            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |   1247966 | NS      | $63983216.82  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |   3121026 | NS      | $85765794.48  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                       | COLUMBIA BANKING                            | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1419718 | NS      | $42776103.34  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                             | AVIS BUDGET GROU                            | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |    374245 | NS      | $61349982.85  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |   2700948 | NS      | $132778603.68 | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                | REGAL REXNORD CO                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |   1194176 | NS      | $143277236.48 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                  | ASSETMARK FINANC                            | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |    200055 | NS      | $4601265.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                    | MURPHY USA INC                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |    367072 | NS      | $102611306.88 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc                                | BAKKT HOLDINGS I                            | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1043149 | NS      | $1241347.31   | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlyle Group Inc/The                             | CARLYLE GROUP IN                            | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |   4594055 | NS      | $137086601.20 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                        | KFORCE INC                                  | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |    355918 | NS      | $19514983.94  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | RELIANCE STEEL                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |   1059502 | NS      | $214485584.88 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                         | SPIRE INC                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |    900352 | NS      | $61998238.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |   4591795 | NS      | $128248834.35 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                          | NATL HEALTHCARE                             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235442 | NS      | $14008799.00  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &                            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1439397 | NS      | $75625918.38  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                        | AZENTA INC                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    677155 | NS      | $39423964.10  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                       | BLUCORA INC                                 | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |    821240 | NS      | $20966257.20  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                            | CATHAY GENERAL B                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |   1276205 | NS      | $52056401.95  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                      | ARCBEST CORP                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    418792 | NS      | $29332191.68  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                               | MR COOPER GROUP                             | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |   1146472 | NS      | $46007921.36  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                           | CHIMERA INV CORP                            | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |   4183935 | NS      | $23011642.50  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                    | PROTO LABS INC                              | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |    244795 | NS      | $6249616.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                       | NATIONAL-CL A                               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    678690 | NS      | $28552488.30  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                      | MEDICAL PROPERTI                            | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |  10795228 | NS      | $120258839.92 | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI                            | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1061778 | NS      | $73029090.84  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                       | TWO HARBORS INVE                            | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |   1594668 | NS      | $25147922.25  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                | FORESTAR GROUP                              | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |    314549 | NS      | $4847200.09   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                         | DICK'S SPORTING                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |   1026277 | NS      | $123450860.33 | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                      | ARCHROCK INC                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |   2809250 | NS      | $25227065.00  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                             | URBAN EDGE P                                | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2014038 | NS      | $28377795.42  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                              | DYCOM INDS                                  | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |    253437 | NS      | $23721703.20  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                   | ALEXANDER'S INC                             | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |     18570 | NS      | $4086514.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc                                        | RUMBLE INC                                  | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    251522 | NS      | $1496555.90   | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Emergent BioSolutions Inc                         | EMERGENT BIOSOLU                            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    810512 | NS      | $9572146.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify Inc                                     | EXPENSIFY INC-A                             | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    746021 | NS      | $6587365.43   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                 | MIDDLEBY CORP                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |    486355 | NS      | $65122934.50  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                   | SIRIUSPOINT LTD                             | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | US        |   1610062 | NS      | $9499365.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                            | NORTHFIELD BANCO                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    776192 | NS      | $12209500.16  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                       | PLEXUS CORP                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |    498720 | NS      | $51333249.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                         | SCOTTS MIRACLE                              | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |    750162 | NS      | $36450371.58  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                     | REV GROUP INC                               | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |    535493 | NS      | $6757921.66   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                            | HILLMAN SOLUTION                            | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1228992 | NS      | $8861032.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                             | ENCOMPASS HEALTH                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |   1801425 | NS      | $107743229.25 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                    | AMC ENTERTAINMEN                            | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |   9598839 | NS      | $39067274.73  | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic Inc                                     | CORECIVIC INC                               | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |   2075635 | NS      | $23994340.60  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                              | UNIVAR SOLUTIONS                            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   2945465 | NS      | $93665787.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                        | ALLETE INC                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |   1031899 | NS      | $66567804.49  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                           | CUSHMAN & WAKEFI                            | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2852934 | NS      | $35547557.64  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | US STEEL CORP                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |   3806178 | NS      | $95344758.90  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                       | DELUXE CORP                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    778700 | NS      | $13222326.00  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                     | NATL HEALTH INV                             | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |    744077 | NS      | $38855700.94  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                       | ARMOUR RESIDENTI                            | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |   2385534 | NS      | $13430556.42  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                          | COTY INC-CL A                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |   6138412 | NS      | $52544806.72  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                        | LAZARD LTD-CL A                             | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |   1933966 | NS      | $67050601.22  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                      | CARTER'S INC                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |    654453 | NS      | $48828738.33  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |    272939 | NS      | $25432456.02  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                          | WORLD FUEL SVCS                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |   1061892 | NS      | $29021508.36  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                       | HEARTLAND FINL                              | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |    325664 | NS      | $15182455.68  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                              | PROFRAC HOLDIN-A                            | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    389648 | NS      | $9819129.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING                            | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1756093 | NS      | $18210684.41  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                | CNX RESOURCES CO                            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |   3095033 | NS      | $52120355.72  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                   | NATIONAL WESTE-A                            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |     34117 | NS      | $9586877.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                | PENNYMAC MORTGAG                            | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |   1605453 | NS      | $19891562.67  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                              | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3007216 | NS      | $115687599.52 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                          | AVIDXCHANGE HLDG                            | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2152199 | NS      | $21392858.06  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                       | SIMMONS FIRST -A                            | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |   2177521 | NS      | $46990903.18  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |   1899049 | NS      | $53135391.02  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                           | ADVANTAGE SOLUTI                            | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1422818 | NS      | $2959461.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |   2502957 | NS      | $212576138.01 | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                | AXOS FINANCIAL I                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |   1028989 | NS      | $39327959.58  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                       | POLARIS INC                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |    993961 | NS      | $100390061.00 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | KORN FERRY                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    963625 | NS      | $48778697.50  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                      | TEXAS CAPITAL BA                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |    900788 | NS      | $54326524.28  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                              | RUSH ENTER-CL B                             | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    108639 | NS      | $6113116.53   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                       | AVIENT CORP                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |   1641734 | NS      | $55424939.84  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                       | SOUTH JERSEY IND                            | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |   2210784 | NS      | $78549155.52  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                       | PENTAIR PLC                                 | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |   2969571 | NS      | $133571303.58 | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                        | INDEPENDENT BANK                            | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    632025 | NS      | $37972062.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                         | PERFORMANCE FOOD                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |   2810282 | NS      | $164092365.98 | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                      | SINCLAIR BROAD-A                            | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    745136 | NS      | $11557059.36  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                     | LIONS GATE ENT-B                            | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |   2230823 | NS      | $12113368.89  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 INC                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |    544868 | NS      | $78194006.68  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                      | VICTORY CAPITA-A                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |    216489 | NS      | $5808399.87   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |   4158945 | NS      | $132337629.90 | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |   1312290 | NS      | $87031072.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                       | TRIMAS CORP                                 | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |    757579 | NS      | $21015241.46  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |   1057071 | NS      | $83772876.75  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                       | KEMPER CORP                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |   1153266 | NS      | $56740687.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | GAP INC/THE                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |   4283383 | NS      | $48316560.24  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                           | PEBBLEBROOK HOTE                            | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |   2373352 | NS      | $31779183.28  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                         | COMMUNITY BANK S                            | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    970039 | NS      | $61063955.05  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | WESTLAKE CORP                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    287781 | NS      | $29509063.74  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                    | IMMUNOVANT INC                              | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    932857 | NS      | $16558211.75  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                  | MCGRATH RENTCORP                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |    440132 | NS      | $43458633.68  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                    | WISDOMTREE INC                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |   2248516 | NS      | $12254412.20  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                          | TOWNE BANK                                  | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |   1247231 | NS      | $38464604.04  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                    | DAY ONE BIOPHARM                            | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    431506 | NS      | $9286009.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                         | USANA HEALTH SCI                            | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |    104028 | NS      | $5534289.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP                            | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |    812065 | NS      | $66670536.50  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                      | HAIN CELESTIAL                              | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |   1612312 | NS      | $26087208.16  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                      | WESBANCO INC                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1014511 | NS      | $37516616.78  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                     | LIONS GATE-A                                | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |   1128453 | NS      | $6443466.63   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                 | FIRST COMMON FIN                            | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |   1601462 | NS      | $22372424.14  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                              | GLOBAL INDUSTRIAL CO                        | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153457 | NS      | $3610843.21   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT                            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |   1873758 | NS      | $33053091.12  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                    | AMERIS BANCORP                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |   1189365 | NS      | $56066666.10  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                              | AMKOR TECH INC                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |   1990055 | NS      | $47721518.90  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6201395 | NS      | $56246652.65  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                     | DUN & BRADSTREET                            | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4719594 | NS      | $57862222.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | GROUP 1 AUTOMOTI                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |    250056 | NS      | $45102600.72  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                            | ENERGIZER HOLDIN                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |   1287013 | NS      | $43179286.15  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                              | TRI POINTE HOMES                            | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1821812 | NS      | $33867485.08  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                        | ALIGHT INC-CL A                             | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |   5029644 | NS      | $42047823.84  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                             | WORLD ACCEPTANCE                            | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73420 | NS      | $4841314.80   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Synaptics Inc                                     | SYNAPTICS INC                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |    719772 | NS      | $68493503.52  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                          | DANA INC                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |   2329000 | NS      | $35237770.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc                | HYSTER-YALE                                 | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154245 | NS      | $3903940.95   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                 | JOBY AVIATION IN                            | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4489699 | NS      | $15040491.65  | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Graphic Packaging Holding Co                      | GRAPHIC PACKAGIN                            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5544165 | NS      | $123357671.25 | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                     | STEELCASE INC-A                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |   1583047 | NS      | $11192142.29  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                    | ATLANTIC UNION B                            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1348745 | NS      | $47394899.30  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                           | WINTRUST FINL                               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |   1096956 | NS      | $92714721.12  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                   | HECLA MINING CO                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |  10397343 | NS      | $57809227.08  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI                            | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    617221 | NS      | $39008367.20  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                             | ESCO TECH INC                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |    466698 | NS      | $40854742.92  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdings Inc              | BRIDGE INVESTM-A                            | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    497966 | NS      | $6000490.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                             | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |    793086 | NS      | $53929848.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                          | RACKSPACE TECHNO                            | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1156033 | NS      | $3410297.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International Inc                            | CACI INTL-A                                 | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |    424171 | NS      | $127501560.89 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP                            | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |   1626528 | NS      | $39410773.44  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | REINSURANCE GROU                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |   1206539 | NS      | $171437126.51 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                 | UNIVERSAL CORP                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    421107 | NS      | $22238660.67  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                         | BEACON ROOFING S                            | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    880859 | NS      | $46500546.61  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                      | HB FULLER CO                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    962411 | NS      | $68927875.82  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                  | SAUL CENTERS INC                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236687 | NS      | $9628427.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | ENHABIT INC                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    850921 | NS      | $11198120.36  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM INDUSTRIES                              | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |   1194204 | NS      | $53046541.68  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc              | CRACKER BARREL                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |    400177 | NS      | $37912768.98  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | SANMINA CORP                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    984873 | NS      | $56423374.17  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                              | WABASH NATIONAL                             | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    822196 | NS      | $18581629.60  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                               | TREEHOUSE FOODS                             | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |   1012407 | NS      | $49992657.66  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                           | OLD NATL BANCORP                            | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |   5287130 | NS      | $95062597.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                  | BGC PARTNERS-A                              | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |   5865233 | NS      | $22111928.41  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |   4892033 | NS      | $101020481.45 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                      | VONTIER CORP                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |   2852112 | NS      | $55131324.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                              | RUSH ENTER-CL A                             | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    743700 | NS      | $38880636.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                 | QURATE RETAIL-A                             | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |   6073653 | NS      | $9900054.39   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                          | NCR CORP                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |   2356384 | NS      | $55162949.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | VALMONT INDS                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |    385112 | NS      | $127344985.04 | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The                        | DUCKHORN PORTFOL                            | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |    831758 | NS      | $13782230.06  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                        | XENIA HOTELS & R                            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |   2055220 | NS      | $27087799.60  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                        | HORACE MANN EDUC                            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    738316 | NS      | $27590868.92  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                 | DXC TECHNOLOGY C                            | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |   4153192 | NS      | $110059588.00 | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                     | GAMESTOP CORP-A                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |   4673409 | NS      | $86271130.14  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| GCM Grosvenor Inc                                 | GCM GROSVENOR-A                             | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    762740 | NS      | $5804451.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                            | UCB SA - CVR 31/12/2023 (Zogenix Inc Acq)   | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |    265295 | NS      | $530590.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |   1836079 | NS      | $30203499.55  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                 | POST HOLDINGS IN                            | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    476059 | NS      | $42969085.34  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                | KILROY REALTY                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |   1054943 | NS      | $40794645.81  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                       | ALLOVIR INC                                 | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    334794 | NS      | $1717493.22   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                              | NETSCOUT SYSTEMS                            | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |   1238898 | NS      | $40276573.98  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                              | KAISER ALUMINUM                             | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    287759 | NS      | $21858173.64  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc                   | SPIRIT AEROSYS-A                            | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1900059 | NS      | $56241746.40  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                      | GRIFFON CORP                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    927114 | NS      | $33181410.06  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                 | TOLL BROTHERS                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |   1943597 | NS      | $97024362.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                        | NELNET INC-CL A                             | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |    214781 | NS      | $19491375.75  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                          | RLI CORP                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |    778224 | NS      | $102157464.48 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT                            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |   2637701 | NS      | $182370647.14 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                          | SERVICE PROPERTI                            | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |   2986816 | NS      | $21773888.64  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                               | MKS INSTRUMENTS                             | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    600447 | NS      | $50875874.31  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                               | GLACIER BANCORP                             | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |   1999389 | NS      | $98809804.38  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                    | OMNIAB INC - 12.5                           | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53581 | NS      | $0.54         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SLM Corp                                          | SLM CORP                                    | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |   4516606 | NS      | $74975659.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                       | IDACORP INC                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    912763 | NS      | $98441489.55  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Receive SUNPOWER CORP Pay Overnight Rate    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |    393000 | NC      | $-1492925.01  | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL Green Realty Corp                              | SL GREEN REALTY                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |   1161022 | NS      | $39149661.84  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                    | OFFICE PROPERTIE                            | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    876726 | NS      | $11704292.10  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL                            | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    932462 | NS      | $32300483.68  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                      | INVESCO MORTGAGE                            | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |    638220 | NS      | $8124540.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                           | KBR INC                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |   2476695 | NS      | $130769496.00 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                     | UNITED COMMUNITY                            | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |   1820782 | NS      | $61542431.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc               | APPLIED INDU TEC                            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    696294 | NS      | $87753932.82  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                            | ACUSHNET HOLDING                            | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |    570338 | NS      | $24216551.48  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                                     | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    765543 | NS      | $38124041.40  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                 | PROG HOLDINGS IN                            | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    903187 | NS      | $15254828.43  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                | CARETRUST REI                               | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    875796 | NS      | $16272289.68  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                      | COMPASS DIVERSIF                            | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |   1107964 | NS      | $20198183.72  | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Rambus Inc                                        | RAMBUS INC                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |   1940285 | NS      | $69501008.70  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                            | MUELLER INDS                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    975204 | NS      | $57537036.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                      | ARCONIC CORP                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |   1832037 | NS      | $38765902.92  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                         | SMITH & WESSON B                            | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |    414292 | NS      | $3596054.56   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                          | UGI CORP                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |   3785401 | NS      | $140324815.07 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                 | SLEEP NUMBER COR                            | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |    377353 | NS      | $9803630.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                         | MONRO INC                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283923 | NS      | $12833319.60  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                            | EMPLOYERS HOLDIN                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    490963 | NS      | $21175234.19  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                | FRONTIER COMMUNI                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4422874 | NS      | $112694829.52 | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                             | INDEP BANK/MA                               | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    823965 | NS      | $69567364.95  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                        | WORTHINGTON INDS                            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |    538463 | NS      | $26766995.73  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                               | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |   3914070 | NS      | $65912938.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                  | SHENANDOAH TELEC                            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    859138 | NS      | $13643111.44  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                 | KKR REAL ESTATE                             | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    873284 | NS      | $12191044.64  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                 | MFA FINANCIAL                               | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |   1837739 | NS      | $18101729.15  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    466966 | NS      | $9470070.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                            | STOKE THERAPEUTI                            | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |    195675 | NS      | $1806080.25   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                 | GETTY REALTY                                | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    759303 | NS      | $25702406.55  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS                            | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |   2929338 | NS      | $93621642.48  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                            | GENWORTH FINANCI                            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   8960693 | NS      | $47402065.97  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                | AVANOS MEDICAL I                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    839405 | NS      | $22714299.30  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | WESTERN UNION                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |   6971155 | NS      | $95992804.35  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                          | ENCORE CAPITAL G                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    401046 | NS      | $19226145.24  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                | NUSCALE POWER CO                            | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    351045 | NS      | $3601721.70   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co                         | EDGEWELL PERSONA                            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    928661 | NS      | $35790594.94  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                     | SUNPOWER CORP                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    392891 | NS      | $7083824.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | HUDSON PACIFIC P                            | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2543968 | NS      | $24752808.64  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                        | N-ABLE INC                                  | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    567847 | NS      | $5837467.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                               | POTLATCHDELTIC C                            | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |   1458216 | NS      | $64146921.84  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                          | GRANITE CONSTR                              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    789414 | NS      | $27684748.98  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                                 | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |   2724399 | NS      | $83421097.38  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |   2375273 | NS      | $28170737.78  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                | OUTFRONT MEDIA I                            | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |   2667031 | NS      | $44219373.98  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                    | NY COMM BANCORP                             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |  11666617 | NS      | $100332906.20 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | TRUSTMARK CORP                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    990329 | NS      | $34572385.39  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                           | ALEXANDER & BALD                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1309601 | NS      | $24528826.73  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                     | SELECT INS GRP                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |   1088113 | NS      | $96417692.93  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                          | EBIX INC                                    | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |    446364 | NS      | $8909425.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | ASSURED GUARANTY                            | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |   1028893 | NS      | $64058878.18  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                      | AVEPOINT INC                                | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1263734 | NS      | $5193946.74   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                | BOK FINL CORP                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |    424929 | NS      | $44103380.91  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                    | ELF BEAUTY INC                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    453927 | NS      | $25102163.10  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |   1469609 | NS      | $71114379.51  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                     | DILLARDS INC-A                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |     71218 | NS      | $23017657.60  | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcoa Corp                                        | ALCOA CORP                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |   3194091 | NS      | $145235317.77 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                 | TRIUMPH GROUP                               | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    528044 | NS      | $5555022.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME                            | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |    947161 | NS      | $28395886.78  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                         | LEAR CORP                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    533481 | NS      | $66162313.62  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                         | PROSPERITY BNCSH                            | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1565640 | NS      | $113790715.20 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                             | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |   3507137 | NS      | $116822733.47 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                              | PACTIV EVERGREEN                            | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |    641979 | NS      | $7292881.44   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                             | WILEY JOHN&SON-A                            | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    758421 | NS      | $30382345.26  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                          | KEARNY FINANCIAL                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1097777 | NS      | $11142436.55  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                            | HOME BANCSHARES                             | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3498057 | NS      | $79720719.03  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                    | TRANSOCEAN LTD                              | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |  11728567 | NS      | $53482265.52  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                           | MERIDIAN BIOSCI                             | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    791196 | NS      | $26275619.16  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                         | STEPAN CO                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |    381203 | NS      | $40582871.38  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                 | NORTHWESTERN COR                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |   1043012 | NS      | $61892332.08  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | JEFFERIES FINANC                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |   2893770 | NS      | $99198435.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                     | PRIMERICA INC                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |    666107 | NS      | $94467294.74  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | JAZZ PHARMACEUTI                            | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |   1079823 | NS      | $172026602.13 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                          | UNITED NATURAL                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |   1081403 | NS      | $41861110.13  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                        | FUBOTV INC                                  | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1674293 | NS      | $2913269.82   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WeWork Inc                                        | WEWORK INC-CL A                             | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2555610 | NS      | $3654522.30   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                               | CLEARWAY ENERG-A                            | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    310222 | NS      | $9281842.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                       | ENOVIX CORP                                 | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |    992584 | NS      | $12347744.96  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                            | SCHNEIDER NATL-B                            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    686032 | NS      | $16053148.80  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                      | WOODWARD INC                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    539445 | NS      | $52115781.45  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    861797 | NS      | $72020375.29  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                              | SONIC AUTOMOTI-A                            | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |    288025 | NS      | $14190991.75  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | THOR INDUSTRIES                             | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |    920629 | NS      | $69498283.21  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                               | STAG INDUSTRIAL                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |   3235679 | NS      | $104544788.49 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                    | CALIF WATER SRVC                            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    494855 | NS      | $30008007.20  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                    | APTARGROUP INC                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |   1178532 | NS      | $129614949.36 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                          | ELANCO ANIMAL HE                            | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |   8561390 | NS      | $104620185.80 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |   1897175 | NS      | $16695140.00  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                | FIRST HORIZON CO                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   9690540 | NS      | $237418230.00 | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc/dupe                | FRANKLIN BSP REA                            | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1488980 | NS      | $19207842.00  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                    | ZIFF DAVIS INC                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    809296 | NS      | $64015313.60  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | ADEIA INC                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1778863 | NS      | $16863621.24  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |   2834705 | NS      | $54057824.35  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                            | ABERCROMBIE & FI                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    848107 | NS      | $19430131.37  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                    | EPR PROPERTIES                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |   1354300 | NS      | $51084196.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                   | MACERICH CO                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |   3877386 | NS      | $43659366.36  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR GROUP INC                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |    860271 | NS      | $127414737.81 | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                | FLUENCE ENERGY I                            | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    728226 | NS      | $12489075.90  | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                               | WALKER & DUNLOP                             | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    566154 | NS      | $44431765.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                 | OWENS & MINOR                               | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |   1307399 | NS      | $25533502.47  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                       | CERENCE INC                                 | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    710956 | NS      | $13174014.68  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                             | VIVINT SMART HOM                            | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    963018 | NS      | $11459914.20  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                               | MYRIAD GENETICS                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |   1389687 | NS      | $20164358.37  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                        | SABRA HEALTH CAR                            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |   4169626 | NS      | $51828451.18  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co                                | 23ANDME HOLDIN-A                            | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4918102 | NS      | $10623100.32  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                     | HUB GROUP-A                                 | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560019 | NS      | $44515910.31  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO INTL                                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |    917836 | NS      | $114913067.20 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co            | APARTMENT INVEST                            | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |   2600416 | NS      | $18514961.92  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                     | CAPITOL FEDERAL                             | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2357926 | NS      | $20396059.90  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                       | PENSKE AUTOMOTIV                            | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |    386132 | NS      | $44378150.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                       | INVESCO LTD                                 | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |   8210009 | NS      | $147698061.91 | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                         | SALLY BEAUTY HOL                            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |   1932389 | NS      | $24193510.28  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                           | TPG INC                                     | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |   1089188 | NS      | $30312102.04  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                      | SUNSTONE HOTEL                              | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |   3798151 | NS      | $36690138.66  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                  | PIEDMONT OFFIC-A                            | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2227565 | NS      | $20426771.05  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                           | RXO INC                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |   2078114 | NS      | $35743560.80  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |   2472455 | NS      | $130891767.70 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc                                     | LOANDEPOT INC -A                            | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |    910650 | NS      | $1502572.50   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                              | RENT-A-CENTER                               | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    854213 | NS      | $19262503.15  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                     | ECHOSTAR CORP-A                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    607871 | NS      | $10139288.28  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                      | MADRIGAL PHARMAC                            | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |    231554 | NS      | $67208548.50  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                    | API GROUP CORP                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |   3378052 | NS      | $63541158.12  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                                    | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |   5804009 | NS      | $270931140.12 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                           | METHODE ELEC                                | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    627217 | NS      | $27829618.29  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                    | VIRTUS INVEST                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |    124028 | NS      | $23743920.32  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BANKUNITED INC                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |   1394894 | NS      | $47384549.18  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                        | HURON CONSULTING                            | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |    359842 | NS      | $26124529.20  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                          | AMER STATES WATE                            | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    667227 | NS      | $61751858.85  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY                            | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |  19922086 | NS      | $116544203.10 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                  | ATLAS AIR WORLDW                            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |    512047 | NS      | $51614337.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                              | NATL FUEL GAS CO                            | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |   1651521 | NS      | $104541279.30 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |   5846641 | NS      | $37886233.68  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                  | KRISPY KREME INC                            | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1209069 | NS      | $12477592.08  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                         | BUNGE LTD                                   | CUSIP: G16962105<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |   2704227 | NS      | $269800727.79 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc             | ARTISAN PARTNE-A                            | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |   1164738 | NS      | $34592718.60  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                        | SIGNATURE BANK                              | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |   1136000 | NS      | $130889920.00 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                              | FEDERATED HERMES                            | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |   1526131 | NS      | $55413816.61  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                | RITHM CAPITAL CO                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |   8549735 | NS      | $69851334.95  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                               | DESIGNER BRAND-A                            | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    917925 | NS      | $8977306.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                       | UNISYS CORP                                 | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    580973 | NS      | $2968772.03   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |    491847 | NS      | $69576676.62  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                              | VORNADO RLTY TST                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3116436 | NS      | $64853033.16  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                        | APARTMENT INCOME                            | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2732919 | NS      | $93766450.89  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                              | SUMMIT MATERIA-A                            | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |   2137914 | NS      | $60695375.62  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                              | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    562206 | NS      | $18850767.18  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | MARRIOTT VACATIO                            | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |    622601 | NS      | $83795868.59  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                        | SPROUTS FARMERS                             | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |   1910869 | NS      | $61854829.53  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | BANK OZK                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |   2016130 | NS      | $80766167.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                | DOUGLAS EMMETT                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3014691 | NS      | $47270354.88  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                  | ELME COMMUNITIES                            | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |   1579862 | NS      | $28121543.60  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                 | CORP OFFICE PROP                            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |   2029469 | NS      | $52644425.86  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                        | CABOT CORP                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |   1016856 | NS      | $67966655.04  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                  | WEIS MARKETS INC                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    291351 | NS      | $23975273.79  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | MURPHY OIL CORP                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |   2665999 | NS      | $114664616.99 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                              | JBG SMITH PROPER                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2054103 | NS      | $38986874.94  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                       | IOVANCE BIOTHERA                            | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |   2706881 | NS      | $17296969.59  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                           | ENERPAC TOOL GRO                            | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    513306 | NS      | $13063637.70  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                           | ENERSYS                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |    737036 | NS      | $54422738.24  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                  | PRESTIGE CONSUME                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    893992 | NS      | $55963899.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit MTA REIT                                   | SPIRIT MTA REIT RTS                         | CUSIP: N/A<br>LEI: 5493001XMVHW4G48PP41       | Long             | EC               | CORP              | US        |    334911 | NS      | $3.35         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Moog Inc                                          | MOOG INC-CLASS A                            | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |    518309 | NS      | $45486797.84  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                        | FLUOR CORP                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |   2565017 | NS      | $88903489.22  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                        | GUESS? INC                                  | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    491357 | NS      | $10166176.33  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                              | UMPQUA HOLDINGS                             | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |   3921020 | NS      | $69990207.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMO-C                                | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   3527854 | NS      | $31468457.68  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                | FIRST HAWAIIA                               | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |   2304956 | NS      | $60021054.24  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                          | CULLEN/FROST                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |   1044668 | NS      | $139672111.60 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                        | KAMAN CORP                                  | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |    505798 | NS      | $11279295.40  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR                            | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |   2065299 | NS      | $47192082.15  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                        | APPLE HOSPITALIT                            | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |   3716569 | NS      | $58647458.82  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                        | SERITAGE GROWT-A                            | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |    328766 | NS      | $3889301.78   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenet Healthcare Corp                             | TENET HEALTHCARE                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |   1951882 | NS      | $95232322.78  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                     | LINCOLN ELECTRIC                            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |   1042308 | NS      | $150603082.92 | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                      | PORTLAND GENERAL                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |   1611019 | NS      | $78939931.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   5362012 | NS      | $69706156.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                 | REDWOOD TRUST                               | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |   2046463 | NS      | $13834089.88  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | CLEVELAND-CLIFFS                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |   9302644 | NS      | $149865594.84 | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                       | MATTHEWS INTL-A                             | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    519592 | NS      | $15816380.48  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                        | H&E EQUIPMENT SE                            | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |    557148 | NS      | $25294519.20  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                        | RPT REALTY                                  | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |   1538970 | NS      | $15451258.80  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                   | FED REALTY INVS                             | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |   1466037 | NS      | $148128378.48 | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                        | STANDEX INTL CO                             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |    216361 | NS      | $22157530.01  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                         | CALIFORNIA RESOU                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |   1326324 | NS      | $57708357.24  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                               | XEROX HOLDINGS C                            | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |   1956738 | NS      | $28568374.80  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                              | COMMERCIAL METAL                            | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |   2118562 | NS      | $102326544.60 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |   3856048 | NS      | $45462805.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                        | MATTEL INC                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   6397742 | NS      | $114135717.28 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                        | SENSIENT TECHNOL                            | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |    758888 | NS      | $55338112.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                   | OTTER TAIL CORP                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    751553 | NS      | $44123676.63  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                      | BIG LOTS INC                                | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    496323 | NS      | $7295948.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Laureate Education Inc                            | LAUREATE EDUCATI                            | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |   2675020 | NS      | $25733692.40  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                         | JANUS HENDERSON                             | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |   2392487 | NS      | $56271294.24  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                              | RED ROCK RESOR-A                            | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    445125 | NS      | $17809451.25  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                            | BERRY GLOBAL GRO                            | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |   1120426 | NS      | $67707343.18  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                  | HOPE BANCORP INC                            | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |   2049117 | NS      | $26249188.77  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                          | KAR AUCTION SERV                            | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |   1965993 | NS      | $25656208.65  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                        | STRIDE INC                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    368990 | NS      | $11542007.20  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                 | GAMING AND LEISU                            | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |   4416357 | NS      | $230048036.13 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                    | OMNIAB INC - 15                             | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53581 | NS      | $0.54         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Strategic Education Inc                           | STRATEGIC EDUCAT                            | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |    397307 | NS      | $31117084.24  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc          | KNIGHT-SWIFT TRA                            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2755928 | NS      | $144438186.48 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                      | SUPERNUS PHARMAC                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    464385 | NS      | $16564612.95  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                    | FIRST FIN BANKSH                            | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |   2446265 | NS      | $84151516.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                           | VALLEY NATL BANC                            | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   7769819 | NS      | $87876652.89  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                  | BLACK HILLS CORP                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |   1174803 | NS      | $82635643.02  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                             | JACKSON FI-A                                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |   1349124 | NS      | $46936023.96  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                      | LA-Z-BOY INC                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    776913 | NS      | $17729154.66  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO CORP                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |   1144678 | NS      | $158755391.82 | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | CIRRUS LOGIC INC                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    993963 | NS      | $74030364.24  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                      | RAYONIER INC                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |   2643291 | NS      | $87122871.36  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NEXTIER OILFIELD                            | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |   1883725 | NS      | $17405619.00  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                               | MERITAGE HOMES C                            | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    660208 | NS      | $60871177.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD                            | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |   1847207 | NS      | $71819408.16  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                                | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |   4349921 | NS      | $165644991.68 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                              | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |   2091345 | NS      | $28672339.95  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                     | BLACKBAUD INC                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |    479274 | NS      | $28210067.64  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                       | ASBURY AUTO GRP                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    399564 | NS      | $71621847.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                              | URBAN OUTFITTER                             | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |   1081561 | NS      | $25795229.85  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                     | QUANEX BUILDING                             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    598086 | NS      | $14162676.48  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RENAISSANCERE                               | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | US        |    788911 | NS      | $145341073.53 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I                            | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |   2426665 | NS      | $59331959.25  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC HOLDINGS IN                            | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |    340969 | NS      | $15046961.97  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                              | FIRST ADVANTAGE                             | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    959955 | NS      | $12479415.00  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                             | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |   1201489 | NS      | $138075115.88 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                              | SITIO ROYALTIE-A                            | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    330719 | NS      | $9541243.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                      | SPECTRUM BRANDS                             | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |    736298 | NS      | $44855274.16  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                | ARCH RESOURCES I                            | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |    326439 | NS      | $46612224.81  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | OVINTIV INC                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4481665 | NS      | $227265232.15 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                   | NBT BANCORP INC                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    734687 | NS      | $31900109.54  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                         | AVNET INC                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |   1652057 | NS      | $68692530.06  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                          | HNI CORP                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    709400 | NS      | $20168242.00  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                                 | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    484736 | NS      | $113757844.48 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE                            | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |   1393956 | NS      | $50739998.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                 | LITHIA MOTORS                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    493519 | NS      | $101043080.06 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                      | BOWLERO CORP                                | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    346817 | NS      | $4675093.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Affiliated Managers Group Inc                     | AFFIL MANAGERS                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |    680019 | NS      | $107735410.17 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                                   | INFORMATICA IN-A                            | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    647606 | NS      | $10549501.74  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                            | EASTERN BANKSHAR                            | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |   2870534 | NS      | $49516711.50  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                    | TETRA TECH INC                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    956426 | NS      | $138863490.94 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                             | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |   2393340 | NS      | $77137348.20  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                           | BRC INC-A                                   | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    370969 | NS      | $2266620.59   | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC Networks Inc                                  | AMC NETWORKS-A                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    511821 | NS      | $8020235.07   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                             | INTEGER HOLDINGS                            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    598087 | NS      | $40945036.02  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                    | THE BUCKLE INC                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    542562 | NS      | $24605186.70  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AUTONATION INC                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    715905 | NS      | $76816606.50  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                       | ASHLAND INC                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    879728 | NS      | $94597151.84  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                         | MINERALS TECH                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    585796 | NS      | $35569533.12  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                | VOYA FINANCIAL I                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |   1754177 | NS      | $107864343.73 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc         | APOLLO COMMERCIA                            | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |   2538352 | NS      | $27312667.52  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                       | BROOKDALE SR                                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |   3202930 | NS      | $8743998.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | TELEPHONE & DATA                            | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1820917 | NS      | $19101419.33  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                         | CLAROS MORTGAGE                             | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |   2123312 | NS      | $31233919.52  | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Vishay Intertechnology Inc                        | VISHAY INTERTECH                            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |   2338952 | NS      | $50451194.64  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                 | HUNTINGTON INGAL                            | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |    720346 | NS      | $166169415.28 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                   | FOOT LOCKER INC                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |   1684281 | NS      | $63648978.99  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |   3904390 | NS      | $17960194.00  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                             | US FOODS HOLDING                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |   3653844 | NS      | $124303772.88 | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                          | ATEA PHARMACEUTI                            | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    338095 | NS      | $1626236.95   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                     | GOODYEAR TIRE                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |   5106315 | NS      | $51829097.25  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                     | URSTADT BIDDLE                              | CUSIP: 917286106<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     22687 | NS      | $413130.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Co Inc                          | ACADIA HEALTHCAR                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |   1642334 | NS      | $135196934.88 | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                   | PENNYMAC FINANCI                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |    406830 | NS      | $23050987.80  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC                            | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |    720446 | NS      | $11829723.32  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                  | BOOZ ALLEN HAMIL                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |   2386979 | NS      | $249487045.08 | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                              | MERCURY GEN CORP                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    499767 | NS      | $17092031.40  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                 | SYNEOS HEALTH IN                            | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |   1857891 | NS      | $68147441.88  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                | NORWEGIAN CRUISE                            | CUSIP: G66721104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7607169 | NS      | $93111748.56  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Argo Group International Holdings Ltd             | ARGO GROUP INTER                            | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | US        |    569540 | NS      | $14722609.00  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                     | FIRST AMERICAN F                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |   1775737 | NS      | $92942074.58  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                    | KENNAMETAL INC                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |   1454547 | NS      | $34996400.82  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                   | SCHOLASTIC CORP                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    494400 | NS      | $19509024.00  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                 | EW SCRIPPS-A                                | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |   1098325 | NS      | $14486906.75  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | BUILDERS FIRSTSO                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |   2656837 | NS      | $172375584.56 | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                          | UNITED BANKSHS                              | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |   2430891 | NS      | $98426776.59  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                    | GREEN DOT CORP-A                            | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    806618 | NS      | $12760696.76  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                         | AGIOS PHARMACEUT                            | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |    495920 | NS      | $13925433.60  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                        | GRAFTECH INTERNA                            | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |   3474058 | NS      | $16536516.08  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |   2543594 | NS      | $285060579.58 | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | LINCOLN NATL CRP                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |   2749579 | NS      | $84467066.88  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                         | UDEMY INC                                   | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |    701506 | NS      | $7400888.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                  | LIFE STORAGE INC                            | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |   1534409 | NS      | $151139286.50 | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                              | ASSOC BANC-CORP                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |   2578590 | NS      | $59539643.10  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU                            | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6414331 | NS      | $6735047.55   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |   1641674 | NS      | $26956287.08  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                             | UNITED FIRE GROU                            | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    432130 | NS      | $11823076.80  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                       | GENESCO INC                                 | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |    112058 | NS      | $5156909.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                             | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |   1760321 | NS      | $106869087.91 | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                 | ALLISON TRANSMIS                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |   1669616 | NS      | $69456025.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                       | ECOVYST INC                                 | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1528398 | NS      | $13541606.28  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                | CVB FINANCIAL                               | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2397603 | NS      | $61738277.25  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | CONCENTRIX CORP                             | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    699565 | NS      | $93154075.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp           | SCIENCE APPLICAT                            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |    995188 | NS      | $110396204.84 | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   9340302 | NS      | $48756376.44  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                         | GATX CORP                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    635417 | NS      | $67570243.78  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                            | AMER WOODMARK CO                            | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |    149763 | NS      | $7317420.18   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                    | MULTIPLAN CORP                              | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   6345667 | NS      | $7297517.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                 | NEWMARK GROUP-A                             | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2310224 | NS      | $18412485.28  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                               | CLEARWAY ENERG-C                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    744119 | NS      | $23715072.53  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                     | INTL BANCSHARES                             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |   1009167 | NS      | $46179481.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                         | NEW JERSEY RES                              | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |   1739988 | NS      | $86338204.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G III APPAREL                               | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    728641 | NS      | $9989668.11   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                              | ENPRO INDUSTRIES                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    375541 | NS      | $40817551.29  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                                 | CRANE HOLDINGS C                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    861529 | NS      | $86540588.05  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                    | WENDY'S CO/THE                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |   3076532 | NS      | $69621919.16  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                    | MRC GLOBAL INC                              | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |   1509261 | NS      | $17477242.38  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                   | SQUARESPACE IN-A                            | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |    401569 | NS      | $8902784.73   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                              | SPX TECHNOLOGIES                            | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    774919 | NS      | $50873432.35  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | AMERICAN ASSETS                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    874153 | NS      | $23165054.50  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3670950 | NS      | $111376623.00 | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                      | CONDUENT INC                                | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |   3118202 | NS      | $12628718.10  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                               | SILGAN HOLDINGS                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |   1490370 | NS      | $77260780.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | HOWMET AEROSPACE                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |   6721590 | NS      | $264897861.90 | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                           | NOW INC                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |   1993584 | NS      | $25318516.80  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2292406 | NS      | $32047835.88  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | PIPER SANDLER CO                            | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |    305850 | NS      | $39818611.50  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | E-Mini Russ 2000  Mar23                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      1041 | NC      | $1021558.19   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | ADTALEM GLOBAL E                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    778672 | NS      | $27642856.00  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A                            | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |   2139962 | NS      | $87267650.36  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                  | ENCORE WIRE                                 | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    314566 | NS      | $43271698.96  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                            | SYNOVUS FINL                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |   2494568 | NS      | $93671028.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                            | LOUISIANA-PACIFI                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |   1164819 | NS      | $68957284.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                       | STARWOOD PROPERT                            | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |   5309593 | NS      | $97324839.69  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                 | STEVEN MADDEN                               | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    632670 | NS      | $20220133.20  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                              | KOPPERS HOLDINGS                            | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358391 | NS      | $10106626.20  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B                            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    550135 | NS      | $77508520.15  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                        | BELDEN INC                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |    772729 | NS      | $55559215.10  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                         | C3.AI INC-A                                 | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |    852636 | NS      | $9540996.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                                     | OWENS CORNING                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |   1687101 | NS      | $143909715.30 | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                            | ARBOR REALTY TRU                            | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |   2941552 | NS      | $38799070.88  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                             | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    640276 | NS      | $15193749.48  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                            | COLUMBIA FINANCI                            | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |    692319 | NS      | $14967936.78  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                           | MIRATI THERAPEUT                            | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |    467805 | NS      | $21196244.55  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                 | HELEN OF TROY                               | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    433078 | NS      | $48032680.98  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                  | INTERDIGITAL INC                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    535491 | NS      | $26496094.68  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | ASSURANT INC                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |    953729 | NS      | $119273348.74 | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                 | AGREE REALTY                                | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1598979 | NS      | $113415580.47 | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                        | SAFETY INSURANCE                            | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |    252740 | NS      | $21295872.40  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                    | PRICESMART INC                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    446328 | NS      | $27127815.84  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                            | WEBSTER FINL                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |   3141268 | NS      | $148707627.12 | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                        | AXALTA COATING S                            | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |   3982470 | NS      | $101433510.90 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                 | BRUNSWICK CORP                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |   1308890 | NS      | $94344791.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                           | HERBALIFE NUTRIT                            | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |   1766943 | NS      | $26292111.84  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                           | XPO INC                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |   1974223 | NS      | $65721883.67  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                      | CARS.COM INC                                | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |   1142254 | NS      | $15728837.58  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |    790183 | NS      | $95256560.65  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                            | MICROVAST HOLDIN                            | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |   1412084 | NS      | $2160488.52   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                         | GREIF INC-CL A                              | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    439688 | NS      | $29485477.28  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                  | DONALDSON CO INC                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |   2210698 | NS      | $130143791.26 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                                     | COUCHBASE INC                               | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |    404243 | NS      | $5360262.18   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                    | STERICYCLE INC                              | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |   1664118 | NS      | $83022847.02  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                       | HARSCO CORP                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |   1434652 | NS      | $9023961.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                           | KARUNA THERAPEUT                            | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    496252 | NS      | $97513518.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                        | MASTEC INC                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |   1129866 | NS      | $96411465.78  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                      | SELECT MEDICAL                              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1833906 | NS      | $45535885.98  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                           | DIGITALBRIDGE GR                            | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |   2883495 | NS      | $31545435.30  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                          | RESIDEO TECHN                               | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |   2632906 | NS      | $43311303.70  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                   | HANESBRANDS INC                             | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |   6299277 | NS      | $40063401.72  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                            | HOWARD HUGHE                                | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |    610962 | NS      | $46689716.04  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |   6719825 | NS      | $87895311.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC                            | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    461527 | NS      | $27234708.27  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                            | FIRSTCASH HOLDIN                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    668913 | NS      | $58135228.83  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX CORP                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    776204 | NS      | $73514280.84  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                             | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |   1233786 | NS      | $129781949.34 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                           | NOV INC                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |   3544649 | NS      | $74047717.61  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                     | PRA GROUP INC                               | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    668416 | NS      | $22579092.48  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                        | KIRBY CORP                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |   1081337 | NS      | $69584035.95  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                   | IHEARTMEDIA-CL A                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1978465 | NS      | $12127990.45  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                 | FTAI AVIATION LT                            | CUSIP: G3730V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    762609 | NS      | $13055866.08  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | FIRST SOLAR INC                             | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |    913930 | NS      | $136897574.70 | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                          | EASTGROUP PROP                              | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |    786612 | NS      | $116465772.72 | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                    | OMEGA HEALTHCARE                            | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |   4227539 | NS      | $118159715.05 | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                      | CADENCE BANK                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |   3293634 | NS      | $81221014.44  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc            | CCC INTELLIGENT                             | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2801367 | NS      | $24371892.90  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                         | ALX ONCOLOGY HOL                            | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163431 | NS      | $1841867.37   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                   | S & T BANCORP                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    668908 | NS      | $22863275.44  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                    | FLOWSERVE CORP                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |   2359335 | NS      | $72384397.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   6332495 | NS      | $82639059.75  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                     | EMPIRE STATE REA                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |   2896025 | NS      | $19519208.50  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | ANTERO MIDSTREAM                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5614668 | NS      | $60582267.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                  | MDC HOLDINGS INC                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |   1029238 | NS      | $32523920.80  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                     | VALVOLINE INC                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |   3152261 | NS      | $102921321.65 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                     | NORDSTROM INC                               | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |   1729709 | NS      | $27917503.26  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |    858647 | NS      | $23664311.32  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                        | CRICUT INC- A                               | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |    393785 | NS      | $3650386.95   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RPM International Inc                             | RPM INTL INC                                | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |   2330528 | NS      | $227109953.60 | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                       | EVERTEC INC                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1177013 | NS      | $38111680.94  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                 | U-HAUL HOLDING C                            | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |   1706405 | NS      | $93818146.90  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                            | CHESAPEAKE ENERG                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |   2297628 | NS      | $216827154.36 | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    913447 | NS      | $15081009.97  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                            | VICTORIA'S SECRE                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |   1320006 | NS      | $47229814.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MSP Recovery Inc                                  | MSP RECOVERY INC                            | CUSIP: 553745100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    787150 | NS      | $1259440.00   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty Inc                                       | HAGERTY INC-A                               | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185386 | NS      | $1559096.26   | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ProAssurance Corp                                 | PROASSURANCE COR                            | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    974164 | NS      | $17018645.08  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                       | COMPASS INC - A                             | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5107350 | NS      | $11900125.50  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp                                       | SES AI CORP                                 | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1114081 | NS      | $3509355.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enact Holdings Inc                                | ENACT HOLDINGS I                            | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    587983 | NS      | $14182149.96  | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaiian Holdings Inc                             | HAWAIIAN HOLDING                            | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    881640 | NS      | $9045626.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |   1108377 | NS      | $38604770.91  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | TRINITY INDUSTRI                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |   1469489 | NS      | $43452789.73  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                               | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |   3620945 | NS      | $104065959.30 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                        | DIAMONDROCK HOSP                            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |   3779703 | NS      | $30955767.57  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |   2426845 | NS      | $160560065.20 | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                             | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |     44176 | NS      | $62479442.08  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                             | MOHAWK INDS                                 | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |    974893 | NS      | $99653562.46  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                            | MAXAR TECHNOLOGI                            | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |   1278720 | NS      | $66160972.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                              | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |    326356 | NS      | $28778072.08  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synergy Pharmaceuticals LLC                       | SYNERGY PHARMACE                            | CUSIP: 871639308<br>LEI: 549300ITFHW1YXFTGH91 | Long             | EC               | CORP              | US        |   1169882 | NS      | $11.70        | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| East West Bancorp Inc                             | EAST WEST BNCRP                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2544423 | NS      | $167677475.70 | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                     | URSTADT BIDDLE-A                            | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |    269933 | NS      | $5115230.35   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                             | EXCELERATE ENE-A                            | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    368688 | NS      | $9235634.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                   | PACWEST BANCORP                             | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |   2126711 | NS      | $48808017.45  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE                            | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5865073 | NS      | $74603728.56  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |   1050150 | NS      | $10364980.50  | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc                  | HAWAIIAN ELEC                               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |   1976220 | NS      | $82704807.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund              | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   2315972 | NS      | $231574052.88 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |   1544594 | NS      | $96537125.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                  | LEONARDO DRS INC                            | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |    460441 | NS      | $5884435.98   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                   | SEALED AIR CORP                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |   2611395 | NS      | $130256382.60 | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                        | INVENTRUST PROPE                            | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |   1156382 | NS      | $27371561.94  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN                            | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |   3573050 | NS      | $26261917.50  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |   4143864 | NS      | $103679477.28 | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                             | BROOKLINE BANCRP                            | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1317846 | NS      | $18647520.90  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                   | AMER FINL GROUP                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |   1306485 | NS      | $179354260.80 | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |   2042434 | NS      | $155306681.36 | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                             | NEW YORK TIMES-A                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |   2823560 | NS      | $91652757.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                             | LANCASTER COLONY                            | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |    174083 | NS      | $34346575.90  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                    | SCANSOURCE INC                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    455737 | NS      | $13316635.14  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | AMBAC FINANCIAL                             | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    811815 | NS      | $14158053.60  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    682036 | NS      | $42634070.36  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                        | AMNEAL PHARMACEU                            | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |   2475107 | NS      | $4925462.93   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | TERADATA CORP                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |   1837747 | NS      | $61858564.02  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                       | KENNEDY-WILSON H                            | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |   2114471 | NS      | $33260628.83  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc                 | TANGER FACTORY                              | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |   1789518 | NS      | $32103952.92  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                  | BARNES GROUP INC                            | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    867218 | NS      | $35425855.30  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC                            | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    576209 | NS      | $25393530.63  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO BRANDS CORP                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |   1616467 | NS      | $9036050.53   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                 | UWM HOLDINGS COR                            | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1504104 | NS      | $4978584.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NETGEAR Inc                                       | NETGEAR INC                                 | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    497199 | NS      | $9004273.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Corp                                          | ITT INC                                     | CUSIP: 45073V108<br>LEI: YB2O5TUONPB3W1X7WJ88 | Long             | EC               | CORP              | US        |   1492928 | NS      | $121076460.80 | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                               | SPIRIT AIRLINES                             | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |    982563 | NS      | $19140327.24  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                            | NEXTGEN HEALTHCA                            | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    976329 | NS      | $18335458.62  | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                          | ANYWHERE REAL ES                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |   1877604 | NS      | $11997889.56  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                     | SEABOARD CORP                               | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |      4199 | NS      | $15852106.79  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254765 | NS      | $23716073.85  | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                | CRESCENT ENERG-A                            | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    697328 | NS      | $8360962.72   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Equitrans Midstream Corp                          | EQUITRANS MIDSTR                            | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |   7812699 | NS      | $52345083.30  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                              | LAMAR ADVERTIS-A                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    787662 | NS      | $74355292.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                      | NATIONAL VISION                             | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    712283 | NS      | $27608089.08  | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The                     | NECESSITY RETAIL                            | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |   2423055 | NS      | $14368716.15  | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                               | VIAVI SOLUTIONS                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |   4085921 | NS      | $42943029.71  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                        | SOUTHWEST GAS HO                            | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1146449 | NS      | $70942264.12  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                 | RALPH LAUREN COR                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |    667688 | NS      | $70554590.96  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer