# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-067626
**Filing Date:** 2023-3
**Character Count:** 65486
**Document Hash:** 26c2a3315542b232aec61bfaab986e59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067626.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067626

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY COVINGTON TRUST
- **CENTRAL INDEX KEY:** 0000945908
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 23763746

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Fidelity Small-Mid Cap Opportunities ETF (Series ID: S000070236)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000223347 | Fidelity Small-Mid Cap Opportunities ETF | FSMO            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Covington Trust

- **b. Investment Company Act file number:** 811-07319

- **c. CIK number of Registrant:** 0000945908

- **d. LEI of Registrant:** 549300JFYFTF85QAQR28

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity Small-Mid Cap Opportunities ETF

- **b. EDGAR series identifier (if any):** S000070236

- **c. LEI of Series:** 549300DUFQFOG22Y8D23

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $31053702.05

**Total Liabilities:** $28133.93

**Net Assets:** $31025568.12

**Cash Not Reported:** $341407.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223347 | 5.45%                | -4.79%               | 9.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-127434.07              | $1558437.07                                |
| Month 2  | $-174157.93              | $-1234444.53                               |
| Month 3  | $-150215.88              | $2760603.04                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXLSERVICE HOLDINGS INC                      | EXLSERVICE HOLDINGS INC                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1148 | NS      | $195848.80    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC               | TEMPUR SEALY INTERNATIONAL INC          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     10111 | NS      | $412023.25    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                 | TAPESTRY INC                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7139 | NS      | $325324.23    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLOGIC INC                                  | HOLOGIC INC                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2625 | NS      | $213596.25    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP                                     | AES CORP                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      6288 | NS      | $172354.08    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                 | EXELIXIS INC                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      3004 | NS      | $52930.48     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                     | LAMB WESTON HOLDINGS INC                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      2676 | NS      | $267305.64    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                       | ARCH CAPITAL GROUP LTD                  | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      4842 | NS      | $311582.70    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC      | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1927 | NS      | $129147.54    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP MASS                        | HAEMONETICS CORP MASS                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1807 | NS      | $152872.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT and WONDER INC                         | LIGHT and WONDER INC CL A               | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      1959 | NS      | $127824.75    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                 | UNITED THERAPEUTICS CORP DEL            | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       299 | NS      | $78687.83     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                             | HF SINCLAIR CORP                        | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3316 | NS      | $188680.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS INC                      | AXSOME THERAPEUTICS INC                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       398 | NS      | $29850.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS LTD                           | ICHOR HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |      3185 | NS      | $107653.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                         | LXP INDUSTRIAL TRUST REIT               | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      7754 | NS      | $89558.70     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP                     | BLUEPRINT MEDICINES CORP                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       463 | NS      | $21640.62     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                      | KB HOME                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4888 | NS      | $187943.60    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                         | TTM TECHNOLOGIES INC                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      3547 | NS      | $55758.84     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP                         | SITIO ROYALTIES CORP                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $29705.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                            | MARATHON OIL CORP                       | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      4304 | NS      | $118230.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                 | ADTALEM GLOBAL EDUCATION INC            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1526 | NS      | $58262.68     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                       | OLD REPUBLIC INTL CORP                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     10092 | NS      | $266327.88    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                      | INSIGHT ENTERPRISES INC                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1666 | NS      | $187791.52    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TFI INTERNATIONAL INC                        | TFI INTERNATIONAL INC                   | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      3785 | NS      | $421270.50    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                | LGI HOMES INC                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      1423 | NS      | $162008.55    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                 | OSHKOSH CORP                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1993 | NS      | $200854.54    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                    | BRINKER INTERNATIONAL INC               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3248 | NS      | $128166.08    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER INC                                  | PREMIER INC                             | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2064 | NS      | $68855.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS INC                             | EPAM SYSTEMS INC                        | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       533 | NS      | $177302.45    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                       | JONES LANG LASALLE INC                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1815 | NS      | $335539.05    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT CORPORATION                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      4840 | NS      | $158122.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                 | AUTOZONE INC                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       169 | NS      | $412165.65    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                           | STEEL DYNAMICS INC                      | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      1646 | NS      | $198573.44    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                            | ACUITY BRANDS INC                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1097 | NS      | $206806.44    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                      | ITT INC                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      2973 | NS      | $272297.07    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON SEMICONDUCTOR CORP                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      3430 | NS      | $251933.50    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC                | AMERICAN EAGLE OUTFITTERS INC           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      8527 | NS      | $137625.78    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS HLDGS LTD                                | WNS HLDGS LTD SP ADR                    | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |      2303 | NS      | $195133.19    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                    | CUBESMART                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8345 | NS      | $382117.55    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                       | PATRICK INDUSTRIES INC                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       790 | NS      | $56066.30     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                          | FEDERAL SIGNAL CORP                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2434 | NS      | $129610.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD                                     | FLEX LTD                                | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      6582 | NS      | $153689.70    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                 | ANTERO RES CORP                         | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      9140 | NS      | $263597.60    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ZENTALIS PHARMACEUTICALS INC                 | ZENTALIS PHARMACEUTICALS LLC            | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       729 | NS      | $17204.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKS CO                                    | BRINKS CO                               | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      1803 | NS      | $118276.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                 | COMERICA INC                            | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4895 | NS      | $358852.45    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VERVE THERAPEUTICS INC                       | VERVE THERAPEUTICS INC                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $12444.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                           | REGAL REXNORD CORP                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      2291 | NS      | $318907.20    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                                | O-I GLASS INC                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10631 | NS      | $204646.75    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ARVINAS INC                                  | ARVINAS INC                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       597 | NS      | $19563.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC                                   | KFORCE INC                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1086 | NS      | $60957.18     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                           | CAPRI HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      4687 | NS      | $311638.63    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                     | DICKS SPORTING GOODS INC                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1848 | NS      | $241644.48    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                             | 10X GENOMICS INC                        | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |       492 | NS      | $23040.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEROS THERAPEUTICS INC                       | KEROS THERAPEUTICS                      | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $9664.05      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                               | TECHTARGET INC                          | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       802 | NS      | $39723.06     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                         | UNIVAR INC                              | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      9462 | NS      | $326249.76    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                    | ARGENX SE SPONSORED ADR                 | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       282 | NS      | $107794.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN and WAKEFIELD PLC                    | CUSHMAN and WAKEFIELD PLC               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2019 | NS      | $29134.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                       | ARRAY TECHNOLOGIES INC                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      7345 | NS      | $163279.35    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                   | ADIENT PLC                              | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      2615 | NS      | $117727.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABS INTL INC             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       984 | NS      | $239358.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                            | CRANE HOLDINGS CO                       | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2427 | NS      | $281313.57    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2417 | NS      | $210931.59    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                    | CROCS INC                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2293 | NS      | $279218.61    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC                   | INDEPENDENT BANK GROUP INC              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $73560.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                    | PERFORMANCE FOOD GROUP CO               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      5559 | NS      | $340877.88    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE THERAPEUTICS INC                        | DICE MOLECULES HOLDING LLC              | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $16552.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                         | SPX TECHNOLOGIES INC                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1496 | NS      | $112214.96    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                        | TRANSMEDICS GROUP INC                   | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1935 | NS      | $121943.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS INC                         | TENABLE HOLDINGS INC                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      3482 | NS      | $140080.86    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                      | WINTRUST FINANCIAL CORP                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1798 | NS      | $164463.06    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                       | CACI INTERNATIONAL INC                  | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       800 | NS      | $246472.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC             | REINSURANCE GROUP OF AMERICA            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1116 | NS      | $169375.32    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                    | BEACON ROOFING SUPPLY INC               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      2595 | NS      | $147603.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS CORP                                    | HESS CORP                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      3113 | NS      | $467448.08    | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                         | RUSH ENTERPRISES INC CL A               | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1657 | NS      | $89163.17     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                | PG and E CORP                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |      8630 | NS      | $137217.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                          | CHURCHILL DOWNS INC                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1227 | NS      | $304418.70    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                               | TECHNIPFMC PLC                          | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     29159 | NS      | $405018.51    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS INC                  | ARCUTIS BIOTHERAPEUTICS INC             | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $1955.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                           | EVOLENT HEALTH INC A                    | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      3111 | NS      | $100236.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                      | KBR INC                                 | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      4719 | NS      | $241754.37    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                          | TRONOX HOLDINGS PLC                     | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |      3097 | NS      | $53113.55     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RELAY THERAPEUTICS INC                       | RELAY THERAPEUTICS INC                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $4871.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRELUDE THERAPEUTICS INC                     | PRELUDE THERAPEUTICS INC                | CUSIP: 74065P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $2449.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M and T BANK CORP                            | M and T BANK CORP                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       631 | NS      | $98436.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                     | ASGN INC                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2623 | NS      | $238561.85    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                     | ENCORE CAP GROUP INC                    | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1119 | NS      | $62350.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                     | GRANITE CONSTRUCTION INC                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      4509 | NS      | $191993.22    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                  | CHEMOURS CO/ THE                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      5277 | NS      | $192030.03    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                           | BOK FINANCIAL COMMON NEW                | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      1070 | NS      | $107535.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXCYTE INC                                  | VAXCYTE INC                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       734 | NS      | $33286.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                      | NEXSTAR MEDIA GROUP INC                 | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1539 | NS      | $315141.03    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                   | LATTICE SEMICONDUCTOR CORP              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2238 | NS      | $169618.02    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC                                  | VIATRIS INC                             | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       818 | NS      | $9946.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                 | INTERPUBLIC GROUP OF COS INC            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2866 | NS      | $104494.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                                | INSPERITY INC                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1734 | NS      | $191693.70    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                | PRIMERICA INC                           | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1202 | NS      | $194423.50    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                        | GILDAN ACTIVEWEAR INC                   | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      2962 | NS      | $92799.46     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                           | FIRST HORIZON CORP                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      9409 | NS      | $232684.57    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES INC                       | EASTERN BANKSHARES INC                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      7063 | NS      | $114208.71    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                               | ZIFF DAVIS INC                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1536 | NS      | $137441.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC                                  | DENBURY INC                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      1601 | NS      | $138934.78    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER and DUNLOP INC                        | WALKER and DUNLOP INC                   | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1354 | NS      | $129144.52    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS and MINOR INC                          | OWENS AND MINOR INC                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      4888 | NS      | $96489.12     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                             | ADAPTHEALTH CORP                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6850 | NS      | $146795.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                          | SYNCHRONY FINANCIAL                     | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3612 | NS      | $132668.76    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC              | SEAGATE TECHNOLOGY HOLDINGS PLC         | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |      3010 | NS      | $204017.80    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                         | RENT A CTR INC                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      3694 | NS      | $99331.66     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                   | LPL FINL HLDGS INC                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      1329 | NS      | $315132.48    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC        | ESSENTIAL PROPERTIES REALTY TRUST INC   | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6076 | NS      | $154816.48    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS INC                         | SUMMIT MATERIALS INC CL A               | CUSIP: 86614U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4159 | NS      | $136664.74    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTYX BIOSCIENCES INC                       | VENTYX BIOSCIENCES INC                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $22260.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                           | DOUGLAS EMMETT INC REIT                 | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8025 | NS      | $134418.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PPTYS TRUST                 | CORPORATE OFFICE PROPERTIES TR          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      3747 | NS      | $105178.29    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                            | AGILON HEALTH INC                       | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4893 | NS      | $106471.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                   | CABOT CORP                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1982 | NS      | $149304.06    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                             | CYTOKINETICS INC                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       804 | NS      | $34153.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                              | MURPHY OIL CORP                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      4573 | NS      | $199428.53    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC             | PRESTIGE CONSUMER HEALTHCARE INC        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $21372.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP NEW                               | FLUOR CORP                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      7583 | NS      | $278675.25    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMAD FOODS LTD                              | NOMAD FOODS LTD                         | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      8362 | NS      | $148759.98    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                     | CULLEN FROST BANKERS INC                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1952 | NS      | $254306.56    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                         | COMMERCIAL METALS CO                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      4046 | NS      | $219576.42    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SVCS INC                 | WEST PHARMACEUTICAL SVCS INC            | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       280 | NS      | $74368.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                            | HELEN OF TROY LTD                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       907 | NS      | $102590.77    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                                 | VERICEL CORP                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       499 | NS      | $13707.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                     | FABRINET                                | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      1931 | NS      | $254235.46    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                        | ELEMENT SOLUTIONS INC                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      7560 | NS      | $154828.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                            | CIRRUS LOGIC INC                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       482 | NS      | $43567.98     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                        | MOLINA HEALTHCARE INC                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1125 | NS      | $350808.75    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC              | ACADEMY SPORTS and OUTDOORS INC         | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $44048.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                          | WILLIAMS-SONOMA INC                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2222 | NS      | $299836.68    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                              | CONCENTRIX CORP                         | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1744 | NS      | $247316.64    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                            | LITHIA MOTORS INC CL A                  | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       465 | NS      | $122388.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS INC                         | PTC THERAPEUTICS INC                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       690 | NS      | $31664.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                 | WALGREENS BOOTS ALLIANCE INC            | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      2398 | NS      | $88390.28     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                                 | DOXIMITY INC                            | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3115 | NS      | $109866.05    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                     | ACADIA HEALTHCARE CO INC                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      3053 | NS      | $256513.06    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELLX INC                                  | ARCELLX INC                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $22117.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC               | DAY ONE BIOPHARMACEUTICALS INC          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       849 | NS      | $18482.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                 | ENVISTA HOLDINGS CORP                   | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      6189 | NS      | $241309.11    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                        | FIRST AMERICAN FINANCIAL CORP           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      5317 | NS      | $328962.79    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                     | BUILDERS FIRSTSOURCE                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      6526 | NS      | $520122.20    | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                  | GENPACT LTD                             | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |      5090 | NS      | $240655.20    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                   | ATKORE INC                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1672 | NS      | $217778.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC               | ALLISON TRANSMISSION HLDGS INC          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2998 | NS      | $135149.84    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD                             | ENSTAR GROUP LTD                        | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |       406 | NS      | $98373.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                         | EDISON INTL                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      1842 | NS      | $126913.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                              | EAGLE MATERIALS INC                     | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1446 | NS      | $211231.68    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                | VALVOLINE INC                           | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      6498 | NS      | $238216.68    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                       | SYNOVUS FINANCIAL CORP.                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      4898 | NS      | $205471.10    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                       | LOUISIANA PACIFIC CORP                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2320 | NS      | $157968.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                       | DISCOVER FIN SVCS                       | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2364 | NS      | $275949.72    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                | UNIVERSAL HEALTH SVCS INC CL B          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      1408 | NS      | $208679.68    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                          | AVID TECHNOLOGY INC                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      3701 | NS      | $112177.31    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP           | WILLSCOT MOBILE MINI HOLDINGS CORP      | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      3566 | NS      | $172808.36    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                 | ASSURANT INC                            | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1691 | NS      | $224209.69    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOM VIDEO COMMUNICATIONS INC                | ZOOM VIDEO COMMUNICATIONS INC CL A      | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      1511 | NS      | $113325.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                       | WEBSTER FINANCIAL                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      3086 | NS      | $162477.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC              | BJS WHSL CLUB HLDGS INC                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      4558 | NS      | $330318.26    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC NEW                               | AMETEK INC NEW                          | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1630 | NS      | $236219.60    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                               | TD SYNNEX CORP                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1946 | NS      | $198783.90    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                            | SYNEOS HEALTH INC                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2916 | NS      | $104742.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX ONCOLOGY HOLDINGS INC                    | ALX ONCOLOGY HOLDINGS INC               | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $2445.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN INC                           | FIRST HAWAIIAN INC                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      4528 | NS      | $124248.32    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC               | ADVANCED ENERGY INDUSTRIES INC          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1315 | NS      | $121953.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                    | MOSAIC CO NEW                           | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2400 | NS      | $118896.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                                | DYNATRACE INC                           | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3123 | NS      | $120016.89    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                        | MOHAWK INDUSTRIES INC                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2182 | NS      | $261970.92    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                        | US FOODS HOLDING CORP                   | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      5691 | NS      | $216997.83    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                             | TRICO BANCSHARES                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $38367.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                               | AMDOCS LTD                              | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |      3133 | NS      | $288016.69    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                          | CURTISS WRIGHT CORPORATION              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       802 | NS      | $132971.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORP               | BROOKFIELD INFRASTRUCTURE - A           | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3001 | NS      | $132704.22    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC               | WYNDHAM HOTELS and RESORTS INC          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      3270 | NS      | $253457.70    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                 | AMERICAN FINL GROUP INC OHIO            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1367 | NS      | $194920.53    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS INC                     | CELLDEX THERAPEUTICS INC                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |       449 | NS      | $19782.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUT SOCIAL INC                            | SPROUT SOCIAL INC                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1783 | NS      | $114058.51    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                     | JAZZ PHARMA PLC                         | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      1804 | NS      | $282614.64    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                                 | CADENCE BANK                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      3290 | NS      | $84158.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                          | CHENIERE ENERGY INC                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1897 | NS      | $289842.63    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC                     | ANYWHERE REAL ESTATE INC                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     13686 | NS      | $116057.28    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SEABOARD CORP                                | SEABOARD CORP                           | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        15 | NS      | $58807.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer