# EDGAR Filing Document

**Accession Number:** 0001056707
**File Stem:** 0001775697-23-000130
**Filing Date:** 2023-2
**Character Count:** 108925
**Document Hash:** be12dfee4957163b093267729b86c4eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000130.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001775697-23-000130

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INVESTMENT PORTFOLIOS
- **CENTRAL INDEX KEY:** 0001056707
- **IRS NUMBER:** 134000024
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08673
- **FILM NUMBER:** 23664704

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289
- **BUSINESS PHONE:** 2129226400

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Investment Portfolios

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

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

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

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $138913259.63

**Total Liabilities:** $186087.68

**Net Assets:** $138727171.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007611 | 11.56%               | 5.69%                | -5.67%               |
| Class ID C000007612 | 11.63%               | 5.66%                | -5.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $750600.10               | $14037288.32                               |
| Month 2  | $173734.92               | $7727948.77                                |
| Month 3  | $532875.97               | $-9080802.19                               |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRIPADVISOR INC                           | TRIPADVISOR INC                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     17952 | NS      | $322776.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                          | BLACK HILLS CORP                                                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      7142 | NS      | $502368.28    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                          | UNDER ARMOUR INC                                                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     47322 | NS      | $480791.52    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                            | MURPHY USA INC                                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3901 | NS      | $1090485.54   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                              | SEMTECH CORP                                                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     16749 | NS      | $480528.81    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                              | AMEDISYS INC                                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      3659 | NS      | $305672.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                    | CACI INTERNATIONAL INC                                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      4740 | NS      | $1424796.60   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT INC         | WORLD WRESTLING ENTERTAINMENT INC                                 | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      6728 | NS      | $461002.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                | CASEY'S GENERAL STORES INC                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      3062 | NS      | $686959.70    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                       | LANDSTAR SYSTEM INC                                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      2988 | NS      | $486745.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO/THE                     | NEW YORK TIMES CO/THE                                             | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      8119 | NS      | $263542.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                  | EASTGROUP PROPERTIES INC                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      7009 | NS      | $1037752.54   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                  | EQUITRANS MIDSTREAM CORP                                          | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     16103 | NS      | $107890.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                      | MGIC INVESTMENT CORP                                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     24186 | NS      | $314418.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                               | INCYTE CORP                                                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1107 | NS      | $88914.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC            | TEMPUR SEALY INTERNATIONAL INC                                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      8424 | NS      | $289195.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                              | TERADYNE INC                                                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      3071 | NS      | $268251.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COS INC                         | PATTERSON COS INC                                                 | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      6008 | NS      | $168404.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                 | JABIL INC                                                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2550 | NS      | $173910.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                         | ACUITY BRANDS INC                                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4099 | NS      | $678835.39    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                           | PACWEST BANCORP                                                   | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     30647 | NS      | $703348.65    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                 | BRIGHTHOUSE FINANCIAL INC                                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2742 | NS      | $140582.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                            | AUTONATION INC                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2929 | NS      | $314281.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX HOLDINGS CORP                       | XEROX HOLDINGS CORP                                               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     29592 | NS      | $432043.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO/THE                             | TIMKEN CO/THE                                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11028 | NS      | $779348.76    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                       | CHURCHILL DOWNS INC                                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       843 | NS      | $178235.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                          | CARLISLE COS INC                                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1775 | NS      | $418278.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO              | RELIANCE STEEL & ALUMINUM CO                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      4108 | NS      | $831623.52    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                      | MATADOR RESOURCES CO                                              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     13549 | NS      | $775544.76    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                               | POLARIS INC                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      3100 | NS      | $313100.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP             | FIRST AMERICAN FINANCIAL CORP                                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      8685 | NS      | $454572.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                       | WILLIAMS-SONOMA INC                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      5559 | NS      | $638840.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| EAGLE MATERIALS INC                       | EAGLE MATERIALS INC                                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      9203 | NS      | $1222618.55   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                             | SYNAPTICS INC                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2618 | NS      | $249128.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                | UNUM GROUP                                                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     10062 | NS      | $412843.86    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                            | WHIRLPOOL CORP                                                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       750 | NS      | $106095.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                     | STIFEL FINANCIAL CORP                                             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     18120 | NS      | $1057664.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                            | TETRA TECH INC                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      7161 | NS      | $1039705.59   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                            | BRINK'S CO/THE                                                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4400 | NS      | $236324.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                         | SYNEOS HEALTH INC                                                 | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     14731 | NS      | $540333.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                        | RH                                                                | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       547 | NS      | $146152.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CHEMED CORP                               | CHEMED CORP                                                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2638 | NS      | $1346514.34   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS INC          | BJ'S WHOLESALE CLUB HOLDINGS INC                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     14820 | NS      | $980491.20    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                          | BOYD GAMING CORP                                                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     10875 | NS      | $593013.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE          | INTERPUBLIC GROUP OF COS INC/THE                                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      7249 | NS      | $241464.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                   | NU SKIN ENTERPRISES INC                                           | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     11274 | NS      | $475311.84    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP         | MARRIOTT VACATIONS WORLDWIDE CORP                                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      6866 | NS      | $924094.94    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                     | AECOM                                                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     18159 | NS      | $1542243.87   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                         | RALPH LAUREN CORP                                                 | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3979 | NS      | $420460.93    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                             | CABLE ONE INC                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       606 | NS      | $431387.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST         | CORPORATE OFFICE PROPERTIES TRUST                                 | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      2811 | NS      | $72917.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                     | TENET HEALTHCARE CORP                                             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      7398 | NS      | $360948.42    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                          | LIFE STORAGE INC                                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      1282 | NS      | $126277.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC             | JEFFERIES FINANCIAL GROUP INC                                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       462 | NS      | $15837.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                               | HUBBELL INC                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      4361 | NS      | $1023439.48   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC          | HAWAIIAN ELECTRIC INDUSTRIES INC                                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     25084 | NS      | $1049765.40   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                             | REPLIGEN CORP                                                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      3100 | NS      | $524861.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC/OH           | AMERICAN FINANCIAL GROUP INC/OH                                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1900 | NS      | $260832.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                      | ASSOCIATED BANC-CORP                                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     61965 | NS      | $1430771.85   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                        | GRAHAM HOLDINGS CO                                                | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       586 | NS      | $354067.06    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                               | TREX CO INC                                                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8621 | NS      | $364926.93    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                  | RLI CORP                                                          | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      5031 | NS      | $660419.37    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC            | NATIONAL RETAIL PROPERTIES INC                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     36694 | NS      | $1679117.44   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                               | ONE GAS INC                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      4932 | NS      | $373451.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                     | CAMDEN PROPERTY TRUST                                             | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      2676 | NS      | $299390.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                                | ADIENT PLC                                                        | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     17203 | NS      | $596772.07    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                               | AVIENT CORP                                                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      8177 | NS      | $276055.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                       | HARLEY-DAVIDSON INC                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     10495 | NS      | $436592.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                   | DARLING INGREDIENTS INC                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     12680 | NS      | $793641.20    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP INC                     | AVIS BUDGET GROUP INC                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      2150 | NS      | $352449.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                             | TOPBUILD CORP                                                     | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2747 | NS      | $429878.03    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                | QUALYS INC                                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      2905 | NS      | $326028.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                | BRIXMOR PROPERTY GROUP INC                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     41122 | NS      | $932235.74    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC             | LINCOLN ELECTRIC HOLDINGS INC                                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      5046 | NS      | $729096.54    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORP                    | PAYLOCITY HOLDING CORP                                            | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1677 | NS      | $325774.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                | SPROUTS FARMERS MARKET INC                                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     25597 | NS      | $828574.89    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                   | XPO INC                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2688 | NS      | $89483.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                             | INSPERITY INC                                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      5115 | NS      | $581064.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC                        | ENPHASE ENERGY INC                                                | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      2186 | NS      | $579202.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                          | ESSENT GROUP LTD                                                  | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      4647 | NS      | $180675.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                | GRAND CANYON EDUCATION INC                                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      8305 | NS      | $877506.30    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                       | BANK OF HAWAII CORP                                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      2860 | NS      | $221821.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                             | OWENS CORNING                                                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3758 | NS      | $320557.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                       | THOR INDUSTRIES INC                                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      6570 | NS      | $495969.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBUS MEDICAL INC                        | GLOBUS MEDICAL INC                                                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      6757 | NS      | $501842.39    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC            | OMEGA HEALTHCARE INVESTORS INC                                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      1587 | NS      | $44356.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON OIL CORP                         | MARATHON OIL CORP                                                 | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      7998 | NS      | $216505.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                | SUNRUN INC                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      4494 | NS      | $107945.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                  | PVH CORP                                                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      7413 | NS      | $523283.67    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                 | JANUS HENDERSON GROUP PLC                                         | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     21621 | NS      | $508525.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                      | DYCOM INDUSTRIES INC                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5672 | NS      | $530899.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                      | MEDPACE HOLDINGS INC                                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4099 | NS      | $870668.59    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC              | SIMPSON MANUFACTURING CO INC                                      | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      7866 | NS      | $697399.56    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                  | ACADIA HEALTHCARE CO INC                                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      9055 | NS      | $745407.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP                             | TERADATA CORP                                                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     11890 | NS      | $400217.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                | WATSCO INC                                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1100 | NS      | $274340.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                      | UNIVAR SOLUTIONS INC                                              | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      6146 | NS      | $195442.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                 | SPIRE INC                                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     12902 | NS      | $888431.72    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                        | SEI INVESTMENTS CO                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     22268 | NS      | $1298224.40   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                  | UNITED STATES STEEL CORP                                          | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     19644 | NS      | $492082.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                  | BANK OZK                                                          | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     14415 | NS      | $577464.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORP                              | NORDSON CORP                                                      | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1345 | NS      | $319733.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                             | INGEVITY CORP                                                     | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      7926 | NS      | $558307.44    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                             | WESTLAKE CORP                                                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1190 | NS      | $122022.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP                        | UMB FINANCIAL CORP                                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     10574 | NS      | $883140.48    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                             | PRIMERICA INC                                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      5465 | NS      | $775046.30    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST             | FIRST INDUSTRIAL REALTY TRUST INC                                 | CUSIP: 32054K103<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | EC               | CORP              | US        |     33403 | NS      | $1612028.78   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                              | VISTEON CORP                                                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2826 | NS      | $369725.58    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS INC                     | JOHN WILEY & SONS INC                                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     10085 | NS      | $404005.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                        | KILROY REALTY CORP                                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     16596 | NS      | $641767.32    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC              | BREAD FINANCIAL HOLDINGS INC                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      5534 | NS      | $208410.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| VISHAY INTERTECHNOLOGY INC                | VISHAY INTERTECHNOLOGY INC                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     12028 | NS      | $259443.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                               | MASIMO CORP                                                       | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1203 | NS      | $177983.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                 | GREIF INC                                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     12201 | NS      | $818199.06    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                   | CNO FINANCIAL GROUP INC                                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     31874 | NS      | $728320.90    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                  | HIGHWOODS PROPERTIES INC                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     15669 | NS      | $438418.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                  | DANA INC                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      5307 | NS      | $80294.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC          | WEST PHARMACEUTICAL SERVICES INC                                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       600 | NS      | $141210.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                           | BIO-TECHNE CORP                                                   | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      5096 | NS      | $422356.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                   | NVR INC                                                           | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        63 | NS      | $290592.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                 | NEW JERSEY RESOURCES CORP                                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     22306 | NS      | $1106823.72   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| OLD REPUBLIC INTERNATIONAL CORP           | OLD REPUBLIC INTERNATIONAL CORP                                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     16572 | NS      | $400213.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                | TEREX CORP                                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      9661 | NS      | $412717.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP/DE                         | BRUNSWICK CORP/DE                                                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      7226 | NS      | $520850.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                      | FEDERATED HERMES INC                                              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     14430 | NS      | $523953.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                    | SYNOVUS FINANCIAL CORP                                            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     29182 | NS      | $1095784.10   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                             | NORDSTROM INC                                                     | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     15068 | NS      | $243197.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                          | HAEMONETICS CORP                                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      4931 | NS      | $387823.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                     | EAST WEST BANCORP INC                                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19585 | NS      | $1290651.50   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP                  | UNITED THERAPEUTICS CORP                                          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       492 | NS      | $136820.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                  | MANHATTAN ASSOCIATES INC                                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      5494 | NS      | $666971.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                           | EMCOR GROUP INC                                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     11960 | NS      | $1771395.60   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                    | CATHAY GENERAL BANCORP                                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     16592 | NS      | $676787.68    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                    | WASHINGTON FEDERAL INC                                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19629 | NS      | $658552.95    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC         | ALLISON TRANSMISSION HOLDINGS INC                                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3047 | NS      | $126755.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO/THE                           | CHEMOURS CO/THE                                                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     14766 | NS      | $452134.92    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC             | OLD DOMINION FREIGHT LINE INC                                     | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      1555 | NS      | $441277.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                      | COMMERCIAL METALS CO                                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     17720 | NS      | $855876.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                               | IDACORP INC                                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     10954 | NS      | $1181388.90   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                         | TOLL BROTHERS INC                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      6274 | NS      | $313198.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                | CF INDUSTRIES HOLDINGS INC                                        | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      7380 | NS      | $628776.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC                                | TWILIO INC                                                        | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      3166 | NS      | $155007.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP   | SCIENCE APPLICATIONS INTERNATIONAL CORP                           | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      7536 | NS      | $835968.48    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                         | BROWN & BROWN INC                                                 | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      1725 | NS      | $98273.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                           | FAIR ISAAC CORP                                                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1578 | NS      | $944559.24    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                           | MURPHY OIL CORP                                                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     28181 | NS      | $1212064.81   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                            | KENNAMETAL INC                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     34098 | NS      | $820397.88    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                               | POPULAR INC                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2024 | NS      | $134231.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT INC                               | HUBSPOT INC                                                       | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1050 | NS      | $303586.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                  | SILICON LABORATORIES INC                                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1983 | NS      | $269033.61    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                     | LUMENTUM HOLDINGS INC                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     10362 | NS      | $540585.54    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                           | CONCENTRIX CORP                                                   | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2545 | NS      | $338892.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                 | HALOZYME THERAPEUTICS INC                                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      8848 | NS      | $503451.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                    | LOUISIANA-PACIFIC CORP                                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1474 | NS      | $87260.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                  | BUILDERS FIRSTSOURCE INC                                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      8542 | NS      | $554204.96    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                              | EXELIXIS INC                                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     40876 | NS      | $655651.04    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                 | TAYLOR MORRISON HOME CORP                                         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      7161 | NS      | $217336.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                        | CAPRI HOLDINGS LTD                                                | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     10752 | NS      | $616304.64    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO/THE             | GOODYEAR TIRE & RUBBER CO/THE                                     | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     16345 | NS      | $165901.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                  | FOX FACTORY HOLDING CORP                                          | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       853 | NS      | $77819.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                             | H&R BLOCK INC                                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     14869 | NS      | $542867.19    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO/THE                             | MOSAIC CO/THE                                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      3338 | NS      | $146438.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                               | ASHLAND INC                                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      9341 | NS      | $1004437.73   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                | MATTEL INC                                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     34060 | NS      | $607630.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| A O SMITH CORP                            | A O SMITH CORP                                                    | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      9266 | NS      | $530385.84    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                    | JONES LANG LASALLE INC                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1258 | NS      | $200487.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                | IRIDIUM COMMUNICATIONS INC                                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      9075 | NS      | $466455.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                   | WEX INC                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2200 | NS      | $360030.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                            | LITTELFUSE INC                                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3245 | NS      | $714549.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                 | OLIN CORP                                                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     10623 | NS      | $562381.62    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                       | TEXAS ROADHOUSE INC                                               | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      7350 | NS      | $668482.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                            | ZIFF DAVIS INC                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1474 | NS      | $116593.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                 | KINSALE CAPITAL GROUP INC                                         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1015 | NS      | $265442.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                               | GENPACT LTD                                                       | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |      5021 | NS      | $232572.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                   | WINTRUST FINANCIAL CORP                                           | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2000 | NS      | $169040.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                  | ASGN INC                                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      6214 | NS      | $506316.72    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                          | RYDER SYSTEM INC                                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2870 | NS      | $239845.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                | LATTICE SEMICONDUCTOR CORP                                        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     18525 | NS      | $1201902.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL CO                         | STAAR SURGICAL CO                                                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      7595 | NS      | $368661.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                               | BRUKER CORP                                                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      8676 | NS      | $593004.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                     | ENVISTA HOLDINGS CORP                                             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     10150 | NS      | $341750.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                  | PPL CORP                                                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |      3504 | NS      | $102386.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                | BELDEN INC                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      5356 | NS      | $385096.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                              | LIVANOVA PLC                                                      | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      8295 | NS      | $460704.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINANCIAL SERVICES GROUP INC/THE | HARTFORD FINANCIAL SERVICES GROUP INC/THE                         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7887 | NS      | $598071.21    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                      | HANCOCK WHITNEY CORP                                              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     23747 | NS      | $1149117.33   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INC                              | TELEFLEX INC                                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1606 | NS      | $400905.78    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                     | COMMVAULT SYSTEMS INC                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3871 | NS      | $243253.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                         | GXO LOGISTICS INC                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      9952 | NS      | $424850.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                              | TAPESTRY INC                                                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     12391 | NS      | $471849.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                      | CLEVELAND-CLIFFS INC                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     29074 | NS      | $468382.14    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC              | WYNDHAM HOTELS & RESORTS INC                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      8059 | NS      | $574687.29    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST RE GROUP LTD                      | EVEREST RE GROUP LTD                                              | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |       416 | NS      | $137808.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                         | POST HOLDINGS INC                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1600 | NS      | $144416.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                    | OPTION CARE HEALTH INC                                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     25750 | NS      | $774817.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP                      | REGENCY CENTERS CORP                                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      8905 | NS      | $556562.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                               | PROGYNY INC                                                       | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2126 | NS      | $66224.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                               | TEXTRON INC                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      9585 | NS      | $678618.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORP        | INTEGRA LIFESCIENCES HOLDINGS CORP                                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     15486 | NS      | $868300.02    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                | KIRBY CORP                                                        | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      8128 | NS      | $523036.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC            | ARMSTRONG WORLD INDUSTRIES INC                                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       523 | NS      | $35872.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIFT TRANSPORTATION CO                   | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8473 | NS      | $444069.93    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                  | ALLEGRO MICROSYSTEMS INC                                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $34973.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                 | NEWS CORP                                                         | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     22963 | NS      | $417926.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                  | COTY INC                                                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     30983 | NS      | $265214.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                          | HENRY SCHEIN INC                                                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      1753 | NS      | $140012.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                             | GAMESTOP CORP                                                     | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     13336 | NS      | $246182.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| SAIA INC                                  | SAIA INC                                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      3033 | NS      | $635959.44    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                           | PEGASYSTEMS INC                                                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      5740 | NS      | $196537.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL REALTY INVESTMENT TRUST           | FEDERAL REALTY INVESTMENT TRUST                                   | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      5416 | NS      | $547232.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S INC                                | MACY'S INC                                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     24349 | NS      | $502806.85    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                     | EURONET WORLDWIDE INC                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      4908 | NS      | $463217.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                        | NVENT ELECTRIC PLC                                                | CUSIP: N/A<br>LEI: 549300KO1OQ4MVFB6X02       | Long             | EC               | CORP              | IE        |     37054 | NS      | $1425467.38   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                 | CROCS INC                                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3398 | NS      | $368445.14    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                        | STEEL DYNAMICS INC                                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      6185 | NS      | $604274.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                | ALCOA CORP                                                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     19896 | NS      | $904671.12    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                  | TANDEM DIABETES CARE INC                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      9400 | NS      | $422530.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                               | ZSCALER INC                                                       | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1758 | NS      | $196720.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA INC                          | SKECHERS USA INC                                                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      3511 | NS      | $147286.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                 | PERFORMANCE FOOD GROUP CO                                         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     17938 | NS      | $1047399.82   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                        | RITHM CAPITAL CORP                                                | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     53387 | NS      | $436171.79    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO                    | VICTORIA'S SECRET & CO                                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      7245 | NS      | $259226.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                    | LUMEN TECHNOLOGIES INC                                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     44578 | NS      | $232697.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                              | VONTIER CORP                                                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     14031 | NS      | $271219.23    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                                | CABOT CORP                                                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      7828 | NS      | $523223.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                            | EPR PROPERTIES                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      6989 | NS      | $263625.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC      | CRACKER BARREL OLD COUNTRY STORE INC                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      2761 | NS      | $261577.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                        | IPG PHOTONICS CORP                                                | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4148 | NS      | $392691.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORP                             | CELANESE CORP                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4602 | NS      | $470508.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                                 | CALIX INC                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      3749 | NS      | $256544.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC           | CHOICE HOTELS INTERNATIONAL INC                                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      1391 | NS      | $156682.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                          | QUIDELORTHO CORP                                                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1567 | NS      | $134244.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                    | FIRSTCASH HOLDINGS INC                                            | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |      2761 | NS      | $239958.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                 | QIAGEN NV                                                         | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      6842 | NS      | $341210.54    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                              | FRESHPET INC                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      5601 | NS      | $295564.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| MID-AMERICA APARTMENT COMMUNITIES INC     | MID-AMERICA APARTMENT COMMUNITIES INC                             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      6247 | NS      | $980716.53    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTA BEAUTY INC                           | ULTA BEAUTY INC                                                   | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1212 | NS      | $568512.84    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER INC                               | GARTNER INC                                                       | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       431 | NS      | $144876.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                         | CRANE HOLDINGS CO                                                 | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2514 | NS      | $252531.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                        | VOYA FINANCIAL INC                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      3561 | NS      | $218965.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                        | DOUGLAS EMMETT INC                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36807 | NS      | $577133.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC              | WATTS WATER TECHNOLOGIES INC                                      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1507 | NS      | $220368.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADE DESK INC/THE                        | TRADE DESK INC/THE                                                | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1307 | NS      | $58592.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGODB INC                               | MONGODB INC                                                       | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       921 | NS      | $181289.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED INC                | COCA-COLA CONSOLIDATED INC                                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       635 | NS      | $325348.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO/THE                            | HERSHEY CO/THE                                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       755 | NS      | $174835.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                         | MP MATERIALS CORP                                                 | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3432 | NS      | $83328.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OKTA INC                                  | OKTA INC                                                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2766 | NS      | $189000.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                  | SAREPTA THERAPEUTICS INC                                          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      3123 | NS      | $404678.34    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                          | PURE STORAGE INC                                                  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      7626 | NS      | $204071.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                               | PHILLIPS 66                                                       | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3162 | NS      | $329100.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | DIAMONDBACK ENERGY INC                                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       558 | NS      | $76323.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                 | FIVE9 INC                                                         | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      2847 | NS      | $193197.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP  | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                          | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      4760 | NS      | $475095.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL INC                     | SHOCKWAVE MEDICAL INC                                             | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2613 | NS      | $537258.93    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC             | LIVE NATION ENTERTAINMENT INC                                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       942 | NS      | $65695.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO              | PORTLAND GENERAL ELECTRIC CO                                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     18603 | NS      | $911547.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| PEBBLEBROOK HOTEL TRUST                   | PEBBLEBROOK HOTEL TRUST                                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      5110 | NS      | $68422.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ELASTIC NV                                | ELASTIC NV                                                        | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |      3670 | NS      | $189005.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV              | LYONDELLBASELL INDUSTRIES NV                                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |      1640 | NS      | $136169.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| W R BERKLEY CORP                          | W R BERKLEY CORP                                                  | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      2244 | NS      | $162847.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                 | ESAB CORP                                                         | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      3215 | NS      | $150847.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                      | PARKER-HANNIFIN CORP                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1127 | NS      | $327957.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                             | WOLFSPEED INC                                                     | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       571 | NS      | $39421.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                          | SOTERA HEALTH CO                                                  | CUSIP: 83601L102<br>LEI: 549300OVT7MBXFLOFU20 | Long             | EC               | CORP              | US        |      7571 | NS      | $63066.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                               | DATADOG INC                                                       | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      1103 | NS      | $81070.50     | 0.06%             |  |  |  | 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        |      8360 | NS      | $526512.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                     | BATH & BODY WORKS INC                                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2837 | NS      | $119551.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                   | RXO INC                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     12288 | NS      | $211353.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                          | HF SINCLAIR CORP                                                  | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |     11800 | NS      | $612302.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                      | HOWMET AEROSPACE INC                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      6100 | NS      | $240401.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS TOWERS WATSON PLC                  | WILLIS TOWERS WATSON PLC                                          | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |      1408 | NS      | $344368.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                   | VALLEY NATIONAL BANCORP                                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     38500 | NS      | $435435.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES INC                     | BOSTON PROPERTIES INC                                             | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      3300 | NS      | $223014.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                    | SOUTHWESTERN ENERGY CO                                            | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     72598 | NS      | $424698.30    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                               | SITIME CORP                                                       | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $227019.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERO RESOURCES CORP                     | ANTERO RESOURCES CORP                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     20845 | NS      | $645986.55    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                     | LANTHEUS HOLDINGS INC                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      6609 | NS      | $336794.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LOEWS CORP                                | LOEWS CORP                                                        | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      8582 | NS      | $500588.06    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                      | JBG SMITH PROPERTIES                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18445 | NS      | $350086.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS INC                 | DICK'S SPORTING GOODS INC                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      4538 | NS      | $545876.02    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                    | POWER INTEGRATIONS INC                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      7502 | NS      | $538043.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                   | ITT INC                                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      5179 | NS      | $420016.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/THE           | HANOVER INSURANCE GROUP INC/THE                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      4705 | NS      | $635786.65    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORP                         | DEVON ENERGY CORP                                                 | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      7606 | NS      | $467845.06    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                      | RANGE RESOURCES CORP                                              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     28914 | NS      | $723428.28    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                   | EXTRA SPACE STORAGE INC                                           | CUSIP: 30225T102<br>LEI: 549300YNKSKNZFR8UC42 | Long             | EC               | CORP              | US        |      3053 | NS      | $449340.54    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                      | WESTERN UNION CO/THE                                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     10697 | NS      | $147297.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                             | HUNTSMAN CORP                                                     | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      5003 | NS      | $137482.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TR            | NATIONAL STORAGE AFFILIATES TRUST                                 | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11304 | NS      | $408300.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US             | SERVICE CORP INTERNATIONAL/US                                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     16068 | NS      | $1110941.52   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                    | UNIVERSAL DISPLAY CORP                                            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2584 | NS      | $279175.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                      | LAMAR ADVERTISING CO                                              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      5475 | NS      | $516840.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE            | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |    204325 | OU      | $204324.68    | 0.15%             | 2099-12-01      | Variable      | 4.37%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                 | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |    395636 | OU      | $395636.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer