# EDGAR Filing Document

**Accession Number:** 0000892538
**File Stem:** 0001752724-23-070721
**Filing Date:** 2023-3
**Character Count:** 138348
**Document Hash:** 4612d03561dd57bd3a997444a4018ee8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070721.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-070721

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SUNAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000892538
- **IRS NUMBER:** 137002445
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07238
- **FILM NUMBER:** 23772253

**BUSINESS ADDRESS:**
- **STREET 1:** 21650 OXNARD STREET, 10TH FLOOR
- **CITY:** WOODLAND HILLS
- **STATE:** CA
- **ZIP:** 91367
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

## Series and Classes Contracts Data

### SA Mid Cap Index Portfolio (Series ID: S000056258)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000177073 | Class 1      |  |
| C000177074 | Class 3      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SUNAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-07238

- **c. CIK number of Registrant:** 0000892538

- **d. LEI of Registrant:** 549300YDIAXUNCUXFM44

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

  - **Street Address 1:** 21650 Oxnard Street, 10th Floor

  - **City:** Woodland Hills

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 91367

  - **Telephone number:** 800-445-7862

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

- **a. Name of Series:** SA Mid Cap Index Portfolio

- **b. EDGAR series identifier (if any):** S000056258

- **c. LEI of Series:** 5493005POLD4G0MMFG86

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

- **a. Date of fiscal year-end:** 2023-01-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $442620667.75

**Total Liabilities:** $226688.05

**Net Assets:** $442393979.70

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177074 | 6.04%                | -5.66%               | 9.25%                |
| Class ID C000177073 | 6.11%                | -5.62%               | 9.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-75648.35               | $23513104.81                               |
| Month 2  | $2840692.22              | $-26850409.61                              |
| Month 3  | $35688.55                | $35960747.43                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     24859 | NS      | $999331.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      6961 | NS      | $1425403.97   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     41322 | NS      | $778093.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                   | Victoria's Secret & Co                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     14998 | NS      | $632165.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                | Jabil Inc                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     24855 | NS      | $1954348.65   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp               | Sensient Technologies Corp               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      7760 | NS      | $587354.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                   | Penn Entertainment Inc                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28635 | NS      | $1015110.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                            | Dynatrace Inc                            | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37197 | NS      | $1429480.71   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     20435 | NS      | $933266.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     43231 | NS      | $1272720.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc         | Hawaiian Electric Industries Inc         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     20209 | NS      | $854234.43    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                              | Neogen Corp                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     39894 | NS      | $854130.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                           | PDC Energy Inc                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     17010 | NS      | $1152087.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc            | Arrowhead Pharmaceuticals Inc            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     19540 | NS      | $683704.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P MidCap 400 ETF Trust            | SPDR S&P MidCap 400 ETF Trust            | CUSIP: 78467Y107<br>LEI: 5493003TT35P3SIWJJ72 | Long             | EC               | RF                | US        |     32400 | NS      | $15673500.00  | 3.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                               | Viasat Inc                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     13954 | NS      | $480715.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     17764 | NS      | $886778.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     19620 | NS      | $1322584.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                    | Avis Budget Group Inc                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      4593 | NS      | $918783.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                             | Navient Corp                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     19527 | NS      | $370427.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                             | Amedisys Inc                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      5998 | NS      | $579766.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                       | STORE Capital Corp                       | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |     49054 | NS      | $1580029.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     10384 | NS      | $782226.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                               | R1 RCM Inc                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25374 | NS      | $363101.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                    | Lancaster Colony Corp                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3662 | NS      | $702774.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill              | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $195178.75    | 0.04%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evercore Inc                             | Evercore Inc                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      6596 | NS      | $856226.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     18542 | NS      | $542538.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      8762 | NS      | $1619830.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     19236 | NS      | $2145198.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      7537 | NS      | $625721.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20258 | NS      | $1068001.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                 | Highwoods Properties Inc                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     19420 | NS      | $589785.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      9747 | NS      | $456841.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     54069 | NS      | $946207.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                             | Omnicell Inc                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      8243 | NS      | $457239.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                              | Avient Corp                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     15781 | NS      | $639446.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     52217 | NS      | $587441.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      7360 | NS      | $920220.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                | National Instruments Corp                | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     24104 | NS      | $1301616.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                            | Repligen Corp                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      9532 | NS      | $1766279.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       850 | NS      | $430763.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     32679 | NS      | $1198012.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                           | Royal Gold Inc                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     12118 | NS      | $1539349.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6926 | NS      | $638438.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      9195 | NS      | $1004737.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11391 | NS      | $762399.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      9333 | NS      | $813464.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                 | United States Steel Corp                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     43247 | NS      | $1232107.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc            | Interactive Brokers Group Inc            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     18991 | NS      | $1518140.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     12338 | NS      | $1872538.26   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                     | JetBlue Airways Corp                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     59789 | NS      | $478312.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     12461 | NS      | $635137.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                 | Super Micro Computer Inc                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      8500 | NS      | $614805.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                       | nVent Electric PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     30753 | NS      | $1222431.75   | 0.28%             |  |  |  | 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        |      9433 | NS      | $632199.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                               | Vicor Corp                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      4115 | NS      | $285704.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      6812 | NS      | $1101841.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     19541 | NS      | $624334.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                  | ExlService Holdings Inc                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      6104 | NS      | $1041342.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     22607 | NS      | $1409546.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                     | Western Union Co/The                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     71289 | NS      | $1010165.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc      | Ollie's Bargain Outlet Holdings Inc      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     10746 | NS      | $588450.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     17252 | NS      | $1667405.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     25327 | NS      | $1297502.21   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                            | H&R Block Inc                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     28700 | NS      | $1118726.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     19114 | NS      | $1182583.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                   | Power Integrations Inc                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     10559 | NS      | $909024.31    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     23514 | NS      | $1518769.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7902 | NS      | $640773.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc           | New York Community Bancorp Inc           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    125584 | NS      | $1254584.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     10058 | NS      | $1155060.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      6954 | NS      | $1201233.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     27757 | NS      | $622034.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     36372 | NS      | $396454.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                         | Cirrus Logic Inc                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     10164 | NS      | $918723.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                 | Tandem Diabetes Care Inc                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     11870 | NS      | $483583.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                       | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     23776 | NS      | $1580866.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     67482 | NS      | $672120.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16856 | NS      | $1278696.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      5047 | NS      | $1328370.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                        | Helen of Troy Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4429 | NS      | $500964.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     99061 | NS      | $2449778.53   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     34833 | NS      | $431580.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc               | Worthington Industries Inc               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      5598 | NS      | $318358.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     11430 | NS      | $1578825.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      6877 | NS      | $1622353.07   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      7761 | NS      | $792786.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     18463 | NS      | $1294625.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     41458 | NS      | $1898361.82   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     10911 | NS      | $1590605.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      9781 | NS      | $1521141.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6382 | NS      | $736227.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                          | Hanesbrands Inc                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     64417 | NS      | $543679.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs Inc                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      6076 | NS      | $1507455.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                        | Inari Medical Inc                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8914 | NS      | $508543.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     12762 | NS      | $718117.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     11519 | NS      | $1501616.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                   | Energizer Holdings Inc                   | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     12233 | NS      | $453844.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      7467 | NS      | $539042.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                     | MGIC Investment Corp                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     54832 | NS      | $774227.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     10659 | NS      | $1778667.33   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     11178 | NS      | $836673.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                 | Fox Factory Holding Corp                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      7803 | NS      | $921456.27    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     26852 | NS      | $1126441.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc           | Tempur Sealy International Inc           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     31564 | NS      | $1286233.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     25603 | NS      | $1111170.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     21119 | NS      | $544025.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     11793 | NS      | $692602.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                     | Range Resources Corp                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     44607 | NS      | $1116067.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     11217 | NS      | $1026018.99   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     23962 | NS      | $853526.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     24961 | NS      | $1292230.97   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc            | Papa John's International Inc            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      5935 | NS      | $532310.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      6357 | NS      | $780321.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                          | TripAdvisor Inc                          | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     19344 | NS      | $450715.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                        | GXO Logistics Inc                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     21901 | NS      | $1146079.33   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     23194 | NS      | $1387928.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      8575 | NS      | $562520.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     29166 | NS      | $671692.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc       | Frontier Communications Parent Inc       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41158 | NS      | $1218688.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                               | MasTec Inc                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     10885 | NS      | $1069233.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     27030 | NS      | $983621.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17861 | NS      | $976282.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                        | Toll Brothers Inc                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     19457 | NS      | $1157496.93   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     11107 | NS      | $1135801.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                          | Chemours Co/The                          | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     27860 | NS      | $1013825.40   | 0.23%             |  |  |  | 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        |     24934 | NS      | $1806966.98   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill              | CUSIP: 912796YJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $193837.70    | 0.04%             | 2023-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      8414 | NS      | $2214312.38   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     29587 | NS      | $1961322.23   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                               | Sunrun Inc                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     39340 | NS      | $1033855.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      9277 | NS      | $875841.57    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                           | ChampionX Corp                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     36803 | NS      | $1215235.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     72513 | NS      | $1772217.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     42138 | NS      | $668308.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                            | Insperity Inc                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      6583 | NS      | $727750.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     12102 | NS      | $1244085.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      7011 | NS      | $1755624.51   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                        | Syneos Health Inc                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     18997 | NS      | $682372.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill              | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000 | PA      | $98325.47     | 0.02%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     21532 | NS      | $696990.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                               | Arcosa Inc                               | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |         1 | NS      | $59.27        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     12212 | NS      | $1699910.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US            | Service Corp International/US            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     28393 | NS      | $2105340.95   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                      | Axon Enterprise Inc                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     12480 | NS      | $2439091.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      8027 | NS      | $723955.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     40447 | NS      | $877699.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      5037 | NS      | $823650.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     25780 | NS      | $2249820.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      5523 | NS      | $875229.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                      | Williams-Sonoma Inc                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     12315 | NS      | $1661786.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                        | NorthWestern Corp                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     10666 | NS      | $605828.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                           | Wendy's Co/The                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     31461 | NS      | $701580.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                        | STAAR Surgical Co                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      8899 | NS      | $627824.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      9690 | NS      | $699811.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                            | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     18793 | NS      | $655499.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4885 | NS      | $1332530.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                              | Hubbell Inc                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      9914 | NS      | $2269413.74   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     12014 | NS      | $869573.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |     18275 | NS      | $368058.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     26230 | NS      | $963952.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                           | Kennametal Inc                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     14875 | NS      | $423937.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp       | Integra LifeSciences Holdings Corp       | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     13413 | NS      | $768564.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     16109 | NS      | $1716252.86   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc        | World Wrestling Entertainment Inc        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      7993 | NS      | $676367.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     55365 | NS      | $1302738.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                          | EMCOR Group Inc                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      8797 | NS      | $1304155.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      7927 | NS      | $363056.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4727 | NS      | $337649.61    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     10265 | NS      | $1342251.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      8294 | NS      | $201378.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                             | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      9881 | NS      | $555312.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8023 | NS      | $1063288.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                | Calix Inc                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     10510 | NS      | $553246.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust        | Corporate Office Properties Trust        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     20754 | NS      | $582564.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | Marriott Vacations Worldwide Corp        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      7074 | NS      | $1132122.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      7864 | NS      | $842313.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      9212 | NS      | $837831.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     24127 | NS      | $830451.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      6802 | NS      | $993636.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp              | Grocery Outlet Holding Corp              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16342 | NS      | $496633.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     11127 | NS      | $1057065.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     13385 | NS      | $1128757.05   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     12889 | NS      | $1837842.51   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                        | Crane Holdings Co                        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      8810 | NS      | $1021167.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     16480 | NS      | $784118.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                           | EPR Properties                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     13849 | NS      | $588305.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                       | Douglas Emmett Inc                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     32451 | NS      | $543554.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                           | Stericycle Inc                           | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     17018 | NS      | $915738.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                           | PBF Energy Inc                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     21099 | NS      | $885947.01    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     10039 | NS      | $953203.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      9547 | NS      | $2394960.42   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                           | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     24855 | NS      | $930074.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6498 | NS      | $743696.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                 | RLI Corp                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7456 | NS      | $987547.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1257 | NS      | $433049.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     11057 | NS      | $782614.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     23919 | NS      | $547505.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     14291 | NS      | $1078970.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     12353 | NS      | $1240611.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     24776 | NS      | $1192964.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                         | Life Storage Inc                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |     15691 | NS      | $1695255.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     24465 | NS      | $634132.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     42639 | NS      | $575626.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp             | Topgolf Callaway Brands Corp             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     25593 | NS      | $626772.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                  | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     24270 | NS      | $398028.00    | 0.09%             |  |  |  | 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        |      4092 | NS      | $456585.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     36958 | NS      | $1453188.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                     | Dycom Industries Inc                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5438 | NS      | $518622.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     19883 | NS      | $875448.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     24393 | NS      | $1301366.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      6802 | NS      | $927724.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35018 | NS      | $835879.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     37680 | NS      | $504535.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      5935 | NS      | $665313.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                               | Unum Group                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     34522 | NS      | $1450959.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                | Spirit Realty Capital Inc                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |     25782 | NS      | $1131314.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                     | Medpace Holdings Inc                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4650 | NS      | $1027975.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29665 | NS      | $1753201.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     11398 | NS      | $1387934.46   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                      | Silgan Holdings Inc                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     15444 | NS      | $832277.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      5662 | NS      | $659962.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     23674 | NS      | $1527209.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                     | Vornado Realty Trust                     | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     29738 | NS      | $725309.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     65424 | NS      | $1338575.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     12052 | NS      | $1393693.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6314 | NS      | $800110.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26019 | NS      | $2043011.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     14114 | NS      | $1111195.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                 | Equitrans Midstream Corp                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     79893 | NS      | $579224.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                      | Xerox Holdings Corp                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     20682 | NS      | $338771.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                    | Lumentum Holdings Inc                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     12590 | NS      | $757666.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                           | Ziff Davis Inc                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      8712 | NS      | $779549.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                        | PNM Resources Inc                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     15846 | NS      | $784060.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     26976 | NS      | $1176423.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                        | MP Materials Corp                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17043 | NS      | $554067.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                          | Macerich Co/The                          | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     39650 | NS      | $544791.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                              | Cognex Corp                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     31924 | NS      | $1747519.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      7605 | NS      | $1584045.45   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4570 | NS      | $1173073.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     10851 | NS      | $509671.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61831 | NS      | $673957.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46187 | NS      | $811505.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                        | Patterson Cos Inc                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     15992 | NS      | $482798.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     30099 | NS      | $1173560.01   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                               | Ciena Corp                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     27348 | NS      | $1422642.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                            | Cable One Inc                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       890 | NS      | $702993.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5937 | NS      | $1119243.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                  | IAA Inc                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     24694 | NS      | $1030480.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                  | Essential Utilities Inc                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     44062 | NS      | $2059017.26   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     50026 | NS      | $1182114.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      7072 | NS      | $1172537.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     14912 | NS      | $729942.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     13737 | NS      | $603878.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      6140 | NS      | $1764451.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      9947 | NS      | $1546261.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                          | Foot Locker Inc                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     14640 | NS      | $636986.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     13235 | NS      | $901171.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     15922 | NS      | $712668.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                        | HF Sinclair Corp.                        | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24827 | NS      | $1412656.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                            | Nordstrom Inc                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     20564 | NS      | $401820.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     20001 | NS      | $716035.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       709 | NS      | $463196.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     15267 | NS      | $1398304.53   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                    | Shockwave Medical Inc                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      6672 | NS      | $1253868.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                 | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     11624 | NS      | $1821015.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     16894 | NS      | $775096.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2745 | NS      | $1386609.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      9995 | NS      | $823188.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     11870 | NS      | $1546423.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     40069 | NS      | $729255.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      7045 | NS      | $587341.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                       | Voya Financial Inc                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     17939 | NS      | $1251604.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      6536 | NS      | $626802.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |     15600 | NS      | $636480.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal Inc                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12060 | NS      | $427647.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15819 | NS      | $814362.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      9538 | NS      | $551391.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     35468 | NS      | $982108.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      8047 | NS      | $1488453.59   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      6632 | NS      | $1146208.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12008 | NS      | $458345.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                              | Novanta Inc                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6589 | NS      | $1063925.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                              | Progyny Inc                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13889 | NS      | $477642.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     14644 | NS      | $912467.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     19418 | NS      | $796914.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     15606 | NS      | $613315.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     28543 | NS      | $824036.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     95127 | NS      | $2030961.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     15005 | NS      | $635761.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                      | MKS Instruments Inc                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     10559 | NS      | $1080396.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7821 | NS      | $1109096.01   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                            | LHC Group Inc                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      5728 | NS      | $908460.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                        | ACI Worldwide Inc                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     20745 | NS      | $579407.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      8698 | NS      | $980090.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     10177 | NS      | $1056169.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                            | Wolfspeed Inc                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     22930 | NS      | $1765839.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     16795 | NS      | $1411115.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                  | MDU Resources Group Inc                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37539 | NS      | $1160330.49   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                 | NCR Corp                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     25365 | NS      | $695508.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill              | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    150000 | PA      | $146384.06    | 0.03%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Envestnet Inc                            | Envestnet Inc                            | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     10213 | NS      | $663845.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      9212 | NS      | $608636.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      3548 | NS      | $1106940.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     30920 | NS      | $517291.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     19960 | NS      | $1094806.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                               | Azenta Inc                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     13849 | NS      | $774159.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      9334 | NS      | $987630.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     43305 | NS      | $1277930.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     10552 | NS      | $652746.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     17747 | NS      | $1968674.71   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     38653 | NS      | $1539548.99   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     59546 | NS      | $1049200.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     32123 | NS      | $1691275.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     18001 | NS      | $1100041.11   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     15605 | NS      | $949564.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     10247 | NS      | $2019991.11   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                              | Masimo Corp                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      8927 | NS      | $1518304.16   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6144 | NS      | $964055.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                  | XPO Inc                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     21260 | NS      | $847423.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     33680 | NS      | $861534.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8717 | NS      | $720895.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3978 | NS      | $1107634.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                              | SiTime Corp                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2968 | NS      | $342002.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                      | Leggett & Platt Inc                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     24474 | NS      | $894769.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                   | CACI International Inc                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      4338 | NS      | $1336494.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     50974 | NS      | $1470090.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     12040 | NS      | $1082396.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc           | National Retail Properties Inc           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     32995 | NS      | $1562313.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     20723 | NS      | $1371033.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     21662 | NS      | $1175596.74   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     23832 | NS      | $2142735.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      5116 | NS      | $628705.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     12707 | NS      | $730652.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      8044 | NS      | $1353403.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      9342 | NS      | $790333.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill              | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    750000 | PA      | $737440.99    | 0.17%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     41187 | NS      | $820856.91    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21053 | NS      | $1401287.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp               | Apartment Income REIT Corp               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |     27677 | NS      | $1058922.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     46661 | NS      | $1020476.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                 | Lennox International Inc                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      5953 | NS      | $1551470.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange              | S+P MID 400 EMINI MAR23                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        49 | NC      | $735624.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     27169 | NS      | $2165369.30   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     33818 | NS      | $1328371.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                          | ICU Medical Inc                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      3719 | NS      | $718622.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc             | Medical Properties Trust Inc             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    110393 | NS      | $1429589.35   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                              | Enovis Corp                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      8796 | NS      | $553708.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                   | Southwestern Energy Co                   | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    203725 | NS      | $1124562.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     30393 | NS      | $1058892.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     32663 | NS      | $1706315.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                     | Univar Solutions Inc                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     30121 | NS      | $1038572.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3837 | NS      | $1043779.11   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                    | CommVault Systems Inc                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      8221 | NS      | $511592.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      9284 | NS      | $1209705.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1740 | NS      | $676181.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     20448 | NS      | $932224.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     24557 | NS      | $1130358.71   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      5195 | NS      | $812186.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp               | FIXED INC CLEARING CORP.REPO             | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  11364976 | PA      | $11364976.40  | 2.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     15538 | NS      | $1096672.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                              | Gap Inc/The                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     38941 | NS      | $528429.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                         | QuidelOrtho Corp                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      9876 | NS      | $845484.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      4886 | NS      | $2088667.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     18421 | NS      | $1150391.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     33874 | NS      | $2149982.78   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                     | SL Green Realty Corp                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     11873 | NS      | $488573.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                       | CNX Resources Corp                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     33317 | NS      | $557393.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     16305 | NS      | $1263800.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                               | Adient PLC                               | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     17503 | NS      | $787985.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     28738 | NS      | $1762214.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      9910 | NS      | $944720.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                   | Valmont Industries Inc                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3938 | NS      | $1298476.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7458 | NS      | $748186.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                      | Mercury Systems Inc                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     10704 | NS      | $535039.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     70255 | NS      | $1512590.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      7716 | NS      | $1033789.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                         | Sotera Health Co                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18228 | NS      | $314250.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                      | Bank of Hawaii Corp                      | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      7387 | NS      | $565031.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     77585 | NS      | $921709.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     27955 | NS      | $766526.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     25302 | NS      | $1917638.58   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     12072 | NS      | $1216616.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      9002 | NS      | $833135.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                       | Light & Wonder Inc                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     17293 | NS      | $1128368.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     64756 | NS      | $924068.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                 | Dana Inc                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     23553 | NS      | $427251.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      5902 | NS      | $1180754.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      8234 | NS      | $512237.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                          | Fair Isaac Corp                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      4611 | NS      | $3070695.45   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     31111 | NS      | $2125503.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co             | Reliance Steel & Aluminum Co             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     10835 | NS      | $2464420.75   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     52244 | NS      | $1378719.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     41507 | NS      | $610567.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting Inc                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      6355 | NS      | $1013749.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     15333 | NS      | $589553.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                          | PacWest Bancorp                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     21748 | NS      | $601549.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                              | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     31124 | NS      | $1471542.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                            | Ingevity Corp                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      6485 | NS      | $534623.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      6565 | NS      | $883517.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                     | Aspen Technology Inc                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      5361 | NS      | $1065498.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd               | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      8068 | NS      | $1578826.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     16887 | NS      | $980459.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     11355 | NS      | $1334098.95   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     25004 | NS      | $709113.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc            | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |     86370 | NS      | $2027103.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     18916 | NS      | $1180925.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                            | SunPower Corp                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     15756 | NS      | $274627.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                            | Timken Co/The                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     12220 | NS      | $1006317.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** SUNAMERICA SERIES TRUST

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer