# EDGAR Filing Document

**Accession Number:** 0000081205
**File Stem:** 0001752724-23-067587
**Filing Date:** 2023-3
**Character Count:** 92750
**Document Hash:** 45d0596d16e23cdba54c784d80adf012
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067587.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067587

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY PURITAN TRUST
- **CENTRAL INDEX KEY:** 0000081205
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00649
- **FILM NUMBER:** 23763701

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY PURITAN FUND
- **DATE OF NAME CHANGE:** 19870414

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PURITAN FUND INC
- **DATE OF NAME CHANGE:** 19810106

## Series and Classes Contracts Data

### Fidelity Series Intrinsic Opportunities Fund (Series ID: S000039222)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000120659 | Fidelity Series Intrinsic Opportunities Fund | FDMLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-00649

- **c. CIK number of Registrant:** 0000081205

- **d. LEI of Registrant:** WDA1I420M36T9HTVU696

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Series Intrinsic Opportunities Fund

- **b. EDGAR series identifier (if any):** S000039222

- **c. LEI of Series:** 5493008EXZBFCH311051

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3671319046.37

**Total Liabilities:** $102394498.15

**Net Assets:** $3568924548.22

**Cash Not Reported:** $158075.97

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120659 | 5.54%                | -4.34%               | 7.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $142874866.89            | $73058288.70                               |
| Month 2  | $317622195.86            | $-490111571.83                             |
| Month 3  | $192327154.79            | $37102930.43                               |

**Designated Index Information**

- **Index Name:** Russell 3000 Index

- **Index Identifier:** 19807429

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KAWASAKI SETSUBI KOGYO CO LTD                    | KAWASAKI SETSUBI KOGYO CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    103983 | NS      | $413467.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                   | TEMPUR SEALY INTERNATIONAL INC                   | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    841200 | NS      | $34278900.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUSTEAD SINGAPORE LTD                           | BOUSTEAD SINGAPORE LTD                           | CUSIP: N/A<br>LEI: 254900VRXISFIBDS7X84       | Long             | EC               | CORP              | SG        |   6244100 | NS      | $3852384.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMDEN NATIONAL CORP                             | CAMDEN NATIONAL CORP                             | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     44343 | NS      | $1872604.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                               | THRYV HOLDINGS INC                               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213859 | NS      | $4784025.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NANSO TRANSPORT CO LTD                           | NANSO TRANSPORT CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10496 | NS      | $101534.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP                      | MASONITE WORLDWIDE HOLDINGS                      | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |    191800 | NS      | $17495996.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                                | ONEMAIN HOLDINGS INC                             | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    221100 | NS      | $9538254.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PICO FAR EAST HOLDINGS LTD                       | PICO FAR EAST HOLDINGS LTD                       | CUSIP: N/A<br>LEI: 254900NL3DXVIEY4HJ17       | Long             | EC               | CORP              | KY        |  10600000 | NS      | $2084426.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDS NV                           | LYONDELLBASELL INDS CLASS A                      | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |    330400 | NS      | $31946376.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SOPRA STERIA GROUP                               | SOPRA STERIA GROUP                               | CUSIP: N/A<br>LEI: 96950020QIOHAAK9V551       | Long             | EC               | CORP              | FR        |     36600 | NS      | $6063948.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC                            | DELL TECHNOLOGIES INC CL C                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    669900 | NS      | $27211338.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                            | QUEST DIAGNOSTICS INC                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     82600 | NS      | $12264448.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP INC                      | COMMUNITY TRUST BANCORP INC                      | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58500 | NS      | $2520180.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                     | UNITED THERAPEUTICS CORP DEL                     | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     59989 | NS      | $15787305.13  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ACOMO NV                                         | ACOMO NV                                         | CUSIP: N/A<br>LEI: 7245001M40ANG7IIS437       | Long             | EC               | CORP              | NL        |    207900 | NS      | $4439003.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                        | AMGEN INC                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    132406 | NS      | $33419274.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| MR BRICOLAGE SA                                  | MR BRICOLAGE SA                                  | CUSIP: N/A<br>LEI: 969500EM4CTEVZNVMG10       | Long             | EC               | CORP              | FR        |    272468 | NS      | $2351935.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                        | JABIL INC                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    178900 | NS      | $14066907.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOUR GLASS LTD                               | THE HOUR GLASS LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   2548380 | NS      | $4043557.94   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ONELOGIX GROUP LTD                               | ONELOGIX GROUP LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |   4600100 | NS      | $864501.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| YESCO HOLDINGS CO LTD                            | YESCO CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     66127 | NS      | $1678061.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                          | INSIGHT ENTERPRISES INC                          | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    161300 | NS      | $18181736.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOGREEN INTERNATIONAL GROUP LTD                 | ECOGREEN INTERNATIONAL GROUP LTD                 | CUSIP: N/A<br>LEI: 254900WRZ7L6JV2EM919       | Long             | EC               | CORP              | KY        |   1000000 | NS      | $193849.12    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FORMOSA OPTICAL TECHNOLOGY CO LTD                | FORMOSA OPTICAL TECHLY CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    392383 | NS      | $763110.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BANCORP P R                                | FIRST BANCORP PUERTO RICO                        | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    540800 | NS      | $7273760.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                     | OSHKOSH CORP                                     | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    213209 | NS      | $21487203.02  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| CASH CONVERTERS INTERNATIONAL LTD                | CASH CONVERTERS INTL LTD                         | CUSIP: N/A<br>LEI: 529900XFNBTCIYK52250       | Long             | EC               | CORP              | AU        |   2664165 | NS      | $442868.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                        | BRINKER INTERNATIONAL INC                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    229200 | NS      | $9044232.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                             | HAYWARD HOLDINGS INC                             | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1286900 | NS      | $17360281.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| AUTOHELLAS SA                                    | AUTOHELLAS SA                                    | CUSIP: N/A<br>LEI: 213800DNMN314TEZPP87       | Long             | EC               | CORP              | GR        |   1231729 | NS      | $13792464.07  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUMAS BANCORP                                   | PLUMAS BANCORP                                   | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |    131134 | NS      | $5375182.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                           | KINGBOARD HOLDINGS LTD                           | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |   1955000 | NS      | $7985859.02   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| STEF TFE                                         | STEF TFE                                         | CUSIP: N/A<br>LEI: 9695008BIKG0E486UL47       | Long             | EC               | CORP              | FR        |     65760 | NS      | $6920327.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEA AB                                          | ENEA AB                                          | CUSIP: N/A<br>LEI: 549300UNMLWLG6B2R803       | Long             | EC               | CORP              | SE        |     30100 | NS      | $254728.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MITANI CORP (SHOJI)                              | MITANI CORP (MITANI SHOJI)                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   2498600 | NS      | $26045304.91  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                           | JONES LANG LASALLE INC                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    131000 | NS      | $24217970.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                         | EQT CORPORATION                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    271543 | NS      | $8871309.81   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                              | HARLEY-DAVIDSON INC                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    264600 | NS      | $12179538.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                     | AUTOZONE INC                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      5700 | NS      | $13901445.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                                | ACUITY BRANDS INC                                | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103307 | NS      | $19475435.64  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                          | ITT INC                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    230100 | NS      | $21074859.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC/OLD                         | FIRST FOUNDATION INC/OLD                         | CUSIP: 32026V104<br>LEI: 549300MLBB1IY0K7IR56 | Long             | EC               | CORP              | US        |     94300 | NS      | $1464479.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                         | PVH CORP                                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    201400 | NS      | $18105860.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                    | REGENERON PHARMACEUTICALS INC                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     45186 | NS      | $34272225.42  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| F and M BANK CORP                                | F and M BANK CORP                                | CUSIP: 30237P106<br>LEI: 549300V2YLC1I721HE07 | Long             | EC               | CORP              | US        |    128594 | NS      | $2912654.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVEO CORP                                       | CIVEO CORP                                       | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |    192958 | NS      | $6608811.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| H and R BLOCK INC                                | BLOCK H and R INC                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    244100 | NS      | $9515018.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                   | PDC ENERGY INC                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    147364 | NS      | $9980963.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIKYONISHIKAWA CORP                             | DAIKYONISHIKAWA KK                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    303553 | NS      | $1427965.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | PATRICK INDUSTRIES INC                           | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    278200 | NS      | $19743854.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS INC                                 | QCR HOLDINGS INC                                 | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |    237500 | NS      | $12483000.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TK GROUP HOLDINGS LTD                            | TK GROUP HOLDINGS LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |  22953000 | NS      | $4732413.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LTD                                         | FLEX LTD                                         | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    575200 | NS      | $13430920.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                     | ANTERO RES CORP                                  | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |   1121300 | NS      | $32338292.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                          | COMFORT SYSTEMS USA INC                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     62875 | NS      | $7610390.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SII (SOCIETE POUR L INFO) SA                     | SII (SOCIETE POUR L INFO) SA                     | CUSIP: N/A<br>LEI: 96950044FWV7YEJCKR65       | Long             | EC               | CORP              | FR        |     54600 | NS      | $2846234.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REDINGTON INDIA LTD                              | REDINGTON INDIA LTD                              | CUSIP: N/A<br>LEI: 335800DTFNX7F2LM5227       | Long             | EC               | CORP              | IN        |    739442 | NS      | $1683278.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTSMAN CORP                                    | HUNTSMAN CORP                                    | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    622500 | NS      | $19727025.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| SOULBRAIN CO LTD                                 | SOULBRAIN                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     29800 | NS      | $5683205.86   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GWANGJU SHINSEGAE CO LTD                         | GWANGJU SHINSEGAE CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    223907 | NS      | $5854412.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                         | JUMBO SA                                         | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |    357100 | NS      | $6397886.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                                       | CIGNA CORP                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    117665 | NS      | $37260975.55  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                               | CAPRI HOLDINGS LTD                               | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    305576 | NS      | $20317748.24  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                         | DICKS SPORTING GOODS INC                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    171100 | NS      | $22373036.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                     | RAYMOND JAMES FINANCIAL INC.                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     90640 | NS      | $10221472.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOKERS PLC                                      | LOOKERS PLC                                      | CUSIP: N/A<br>LEI: 213800TSB8PJEACDAV33       | Long             | EC               | CORP              | GB        |     19382 | NS      | $21099.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS DISCOVERY INC                        | WARNER BROS DISCOVERY INC                        | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |   1171165 | NS      | $17356665.30  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| JD SPORTS FASHION PLC                            | JD SPORTS FASHION PLC                            | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |   4807700 | NS      | $9646473.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                 | TOTALENERGIES SE ADR                             | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    186983 | NS      | $11600425.32  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKURA RUBBER CO LTD                             | SAKURA RUBBER CO                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16900 | NS      | $404239.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E-CREDIBLE CO LTD                                | E-CREDIBLE CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     62400 | NS      | $833494.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS INC                             | UNIVAR INC                                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   1189100 | NS      | $41000168.00  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST BANCORPORATION INC                          | WEST BANCORPORATION INC                          | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |    252500 | NS      | $5529750.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BARRETT BUSINESS SERVICES                        | BARRETT BUSINES SERVICES                         | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     43763 | NS      | $4349166.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RIKEN KEIKI CO LTD                               | RIKEN KEIKI CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     25400 | NS      | $906062.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIDO SIGNAL CO LTD                              | DAIDO SIGNAL CO                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    404000 | NS      | $1306823.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT PLC                                       | ADIENT PLC                                       | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    711300 | NS      | $32022726.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                    | DR HORTON INC                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    228915 | NS      | $22591621.35  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                     | VONTIER CORP W/I                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    259300 | NS      | $5971679.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OM2 NETWORK CO LTD                               | OM2 NETWORK CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    159000 | NS      | $1309666.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS CO                                | CRANE HOLDINGS CO                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    264400 | NS      | $30646604.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES INC                           | NICOLET BANKSHARES INC                           | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79800 | NS      | $5816622.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KUKBO DESIGN CO LTD                              | KUKBO DESIGN CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     31495 | NS      | $421571.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCLANDS CORP                                    | ARCLANDS CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    525000 | NS      | $5915149.36   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PREFERRED BANK LOS ANGELES CA                    | PREFERRED BANK LOS ANGELES                       | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     36800 | NS      | $2617584.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSTEM RESEARCH CO LTD                           | SYSTEM RESEARCH CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     93800 | NS      | $1590518.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CROCS INC                                        | CROCS INC                                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |    130600 | NS      | $15903162.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU CORPORATION                               | ITOCHU CORP                                      | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |    224100 | NS      | $7243323.62   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SITOY GROUP HOLDINGS LTD                         | SITOY GROUP HOLDINGS LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   5106000 | NS      | $584612.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON TR BANCORP INC                        | WASHINGTON TR BANCORP INC                        | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |    168900 | NS      | $7223853.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| CIE AUTOMOTIVE SA                                | CIE AUTOMOTIVE SA                                | CUSIP: N/A<br>LEI: 95980020140005381252       | Long             | EC               | CORP              | ES        |    274100 | NS      | $8117188.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KVK CORP                                         | KVK CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54109 | NS      | $629585.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIMAK CORP                                     | FUJIMAK CORP                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    412600 | NS      | $2134400.26   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                 | ASR NEDERLAND NV                                 | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |     92000 | NS      | $4338772.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BREMBO SPA                                       | BREMBO SPA (DUMMY)                               | CUSIP: N/A<br>LEI: 549300BLWVJN2BAT0A44       | Long             | EC               | CORP              | IT        |     25000 | NS      | $336201.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IHARA SCIENCE CORP                               | IHARA SCIENCE CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     16900 | NS      | $299721.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTECH CORP                                      | ALTECH CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     35953 | NS      | $618004.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA INDUSTRIES LTD                             | DAIWA INDUSTRIES LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    598600 | NS      | $5573558.28   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MAYR MELNHOF KARTON AG                           | MAYR MELNHOF KARTON AG                           | CUSIP: N/A<br>LEI: 5299001AMHDLKUM80611       | Long             | EC               | CORP              | AT        |     42800 | NS      | $7156317.07   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SHL-JAPAN LTD                                    | SHL JAPAN LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     92782 | NS      | $1916965.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEN CROSS CO LTD                               | GREEN CROSS CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     57500 | NS      | $454757.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAISHIN CHEMICAL CO LTD                          | DAISHIN CHEMICAL CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     79195 | NS      | $727155.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI INTERNATIONAL INC                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     82800 | NS      | $25509852.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                 | REINSURANCE GROUP OF AMERICA                     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    190449 | NS      | $28904444.73  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY INC                        | BEACON ROOFING SUPPLY INC                        | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    287028 | NS      | $16326152.64  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWMAN CONSULTING GROUP LTD                      | BOWMAN CONSULTING GROUP LTD                      | CUSIP: 103002101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79500 | NS      | $2026455.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCJ CO LTD                                       | MCJ CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    366800 | NS      | $2853046.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP INC                    | SOUTHERN MISSOURI BANCORP INC                    | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131700 | NS      | $6376914.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES INC                             | RUSH ENTERPRISES INC CL A                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    204700 | NS      | $11014907.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PG and E CORP                                    | PG and E CORP                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |   2545400 | NS      | $40471860.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE TOTAL USD BOND MARKET ETF           | iShares Russell 3000 ETF                         | CUSIP: 464287689<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    515200 | NS      | $121412032.00 | 3.40%             |  |  |  | No            |                  1 | On Loan: —       |
| CADRE HOLDINGS INC                               | CADRE HOLDING INC                                | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    762700 | NS      | $17458203.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| ELEVANCE HEALTH INC                              | ELEVANCE HEALTH INC                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     75491 | NS      | $37744745.09  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                              | MKS INSTRUMENTS INC                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    206500 | NS      | $21129080.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| INBODY CO LTD                                    | INBODY CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     27900 | NS      | $502510.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOCALO CO LTD                                    | TOCALO CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    154600 | NS      | $1480983.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR INC                                          | KBR INC                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    475011 | NS      | $24334813.53  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC                       | UNITED COMMUNITY BANKS GA                        | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    366400 | NS      | $11922656.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                              | TRONOX HOLDINGS PLC                              | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |   1220900 | NS      | $20938435.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                         | ASGN INC                                         | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     77700 | NS      | $7066815.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QUICK CO LTD                                     | QUICK CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     93627 | NS      | $1469815.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TDC SOFT INC                                     | TDC SOFT INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    146707 | NS      | $1818611.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFESTYLE CHINA GROUP LTD                        | LIFESTYLE CHINA GROUP LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |  10695000 | NS      | $1449242.51   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GENOMMA LAB INTERNACIONAL SA                     | GENOMMA LAB INTERNACIONAL SA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   2000000 | NS      | $1877804.63   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                    | SELECTIVE INSURANCE GROUP INC                    | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    150997 | NS      | $14344715.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| QINGDAO PORT INTL CO LTD                         | QINGDAO PORT INTL CO LTD H                       | CUSIP: N/A<br>LEI: 529900URO8Y3C7A1JM55       | Long             | EC               | CORP              | CN        |   5013130 | NS      | $2490923.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WIENERBERGER AG                                  | WIENERBERGER AG                                  | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |    260200 | NS      | $7779101.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENE COUNTY BANCORP INC                        | GREENE COUNTY BANCORP INC                        | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122161 | NS      | $5979780.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| LABORATORY CORP OF AMERICA HOLDINGS              | LABORATORY CORP OF AMER HLDGS                    | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     87500 | NS      | $22060500.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPRIS ASA                                     | EUROPRIS ASA                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXGA8G28       | Long             | EC               | CORP              | NO        |    616426 | NS      | $3961662.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                          | NEXSTAR MEDIA GROUP INC                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     40600 | NS      | $8313662.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                        | LEAR CORP NEW                                    | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    128064 | NS      | $18669169.92  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KONTOOR BRANDS INC                               | KONTOOR BRANDS INC                               | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    492100 | NS      | $23502696.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| NANSIN CO LTD                                    | NANSIN CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     42000 | NS      | $153799.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBK CO LTD                                       | TBK CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    417100 | NS      | $806627.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                               | AERCAP HOLDINGS NV                               | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |     70400 | NS      | $4449984.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKATSU HOLDINGS CO LTD                          | TOKATSU HOLDINGS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    111494 | NS      | $295549.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                    | PRIMERICA INC                                    | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     30700 | NS      | $4965725.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTHS HOSPITALITY GROUP INC                      | RUTHS HOSPITALITY GROUP INC                      | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    825000 | NS      | $14280750.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| BEST PACIFIC INTERNATIONAL HOLDINGS LIMITED      | BEST PACIFIC INTERNATIONAL HOLDINGS LIMITED      | CUSIP: N/A<br>LEI: 529900NJSWRANNDZ2L52       | Long             | EC               | CORP              | KY        |  17725380 | NS      | $2530913.29   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE BED CO LTD                                   | ACE BED CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    184477 | NS      | $5198882.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR GROUP INC                                  | EMCOR GROUP INC                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     77400 | NS      | $11474550.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JOST WERKE AG                                    | JOST WERKE AG                                    | CUSIP: N/A<br>LEI: 529900G977BSS7DATK68       | Long             | EC               | CORP              | DE        |    118300 | NS      | $6842043.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | SYNCHRONY FINANCIAL                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    335711 | NS      | $12330665.03  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                  | SEAGATE TECHNOLOGY HOLDINGS PLC                  | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |    508500 | NS      | $34466130.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| ESTIC CORP                                       | ESTIC CORP                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     45790 | NS      | $341365.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SALLY BEAUTY HLDGS INC                           | SALLY BEAUTY HLDGS INC                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    725200 | NS      | $11298616.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TERASAKI ELECTRIC CO LTD                         | TERASAKI ELECTRIC CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     45700 | NS      | $347771.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAZARD LTD                                       | LAZARD LTD CL A                                  | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |    300000 | NS      | $12024000.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FERGUSON PLC                                     | FERGUSON PLC                                     | CUSIP: N/A<br>LEI: 213800DU1LGY3R2S2X42       | Long             | EC               | CORP              | JE        |    105000 | NS      | $14945700.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                          | METHODE ELECTRONICS INC                          | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    358700 | NS      | $17124338.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| VERRA MOBILITY CORP                              | VERRA MOBILITY CORP                              | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |    756900 | NS      | $11678967.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                           | SOUTHWESTERN ENERGY CO                           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |   4025856 | NS      | $22222725.12  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                       | LPL FINL HLDGS INC                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     61800 | NS      | $14654016.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| YOROZU CORP                                      | YOROZU CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    147000 | NS      | $829711.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKET INC                       | SPROUTS FMRS MKT INC                             | CUSIP: 85208M102<br>LEI: 549300TE8B3NBYVDGN74 | Long             | EC               | CORP              | US        |   1306900 | NS      | $41755455.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                  | ENTERPRISE PRODS PARTNERS LP                     | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |    334000 | NS      | $8550400.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA | CIA DE DISTRIBUCION INTEGRAL LOGISTA HOLDINGS SA | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |    124500 | NS      | $3367512.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     97200 | NS      | $14202864.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| S FOODS INC                                      | S FOODS INC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     68100 | NS      | $1556545.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VALUE ADDED TECHNOLOGIES CO LTD                  | VALUE ADDED TECHNOLOGIES CO                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     55500 | NS      | $1606870.79   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IJTT CO LTD                                      | IJT TECHNOLOGY HOLDINGS CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1134396 | NS      | $4651836.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                             | COMMERCIAL METALS CO                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    145600 | NS      | $7901712.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                     | Fidelity Cash Central Fund                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 526056696 | NS      | $526161907.43 | 14.74%            |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                                     | CARS.COM INC                                     | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    844600 | NS      | $14442660.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LTD                                | HELEN OF TROY LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    225675 | NS      | $25526099.25  | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| HAMAKYOREX CO LTD                                | HAMAKYOREX CO LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     95200 | NS      | $2384071.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPHARM GROUP CO LTD                           | SINOPHARM GROUP CO LTD H                         | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |   4055837 | NS      | $9940824.57   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG LOTS INC                                     | BIG LOTS INC                                     | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1100000 | NS      | $17996000.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| ELEMENT SOLUTIONS INC                            | ELEMENT SOLUTIONS INC                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    628811 | NS      | $12878049.28  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                         | ICON PLC                                         | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Long             | EC               | CORP              | IE        |     31800 | NS      | $7336578.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS and OUTDOORS INC                  | ACADEMY SPORTS and OUTDOORS INC                  | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162200 | NS      | $9475724.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AJINOMOTO MALAYSIA BHD                           | AJINOMOTO MALAYSIA BHD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    759300 | NS      | $2495092.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NIHON DENGI CO LTD                               | NIHON DENGI CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     39700 | NS      | $975782.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AQ GROUP AB                                      | AQ GROUP AB                                      | CUSIP: N/A<br>LEI: 549300CN568MD1JD3E40       | Long             | EC               | CORP              | SE        |    445044 | NS      | $14490655.79  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                    | TOPBUILD CORP                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     91926 | NS      | $18390715.56  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                              | WILLIAMS-SONOMA INC                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |    134600 | NS      | $18162924.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| CONCENTRIX CORP                                  | CONCENTRIX CORP                                  | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    245799 | NS      | $34856756.19  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTUM GROUP AB                                | MOMENTUM GROUP KOMPONENTER and TJANSTER AB       | CUSIP: N/A<br>LEI: 549300QOHUWQMD9G3757       | Long             | EC               | CORP              | SE        |    450000 | NS      | $3270348.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCO LTD                                       | CRESCO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    110400 | NS      | $1556042.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| B and M EUROPEAN VALUE RETAIL S.A.               | B and M EUROPEAN VALUE RETAIL S.A.               | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |   1642900 | NS      | $9067936.31   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIICHI CO LTD (OBIHIRO)                         | DAIICHI CO LTD (OBIHIRO)                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    127700 | NS      | $751893.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIAN CEREMONY SERVICE CO LTD                    | HEIAN CEREMONY SERVICE CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    376200 | NS      | $2163737.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RHI MAGNESITA NV                                 | RHI MAGNESITA NV                                 | CUSIP: N/A<br>LEI: 724500UWG6A61XNA3Y36       | Long             | EC               | CORP              | NL        |    139500 | NS      | $4626331.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                     | WALGREENS BOOTS ALLIANCE INC                     | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    363693 | NS      | $13405723.98  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                | HUNTINGTON INGALLS INDUSTRIES INC                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     70194 | NS      | $15480584.76  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                                  | FOOT LOCKER INC                                  | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    308235 | NS      | $13411304.85  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JET2 PLC                                         | JET2 PLC                                         | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |    592100 | NS      | $8869141.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                     | ENVISTA HOLDINGS CORP                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    380200 | NS      | $14823998.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JINRO DISTILLERS CO LTD                          | JINRO DISTILLERS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    303997 | NS      | $5049085.32   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HERIGE SADCS                                     | HERIGE                                           | CUSIP: N/A<br>LEI: 969500M6PGRQS475JN03       | Long             | EC               | CORP              | FR        |     12331 | NS      | $449089.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                       | AXALTA COATING SYSTEMS LTD                       | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |    480000 | NS      | $14448000.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                        | PACKAGING CORP OF AMERICA                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     80800 | NS      | $11530160.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | BUILDERS FIRSTSOURCE                             | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    367600 | NS      | $29297720.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORP                                         | CDW CORPORATION                                  | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    141200 | NS      | $27679436.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC CORP                             | ASSOCIATED BANC CORP                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    930528 | NS      | $20853132.48  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                      | GENPACT LTD                                      | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    981200 | NS      | $46391136.00  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                       | ATKORE INC                                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     47000 | NS      | $6121750.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIGO AB                                        | ALLIGO AB CL B                                   | CUSIP: N/A<br>LEI: 549300AZV2TAMUBEZS90       | Long             | EC               | CORP              | SE        |    357987 | NS      | $3050091.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LDC SA                                           | LDC SA                                           | CUSIP: N/A<br>LEI: 969500W6740M4US9ES57       | Long             | EC               | CORP              | FR        |      8650 | NS      | $1029721.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATANABE SATO CO LTD                             | WATANABE SATO CO LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     47900 | NS      | $826949.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE MATLS INC                                  | EAGLE MATERIALS INC                              | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |    167300 | NS      | $24439184.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                    | VALVOLINE INC                                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    434144 | NS      | $15915719.04  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | MICRON TECHNOLOGY INC                            | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    240000 | NS      | $14472000.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSACTION CO LTD                               | TRANSACTION CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     32500 | NS      | $387805.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                           | SYNOVUS FINANCIAL CORP.                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    404700 | NS      | $16977165.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                     | Fidelity Securities Lending Cash Central Fund    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  80343067 | NS      | $80351100.95  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SVS                           | DISCOVER FIN SVCS                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    335832 | NS      | $39201669.36  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                    | UNIVERSAL HEALTH SVCS INC CL B                   | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |    233196 | NS      | $34561979.16  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| SARANTIS SA                                      | SARANTIS SA (REG)                                | CUSIP: N/A<br>LEI: 21380078FJXYHFE8KP46       | Long             | EC               | CORP              | GR        |   1432083 | NS      | $11988045.55  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WILL GROUP INC                                   | WILL GROUP INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    102800 | NS      | $971015.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAR HARBOR BANKSHARES                            | BAR HARBOR BANKSHARES                            | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183272 | NS      | $5694261.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                     | ALIMENTATION COUCHE-TARD INC                     | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |    239200 | NS      | $10923146.07  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAMES SYSTEM CO LTD                | INTERNATIONAL GAMES SYS CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    224000 | NS      | $3702633.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                 | CENTENE CORP                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    335000 | NS      | $25540400.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO and CO                               | WELLS FARGO and CO                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1340788 | NS      | $62842733.56  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                           | WEBSTER FINANCIAL                                | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    390170 | NS      | $20542450.50  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HY LOK CORP                                      | HY LOK CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     17000 | NS      | $303300.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC                  | BJS WHSL CLUB HLDGS INC                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    169688 | NS      | $12297289.36  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX CORP                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    212150 | NS      | $21671122.50  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTECH CORP                                      | TOTECH CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     21881 | NS      | $614688.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON BISCUITS BHD                              | LONDON BISCUITS BHD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   5000000 | NS      | $23442.54     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VAN LANSCHOT KEMPEN NV                           | VAN LANSCHOT KEMPEN NV                           | CUSIP: N/A<br>LEI: 724500D8WOYCL1BUCB80       | Long             | EC               | CORP              | NL        |     94300 | NS      | $2706481.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                         | VSE CORP                                         | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |    225600 | NS      | $12385440.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                       | HUMANA INC                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     55985 | NS      | $28647524.50  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SANSEI CO LTD                                    | SANSEI CO LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    109000 | NS      | $266102.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB CORP PA                                      | FNB CORP PA                                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    497000 | NS      | $7092190.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                              | GILEAD SCIENCES INC                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    228300 | NS      | $19163502.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    148193 | NS      | $73976463.67  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REACH PLC                                        | REACH PLC                                        | CUSIP: N/A<br>LEI: 213800GNI5XF3XOATR61       | Long             | EC               | CORP              | GB        |   2397800 | NS      | $2691554.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                   | ADVANCED ENERGY INDUSTRIES INC                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    202900 | NS      | $18816946.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON CREDIT SERVICE ASIA CO LTD                  | AEON CREDIT SRVC (ASIA) CO LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   7534000 | NS      | $4949128.51   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| C UYEMURA and CO LTD                             | UYEMURA (C) and CO                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     86800 | NS      | $4432343.93   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENKOKU HOSHO CO LTD                             | ZENKOKU HOSHO CO LTD                             | CUSIP: N/A<br>LEI: 353800VOQEKTSCSL9O03       | Long             | EC               | CORP              | JP        |     42500 | NS      | $1655279.55   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                         | RENESAS ELECTRONICS CORP                         | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   1243700 | NS      | $12792824.34  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD                       | GRAFTECH INTERNATIONAL LTD                       | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |   1489800 | NS      | $9743292.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC                               | LIBERTY ENERGY INC CL A                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    476950 | NS      | $7550118.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOSAIC CO                                        | MOSAIC CO NEW                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    501501 | NS      | $24844359.54  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                            | CIVITAS RESOURCES INC                            | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    239376 | NS      | $15930472.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO CERAMICS LTD                                | EURO CERAMICS LTD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |      5000 | NS      | $64.22        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TALANX AG                                        | TALANX AKTIENGESELLSCHAFT                        | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |    193600 | NS      | $9547020.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                                   | AMDOCS LTD                                       | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |    146900 | NS      | $13504517.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                      | OVINTIV INC                                      | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    666400 | NS      | $32806872.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                      | NN GROUP NV                                      | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    123501 | NS      | $5346396.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                             | RANGE RESOURCES CORP                             | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    591654 | NS      | $14803183.08  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTECS HOLDINGS LTD                              | VSTECS HOLDINGS LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   5327600 | NS      | $3333384.61   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                      | S and P500 EMINI FUT MAR23 ESH3                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |      1724 | NC      | $10237474.15  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUSTEAD PROJECTS LTD                            | BOUSTEAD PROJECTS PTE LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   1132475 | NS      | $685734.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                         | JAZZ PHARMA PLC                                  | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     95050 | NS      | $14890533.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MAISONS DU MONDE SA                              | MAISONS DU MONDE SA                              | CUSIP: N/A<br>LEI: 9695009DV2698O4ZBU71       | Long             | EC               | CORP              | FR        |    251600 | NS      | $3082648.61   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP              | COGNIZANT TECH SOLUTIONS CL A                    | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    435304 | NS      | $29056542.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                                     | CADENCE BANK                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    344100 | NS      | $8802078.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MARR SPA                                         | MARR SPA                                         | CUSIP: N/A<br>LEI: 815600576D5536AC7B34       | Long             | EC               | CORP              | IT        |    750000 | NS      | $9833271.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HARIMA KYOWA CO LTD                              | HARIMA KYOWA CO LTD                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     96900 | NS      | $1156453.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LACROIX GROUP SA                                 | LACROIX SA                                       | CUSIP: N/A<br>LEI: 9695009SISMDAOR3GO20       | Long             | EC               | CORP              | FR        |    165997 | NS      | $5504140.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGHT INC                                       | ALIGHT INC CL A                                  | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    868800 | NS      | $8158032.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer