# EDGAR Filing Document

**Accession Number:** 0001452937
**File Stem:** 0001752724-23-015852
**Filing Date:** 2023-1
**Character Count:** 91415
**Document Hash:** d8665d38c8506ba608898971c271fddd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015852.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-015852

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EXCHANGE TRADED CONCEPTS TRUST
- **CENTRAL INDEX KEY:** 0001452937
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22263
- **FILM NUMBER:** 23560433

**BUSINESS ADDRESS:**
- **STREET 1:** 10900 HEFNER POINTE DRIVE
- **STREET 2:** SUITE 400
- **CITY:** OKLAHOMA CITY
- **STATE:** OK
- **ZIP:** 73120
- **BUSINESS PHONE:** 405-778-8377

**MAIL ADDRESS:**
- **STREET 1:** 10900 HEFNER POINTE DRIVE
- **STREET 2:** SUITE 400
- **CITY:** OKLAHOMA CITY
- **STATE:** OK
- **ZIP:** 73120

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAITHSHARES TRUST
- **DATE OF NAME CHANGE:** 20090717

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAITHSHARES INC
- **DATE OF NAME CHANGE:** 20090225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VERITAS FUNDS INC
- **DATE OF NAME CHANGE:** 20081230

## Series and Classes Contracts Data

### ETC 6 Meridian Low Beta Equity Strategy ETF (Series ID: S000068543)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000219253 | ETC 6 Meridian Low Beta Equity Strategy ETF | SIXL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EXCHANGE TRADED CONCEPTS TRUST

- **b. Investment Company Act file number:** 811-22263

- **c. CIK number of Registrant:** 0001452937

- **d. LEI of Registrant:** 549300TXJW88BSB0KL90

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

  - **Street Address 1:** 10900 HEFNER POINTE DRIVE

  - **City:** OKLAHOMA CITY

  - **State:** OK

  - **Foreign country:** US

  - **Zip / Postal Code:** 73120

  - **Telephone number:** 4057788377

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

- **a. Name of Series:** ETC 6 Meridian Low Beta Equity Strategy ETF

- **b. EDGAR series identifier (if any):** S000068543

- **c. LEI of Series:** 549300JMPISHRRF9IF22

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $157273179.50

**Total Liabilities:** $374300.20

**Net Assets:** $156898879.30

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219253 | 3.99%                | 9.71%                | -8.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $5704169.71                                |
| Month 2  | $192576.85               | $13089830.94                               |
| Month 3  | $83257.16                | $-12273385.43                              |

### Schedule of Portfolio Investments

| Name                                                                                    | Title                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GETTY REALTY CORP.                                                                      | GETTY REALTY CORP REIT                      | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     21882 | NS      | $722543.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                                                          | JOHN B. SANFILIPPO & SON INC COMMON STOCK   | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               |  | US        |      8505 | NS      | $720288.45    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS, INC.                                                                       | TYSON FOODS INC-CL A COMMON STOCK           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               |  | US        |      7317 | NS      | $484970.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP.                                                                    | PARK AEROSPACE CORP COMMON STOCK            | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               |  | US        |     52489 | NS      | $694429.47    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                                                      | UNITIL CORP COMMON STOCK                    | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               |  | US        |     11532 | NS      | $632184.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                                                 | KRAFT HEINZ CO/THE COMMON STOCK             | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     17273 | NS      | $679692.55    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                             | PROGRESSIVE CORP COMMON STOCK               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |      5656 | NS      | $747440.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION                                          | SCIENCE APPLICATIONS INTE COMMON STOCK      | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |      6774 | NS      | $745885.14    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                                                               | MDU RESOURCES GROUP INC COMMON STOCK        | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               |  | US        |     22926 | NS      | $721939.74    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                               | COLGATE-PALMOLIVE CO COMMON STOCK           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |      7982 | NS      | $618445.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                                                              | 3M CO COMMON STOCK                          | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |      4517 | NS      | $569006.49    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                                                           | ONE GAS INC COMMON STOCK                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |      7717 | NS      | $670993.15    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST                                                    | UNIVERSAL HEALTH RLTY INCOME REIT           | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |     11869 | NS      | $623003.81    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                               | CHURCH & DWIGHT CO INC COMMON STOCK         | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |      7362 | NS      | $602726.94    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.                                                      | HAWAIIAN ELECTRIC INDS COMMON STOCK         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |     15063 | NS      | $618788.04    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                                                                   | TRUSTCO BANK CORP NY COMMON STOCK           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               |  | US        |     19209 | NS      | $746077.56    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                               | NATIONAL FUEL GAS CO COMMON STOCK           | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |      9077 | NS      | $601169.71    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS, INC.                                                            | CHARTER COMMUNICATIONS INC-A COMMON STOCK   | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               |  | US        |      1457 | NS      | $570109.53    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                                                                | NORTHFIELD BANCORP INC COMMON STOCK         | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               |  | US        |     43415 | NS      | $692469.25    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORPORATION                                                                      | AMEREN CORPORATION COMMON STOCK             | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               |  | US        |      6921 | NS      | $618183.72    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                                                | PROASSURANCE CORP COMMON STOCK              | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               |  | US        |     30005 | NS      | $599799.95    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Short-Term Investments Trust: Government & Agency Portfolio; Institutional Class Shares | STIT GOVT & AGENCY INST CLASS INSTITUTIONAL | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             |  | US        |    722247 | PA      | $722247.36    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                                                       | MCCORMICK & CO-NON VTG SHRS COMMON STOCK    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               |  | US        |      7249 | NS      | $617469.82    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                                                   | SHENANDOAH TELECOMMUNICATION COMMON STOCK   | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               |  | US        |     29059 | NS      | $565778.73    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                                                         | UGI CORP COMMON STOCK                       | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |     14918 | NS      | $576580.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                                                      | DTE ENERGY COMPANY COMMON STOCK             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               |  | US        |      5927 | NS      | $687591.27    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC.                                                      | KKR REAL ESTATE FINANCE TRUS REIT           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     33747 | NS      | $558512.85    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                                                         | MSC INDUSTRIAL DIRECT CO-A COMMON STOCK     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               |  | US        |      7858 | NS      | $674452.14    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                                                     | HERSHEY CO/THE COMMON STOCK                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |      2795 | NS      | $657300.15    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                   | COCA-COLA CO/THE COMMON STOCK               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |     10065 | NS      | $640234.65    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                                                          | SUPERNUS PHARMACEUTICALS INC COMMON STOCK   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |     20046 | NS      | $736089.12    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                                                        | NV5 GLOBAL INC COMMON STOCK                 | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               |  | US        |      4725 | NS      | $682809.75    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES, INC.                                                               | COMMERCE BANCSHARES INC COMMON STOCK        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               |  | US        |      9159 | NS      | $686192.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                    | LXP INDUSTRIAL TRUST REIT                   | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     59780 | NS      | $643232.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                      | ALTRIA GROUP INC COMMON STOCK               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |     14619 | NS      | $680953.02    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                                       | JOHNSON & JOHNSON COMMON STOCK              | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |      3705 | NS      | $659490.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                                                      | HEALTHEQUITY INC COMMON STOCK               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |      8481 | NS      | $538373.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST                                                       | CORPORATE OFFICE PROPERTIES REIT            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     23505 | NS      | $652733.85    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                                                                     | FLOWERS FOODS INC COMMON STOCK              | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               |  | US        |     23036 | NS      | $692231.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.                                                     | COMPUTER PROGRAMS & SYSTEMS COMMON STOCK    | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               |  | US        |     19075 | NS      | $564620.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                                                           | SEMPRA ENERGY COMMON STOCK                  | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |      3913 | NS      | $650301.47    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE, INC.                                                                        | STERICYCLE INC COMMON STOCK                 | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               |  | US        |     13444 | NS      | $700835.72    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLOGG COMPANY                                                                         | KELLOGG CO COMMON STOCK                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               |  | US        |      8675 | NS      | $632841.25    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.                                                     | WORLD WRESTLING ENTERTAIN-A COMMON STOCK    | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               |  | US        |      9059 | NS      | $723632.92    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                                                   | TREEHOUSE FOODS INC COMMON STOCK            | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |     14340 | NS      | $708826.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                     | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      2947 | NS      | $683586.12    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                   | AMERICAN ELECTRIC POWER COMMON STOCK        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               |  | US        |      6506 | NS      | $629780.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC.                                                                    | ELECTRONIC ARTS INC COMMON STOCK            | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               |  | US        |      4972 | NS      | $650238.16    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                 | BLACK HILLS CORP COMMON STOCK               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               |  | US        |      8464 | NS      | $606276.32    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                                                         | PPL CORP COMMON STOCK                       | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |     22019 | NS      | $650000.88    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                                                   | NEWMARKET CORP COMMON STOCK                 | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |      2072 | NS      | $654793.44    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                  | MCDONALD'S CORP COMMON STOCK                | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      2452 | NS      | $668881.08    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                                                        | NATIONAL RETAIL PROPERTIES REIT             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     13697 | NS      | $634992.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES, INC.                                                        | NATIONAL PRESTO INDS INC COMMON STOCK       | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               |  | US        |      9034 | NS      | $624430.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                                                                    | CALAVO GROWERS INC COMMON STOCK             | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               |  | US        |     15603 | NS      | $545480.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                             | LOCKHEED MARTIN CORP COMMON STOCK           | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      1494 | NS      | $724873.86    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                       | PINNACLE WEST CAPITAL COMMON STOCK          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               |  | US        |      8686 | NS      | $680287.52    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                                                  | PERRIGO CO PLC COMMON STOCK                 | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     15073 | NS      | $485802.79    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                                     | POST HOLDINGS INC COMMON STOCK              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               |  | US        |      7245 | NS      | $678204.45    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                                                          | EDGEWELL PERSONAL CARE CO COMMON STOCK      | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |     16177 | NS      | $699008.17    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                      | DT MIDSTREAM INC COMMON STOCK               | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |     11804 | NS      | $712135.32    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                                                         | CAPITOL FEDERAL FINANCIAL IN COMMON STOCK   | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               |  | US        |     66482 | NS      | $556454.34    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                                                            | SAFETY INSURANCE GROUP INC COMMON STOCK     | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               |  | US        |      7483 | NS      | $686490.42    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                  | CMS ENERGY CORP COMMON STOCK                | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               |  | US        |      9298 | NS      | $567828.86    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                                                           | AMERISOURCEBERGEN CORP COMMON STOCK         | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |      4485 | NS      | $765544.65    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                                                             | DAVITA INC COMMON STOCK                     | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |      7411 | NS      | $546413.03    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL, INC.                                                                 | ATN INTERNATIONAL INC COMMON STOCK          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               |  | US        |     13890 | NS      | $672414.90    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                                                      | PROVIDENT FINANCIAL SERVICES COMMON STOCK   | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               |  | US        |     26643 | NS      | $600266.79    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                                             | L3HARRIS TECHNOLOGIES INC COMMON STOCK      | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               |  | US        |      2625 | NS      | $596085.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                                                   | UNIVERSAL CORP/VA COMMON STOCK              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |     11632 | NS      | $661977.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                                                                     | KNOWLES CORP COMMON STOCK                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               |  | US        |     33603 | NS      | $524206.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                                                        | ROYAL GOLD INC COMMON STOCK                 | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |      6140 | NS      | $689706.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                                                              | AMGEN INC COMMON STOCK                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |      2625 | NS      | $751800.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                                                | WERNER ENTERPRISES INC COMMON STOCK         | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               |  | US        |     15281 | NS      | $672058.38    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                                                   | VIR BIOTECHNOLOGY INC COMMON STOCK          | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               |  | US        |     22949 | NS      | $647620.78    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                                                               | FIRST HORIZON CORP COMMON STOCK             | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |     28092 | NS      | $698086.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                                                       | HANOVER INSURANCE GROUP INC/ COMMON STOCK   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |      4863 | NS      | $716319.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                                                            | FRESH DEL MONTE PRODUCE INC COMMON STOCK    | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |     21349 | NS      | $590940.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CLOROX COMPANY                                                                      | CLOROX COMPANY COMMON STOCK                 | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               |  | US        |      4456 | NS      | $662384.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                             | MERCURY GENERAL CORP COMMON STOCK           | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               |  | US        |     16034 | NS      | $581713.52    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                                               | CONSOLIDATED EDISON INC COMMON STOCK        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               |  | US        |      6532 | NS      | $640397.28    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                             | VERIZON COMMUNICATIONS INC COMMON STOCK     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |     14129 | NS      | $550748.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                                                              | ENCORE CAPITAL GROUP INC COMMON STOCK       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               |  | US        |      9286 | NS      | $468014.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                                                    | HOSTESS BRANDS INC COMMON STOCK             | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |     28346 | NS      | $748334.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                                                      | AVISTA CORP COMMON STOCK                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |     14918 | NS      | $615815.04    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                                                           | TOOTSIE ROLL INDS COMMON STOCK              | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               |  | US        |     17943 | NS      | $806537.85    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL, INC.                                                                       | ICU MEDICAL INC COMMON STOCK                | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               |  | US        |      3572 | NS      | $568769.56    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                                                          | EXELIXIS INC COMMON STOCK                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     29823 | NS      | $509376.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                            | PROCTER & GAMBLE CO/THE COMMON STOCK        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |      4511 | NS      | $672860.76    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                                                                  | SCHOLASTIC CORP COMMON STOCK                | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               |  | US        |     13821 | NS      | $568319.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                                                             | RENAISSANCERE HOLDINGS LTD COMMON STOCK     | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               |  | US        |      5156 | NS      | $974019.96    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                    | CONAGRA BRANDS INC COMMON STOCK             | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     18783 | NS      | $713378.34    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                  | WASTE MANAGEMENT INC COMMON STOCK           | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |      3921 | NS      | $657630.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                                                               | RLI CORP COMMON STOCK                       | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               |  | US        |      5806 | NS      | $755186.42    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HORMEL FOODS CORPORATION                                                                | HORMEL FOODS CORP COMMON STOCK              | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               |  | US        |     12972 | NS      | $609684.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES, INC.                                                                 | MESA LABORATORIES INC COMMON STOCK          | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               |  | US        |      2997 | NS      | $507002.49    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                                                            | GROCERY OUTLET HOLDING CORP COMMON STOCK    | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               |  | US        |     15125 | NS      | $457833.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                                                       | FIRSTENERGY CORP COMMON STOCK               | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |     16146 | NS      | $665861.04    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                                                                  | INGREDION INC COMMON STOCK                  | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |      7057 | NS      | $691374.29    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CORP.                                                             | APARTMENT INCOME REIT CO REIT               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |     14673 | NS      | $558307.65    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                    | SOUTHERN CO/THE COMMON STOCK                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |      8434 | NS      | $570475.76    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                                                    | LTC PROPERTIES INC REIT                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     14995 | NS      | $589153.55    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                                                            | SOUTHWEST GAS HOLDINGS INC COMMON STOCK     | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               |  | US        |      7333 | NS      | $502017.18    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                                                   | STELLAR BANCORP INC COMMON STOCK            | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               |  | US        |     20931 | NS      | $707688.39    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                                                         | CSG SYSTEMS INTL INC COMMON STOCK           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |      9861 | NS      | $609804.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                                                 | MIDDLESEX WATER CO COMMON STOCK             | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               |  | US        |      7065 | NS      | $660224.25    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                                                | NORTHWESTERN CORP COMMON STOCK              | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               |  | US        |     11757 | NS      | $686726.37    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                            | MONDELEZ INTERNATIONAL INC-A COMMON STOCK   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |      9891 | NS      | $668730.51    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                                                            | WALMART INC COMMON STOCK                    | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |      4829 | NS      | $736036.18    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS, INC.                                                                   | LEIDOS HOLDINGS INC COMMON STOCK            | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               |  | US        |      6373 | NS      | $696760.09    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVISION BLIZZARD, INC.                                                               | ACTIVISION BLIZZARD INC COMMON STOCK        | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               |  | US        |      8073 | NS      | $596998.35    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                                                              | CURTISS-WRIGHT CORP COMMON STOCK            | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               |  | US        |      4530 | NS      | $800224.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                                                     | CHEVRON CORP COMMON STOCK                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |      4020 | NS      | $736906.20    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                                                          | LAKELAND FINANCIAL CORP COMMON STOCK        | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               |  | US        |      8549 | NS      | $675029.04    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                                                             | ABBVIE INC COMMON STOCK                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |      4559 | NS      | $734819.62    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                                                 | HEARTLAND EXPRESS INC COMMON STOCK          | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               |  | US        |     41082 | NS      | $687712.68    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                                              | KIMBERLY-CLARK CORP COMMON STOCK            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               |  | US        |      4817 | NS      | $653329.71    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                  | CVS HEALTH CORP COMMON STOCK                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |      6716 | NS      | $684226.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                                       | SERVICE CORP INTERNATIONAL COMMON STOCK     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               |  | US        |      8694 | NS      | $621186.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE, INC.                                                               | MERIDIAN BIOSCIENCE INC COMMON STOCK        | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               |  | US        |     20379 | NS      | $652128.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                                                           | WD-40 CO COMMON STOCK                       | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |      3569 | NS      | $597807.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                                                       | NORTHWEST NATURAL HOLDING CO COMMON STOCK   | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               |  | US        |     11947 | NS      | $598664.17    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                                                                   | HELEN OF TROY LTD COMMON STOCK              | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               |  | US        |      4884 | NS      | $481269.36    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                                                       | FOUR CORNERS PROPERTY TRUST REIT            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     22464 | NS      | $609672.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                                                        | NEW JERSEY RESOURCES CORP COMMON STOCK      | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |     14020 | NS      | $697495.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                                                           | IDACORP INC COMMON STOCK                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |      5814 | NS      | $642621.42    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                        | PHILIP MORRIS INTERNATIONAL COMMON STOCK    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |      6494 | NS      | $647256.98    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                                                                      | ROGERS CORP COMMON STOCK                    | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               |  | US        |      2400 | NS      | $261696.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT, INC.                                                                          | ASSURANT INC COMMON STOCK                   | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               |  | US        |      3733 | NS      | $478645.26    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP, INC.                                                                         | LHC GROUP INC COMMON STOCK                  | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               |  | US        |      3942 | NS      | $644162.22    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                                                          | INNOVIVA INC COMMON STOCK                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     45486 | NS      | $597231.18    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                                                         | MURPHY USA INC COMMON STOCK                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      2198 | NS      | $650190.38    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                                                   | DOMINION ENERGY INC COMMON STOCK            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |      7798 | NS      | $476535.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                                                              | SOUTHSIDE BANCSHARES INC COMMON STOCK       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               |  | US        |     16126 | NS      | $586018.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                                                         | CABLE ONE INC COMMON STOCK                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               |  | US        |       455 | NS      | $329551.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                                                          | QUEST DIAGNOSTICS INC COMMON STOCK          | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |      4685 | NS      | $711323.55    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                            | BRISTOL-MYERS SQUIBB CO COMMON STOCK        | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               |  | US        |      8742 | NS      | $701807.76    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                           | MOLSON COORS BEVERAGE CO - B COMMON STOCK   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |     11992 | NS      | $660879.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                                                              | NORTHWEST BANCSHARES INC COMMON STOCK       | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               |  | US        |     45034 | NS      | $688569.86    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                       | HORACE MANN EDUCATORS COMMON STOCK          | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               |  | US        |     19143 | NS      | $738728.37    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                           | BECTON DICKINSON AND CO COMMON STOCK        | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               |  | US        |      2635 | NS      | $657010.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                                                             | PFIZER INC COMMON STOCK                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     12898 | NS      | $646576.74    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                                                            | EZCORP INC-CL A COMMON STOCK                | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               |  | US        |     77028 | NS      | $771820.56    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                                                               | AT&T INC COMMON STOCK                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |     34903 | NS      | $672929.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                               | JM SMUCKER CO/THE COMMON STOCK              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |      4784 | NS      | $736783.84    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                                                           | SOUTH JERSEY INDUSTRIES COMMON STOCK        | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               |  | US        |     18624 | NS      | $646252.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                                                          | KROGER CO COMMON STOCK                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     13697 | NS      | $673755.43    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                                                | EMPLOYERS HOLDINGS INC COMMON STOCK         | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |     17045 | NS      | $792081.15    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                                                    | CITY HOLDING CO COMMON STOCK                | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |      7467 | NS      | $761036.64    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                                                       | OSI SYSTEMS INC COMMON STOCK                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |      6713 | NS      | $593966.24    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                                                              | SPIRE INC COMMON STOCK                      | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |      8638 | NS      | $640075.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORPORATION                                                                     | NEWMONT CORP COMMON STOCK                   | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               |  | US        |     14288 | NS      | $678251.36    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                   | KEURIG DR PEPPER INC COMMON STOCK           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               |  | US        |     16619 | NS      | $642656.73    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                                                           | NISOURCE INC COMMON STOCK                   | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               |  | US        |     21287 | NS      | $594758.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN-FORMAN CORPORATION                                                                | BROWN-FORMAN CORP-CLASS B COMMON STOCK      | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               |  | US        |      8612 | NS      | $628848.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                                                       | H&R BLOCK INC COMMON STOCK                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               |  | US        |     16303 | NS      | $712604.13    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                                                              | WESTAMERICA BANCORPORATION COMMON STOCK     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               |  | US        |     10813 | NS      | $667702.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS, INC.                                                                     | GENERAL MILLS INC COMMON STOCK              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               |  | US        |      8469 | NS      | $722405.70    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                                                                      | HEALTHSTREAM INC COMMON STOCK               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               |  | US        |     25948 | NS      | $659079.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                                                    | MCKESSON CORP COMMON STOCK                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |      1910 | NS      | $729008.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                                                       | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     10653 | NS      | $654733.38    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                                         | DORIAN LPG LTD COMMON STOCK                 | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               |  | US        |     38191 | NS      | $743578.77    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                              | CONSTELLATION BRANDS INC-A COMMON STOCK     | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |      2614 | NS      | $672712.90    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.                                                      | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK   | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |     52571 | NS      | $577755.29    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                                                            | SPROUTS FARMERS MARKET INC COMMON STOCK     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |     23738 | NS      | $814925.54    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                                                         | UNITED THERAPEUTICS CORP COMMON STOCK       | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      2848 | NS      | $797126.72    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                                                 | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK     | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |      1059 | NS      | $681657.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                                                    | HEALTHCARE REALTY TRUST INC REIT            | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     24934 | NS      | $511895.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                                                          | CALIFORNIA WATER SERVICE GRP COMMON STOCK   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |     10581 | NS      | $687024.33    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                               | BAXTER INTERNATIONAL INC COMMON STOCK       | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |     10884 | NS      | $615272.52    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                                                                   | BANCFIRST CORP COMMON STOCK                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               |  | US        |      5818 | NS      | $593086.92    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                                                   | CAMPBELL SOUP CO COMMON STOCK               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               |  | US        |     13020 | NS      | $698783.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                 | DUKE ENERGY CORP COMMON STOCK               | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |      5841 | NS      | $583691.13    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES, INC.                                                                     | PNM RESOURCES INC COMMON STOCK              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               |  | US        |     13329 | NS      | $653121.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC.                                                                           | RAYONIER INC REIT                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     16967 | NS      | $608775.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                                                           | MAXIMUS INC COMMON STOCK                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               |  | US        |      9636 | NS      | $677410.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                                                            | EVERGY INC COMMON STOCK                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               |  | US        |      9423 | NS      | $557935.83    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                                                            | CLEARWATER PAPER CORP COMMON STOCK          | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               |  | US        |     18416 | NS      | $718776.48    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                   | GILEAD SCIENCES INC COMMON STOCK            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     10760 | NS      | $945050.80    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                                                            | ENCOMPASS HEALTH CORP COMMON STOCK          | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     12586 | NS      | $736029.28    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, INC.                                                                               | KBR INC COMMON STOCK                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               |  | US        |     12225 | NS      | $631665.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                            | NORTHROP GRUMMAN CORP COMMON STOCK          | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               |  | US        |      1330 | NS      | $709275.70    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                                                                   | LANDSTAR SYSTEM INC COMMON STOCK            | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |      4211 | NS      | $728418.78    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                                                                   | MERCURY SYSTEMS INC COMMON STOCK            | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               |  | US        |     11145 | NS      | $566388.90    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                            | WILLIAMS COS INC COMMON STOCK               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               |  | US        |     19504 | NS      | $676788.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                                                             | EAGLE PHARMACEUTICALS INC COMMON STOCK      | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               |  | US        |     15563 | NS      | $565248.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                                                       | PORTLAND GENERAL ELECTRIC CO COMMON STOCK   | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     12493 | NS      | $615030.39    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                                                        | N B T BANCORP INC COMMON STOCK              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               |  | US        |     15912 | NS      | $734497.92    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                                                            | CASEY'S GENERAL STORES INC COMMON STOCK     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |      3144 | NS      | $764054.88    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                                                           | PEPSICO INC COMMON STOCK                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |      3645 | NS      | $676183.95    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS, INC.                                                       | AEROJET ROCKETDYNE HOLDINGS COMMON STOCK    | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               |  | US        |     15746 | NS      | $818792.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                             | PILGRIM'S PRIDE CORP COMMON STOCK           | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |     20653 | NS      | $540282.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORPORATION                                                                | SENECA FOODS CORP - CL A COMMON STOCK       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               |  | US        |     11815 | NS      | $759468.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                                                                         | PRA GROUP INC COMMON STOCK                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               |  | US        |     16447 | NS      | $565447.86    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                                                           | AMERICAN STATES WATER CO COMMON STOCK       | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               |  | US        |      7252 | NS      | $710623.48    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                                                          | AMERICAN FINANCIAL GROUP INC COMMON STOCK   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               |  | US        |      4916 | NS      | $699153.52    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                | SONOCO PRODUCTS CO COMMON STOCK             | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     10236 | NS      | $628183.32    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                                                            | LANCASTER COLONY CORP COMMON STOCK          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      4809 | NS      | $996136.26    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                                                            | GRAND CANYON EDUCATION INC COMMON STOCK     | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               |  | US        |      6666 | NS      | $753724.62    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                                                          | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK   | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     36106 | NS      | $789638.22    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                 | EXXON MOBIL CORP COMMON STOCK               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |      6813 | NS      | $758559.42    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                                 | QUIDELORTHO CORP COMMON STOCK               | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |      6352 | NS      | $556498.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                                       | EVERSOURCE ENERGY COMMON STOCK              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |      7098 | NS      | $588140.28    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                                               | ESSENTIAL UTILITIES INC COMMON STOCK        | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               |  | US        |     12419 | NS      | $599092.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                                                         | B&G FOODS INC COMMON STOCK                  | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               |  | US        |     24990 | NS      | $331867.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                                                                 | PHYSICIANS REALTY TRUST REIT                | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     36536 | NS      | $545482.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                                                             | USANA HEALTH SCIENCES INC COMMON STOCK      | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               |  | US        |      9223 | NS      | $507633.92    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                | ALLSTATE CORP COMMON STOCK                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |      5539 | NS      | $741672.10    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                                                       | MERCK & CO. INC. COMMON STOCK               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |      7309 | NS      | $804867.08    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                                                          | AMERISAFE INC COMMON STOCK                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               |  | US        |     14132 | NS      | $839016.84    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                                                              | TEGNA INC COMMON STOCK                      | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |     30591 | NS      | $603866.34    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                              | ALLIANT ENERGY CORP COMMON STOCK            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               |  | US        |     10541 | NS      | $593458.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                                                     | SPARTANNASH CO COMMON STOCK                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |     19567 | NS      | $642775.95    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                                                      | CHEMED CORP COMMON STOCK                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      1349 | NS      | $701480.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                                                            | SABRA HEALTH CARE REIT INC REIT             | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     41694 | NS      | $538269.54    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                                                   | CAL-MAINE FOODS INC COMMON STOCK            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |     12313 | NS      | $717601.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                                                            | NEUROCRINE BIOSCIENCES INC COMMON STOCK     | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |      6911 | NS      | $878111.66    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                                                        | OGE ENERGY CORP COMMON STOCK                | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               |  | US        |     15829 | NS      | $640441.34    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                                                        | TELEPHONE AND DATA SYSTEMS COMMON STOCK     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               |  | US        |     40430 | NS      | $426132.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                                 | CACI INTERNATIONAL INC -CL A COMMON STOCK   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               |  | US        |      2186 | NS      | $682687.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                                                  | WEC ENERGY GROUP INC COMMON STOCK           | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |      6179 | NS      | $612586.06    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc.                                                                        | XCEL ENERGY INC COMMON STOCK                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               |  | US        |      8723 | NS      | $612529.06    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                                                                        | APTARGROUP INC COMMON STOCK                 | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               |  | US        |      6007 | NS      | $637582.98    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                                                                    | FTI CONSULTING INC COMMON STOCK             | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               |  | US        |      3964 | NS      | $685058.48    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                                                          | HERITAGE FINANCIAL CORP COMMON STOCK        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               |  | US        |     23166 | NS      | $762161.40    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                                                        | CHESAPEAKE UTILITIES CORP COMMON STOCK      | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |      4702 | NS      | $562970.46    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP, INC.                                                         | SELECTIVE INSURANCE GROUP COMMON STOCK      | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               |  | US        |      8484 | NS      | $815482.08    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                                                                 | J & J SNACK FOODS CORP COMMON STOCK         | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               |  | US        |      4751 | NS      | $779259.02    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                                                     | CVB FINANCIAL CORP COMMON STOCK             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               |  | US        |     24419 | NS      | $700336.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                               | WESTERN UNION CO COMMON STOCK               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     38212 | NS      | $560187.92    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.                                                    | EASTERLY GOVERNMENT PROPERTI REIT           | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     33000 | NS      | $522720.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                                                           | TRAVELERS COS INC/THE COMMON STOCK          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |      4088 | NS      | $775943.28    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                             | INTL BUSINESS MACHINES CORP COMMON STOCK    | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      4859 | NS      | $723505.10    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.                                                     | FIRST INDUSTRIAL REALTY TR REIT             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     12350 | NS      | $624292.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                                                          | OMNICELL INC COMMON STOCK                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |      5833 | NS      | $301041.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                        | OMEGA HEALTHCARE INVESTORS REIT             | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     20299 | NS      | $614653.72    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY                                             | JAZZ PHARMACEUTICALS PLC COMMON STOCK       | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |      4189 | NS      | $657295.99    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED                                                 | COMMUNITY HEALTHCARE TRUST I REIT           | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     16232 | NS      | $572340.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                                                            | ALLETE INC COMMON STOCK                     | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               |  | US        |     10309 | NS      | $682455.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                                                           | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               |  | US        |     17145 | NS      | $505606.05    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                                                                    | SILGAN HOLDINGS INC COMMON STOCK            | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     14699 | NS      | $777577.10    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** EXCHANGE TRADED CONCEPTS TRUST

**Signature:** Dennis Lowenfels

**Name of Signer:** Dennis Lowenfels

**Title:** CCO