# EDGAR Filing Document

**Accession Number:** 0000875732
**File Stem:** 0000940400-26-011318
**Filing Date:** 2026-3
**Character Count:** 199379
**Document Hash:** 73410bea8490798132f478d969cdc309
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011318.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011318

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON MIDCAP INDEX FUND, INC.
- **CENTRAL INDEX KEY:** 0000875732

**ORGANIZATION NAME:**
- **EIN:** 133618129
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06325
- **FILM NUMBER:** 26791875

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND INC
- **DATE OF NAME CHANGE:** 20020514

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND
- **DATE OF NAME CHANGE:** 19951228

## Series and Classes Contracts Data

### BNY Mellon Midcap Index Fund, Inc. (Series ID: S000000078)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000115 | Investor Shares | PESPX           |
| C000172470 | Class I         | DMIDX           |

## Nport-Ex

BNY Mellon Midcap Index Fund, Inc.

SCHEDULE OF INVESTMENTS

January 31, 2026 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0%** | **Equity Securities - Common Stocks — 99.0%** | **Equity Securities - Common Stocks — 99.0%** |
| **Automobiles & Components — 1.3%** | **Automobiles & Components — 1.3%** | **Automobiles & Components — 1.3%** |
| Autoliv, Inc. | 28019 | 3397023 |
| BorgWarner, Inc. | 86065 | 4080342 |
| Gentex Corp. | 87576 | 2015124 |
| Harley-Davidson, Inc. | 46548 | 921650 |
| Lear Corp. | 20873 | 2444019 |
| The Goodyear Tire & Rubber Company<sup>(a)</sup> <br>| 115604 | 1087834 |
| Thor Industries, Inc.<sup>(b)</sup> <br>| 21062 | 2356206 |
| Visteon Corp. | 10822 | 983287 |
|  |  | **17285485** |
| **Banks — 6.0%** | **Banks — 6.0%** | **Banks — 6.0%** |
| Associated Banc-Corp. | 64991 | 1771655 |
| Bank OZK | 42823 | 2036662 |
| Columbia Banking System, Inc. | 120125 | 3536480 |
| Commerce Bancshares, Inc. | 52267 | 2751335 |
| Cullen/Frost Bankers, Inc. | 25658 | 3536186 |
| East West Bancorp, Inc. | 55144 | 6310679 |
| First Financial Bankshares, Inc. | 52355 | 1665936 |
| First Horizon Corp. | 198967 | 4872702 |
| Flagstar Bank NA | 120378 | 1591397 |
| FNB Corp. | 142929 | 2508404 |
| Glacier Bancorp, Inc. | 51949 | 2632775 |
| Hancock Whitney Corp.<sup>(b)</sup> <br>| 33929 | 2334315 |
| Home BancShares, Inc. | 72986 | 2109295 |
| International Bancshares Corp. | 22037 | 1534657 |
| Old National Bancorp | 140244 | 3426161 |
| Pinnacle Financial Partners, Inc. | 60367 | 5740298 |
| Prosperity Bancshares, Inc. | 38249 | 2639563 |
| SouthState Bank Corp. | 40368 | 4130857 |
| Texas Capital Bancshares, Inc.<sup>(a)</sup> <br>| 18156 | 1836843 |
| UMB Financial Corp. | 28642 | 3641544 |
| United Bankshares, Inc. | 55957 | 2368660 |
| Valley National Bancorp | 192945 | 2404095 |
| Webster Financial Corp. | 64842 | 4264658 |
| Western Alliance Bancorp | 41398 | 3690632 |
| Wintrust Financial Corp. | 26919 | 3970283 |
| Zions Bancorp NA | 59132 | 3542598 |
|  |  | **80848670** |
| **Capital Goods — 17.7%** | **Capital Goods — 17.7%** | **Capital Goods — 17.7%** |
| AAON, Inc.<sup>(b)</sup> <br>| 27233 | 2479837 |
| Acuity, Inc. | 12246 | 3786953 |
| Advanced Drainage Systems, Inc. | 28899 | 4393804 |
| AECOM | 53373 | 5146758 |
| AeroVironment, Inc.<sup>(a),(b)</sup> <br>| 12794 | 3561722 |
| AGCO Corp. | 24826 | 2815517 |
| API Group Corp.<sup>(a)</sup> <br>| 148349 | 6166868 |
| Applied Industrial Technologies, Inc. | 15166 | 3949378 |
| ATI, Inc.<sup>(a)</sup> <br>| 54532 | 6560200 |
| BWX Technologies, Inc. | 36944 | 7589406 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Capital Goods — 17.7% (continued)** | **Capital Goods — 17.7% (continued)** | **Capital Goods — 17.7% (continued)** |
| Carlisle Cos., Inc. | 16725 | 5701385 |
| Carpenter Technology Corp. | 20109 | 6391243 |
| Chart Industries, Inc.<sup>(a)</sup> <br>| 17857 | 3702470 |
| CNH Industrial NV | 355334 | 3823394 |
| Core & Main, Inc., Cl. A<sup>(a)</sup> <br>| 76715 | 4093512 |
| Crane Co. | 19678 | 3593990 |
| Curtiss-Wright Corp. | 14827 | 9736743 |
| Donaldson Co., Inc. | 46632 | 4753666 |
| Dycom Industries, Inc.<sup>(a)</sup> <br>| 11645 | 4243322 |
| EnerSys | 14864 | 2678344 |
| Esab Corp. | 23061 | 2792687 |
| Flowserve Corp. | 51162 | 3998310 |
| Fluor Corp.<sup>(a)</sup> <br>| 65128 | 3008262 |
| Fortune Brands Innovations, Inc.<sup>(b)</sup> <br>| 48428 | 2619955 |
| GATX Corp. | 14403 | 2620050 |
| Graco, Inc. | 66673 | 5822553 |
| Hexcel Corp. | 32304 | 2675094 |
| ITT, Inc. | 34234 | 6240858 |
| Kratos Defense & Security Solutions, Inc.<sup>(a),(b)</sup> <br>| 67802 | 6984284 |
| Lincoln Electric Holdings, Inc. | 22082 | 5859459 |
| MasTec, Inc.<sup>(a)</sup> <br>| 24704 | 5940818 |
| MSC Industrial Direct Co., Inc., Cl. A | 18444 | 1555567 |
| Mueller Industries, Inc. | 44727 | 6089134 |
| Nextpower, Inc., Cl. A<sup>(a)</sup> <br>| 59785 | 7000226 |
| nVent Electric PLC | 64840 | 7278938 |
| Oshkosh Corp. | 25385 | 3650871 |
| Owens Corning | 32897 | 3942377 |
| RBC Bearings, Inc.<sup>(a)</sup> <br>| 12626 | 6308833 |
| Regal Rexnord Corp. | 26688 | 4310112 |
| Sensata Technologies Holding PLC | 58193 | 2012896 |
| Simpson Manufacturing Co., Inc. | 16645 | 2942503 |
| SPX Technologies, Inc.<sup>(a)</sup> <br>| 19991 | 4166324 |
| StandardAero, Inc.<sup>(a),(b)</sup> <br>| 75814 | 2341894 |
| Sterling Infrastructure, Inc.<sup>(a)</sup> <br>| 12370 | 4427347 |
| Terex Corp. | 26675 | 1520475 |
| The Middleby Corp.<sup>(a)</sup> <br>| 18588 | 2735596 |
| The Timken Company | 25691 | 2394144 |
| The Toro Company | 39756 | 3637674 |
| Trex Co., Inc.<sup>(a)</sup> <br>| 43204 | 1789510 |
| UFP Industries, Inc. | 23431 | 2419954 |
| Valmont Industries, Inc. | 7894 | 3517251 |
| Watsco, Inc. | 14078 | 5440443 |
| Watts Water Technologies, Inc., Cl. A | 10971 | 3283730 |
| WESCO International, Inc. | 19566 | 5662987 |
| Woodward, Inc. | 24085 | 7655176 |
|  |  | **239814804** |
| **Commercial & Professional Services — 4.4%** | **Commercial & Professional Services — 4.4%** | **Commercial & Professional Services — 4.4%** |
| Booz Allen Hamilton Holding Corp. | 48934 | 4326744 |
| CACI International, Inc., Cl. A<sup>(a)</sup> <br>| 8856 | 5495857 |
| Clean Harbors, Inc.<sup>(a)</sup> <br>| 20178 | 5244464 |
| Concentrix Corp. | 17226 | 643391 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Commercial & Professional Services — 4.4% (continued)** | **Commercial & Professional Services — 4.4% (continued)** | **Commercial & Professional Services — 4.4% (continued)** |
| ExlService Holdings, Inc.<sup>(a)</sup> <br>| 64100 | 2509515 |
| Exponent, Inc. | 20063 | 1441928 |
| FTI Consulting, Inc.<sup>(a)</sup> <br>| 12063 | 2107044 |
| Genpact Ltd. | 63937 | 2819622 |
| KBR, Inc. | 51692 | 2212935 |
| Maximus, Inc. | 22903 | 2162959 |
| MSA Safety, Inc.<sup>(b)</sup> <br>| 14695 | 2603219 |
| Parsons Corp.<sup>(a)</sup> <br>| 21449 | 1502717 |
| Paylocity Holding Corp.<sup>(a)</sup> <br>| 17778 | 2399674 |
| RB Global, Inc. | 74665 | 8479704 |
| Science Applications International Corp. | 18324 | 1864650 |
| Tetra Tech, Inc. | 104934 | 3951815 |
| The Brink's Company | 16666 | 2117249 |
| TransUnion | 77887 | 6154631 |
| UL Solutions, Inc., Cl. A | 30019 | 2108234 |
|  |  | **60146352** |
| **Consumer Discretionary Distribution & Retail — 3.7%** | **Consumer Discretionary Distribution & Retail — 3.7%** | **Consumer Discretionary Distribution & Retail — 3.7%** |
| Abercrombie & Fitch Co., Cl. A<sup>(a)</sup> <br>| 18813 | 1836713 |
| AutoNation, Inc.<sup>(a)</sup> <br>| 10971 | 2248836 |
| Bath & Body Works, Inc. | 83681 | 1824246 |
| Burlington Stores, Inc.<sup>(a)</sup> <br>| 24998 | 7395908 |
| Chewy, Inc., Cl. A<sup>(a)</sup> <br>| 90434 | 2632534 |
| Dick's Sporting Goods, Inc. | 26612 | 5375624 |
| Five Below, Inc.<sup>(a)</sup> <br>| 22182 | 4250958 |
| Floor & Decor Holdings, Inc., Cl. A<sup>(a)</sup> <br>| 43312 | 2856859 |
| GameStop Corp., Cl. A<sup>(a)</sup> <br>| 166122 | 3966993 |
| Lithia Motors, Inc. | 9704 | 3138662 |
| Macy's, Inc. | 107867 | 2159497 |
| Murphy USA, Inc. | 6905 | 2917432 |
| Ollie's Bargain Outlet Holdings, Inc.<sup>(a)</sup> <br>| 24754 | 2730614 |
| Penske Automotive Group, Inc.<sup>(b)</sup> <br>| 7338 | 1150525 |
| RH<sup>(a)</sup> <br>| 6177 | 1228173 |
| The Gap, Inc. | 90647 | 2536303 |
| Valvoline, Inc.<sup>(a)</sup> <br>| 51116 | 1672516 |
|  |  | **49922393** |
| **Consumer Durables & Apparel — 2.8%** | **Consumer Durables & Apparel — 2.8%** | **Consumer Durables & Apparel — 2.8%** |
| Brunswick Corp. | 26235 | 2104572 |
| Capri Holdings Ltd.<sup>(a)</sup> <br>| 47455 | 1071059 |
| Columbia Sportswear Co. | 10015 | 553629 |
| Crocs, Inc.<sup>(a)</sup> <br>| 21128 | 1773062 |
| KB Home<sup>(b)</sup> <br>| 26159 | 1505189 |
| Mattel, Inc.<sup>(a)</sup> <br>| 125222 | 2615888 |
| Polaris, Inc. | 21447 | 1369176 |
| PVH Corp. | 19626 | 1223877 |
| Somnigroup International, Inc. | 84368 | 7411729 |
| Taylor Morrison Home Corp.<sup>(a)</sup> <br>| 39549 | 2410512 |
| Toll Brothers, Inc. | 38872 | 5616615 |
| TopBuild Corp.<sup>(a),(b)</sup> <br>| 11193 | 5238884 |
| VF Corp. | 131204 | 2570286 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Consumer Durables & Apparel — 2.8% (continued)** | **Consumer Durables & Apparel — 2.8% (continued)** | **Consumer Durables & Apparel — 2.8% (continued)** |
| Whirlpool Corp.<sup>(b)</sup> <br>| 22381 | 1790256 |
| YETI Holdings, Inc.<sup>(a)</sup> <br>| 31243 | 1428118 |
|  |  | **38682852** |
| **Consumer Services — 3.5%** | **Consumer Services — 3.5%** | **Consumer Services — 3.5%** |
| Aramark | 105833 | 4073512 |
| Boyd Gaming Corp. | 23118 | 1954396 |
| Cava Group, Inc.<sup>(a),(b)</sup> <br>| 39830 | 2414495 |
| Choice Hotels International, Inc. | 8474 | 871127 |
| Churchill Downs, Inc. | 26658 | 2622081 |
| Duolingo, Inc.<sup>(a)</sup> <br>| 16147 | 2164667 |
| Dutch Bros, Inc., Cl. A<sup>(a)</sup> <br>| 49988 | 2718847 |
| Graham Holdings Co., Cl. B | 1354 | 1579617 |
| Grand Canyon Education, Inc.<sup>(a)</sup> <br>| 11112 | 1931710 |
| H&R Block, Inc. | 50847 | 2005914 |
| Hilton Grand Vacations, Inc.<sup>(a)</sup> <br>| 23877 | 1077091 |
| Hyatt Hotels Corp., Cl. A | 16908 | 2643904 |
| Planet Fitness, Inc., Cl. A<sup>(a)</sup> <br>| 33330 | 3034363 |
| Service Corp. International | 56434 | 4538987 |
| Texas Roadhouse, Inc. | 26728 | 4807298 |
| Travel + Leisure Co. | 25845 | 1797261 |
| Vail Resorts, Inc.<sup>(b)</sup> <br>| 14382 | 1913813 |
| Wingstop, Inc.<sup>(b)</sup> <br>| 11248 | 2985557 |
| Wyndham Hotels & Resorts, Inc.<sup>(b)</sup> <br>| 30436 | 2215436 |
|  |  | **47350076** |
| **Consumer Staples Distribution & Retail — 2.6%** | **Consumer Staples Distribution & Retail — 2.6%** | **Consumer Staples Distribution & Retail — 2.6%** |
| Albertsons Cos., Inc., Cl. A | 160030 | 2664499 |
| BJ's Wholesale Club Holdings, Inc.<sup>(a)</sup> <br>| 52883 | 4888505 |
| Casey's General Stores, Inc. | 14946 | 9064749 |
| Maplebear, Inc.<sup>(a)</sup> <br>| 73287 | 2723345 |
| Performance Food Group Co.<sup>(a)</sup> <br>| 63207 | 6033108 |
| Sprouts Farmers Market, Inc.<sup>(a)</sup> <br>| 39449 | 2797329 |
| US Foods Holding Corp.<sup>(a)</sup> <br>| 89518 | 7485495 |
|  |  | **35657030** |
| **Energy — 4.1%** | **Energy — 4.1%** | **Energy — 4.1%** |
| Antero Midstream Corp. | 135097 | 2542526 |
| Antero Resources Corp.<sup>(a)</sup> <br>| 118218 | 4299589 |
| Chord Energy Corp. | 22847 | 2290183 |
| CNX Resources Corp.<sup>(a),(b)</sup> <br>| 53883 | 2090660 |
| DT Midstream, Inc. | 40817 | 5143758 |
| HF Sinclair Corp.<sup>(b)</sup> <br>| 63308 | 3291383 |
| Matador Resources Co. | 46698 | 2112618 |
| Murphy Oil Corp. | 54316 | 1634368 |
| NOV, Inc. | 147070 | 2698735 |
| Ovintiv, Inc. | 102443 | 4453197 |
| PBF Energy, Inc., Cl. A | 32524 | 1088253 |
| Permian Resources Corp., Cl. A | 279732 | 4512077 |
| Range Resources Corp. | 95113 | 3600027 |
| TechnipFMC PLC | 162598 | 9059961 |
| Valaris Ltd.<sup>(a)</sup> <br>| 25863 | 1493071 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Energy — 4.1% (continued)** | **Energy — 4.1% (continued)** | **Energy — 4.1% (continued)** |
| Viper Energy, Inc., Cl. A | 67306 | 2849736 |
| Weatherford International PLC | 28676 | 2697838 |
|  |  | **55857980** |
| **Equity Real Estate Investment Trusts — 5.9%** | **Equity Real Estate Investment Trusts — 5.9%** | **Equity Real Estate Investment Trusts — 5.9%** |
| Agree Realty Corp.<sup>(c)</sup> <br>| 46519 | 3360067 |
| American Healthcare REIT, Inc.<sup>(c)</sup> <br>| 69895 | 3278774 |
| American Homes 4 Rent, Cl. A<sup>(c)</sup> <br>| 131551 | 4120177 |
| Brixmor Property Group, Inc.<sup>(c)</sup> <br>| 122400 | 3279096 |
| COPT Defense Properties<sup>(c)</sup> <br>| 45067 | 1388514 |
| Cousins Properties, Inc.<sup>(c)</sup> <br>| 66955 | 1689944 |
| CubeSmart<sup>(c)</sup> <br>| 92076 | 3455612 |
| EastGroup Properties, Inc.<sup>(c)</sup> <br>| 21402 | 3887459 |
| EPR Properties<sup>(c)</sup> <br>| 30760 | 1668422 |
| Equity LifeStyle Properties, Inc.<sup>(c)</sup> <br>| 77743 | 4911025 |
| First Industrial Realty Trust, Inc.<sup>(c)</sup> <br>| 53711 | 3116849 |
| Gaming and Leisure Properties, Inc.<sup>(c)</sup> <br>| 113460 | 5077335 |
| Healthcare Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 140320 | 2355973 |
| Independence Realty Trust, Inc.<sup>(c)</sup> <br>| 95684 | 1597923 |
| Kilroy Realty Corp.<sup>(c)</sup> <br>| 43440 | 1497811 |
| Kite Realty Group Trust<sup>(c)</sup> <br>| 86399 | 2029513 |
| Lamar Advertising Co., Cl. A<sup>(c)</sup> <br>| 35100 | 4503681 |
| National Storage Affiliates Trust<sup>(c)</sup> <br>| 28158 | 895706 |
| NNN REIT, Inc.<sup>(c)</sup> <br>| 76744 | 3197923 |
| Omega Healthcare Investors, Inc.<sup>(c)</sup> <br>| 118737 | 5210180 |
| Park Hotels & Resorts, Inc.<sup>(c)</sup> <br>| 78847 | 861798 |
| PotlatchDeltic Corp.<sup>(c)</sup> <br>| 28966 | 1208751 |
| Rayonier, Inc.<sup>(c)</sup> <br>| 59804 | 1359943 |
| Rexford Industrial Realty, Inc.<sup>(c)</sup> <br>| 93266 | 3780071 |
| Sabra Health Care REIT, Inc.<sup>(b),(c)</sup> <br>| 100811 | 1888190 |
| STAG Industrial, Inc.<sup>(c)</sup> <br>| 74711 | 2802410 |
| Vornado Realty Trust<sup>(c)</sup> <br>| 65319 | 2082370 |
| WP Carey, Inc.<sup>(c)</sup> <br>| 88354 | 6162692 |
|  |  | **80668209** |
| **Financial Services — 5.8%** | **Financial Services — 5.8%** | **Financial Services — 5.8%** |
| Affiliated Managers Group, Inc. | 11279 | 3531342 |
| Ally Financial, Inc. | 113275 | 4789267 |
| Annaly Capital Management, Inc.<sup>(c)</sup> <br>| 275662 | 6342983 |
| Corebridge Financial, Inc. | 107373 | 3310310 |
| Equitable Holdings, Inc. | 115169 | 5343842 |
| Essent Group Ltd. | 38909 | 2448154 |
| Euronet Worldwide, Inc.<sup>(a)</sup> <br>| 15629 | 1132477 |
| Evercore, Inc., Cl. A | 15573 | 5501474 |
| Federated Hermes, Inc. | 29886 | 1592326 |
| FirstCash Holdings, Inc. | 15661 | 2670200 |
| Hamilton Lane, Inc., Cl. A | 16556 | 2338369 |
| Houlihan Lokey, Inc. | 21904 | 3686881 |
| Janus Henderson Group PLC | 49650 | 2389655 |
| Jefferies Financial Group, Inc. | 66615 | 4075506 |
| MGIC Investment Corp. | 90036 | 2423769 |
| Morningstar, Inc. | 9713 | 1962900 |
| SEI Investments Co. | 37212 | 3269074 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Financial Services — 5.8% (continued)** | **Financial Services — 5.8% (continued)** | **Financial Services — 5.8% (continued)** |
| Shift4 Payments, Inc., Cl. A<sup>(a),(b)</sup> <br>| 27443 | 1620235 |
| SLM Corp. | 81318 | 2207784 |
| Starwood Property Trust, Inc.<sup>(c)</sup> <br>| 138608 | 2485241 |
| Stifel Financial Corp. | 40820 | 5033106 |
| The Carlyle Group, Inc. | 104068 | 6117117 |
| Voya Financial, Inc. | 38579 | 2957466 |
| WEX, Inc.<sup>(a),(b)</sup> <br>| 13831 | 2128591 |
|  |  | **79358069** |
| **Food, Beverage & Tobacco — 1.4%** | **Food, Beverage & Tobacco — 1.4%** | **Food, Beverage & Tobacco — 1.4%** |
| Celsius Holdings, Inc.<sup>(a)</sup> <br>| 64472 | 3383490 |
| Coca-Cola Consolidated, Inc. | 22731 | 3456476 |
| Darling Ingredients, Inc.<sup>(a)</sup> <br>| 63850 | 2915391 |
| Flowers Foods, Inc.<sup>(b)</sup> <br>| 82902 | 947570 |
| Ingredion, Inc. | 25383 | 2997732 |
| Pilgrim's Pride Corp. | 17808 | 772333 |
| Post Holdings, Inc.<sup>(a),(b)</sup> <br>| 19077 | 1951768 |
| The Boston Beer Company, Inc., Cl. A<sup>(a)</sup> <br>| 3164 | 675894 |
| The Marzetti Company | 8190 | 1405158 |
|  |  | **18505812** |
| **Health Care Equipment & Services — 3.4%** | **Health Care Equipment & Services — 3.4%** | **Health Care Equipment & Services — 3.4%** |
| Chemed Corp. | 5679 | 2425728 |
| DENTSPLY SIRONA, Inc. | 78658 | 980865 |
| Doximity, Inc., Cl. A<sup>(a)</sup> <br>| 55796 | 2090676 |
| Encompass Health Corp. | 40511 | 3829505 |
| Envista Holdings Corp.<sup>(a)</sup> <br>| 66988 | 1572208 |
| Globus Medical, Inc., Cl. A<sup>(a)</sup> <br>| 45072 | 4087129 |
| Haemonetics Corp.<sup>(a)</sup> <br>| 19112 | 1274006 |
| HealthEquity, Inc.<sup>(a)</sup> <br>| 34422 | 2948933 |
| Hims & Hers Health, Inc.<sup>(a),(b)</sup> <br>| 83602 | 2264778 |
| Lantheus Holdings, Inc.<sup>(a),(b)</sup> <br>| 26421 | 1768093 |
| LivaNova PLC<sup>(a)</sup> <br>| 21844 | 1435369 |
| Masimo Corp.<sup>(a),(b)</sup> <br>| 18351 | 2520143 |
| Option Care Health, Inc.<sup>(a)</sup> <br>| 63719 | 2166446 |
| Penumbra, Inc.<sup>(a)</sup> <br>| 15692 | 5620404 |
| Tenet Healthcare Corp.<sup>(a)</sup> <br>| 35250 | 6672120 |
| The Ensign Group, Inc. | 23127 | 3969981 |
|  |  | **45626384** |
| **Household & Personal Products — .3%** | **Household & Personal Products — .3%** | **Household & Personal Products — .3%** |
| BellRing Brands, Inc.<sup>(a)</sup> <br>| 49699 | 1236014 |
| Coty, Inc., Cl. A<sup>(a)</sup> <br>| 149530 | 474010 |
| elf Beauty, Inc.<sup>(a)</sup> <br>| 24241 | 2060243 |
|  |  | **3770267** |
| **Insurance — 3.7%** | **Insurance — 3.7%** | **Insurance — 3.7%** |
| American Financial Group, Inc. | 27761 | 3616425 |
| Brighthouse Financial, Inc.<sup>(a)</sup> <br>| 23089 | 1479081 |
| CNO Financial Group, Inc. | 37955 | 1596008 |
| Fidelity National Financial, Inc. | 102234 | 5560507 |
| First American Financial Corp. | 41142 | 2599352 |
| Kemper Corp. | 23237 | 915770 |
| Kinsale Capital Group, Inc. | 8964 | 3548668 |
| Old Republic International Corp.<sup>(b)</sup> <br>| 91473 | 3582997 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Insurance — 3.7% (continued)** | **Insurance — 3.7% (continued)** | **Insurance — 3.7% (continued)** |
| Primerica, Inc. | 12870 | 3385325 |
| Reinsurance Group of America, Inc. | 26349 | 5342260 |
| RenaissanceRe Holdings Ltd. | 18579 | 5233704 |
| RLI Corp. | 36912 | 2156768 |
| Ryan Specialty Holdings, Inc.<sup>(b)</sup> <br>| 45282 | 2186215 |
| Selective Insurance Group, Inc. | 24432 | 2054243 |
| The Hanover Insurance Group, Inc. | 14332 | 2495775 |
| Unum Group | 61980 | 4708621 |
|  |  | **50461719** |
| **Materials — 5.5%** | **Materials — 5.5%** | **Materials — 5.5%** |
| Alcoa Corp. | 104336 | 5927328 |
| AptarGroup, Inc. | 26250 | 3279937 |
| Ashland, Inc. | 18324 | 1120696 |
| Avient Corp. | 36731 | 1327826 |
| Axalta Coating Systems Ltd.<sup>(a)</sup> <br>| 85927 | 2885429 |
| Cabot Corp. | 21457 | 1548981 |
| Cleveland-Cliffs, Inc.<sup>(a)</sup> <br>| 230830 | 3176221 |
| Commercial Metals Co.<sup>(b)</sup> <br>| 44390 | 3412259 |
| Crown Holdings, Inc. | 45903 | 4805126 |
| Eagle Materials, Inc. | 12956 | 2640562 |
| Graphic Packaging Holding Co. | 120149 | 1760183 |
| Greif, Inc., Cl. A | 10661 | 752880 |
| Hecla Mining Co. | 269084 | 6059772 |
| Knife River Corp.<sup>(a)</sup> <br>| 22740 | 1527446 |
| Louisiana-Pacific Corp. | 25722 | 2153960 |
| MP Materials Corp.<sup>(a),(b)</sup> <br>| 54137 | 3181631 |
| NewMarket Corp. | 3116 | 2090182 |
| Olin Corp. | 46104 | 959424 |
| Reliance, Inc. | 20990 | 6916205 |
| Royal Gold, Inc. | 32581 | 8578903 |
| RPM International, Inc. | 51811 | 5541705 |
| Silgan Holdings, Inc. | 35610 | 1536572 |
| Sonoco Products Co. | 39926 | 1916448 |
| The Scotts Miracle-Gro Company | 17724 | 1138235 |
| Westlake Corp. | 13648 | 1082559 |
|  |  | **75320470** |
| **Media & Entertainment — 1.6%** | **Media & Entertainment — 1.6%** | **Media & Entertainment — 1.6%** |
| EchoStar Corp., Cl. A<sup>(a)</sup> <br>| 54288 | 6146488 |
| Nexstar Media Group, Inc. | 11582 | 2459785 |
| Pinterest, Inc., Cl. A<sup>(a)</sup> <br>| 240062 | 5312572 |
| The New York Times Company, Cl. A | 64731 | 4745430 |
| Warner Music Group Corp., Cl. A | 59285 | 1777364 |
| ZoomInfo Technologies, Inc.<sup>(a)</sup> <br>| 111607 | 898436 |
|  |  | **21340075** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 5.0%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.0%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.0%** |
| Avantor, Inc.<sup>(a)</sup> <br>| 273098 | 2982230 |
| BioMarin Pharmaceutical, Inc.<sup>(a)</sup> <br>| 77285 | 4369694 |
| Bio-Rad Laboratories, Inc., Cl. A<sup>(a)</sup> <br>| 7285 | 2139605 |
| Bruker Corp. | 44332 | 1963464 |
| Cytokinetics, Inc.<sup>(a)</sup> <br>| 49405 | 3121902 |
| Elanco Animal Health, Inc.<sup>(a)</sup> <br>| 199511 | 4804225 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 5.0% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.0% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.0% (continued)** |
| Exelixis, Inc.<sup>(a)</sup> <br>| 107501 | 4446241 |
| Halozyme Therapeutics, Inc.<sup>(a)</sup> <br>| 47124 | 3379262 |
| Illumina, Inc.<sup>(a),(b)</sup> <br>| 61426 | 8895099 |
| Jazz Pharmaceuticals PLC<sup>(a)</sup> <br>| 24449 | 4021616 |
| Medpace Holdings, Inc.<sup>(a)</sup> <br>| 8940 | 5207371 |
| Neurocrine Biosciences, Inc.<sup>(a)</sup> <br>| 40118 | 5458455 |
| Repligen Corp.<sup>(a)</sup> <br>| 21479 | 3208318 |
| Roivant Sciences Ltd.<sup>(a)</sup> <br>| 176412 | 3814028 |
| Sotera Health Co.<sup>(a)</sup> <br>| 83534 | 1513636 |
| United Therapeutics Corp.<sup>(a)</sup> <br>| 17311 | 8127342 |
|  |  | **67452488** |
| **Real Estate Management & Development — .5%** | **Real Estate Management & Development — .5%** | **Real Estate Management & Development — .5%** |
| Jones Lang LaSalle, Inc.<sup>(a)</sup> <br>| 19047 | **6817112** |
| **Semiconductors & Semiconductor Equipment — 3.3%** | **Semiconductors & Semiconductor Equipment — 3.3%** | **Semiconductors & Semiconductor Equipment — 3.3%** |
| Allegro MicroSystems, Inc.<sup>(a)</sup> <br>| 49740 | 1835903 |
| Amkor Technology, Inc. | 45321 | 2190364 |
| Cirrus Logic, Inc.<sup>(a)</sup> <br>| 20594 | 2684222 |
| Entegris, Inc.<sup>(b)</sup> <br>| 60848 | 7184323 |
| Lattice Semiconductor Corp.<sup>(a)</sup> <br>| 54784 | 4411208 |
| MACOM Technology Solutions Holdings, Inc.<sup>(a),(b)</sup> <br>| 25700 | 5629842 |
| MKS, Inc. | 27094 | 6378199 |
| Onto Innovation, Inc.<sup>(a)</sup> <br>| 19752 | 3990892 |
| Rambus, Inc.<sup>(a)</sup> <br>| 43356 | 4935213 |
| Silicon Laboratories, Inc.<sup>(a)</sup> <br>| 13253 | 1887890 |
| Synaptics, Inc.<sup>(a)</sup> <br>| 15925 | 1313972 |
| Universal Display Corp. | 17653 | 2026917 |
|  |  | **44468945** |
| **Software & Services — 4.0%** | **Software & Services — 4.0%** | **Software & Services — 4.0%** |
| Appfolio, Inc., Cl. A<sup>(a)</sup> <br>| 9365 | 1778226 |
| ASGN, Inc.<sup>(a)</sup> <br>| 16773 | 873706 |
| Bentley Systems, Inc., Cl. B<sup>(b)</sup> <br>| 60469 | 2123671 |
| BILL Holdings, Inc.<sup>(a)</sup> <br>| 35431 | 1529556 |
| Blackbaud, Inc.<sup>(a)</sup> <br>| 14349 | 770541 |
| Commvault Systems, Inc.<sup>(a)</sup> <br>| 17696 | 1516547 |
| Docusign, Inc.<sup>(a)</sup> <br>| 80757 | 4242973 |
| Dolby Laboratories, Inc., Cl. A | 24624 | 1580615 |
| Dropbox, Inc., Cl. A<sup>(a)</sup> <br>| 70959 | 1808035 |
| Dynatrace, Inc.<sup>(a)</sup> <br>| 121096 | 4612547 |
| Guidewire Software, Inc.<sup>(a)</sup> <br>| 34227 | 4817793 |
| Kyndryl Holdings, Inc.<sup>(a)</sup> <br>| 91672 | 2108456 |
| Manhattan Associates, Inc.<sup>(a)</sup> <br>| 24224 | 3658066 |
| Nutanix, Inc., Cl. A<sup>(a)</sup> <br>| 108859 | 4281424 |
| Okta, Inc.<sup>(a)</sup> <br>| 67894 | 5735685 |
| Pegasystems, Inc. | 36464 | 1593112 |
| Qualys, Inc.<sup>(a)</sup> <br>| 14403 | 1899756 |
| Twilio, Inc., Cl. A<sup>(a)</sup> <br>| 60934 | 7340110 |
| UiPath, Inc., Cl. A<sup>(a)</sup> <br>| 170558 | 2147325 |
|  |  | **54418144** |
| **Technology Hardware & Equipment — 7.0%** | **Technology Hardware & Equipment — 7.0%** | **Technology Hardware & Equipment — 7.0%** |
| Advanced Energy Industries, Inc. | 14933 | 3813291 |
| Arrow Electronics, Inc.<sup>(a)</sup> <br>| 20763 | 2750890 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** | **Equity Securities - Common Stocks — 99.0% (continued)** |
| **Technology Hardware & Equipment — 7.0% (continued)** | **Technology Hardware & Equipment — 7.0% (continued)** | **Technology Hardware & Equipment — 7.0% (continued)** |
| Avnet, Inc. | 33088 | 2064360 |
| Belden, Inc. | 15766 | 1852663 |
| Ciena Corp.<sup>(a)</sup> <br>| 56652 | 14265540 |
| Cognex Corp. | 67503 | 2615066 |
| Coherent Corp.<sup>(a)</sup> <br>| 63287 | 13428236 |
| Crane NXT Co. | 19459 | 983069 |
| Fabrinet<sup>(a)</sup> <br>| 14473 | 7083665 |
| Flex Ltd.<sup>(a)</sup> <br>| 148690 | 9373418 |
| IPG Photonics Corp.<sup>(a)</sup> <br>| 10435 | 964298 |
| Littelfuse, Inc. | 9987 | 3233391 |
| Lumentum Holdings, Inc.<sup>(a)</sup> <br>| 28525 | 11177236 |
| Novanta, Inc.<sup>(a)</sup> <br>| 14550 | 1957557 |
| Pure Storage, Inc., Cl. A<sup>(a)</sup> <br>| 125515 | 8728313 |
| TD Synnex Corp. | 30347 | 4815158 |
| TTM Technologies, Inc.<sup>(a)</sup> <br>| 41031 | 4029244 |
| Vontier Corp. | 58128 | 2179800 |
|  |  | **95315195** |
| **Transportation — 2.3%** | **Transportation — 2.3%** | **Transportation — 2.3%** |
| Alaska Air Group, Inc.<sup>(a)</sup> <br>| 46616 | 2369491 |
| American Airlines Group, Inc.<sup>(a)</sup> <br>| 265216 | 3527373 |
| Avis Budget Group, Inc.<sup>(a)</sup> <br>| 6976 | 802170 |
| GXO Logistics, Inc.<sup>(a)</sup> <br>| 45746 | 2588766 |
| Kirby Corp.<sup>(a)</sup> <br>| 21849 | 2570754 |
| Knight-Swift Transportation Holdings, Inc. | 65598 | 3614450 |
| Landstar System, Inc. | 13720 | 2049219 |
| Ryder System, Inc. | 16183 | 3095484 |
| Saia, Inc.<sup>(a),(b)</sup> <br>| 10692 | 3580430 |
| XPO, Inc.<sup>(a)</sup> <br>| 47102 | 6976277 |
|  |  | **31174414** |
| **Utilities — 3.2%** | **Utilities — 3.2%** | **Utilities — 3.2%** |
| Black Hills Corp. | 30151 | 2200420 |
| Essential Utilities, Inc. | 113194 | 4390795 |
| IDACORP, Inc. | 21674 | 2878090 |
| National Fuel Gas Co. | 36514 | 3058048 |
| New Jersey Resources Corp. | 40071 | 1982713 |
| Northwestern Energy Group, Inc. | 24916 | 1690800 |
| OGE Energy Corp. | 80869 | 3532358 |
| ONE Gas, Inc. | 23897 | 1901245 |
| Ormat Technologies, Inc. | 24401 | 3048661 |
| Portland General Electric Co. | 44845 | 2253461 |
| Southwest Gas Holdings, Inc. | 26050 | 2157461 |
| Spire, Inc. | 23887 | 2018213 |
| Talen Energy Corp.<sup>(a)</sup> <br>| 18336 | 6387529 |
| TXNM Energy, Inc. | 39290 | 2314967 |
| UGI Corp. | 86688 | 3477056 |
|  |  | **43291817** |
| &nbsp;&nbsp;&nbsp; **Total Equity Securities - Common Stocks** <br>(cost $816,685,389)<br>|  | **1343554762** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day <br>Yield (%)<br>| Shares | Value ($) |
| **Investment Companies — .9%** | **Investment Companies — .9%** | **Investment Companies — .9%** | **Investment Companies — .9%** |
| **Registered Investment Companies — .9%** | **Registered Investment Companies — .9%** | **Registered Investment Companies — .9%** | **Registered Investment Companies — .9%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(d)</sup> <br>(cost $12,512,271)<br>| 3.72 | 12512271 | **12512271** |
| **Investment of Cash Collateral for Securities Loaned — .2%** |  |  |  |
| **Registered Investment Companies — .2%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(d)</sup> <br>(cost $2,800,458)<br>| 3.72 | 2800458 | **2800458** |
| **Total Investments** (cost $831,998,118) | **Total Investments** (cost $831,998,118) | **100.1%** | **1358867491** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.1%)** | **(1771984)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **1357095507** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*REIT—Real Estate Investment Trust*<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *Non-income producing security.*

<sup>(b)</sup> *Security, or portion thereof, on loan. At January 31, 2026, the value of the fund's securities on loan was $39,570,788 and the value of the collateral was* *$41,155,954, consisting of cash collateral of $2,800,458 and U.S. Government & Agency securities valued at $38,355,496. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(c)</sup> *Investment in real estate investment trust within the United States.*

<sup>(d)</sup> *Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's* *prospectus.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>(Depreciation) ($)<br>|
| **Futures Long** |  |  |  |  |  |
| Micro E-mini S&P MidCap 400 | &nbsp;&nbsp; 42 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 14850791 | &nbsp;&nbsp; 14479500 | &nbsp;&nbsp; (371291) |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(371291)** |

---

*See notes to schedule of investments.*

**12**

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Schedule of Investments

BNY Mellon Midcap Index Fund, Inc.

January 31, 2026 (Unaudited)

The following is a summary of the inputs used as of January 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 1343554762 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **1343554762** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15312729 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **15312729** |
|  | &nbsp;&nbsp; **1358867491** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **1358867491** |
| **Liabilities ($)** |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (371291) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(371291)** |
|  | &nbsp;&nbsp; **(371291)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(371291)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Schedule of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Amount shown represents unrealized appreciation (depreciation) at period end.* |

---

**13**

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission ("SEC") under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The fund's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

Equity investments generally are valued at the last sale price on the day of valuation on the securities exchange or national securities market on which such securities primarily are traded. Securities listed on Nasdaq markets generally will be valued at the official closing price. If there are no transactions in a security, or no official closing prices for a Nasdaq market-listed security on that day, the security will be valued at the average of the most recent bid and asked prices. Bid price is used when no asked price is available. Open short positions for which there is no sale price on a given day are valued at the lowest asked price. Investments in other open-end investment companies are valued at their reported NAVs each day. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Fair value of foreign equity securities may be determined with the assistance of a pricing service using correlations between the movement of prices of foreign securities and indexes of domestic securities and other appropriate indicators, such as closing market prices of relevant American Depositary Receipts and futures contracts. The valuation of a security based on this fair value process may differ from the security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. Foreign securities held by a fund may trade on days when the fund does not calculate its NAV and thus may affect the fund's NAV on days when investors will not be able to purchase or sell (redeem) fund shares. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded, but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Board. Fair value of investments is determined by the Adviser, as the fund's Valuation Designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market

**14**

------

in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other mutual funds to calculate their net asset values. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

Futures contracts will be valued at the most recent settlement price and are generally categorized within Level 1 of the fair value hierarchy.

Pursuant to a securities lending agreement with BNY, the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Adviser, or U.S. Government and Agency securities. The securities on loan, if any, are also disclosed in the fund's Schedule of Investments. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, BNY is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2026 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including equity price risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at January 31, 2026 are set forth in the fund's Schedule of Investments.

At January 31, 2026, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $526,498,082, consisting of $593,421,973 gross unrealized appreciation and $66,923,891 gross unrealized depreciation.

At January 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

**15**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY MELLON MIDCAP INDEX FUND, INC.

- **b. Investment Company Act file number:** 811-06325

- **c. CIK number of Registrant:** 0000875732

- **d. LEI of Registrant:** 549300YR5HQUSPUKYA70

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Midcap Index Fund, Inc.

- **b. EDGAR series identifier (if any):** S000000078

- **c. LEI of Series:** 549300YR5HQUSPUKYA70

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1361303804.70

**Total Liabilities:** $3386353.99

**Net Assets:** $1357917450.71

**Cash Not Reported:** $1886772.10

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000115 | 1.99%                | 0.04%                | 4.00%                |
| Class ID C000172470 | 2.00%                | 0.06%                | 4.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10026310.10             | $15557313.86                               |
| Month 2  | $27973270.66             | $-28899317.46                              |
| Month 3  | $12818578.71             | $39991710.56                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.                                  | S&P MID 400 EMINI                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        44 | NC      | $-388699.26   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                                    | Science Applications International Corp                           | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     18324 | NS      | $1864650.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                                              | Roivant Sciences Ltd                                              | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |    176412 | NS      | $3814027.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                      | Cadence Bank                                                      | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     75404 | NS      | $3175262.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                                  | Ryder System Inc                                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     16395 | NS      | $3136035.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                           | Nexstar Media Group Inc                                           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     11582 | NS      | $2459785.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                              | Range Resources Corp                                              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     96200 | NS      | $3641170.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                                        | TransUnion                                                        | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     78392 | NS      | $6194535.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                                     | Lincoln Electric Holdings Inc                                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     22235 | NS      | $5900057.25   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                        | Axalta Coating Systems Ltd                                        | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |     85927 | NS      | $2885428.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                                        | Sabra Health Care REIT Inc                                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    100811 | NS      | $1888190.03   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Carlisle Cos Inc                                                  | Carlisle Cos Inc                                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     16845 | NS      | $5742292.05   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties                                     | Gaming and Leisure Properties Inc                                 | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |    114358 | NS      | $5117520.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                               | Texas Roadhouse Inc                                               | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     26728 | NS      | $4807298.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                                     | Timken Co/The                                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     25691 | NS      | $2394144.29   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                                          | Corebridge Financial Inc                                          | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    107373 | NS      | $3310309.59   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                       | Sterling Infrastructure Inc                                       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     12370 | NS      | $4427346.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                                        | Floor & Decor Holdings Inc                                        | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     43312 | NS      | $2856859.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                                     | Selective Insurance Group Inc                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     24432 | NS      | $2054242.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                                  | Donaldson Co Inc                                                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     46632 | NS      | $4753666.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                                     | H&R Block Inc                                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     50847 | NS      | $2005914.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In                                    | Choice Hotels International Inc                                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      8474 | NS      | $871127.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                                 | MP Materials Corp                                                 | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     54792 | NS      | $3220125.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| UiPath Inc                                                        | UiPath Inc                                                        | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    170558 | NS      | $2147325.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                              | TTM Technologies Inc                                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     41031 | NS      | $4029244.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                                                    | Cava Group Inc                                                    | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39830 | NS      | $2414494.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Avis Budget Group Inc                                             | Avis Budget Group Inc                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      6976 | NS      | $802170.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                          | ASGN Inc                                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     16773 | NS      | $873705.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                                        | Belden Inc                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     15766 | NS      | $1852662.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                            | Option Care Health Inc                                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     63719 | NS      | $2166446.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                                          | Bio-Rad Laboratories Inc                                          | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      7285 | NS      | $2139604.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                         | Olin Corp                                                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     46104 | NS      | $959424.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                         | Lear Corp                                                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     20873 | NS      | $2444019.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                                       | Cognex Corp                                                       | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     67503 | NS      | $2615066.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                      | Wingstop Inc                                                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     11248 | NS      | $2985556.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Jefferies Financial Group Inc                                     | Jefferies Financial Group Inc                                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     66615 | NS      | $4075505.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                           | WESCO International Inc                                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     19566 | NS      | $5662987.38   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                                       | Genpact Ltd                                                       | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |     63937 | NS      | $2819621.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                                             | Euronet Worldwide Inc                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     15629 | NS      | $1132477.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor                                    | Old Republic International Corp                                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     91473 | NS      | $3582997.41   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Knight-Swift Transportation Ho                                    | Knight-Swift Transportation Holdings Inc                          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65598 | NS      | $3614449.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                                      | Exelixis Inc                                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    107501 | NS      | $4446241.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                                                 | YETI Holdings Inc                                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     31243 | NS      | $1428117.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                                      | Comerica Inc                                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     51619 | NS      | $4577056.73   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                                 | Toll Brothers Inc                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     38872 | NS      | $5616615.28   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                          | UGI Corp                                                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     86688 | NS      | $3477055.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                              | Federated Hermes Inc                                              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     29886 | NS      | $1592326.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                                       | Novanta Inc                                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14550 | NS      | $1957557.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                                         | Performance Food Group Co                                         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     63207 | NS      | $6033108.15   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                                          | Allegro MicroSystems Inc                                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49740 | NS      | $1835903.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                                    | Omega Healthcare Investors Inc                                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    118737 | NS      | $5210179.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                         | Brighthouse Financial Inc                                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     23089 | NS      | $1479081.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                                       | Nutanix Inc                                                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    108859 | NS      | $4281424.47   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                                          | United Therapeutics Corp                                          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     17399 | NS      | $8168656.51   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                                        | Brixmor Property Group Inc                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    122400 | NS      | $3279096.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                    | Littelfuse Inc                                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      9987 | NS      | $3233391.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                              | SPX Technologies Inc                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     20184 | NS      | $4206547.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                                                      | Appfolio Inc                                                      | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      9365 | NS      | $1778226.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                                    | elf Beauty Inc                                                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     24241 | NS      | $2060242.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                                | Graham Holdings Co                                                | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1390 | NS      | $1621615.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                                      | Texas Capital Bancshares Inc                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     18156 | NS      | $1836842.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                                     | First American Financial Corp                                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     41142 | NS      | $2599351.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                      | Doximity Inc                                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55796 | NS      | $2090676.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                           | Essential Utilities Inc                                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    113194 | NS      | $4390795.26   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                                               | Bentley Systems Inc                                               | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     60469 | NS      | $2123671.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Dick's Sporting Goods Inc                                         | Dick's Sporting Goods Inc                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     26612 | NS      | $5375624.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                                                | Globus Medical Inc                                                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     45072 | NS      | $4087128.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                                                  | StandardAero Inc                                                  | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75814 | NS      | $2341894.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp                                               | PotlatchDeltic Corp                                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     28966 | NS      | $1208751.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                                  | HealthEquity Inc                                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     34910 | NS      | $2990739.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                                      | Duolingo Inc                                                      | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16147 | NS      | $2164666.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                                     | Northwestern Energy Group Inc                                     | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     24916 | NS      | $1690799.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                      | Rayonier Inc                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     59804 | NS      | $1359942.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                                             | Burlington Stores Inc                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     24998 | NS      | $7395908.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                                      | Simpson Manufacturing Co Inc                                      | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     16645 | NS      | $2942503.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                                     | Service Corp International/US                                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     56434 | NS      | $4538986.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                                      | Graphic Packaging Holding Co                                      | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120149 | NS      | $1760182.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                                    | Flowserve Corp                                                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     51162 | NS      | $3998310.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                                        | Hilton Grand Vacations Inc                                        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     23877 | NS      | $1077091.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                              | Vornado Realty Trust                                              | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65319 | NS      | $2082369.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                          | Bank OZK                                                          | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     42823 | NS      | $2036661.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                                     | Ingredion Inc                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     25383 | NS      | $2997732.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                                | UFP Industries Inc                                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     23431 | NS      | $2419953.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                            | Permian Resources Corp                                            | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279732 | NS      | $4512077.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                          | Cullen/Frost Bankers Inc                                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     25952 | NS      | $3576704.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                                      | Portland General Electric Co                                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     44845 | NS      | $2253461.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                                        | Unum Group                                                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     61980 | NS      | $4708620.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                                    | AutoNation Inc                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11168 | NS      | $2289216.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                                            | Boston Beer Co Inc/The                                            | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3164 | NS      | $675893.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                            | Valmont Industries Inc                                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7985 | NS      | $3557796.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                                       | Healthcare Realty Trust Inc                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    140320 | NS      | $2355972.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologie                                    | Applied Industrial Technologies Inc                               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     15348 | NS      | $3996772.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                                 | Chord Energy Corp                                                 | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     22847 | NS      | $2290183.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                              | BWX Technologies Inc                                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     36944 | NS      | $7589405.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                           | ATI Inc                                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     54867 | NS      | $6600500.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                                             | American Homes 4 Rent                                             | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    131551 | NS      | $4120177.32   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                            | Guidewire Software Inc                                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     34227 | NS      | $4817792.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                                    | AptarGroup Inc                                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     26250 | NS      | $3279937.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                                | IPG Photonics Corp                                                | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     10435 | NS      | $964298.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                                 | AeroVironment Inc                                                 | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     12794 | NS      | $3561721.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Haemonetics Corp                                                  | Haemonetics Corp                                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     19112 | NS      | $1274005.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                      | Reliance Inc                                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     21113 | NS      | $6956733.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                                | nVent Electric PLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     65193 | NS      | $7318566.18   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                                 | Agree Realty Corp                                                 | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46519 | NS      | $3360067.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                             | Stifel Financial Corp                                             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     41147 | NS      | $5073425.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust                                     | First Industrial Realty Trust Inc                                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53711 | NS      | $3116849.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                              | Hancock Whitney Corp                                              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     33929 | NS      | $2334315.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Manhattan Associates Inc                                          | Manhattan Associates Inc                                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     24224 | NS      | $3658066.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                                        | Commerce Bancshares Inc/MO                                        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52267 | NS      | $2751334.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                                | CNX Resources Corp                                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     53883 | NS      | $2090660.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp                                                    | TD SYNNEX Corp                                                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     30347 | NS      | $4815158.49   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                    | BorgWarner Inc                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     86065 | NS      | $4080341.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                        | Fluor Corp                                                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     65128 | NS      | $3008262.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                              | Commercial Metals Co                                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     44390 | NS      | $3412259.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| DT Midstream Inc                                                  | DT Midstream Inc                                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40817 | NS      | $5143758.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                            | Louisiana-Pacific Corp                                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     25722 | NS      | $2153960.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                         | Kinsale Capital Group Inc                                         | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8964 | NS      | $3548668.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I                                    | BJ's Wholesale Club Holdings Inc                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     52883 | NS      | $4888504.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                           | ExlService Holdings Inc                                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     64100 | NS      | $2509515.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                                 | Flowers Foods Inc                                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     82902 | NS      | $947569.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| GATX Corp                                                         | GATX Corp                                                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     14403 | NS      | $2620049.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                                             | Antero Midstream Corp                                             | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135097 | NS      | $2542525.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                                           | Aramark                                                           | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    105833 | NS      | $4073512.17   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                          | Fabrinet                                                          | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |     14473 | NS      | $7083665.12   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                        | Neurocrine Biosciences Inc                                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     40118 | NS      | $5458455.08   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                                                | Planet Fitness Inc                                                | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     33330 | NS      | $3034363.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                            | Hims & Hers Health Inc                                            | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     83602 | NS      | $2264778.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Jones Lang LaSalle Inc                                            | Jones Lang LaSalle Inc                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     19047 | NS      | $6817111.77   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                               | Churchill Downs Inc                                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     26658 | NS      | $2622080.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                                  | Sotera Health Co                                                  | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83534 | NS      | $1513636.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                            | Equitable Holdings Inc                                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    115169 | NS      | $5343841.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                         | Taylor Morrison Home Corp                                         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     39549 | NS      | $2410511.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                                       | Hexcel Corp                                                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     32304 | NS      | $2675094.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                                 | Clean Harbors Inc                                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     20178 | NS      | $5244463.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                          | Silicon Laboratories Inc                                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     13253 | NS      | $1887889.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                            | Abercrombie & Fitch Co                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     18813 | NS      | $1836713.19   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                              | Amkor Technology Inc                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     45321 | NS      | $2190363.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                    | Tetra Tech Inc                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    104934 | NS      | $3951814.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                                        | Mattel Inc                                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    125222 | NS      | $2615887.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                                       | Toro Co/The                                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     39756 | NS      | $3637674.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                                               | Eagle Materials Inc                                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     12956 | NS      | $2640562.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                                    | API Group Corp                                                    | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    149314 | NS      | $6206982.98   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                                    | EPR Properties                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     30760 | NS      | $1668422.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                                 | Lithia Motors Inc                                                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      9704 | NS      | $3138661.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                          | Western Alliance Bancorp                                          | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     41398 | NS      | $3690631.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                                       | Maximus Inc                                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     22903 | NS      | $2162959.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                     | Goodyear Tire & Rubber Co/The                                     | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    115604 | NS      | $1087833.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                                         | Chewy Inc                                                         | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     90434 | NS      | $2632533.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                               | Thor Industries Inc                                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     21062 | NS      | $2356205.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Essent Group Ltd                                                  | Essent Group Ltd                                                  | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     38909 | NS      | $2448154.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                                      | Parsons Corp                                                      | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     21449 | NS      | $1502716.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                                     | Repligen Corp                                                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     21479 | NS      | $3208318.23   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                                      | Woodward Inc                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     24085 | NS      | $7655176.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                                       | Gap Inc/The                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     92117 | NS      | $2577433.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |  12512271 | NS      | $12512270.73  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                             | Bath & Body Works Inc                                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     83681 | NS      | $1824245.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                                     | Affiliated Managers Group Inc                                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     11279 | NS      | $3531342.11   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                                     | Synaptics Inc                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     15925 | NS      | $1313971.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                                           | NOV Inc                                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    147070 | NS      | $2698734.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                                      | Vontier Corp                                                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     58128 | NS      | $2179800.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                                    | First Financial Bankshares Inc                                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     52355 | NS      | $1665936.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                                | FTI Consulting Inc                                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     12063 | NS      | $2107044.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                          | EastGroup Properties Inc                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     21402 | NS      | $3887459.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                                         | ZoomInfo Technologies Inc                                         | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |    111607 | NS      | $898436.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                                     | Valvoline Inc                                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     51116 | NS      | $1672515.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                             | Tenet Healthcare Corp                                             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     35250 | NS      | $6672120.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                               | Travel + Leisure Co                                               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     25845 | NS      | $1797261.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                                     | Westlake Corp                                                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     13648 | NS      | $1082559.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                                       | Autoliv Inc                                                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |     28019 | NS      | $3397023.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                          | Elanco Animal Health Inc                                          | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    201194 | NS      | $4844751.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                              | Lamar Advertising Co                                              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     35100 | NS      | $4503681.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                        | Rambus Inc                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     43356 | NS      | $4935213.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                                       | Penske Automotive Group Inc                                       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7338 | NS      | $1150525.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp                                                          | RLI Corp                                                          | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     36912 | NS      | $2156768.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                                  | HF Sinclair Corp                                                  | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     63308 | NS      | $3291382.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Valaris Ltd                                                       | Valaris Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25863 | NS      | $1493070.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                                | SEI Investments Co                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     37212 | NS      | $3269074.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Co                                    | Booz Allen Hamilton Holding Corp                                  | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     48934 | NS      | $4326744.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                                       | Avient Corp                                                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     36731 | NS      | $1327825.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                                    | MACOM Technology Solutions Holdings Inc                           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25879 | NS      | $5669053.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group Inc                                              | Alaska Air Group Inc                                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     46616 | NS      | $2369491.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                                | Capri Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |     47455 | NS      | $1071059.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                                    | Whirlpool Corp                                                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     22910 | NS      | $1832570.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Docusign Inc                                                      | Docusign Inc                                                      | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     80757 | NS      | $4242972.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                           | KBR Inc                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     51692 | NS      | $2212934.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                          | Jazz Pharmaceuticals PLC                                          | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     24449 | NS      | $4021616.01   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                                | Regal Rexnord Corp                                                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     26688 | NS      | $4310112.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                                     | International Bancshares Corp                                     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     22037 | NS      | $1534656.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                                     | Independence Realty Trust Inc                                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     95684 | NS      | $1597922.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                                 | Brunswick Corp/DE                                                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     26235 | NS      | $2104571.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                                      | NNN REIT Inc                                                      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     76744 | NS      | $3197922.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                           | Darling Ingredients Inc                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     63850 | NS      | $2915391.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                                    | Kratos Defense & Security Solutions Inc                           | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     67802 | NS      | $6984284.02   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| WEX Inc                                                           | WEX Inc                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     13831 | NS      | $2128590.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corp                                                  | Black Hills Corp                                                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     30711 | NS      | $2241288.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                               | Silgan Holdings Inc                                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     35610 | NS      | $1536571.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                                | Sonoco Products Co                                                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     39926 | NS      | $1916448.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                                     | Maplebear Inc                                                     | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73287 | NS      | $2723344.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                                             | Envista Holdings Corp                                             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     66988 | NS      | $1572208.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                           | ITT Inc                                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     34234 | NS      | $6240858.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                                      | MSC Industrial Direct Co Inc                                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     18444 | NS      | $1555566.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In                                    | Fidelity National Financial Inc                                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    102982 | NS      | $5601190.98   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                          | AAON Inc                                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27233 | NS      | $2479836.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Flex Ltd                                                          | Flex Ltd                                                          | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |    149425 | NS      | $9419752.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                              | Cleveland-Cliffs Inc                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    230830 | NS      | $3176220.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                                  | Vail Resorts Inc                                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     14382 | NS      | $1913812.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Kyndryl Holdings Inc                                              | Kyndryl Holdings Inc                                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     91672 | NS      | $2108456.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                                     | Pinterest Inc                                                     | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |    240062 | NS      | $5312572.06   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                      | Wyndham Hotels & Resorts Inc                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     30436 | NS      | $2215436.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytokinetics Inc                                                  | Cytokinetics Inc                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     49405 | NS      | $3121901.95   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                                    | NewMarket Corp                                                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3116 | NS      | $2090181.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                         | Janus Henderson Group PLC                                         | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     49650 | NS      | $2389654.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                               | BellRing Brands Inc                                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     49699 | NS      | $1236014.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                             | Arrow Electronics Inc                                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     20763 | NS      | $2750889.87   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                                 | Hamilton Lane Inc                                                 | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     16556 | NS      | $2338369.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                              | Associated Banc-Corp                                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     64991 | NS      | $1771654.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                            | FirstCash Holdings Inc                                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15661 | NS      | $2670200.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                              | Dycom Industries Inc                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     11645 | NS      | $4243321.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                                  | Boyd Gaming Corp                                                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     23118 | NS      | $1954395.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                                       | Chemed Corp                                                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5679 | NS      | $2425728.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                                   | Concentrix Corp                                                   | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     18290 | NS      | $683131.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                                  | Cirrus Logic Inc                                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     20594 | NS      | $2684221.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                          | SLM Corp                                                          | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81318 | NS      | $2207783.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                            | CACI International Inc                                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      8922 | NS      | $5536814.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                           | CNO Financial Group Inc                                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     38929 | NS      | $1636964.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                                        | Sprouts Farmers Market Inc                                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     39449 | NS      | $2797328.59   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                                | Houlihan Lokey Inc                                                | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     21904 | NS      | $3686881.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                         | Crocs Inc                                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     21128 | NS      | $1773061.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                                     | Weatherford International PLC                                     | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |     29109 | NS      | $2738574.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                             | Lumentum Holdings Inc                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     28525 | NS      | $11177236.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                                             | AECOM                                                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     53373 | NS      | $5146758.39   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                                     | Blackbaud Inc                                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     14349 | NS      | $770541.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                                          | Coty Inc                                                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    149530 | NS      | $474010.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                           | Valley National Bancorp                                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    192945 | NS      | $2404094.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                                    | Brink's Co/The                                                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     16666 | NS      | $2117248.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                                         | Spire Inc                                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     23887 | NS      | $2018212.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                                       | Kemper Corp                                                       | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     23237 | NS      | $915770.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                                    | Murphy USA Inc                                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6905 | NS      | $2917431.55   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                                         | CubeSmart                                                         | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92076 | NS      | $3455612.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                                     | Nextpower Inc                                                     | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59785 | NS      | $7000225.65   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                           | Old National Bancorp/IN                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    140244 | NS      | $3426160.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                         | Avnet Inc                                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     33088 | NS      | $2064360.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                                       | IDACORP Inc                                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     21982 | NS      | $2918989.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                                 | Middleby Corp/The                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     18588 | NS      | $2735595.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                                           | COPT Defense Properties                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     45067 | NS      | $1388514.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                                      | Visteon Corp                                                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     11263 | NS      | $1023356.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                                             | New York Times Co/The                                             | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     65287 | NS      | $4786189.97   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                                               | Harley-Davidson Inc                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     46548 | NS      | $921650.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                        | Terex Corp                                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     26675 | NS      | $1520475.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                                       | Polaris Inc                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     21447 | NS      | $1369176.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                                    | Fortune Brands Innovations Inc                                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     48428 | NS      | $2619954.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Five Below Inc                                                    | Five Below Inc                                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     22182 | NS      | $4250958.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                                  | Pure Storage Inc                                                  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    125515 | NS      | $8728313.10   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                                                   | OGE Energy Corp                                                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     80869 | NS      | $3532357.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                             | East West Bancorp Inc                                             | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     55500 | NS      | $6351420.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                       | Gentex Corp                                                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     87576 | NS      | $2015123.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                                | Crown Holdings Inc                                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     45903 | NS      | $4805126.04   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                                   | Hecla Mining Co                                                   | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    270631 | NS      | $6094610.12   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                                        | MasTec Inc                                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     24704 | NS      | $5940817.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                           | VF Corp                                                           | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    133229 | NS      | $2609956.11   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                               | STAG Industrial Inc                                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     74711 | NS      | $2802409.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                                      | Entegris Inc                                                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     61180 | NS      | $7223522.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Hotels & Resorts Inc                                         | Park Hotels & Resorts Inc                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     78847 | NS      | $861797.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                    | TechnipFMC PLC                                                    | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    162598 | NS      | $9059960.56   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                                     | Owens Corning                                                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     33237 | NS      | $3983122.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                                              | National Fuel Gas Co                                              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     36514 | NS      | $3058047.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                                   | Morningstar Inc                                                   | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      9713 | NS      | $1962900.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                                                      | Crane NXT Co                                                      | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     19459 | NS      | $983068.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                                       | Dropbox Inc                                                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     70959 | NS      | $1808035.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                             | Antero Resources Corp                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    118218 | NS      | $4299588.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                           | Kite Realty Group Trust                                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88149 | NS      | $2070620.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                                        | Macy's Inc                                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    107867 | NS      | $2159497.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                                       | Ashland Inc                                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     18324 | NS      | $1120695.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                                                  | Flagstar Bank NA                                                  | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |    120378 | NS      | $1591397.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                               | Landstar System Inc                                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     13720 | NS      | $2049219.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                        | Ciena Corp                                                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     56813 | NS      | $14306081.53  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                               | Shift4 Payments Inc                                               | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27443 | NS      | $1620234.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FNB Corp/PA                                                       | FNB Corp/PA                                                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    145242 | NS      | $2548997.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                                             | RPM International Inc                                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     51811 | NS      | $5541704.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                                        | Twilio Inc                                                        | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     61264 | NS      | $7379861.44   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                            | Cousins Properties Inc                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     66955 | NS      | $1689944.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                          | PVH Corp                                                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     19626 | NS      | $1223877.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                                        | Lattice Semiconductor Corp                                        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     55273 | NS      | $4450581.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                                | Albertsons Cos Inc                                                | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    160030 | NS      | $2664499.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                       | BioMarin Pharmaceutical Inc                                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     77285 | NS      | $4369693.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                                      | Penumbra Inc                                                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     15692 | NS      | $5620403.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                                              | SOUTHSTATE BANK CORP                                              | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     40368 | NS      | $4130857.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                                     | Primerica Inc                                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     12870 | NS      | $3385324.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                                       | Ryan Specialty Holdings Inc                                       | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46143 | NS      | $2227784.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Wintrust Financial Corp                                           | Wintrust Financial Corp                                           | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     26919 | NS      | $3970283.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                                              | Marzetti Company/The                                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      8190 | NS      | $1405158.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                                      | Oshkosh Corp                                                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     25385 | NS      | $3650870.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                                            | Universal Display Corp                                            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17653 | NS      | $2026917.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                              | Medpace Holdings Inc                                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      8940 | NS      | $5207371.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                               | Onto Innovation Inc                                               | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     19752 | NS      | $3990891.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                                          | Okta Inc                                                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     67894 | NS      | $5735685.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                                              | Pilgrim's Pride Corp                                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     17808 | NS      | $772332.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                                     | Annaly Capital Management Inc                                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    275662 | NS      | $6342982.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                             | US Foods Holding Corp                                             | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     89518 | NS      | $7485495.16   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                                | UMB Financial Corp                                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     28962 | NS      | $3682228.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                                     | TopBuild Corp                                                     | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     11278 | NS      | $5278667.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcoa Corp                                                        | Alcoa Corp                                                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    104336 | NS      | $5927328.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                                  | Zions Bancorp NA                                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     59132 | NS      | $3542598.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                                        | Cabot Corp                                                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     21457 | NS      | $1548980.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                           | Warner Music Group Corp                                           | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59285 | NS      | $1777364.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                       | Ovintiv Inc                                                       | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    102443 | NS      | $4453197.21   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                                    | MSA Safety Inc                                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     14695 | NS      | $2603219.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Encompass Health Corp                                             | Encompass Health Corp                                             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     40511 | NS      | $3829504.83   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                                                  | Viper Energy Inc                                                  | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67306 | NS      | $2849736.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                                          | Crane Co                                                          | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     19678 | NS      | $3593989.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                           | KB Home                                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     26159 | NS      | $1505188.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Banking System Inc                                       | Columbia Banking System Inc                                       | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |    120125 | NS      | $3536480.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                             | Lantheus Holdings Inc                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     26421 | NS      | $1768093.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Grand Canyon Education Inc                                        | Grand Canyon Education Inc                                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     11112 | NS      | $1931710.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc                                      | Somnigroup International Inc                                      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     84820 | NS      | $7451437.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                           | XPO Inc                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     47102 | NS      | $6976277.22   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                                  | RBC Bearings Inc                                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12626 | NS      | $6308833.42   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                                      | LivaNova PLC                                                      | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     21844 | NS      | $1435369.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                     | Coherent Corp                                                     | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     63287 | NS      | $13428235.66  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                                       | Starwood Property Trust Inc                                       | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    140848 | NS      | $2525404.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                                | RH                                                                | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      6177 | NS      | $1228172.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                                             | Commvault Systems Inc                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     17696 | NS      | $1516547.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                                     | Advanced Drainage Systems Inc                                     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     28899 | NS      | $4393803.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                                        | Casey's General Stores Inc                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     14946 | NS      | $9064749.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                                   | Pegasystems Inc                                                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     37377 | NS      | $1633001.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                                       | Avantor Inc                                                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276864 | NS      | $3023354.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                          | Saia Inc                                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     10692 | NS      | $3580430.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Knife River Corp                                                  | Knife River Corp                                                  | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22740 | NS      | $1527445.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                                 | Hyatt Hotels Corp                                                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     16908 | NS      | $2643903.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                                | First Horizon Corp                                                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    198967 | NS      | $4872701.83   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                                           | MKS Inc                                                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     27094 | NS      | $6378198.54   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc                                                  | UL Solutions Inc                                                  | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     30019 | NS      | $2108234.37   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                                        | Kirby Corp                                                        | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     21849 | NS      | $2570753.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                                       | ONE Gas Inc                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     23897 | NS      | $1901245.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                                       | Bruker Corp                                                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     44332 | NS      | $1963464.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                                            | Paylocity Holding Corp                                            | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     17778 | NS      | $2399674.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                                                   | TXNM Energy Inc                                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     39290 | NS      | $2314966.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                        | RenaissanceRe Holdings Ltd                                        | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     18579 | NS      | $5233704.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                        | Coca-Cola Consolidated Inc                                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     22731 | NS      | $3456475.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                            | Home BancShares Inc/AR                                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74393 | NS      | $2149957.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                                      | Watts Water Technologies Inc                                      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     10971 | NS      | $3283730.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                                     | Rexford Industrial Realty Inc                                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     93266 | NS      | $3780070.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                                    | American Financial Group Inc/OH                                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     27761 | NS      | $3616425.47   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                                    | Royal Gold Inc                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     32581 | NS      | $8578903.11   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                            | Columbia Sportswear Co                                            | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     10015 | NS      | $553629.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                                     | EchoStar Corp                                                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     54288 | NS      | $6146487.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                                                 | CNH Industrial NV                                                 | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | GB        |    355334 | NS      | $3823393.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                                | Kilroy Realty Corp                                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     44621 | NS      | $1538532.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                                      | WP Carey Inc                                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     88354 | NS      | $6162691.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                                      | Evercore Inc                                                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     15573 | NS      | $5501473.71   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                                    | PBF Energy Inc                                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     32524 | NS      | $1088253.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                                         | Esab Corp                                                         | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     23061 | NS      | $2792687.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                         | AGCO Corp                                                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     24826 | NS      | $2815516.66   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                                         | Carpenter Technology Corp                                         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     20109 | NS      | $6391243.47   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                              | MGIC Investment Corp                                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     90036 | NS      | $2423769.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                                    | National Storage Affiliates Trust                                 | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |     28158 | NS      | $895705.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                                        | Southwest Gas Holdings Inc                                        | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     26050 | NS      | $2157461.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                              | Ensign Group Inc/The                                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     23405 | NS      | $4017702.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                               | Curtiss-Wright Corp                                               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     14900 | NS      | $9784681.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                              | Chart Industries Inc                                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     17857 | NS      | $3702470.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                                            | Dolby Laboratories Inc                                            | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     24624 | NS      | $1580614.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                                 | Post Holdings Inc                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     19077 | NS      | $1951767.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp                                         | New Jersey Resources Corp                                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     40071 | NS      | $1982713.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                                | Ally Financial Inc                                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    113275 | NS      | $4789267.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2800463 | NS      | $2800462.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                                      | Exponent Inc                                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     20063 | NS      | $1441927.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                            | Ormat Technologies Inc                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     24401 | NS      | $3048660.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                                        | Acuity Inc                                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12246 | NS      | $3786953.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                                    | Pinnacle Financial Partners Inc                                   | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60367 | NS      | $5740298.03   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                        | Qualys Inc                                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     14403 | NS      | $1899755.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                                      | Illumina Inc                                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     61426 | NS      | $8895099.06   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| RB Global Inc                                                     | RB Global Inc                                                     | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |     75035 | NS      | $8521724.95   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                              | Celsius Holdings Inc                                              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64472 | NS      | $3383490.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                                       | Masimo Corp                                                       | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     18351 | NS      | $2520142.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Scotts Miracle-Gro Co/The                                         | Scotts Miracle-Gro Co/The                                         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     17724 | NS      | $1138235.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I                                    | Reinsurance Group of America Inc                                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     26554 | NS      | $5383823.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding                                    | Ollie's Bargain Outlet Holdings Inc                               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     24754 | NS      | $2730613.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                     | Dynatrace Inc                                                     | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |    121096 | NS      | $4612546.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                              | Matador Resources Co                                              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     46698 | NS      | $2112617.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th                                    | Hanover Insurance Group Inc/The                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     14332 | NS      | $2495774.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                          | United Bankshares Inc/WV                                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     55957 | NS      | $2368659.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                                         | Halozyme Therapeutics Inc                                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     47124 | NS      | $3379262.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                               | DENTSPLY SIRONA Inc                                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     78658 | NS      | $980865.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In                                    | Equity LifeStyle Properties Inc                                   | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     77743 | NS      | $4911025.31   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                                                 | Talen Energy Corp                                                 | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18449 | NS      | $6426893.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                                     | GameStop Corp                                                     | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    166122 | NS      | $3966993.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P                                    | Sensata Technologies Holding PLC                                  | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |     58193 | NS      | $2012895.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                                 | GXO Logistics Inc                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     45746 | NS      | $2588766.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                                       | American Airlines Group Inc                                       | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    265216 | NS      | $3527372.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                        | Watsco Inc                                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     14078 | NS      | $5440443.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                            | Mueller Industries Inc                                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     44727 | NS      | $6089133.78   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                             | Carlyle Group Inc/The                                             | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    104753 | NS      | $6157381.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                                   | Murphy Oil Corp                                                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     54316 | NS      | $1634368.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                                 | BILL Holdings Inc                                                 | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     36370 | NS      | $1570092.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                         | Greif Inc                                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     10661 | NS      | $752879.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                                   | Core & Main Inc                                                   | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76715 | NS      | $4093512.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                         | Graco Inc                                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     66673 | NS      | $5822553.09   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                                | Voya Financial Inc                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     38579 | NS      | $2957466.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                               | Glacier Bancorp Inc                                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     51949 | NS      | $2632775.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                                       | Trex Co Inc                                                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43204 | NS      | $1789509.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                            | Webster Financial Corp                                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     64842 | NS      | $4264658.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                         | Prosperity Bancshares Inc                                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38249 | NS      | $2639563.49   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                           | EnerSys                                                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     14864 | NS      | $2678344.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

**Name of Applicant:** BNY MELLON MIDCAP INDEX FUND, INC.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer