# EDGAR Filing Document

**Accession Number:** 0000105563
**File Stem:** 0001752724-23-016420
**Filing Date:** 2023-1
**Character Count:** 195076
**Document Hash:** 1823aeea616229798892aceebc26d765
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016420.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016420

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WELLINGTON FUND
- **CENTRAL INDEX KEY:** 0000105563
- **IRS NUMBER:** 510071687
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00121
- **FILM NUMBER:** 23561756

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD/WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19940608

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard U.S. Multifactor ETF (Series ID: S000061310)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000198481 | ETF Shares   | VFMF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD WELLINGTON FUND

- **b. Investment Company Act file number:** 811-00121

- **c. CIK number of Registrant:** 0000105563

- **d. LEI of Registrant:** 549300X1E8M3H6XRMS84

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD U.S. MULTIFACTOR ETF

- **b. EDGAR series identifier (if any):** S000061310

- **c. LEI of Series:** 549300TF163DVIT4PX53

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $163970633.87

**Total Liabilities:** $22789.46

**Net Assets:** $163947844.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000198481 | -7.93%               | 13.96%               | 5.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1403417.38              | $-12158210.54                              |
| Month 2  | $153235.76               | $17470467.79                               |
| Month 3  | $23.96                   | $7490878.79                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ExlService Holdings Inc                           | EXLSERVICE HOLDI               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1461 | NS      | $273499.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                      | SFL CORP LTD                   | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | US        |     31041 | NS      | $303891.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                      | AERSALE CORP                   | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6982 | NS      | $110664.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                  | MALIBU BOATS-A                 | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1597 | NS      | $92162.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                  | MOVADO GROUP                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      8396 | NS      | $270267.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | EBAY INC                       | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3066 | NS      | $139319.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                | ORIGIN BANCORP I               | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      1647 | NS      | $67395.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                       | MASONITE INTERNA               | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |       548 | NS      | $41247.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                   | VIVID SEATS IN-A               | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8079 | NS      | $63016.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      6941 | NS      | $289509.11    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      7880 | NS      | $600140.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                       | CHEMED CORP                    | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       195 | NS      | $101400.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                  | ENSTAR GROUP LTD               | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | US        |      1614 | NS      | $351835.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                             | FULTON FINANCIAL               | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     12663 | NS      | $235405.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                    | CVR ENERGY INC                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      7049 | NS      | $259755.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                | THRYV HOLDINGS I               | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3978 | NS      | $76298.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                      | TERADYNE INC                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1316 | NS      | $122980.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      2446 | NS      | $46840.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                              | ONEMAIN HOLDINGS               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2267 | NS      | $89229.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                | HOULIHAN LOKEY I               | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2138 | NS      | $210272.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                      | EXELIXIS INC                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      5119 | NS      | $87432.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | GARTNER INC                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       824 | NS      | $288704.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      5788 | NS      | $295014.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | COSTCO WHOLESALE               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1314 | NS      | $708574.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                          | AXCELIS TECH INC               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      5566 | NS      | $444500.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | BLOOMIN' BRANDS                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      3939 | NS      | $88706.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                | INGLES MARKETS-A               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      6415 | NS      | $648556.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      4395 | NS      | $350545.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      2689 | NS      | $828964.92    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                        | WATSCO INC                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       241 | NS      | $64824.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1058 | NS      | $78916.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                  | WIDEOPENWEST INC               | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      4345 | NS      | $45101.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      5460 | NS      | $230302.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                             | ARROW ELECTRONIC               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3275 | NS      | $356123.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      6004 | NS      | $178318.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                          | SOUTHSIDE BAN IN               | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      4519 | NS      | $164220.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                | KELLY SERVICES-A               | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9042 | NS      | $153623.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                             | DELEK US HOLDING               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      2375 | NS      | $73577.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      2245 | NS      | $340858.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                      | INNOVIVA INC                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     22261 | NS      | $292286.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     14808 | NS      | $193836.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     18386 | NS      | $354482.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                             | NEWPARK RESOURCE               | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     10149 | NS      | $40697.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                          | UNITED THERAPEUT               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1001 | NS      | $280169.89    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                  | FORWARD AIR CORP               | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $79557.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                   | 1ST SOURCE CORP                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2198 | NS      | $125505.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3190 | NS      | $913616.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |       677 | NS      | $25130.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8435 | NS      | $1359553.30   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                       | BERKSHIRE HILLS                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      2915 | NS      | $90889.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5283 | NS      | $86694.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                     | OLD DOMINION FRT               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       844 | NS      | $255402.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      2151 | NS      | $394342.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | APPLE INC                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2448 | NS      | $362377.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                       | REX AMERICAN RES               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4493 | NS      | $132588.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                         | JABIL INC                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     10367 | NS      | $748393.73    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                 | PATTERSON COS                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      2888 | NS      | $82134.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                       | CALERES INC                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      2746 | NS      | $66343.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                  | PROVIDENT FINANC               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     10847 | NS      | $244382.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                         | XPERI INC                      | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4811 | NS      | $51525.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                              | SITIO ROYALTIES                | CUSIP: 82982V101<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |     12861 | NS      | $405635.94    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                                 | CHORD ENERGY COR               | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2664 | NS      | $406339.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     23649 | NS      | $724368.87    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | BOISE CASCADE CO               | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      5012 | NS      | $371088.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35703 | NS      | $371668.23    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | ATKORE INC                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       491 | NS      | $59975.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                 | MANPOWERGROUP IN               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       866 | NS      | $75792.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $159592.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       954 | NS      | $95609.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8712 | NS      | $1076019.12   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27962 | NS      | $430055.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                              | KRONOS WORLDWIDE               | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     16952 | NS      | $156127.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                         | TAYLOR MORRISON                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2875 | NS      | $87371.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TRUEBLUE INC                   | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6004 | NS      | $129566.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                         | SMART GLOBAL HOL               | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |      7335 | NS      | $124034.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                  | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      7262 | NS      | $100941.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       361 | NS      | $30793.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                       | PREMIER INC-CL A               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9001 | NS      | $300183.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1052 | NS      | $122095.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                        | SEAWORLD ENTERTA               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      5145 | NS      | $293573.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-C                 | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      2876 | NS      | $291770.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                             | LUMENTUM HOL                   | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       731 | NS      | $40161.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                          | INDEP BANK/MICH                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1298 | NS      | $31852.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                              | TRUSTCO BANK NY                | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3526 | NS      | $136949.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                            | AMER VANGUARD                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      3699 | NS      | $85077.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                | UMB FINANCIAL                  | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       984 | NS      | $84151.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                           | MODINE MFG CO                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     10360 | NS      | $219321.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                     | TIMKEN CO                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1636 | NS      | $124303.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                     | COSTAMARE INC                  | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | US        |      5931 | NS      | $57174.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                              | MEDPACE HOLDINGS               | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       950 | NS      | $199395.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                      | ODP CORP/THE                   | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4734 | NS      | $227847.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                            | WASH FED                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7016 | NS      | $247454.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                           | MAGNOLIA OIL-A                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5907 | NS      | $154054.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                    | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      1858 | NS      | $70455.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     25355 | NS      | $2035499.40   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2975 | NS      | $978447.75    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       755 | NS      | $266537.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                         | EPLUS INC                      | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      1462 | NS      | $72602.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HollyFrontier Corp                                | HF SINCLAIR CORP               | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |      1884 | NS      | $117448.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      9942 | NS      | $421640.22    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                          | GREEN BRICK PART               | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      7304 | NS      | $176610.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | HARLEY-DAVIDSON                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1815 | NS      | $85540.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                  | SAFE BULKERS INC               | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | US        |     32289 | NS      | $92023.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                      | GENCO SHIPPING &               | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |      8889 | NS      | $131823.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                         | INTERNATIONAL SE               | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      4696 | NS      | $202303.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | COMMERCE BCSHS                 | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2223 | NS      | $166547.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       405 | NS      | $1044495.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                            | COMSTOCK RES INC               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     12816 | NS      | $235173.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      5440 | NS      | $565379.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      9449 | NS      | $306620.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1206 | NS      | $227077.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                    | CLEARFIELD INC                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      2645 | NS      | $348134.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      7154 | NS      | $970297.02    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                 | DAVE & BUSTER'S                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      4526 | NS      | $179501.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                          | PVH CORP                       | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1274 | NS      | $85587.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                      | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      4226 | NS      | $303976.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      6135 | NS      | $461352.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2108 | NS      | $1584583.60   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       527 | NS      | $41949.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                  | W&T OFFSHORE INC               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     65184 | NS      | $447814.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                | KONTOOR BRAND                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1776 | NS      | $77167.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      9653 | NS      | $639800.84    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     27257 | NS      | $1191403.47   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                    | PDC ENERGY INC                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      5916 | NS      | $439677.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      3558 | NS      | $220026.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN               | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      8480 | NS      | $269155.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     21224 | NS      | $974181.60    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                        | HERITAGE-CRYSTAL               | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1335 | NS      | $42186.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                     | MATERION CORP                  | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       697 | NS      | $56150.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                  | QCR HOLDINGS INC               | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      3341 | NS      | $175770.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI               | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |      5711 | NS      | $198742.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                | HCA HEALTHCARE I               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2425 | NS      | $582533.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co        | AMER EQUITY INVT               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      3621 | NS      | $146686.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                     | ROBERT HALF INTL               | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       766 | NS      | $60345.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                        | BERRY CORP                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11528 | NS      | $103867.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                          | SAIA INC                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1041 | NS      | $253577.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |      5714 | NS      | $327697.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     10500 | NS      | $383775.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                            | WERNER ENT                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      3717 | NS      | $163473.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      2197 | NS      | $113255.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                 | ANGIODYNAMICS IN               | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      2182 | NS      | $28256.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                           | COMFORT SYSTEMS                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       353 | NS      | $44746.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1808 | NS      | $312458.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                               | TITAN MACHINERY                | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      9525 | NS      | $419385.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                 | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3695 | NS      | $178283.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     10015 | NS      | $1001356.55   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                      | WATTS WATER TE-A               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       608 | NS      | $96337.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      3744 | NS      | $268594.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |       779 | NS      | $171060.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                | PARK NATL CORP                 | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       708 | NS      | $107141.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                             | HEARTLAND EXPRES               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      5862 | NS      | $98129.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      4841 | NS      | $266787.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1366 | NS      | $344764.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                  | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      7480 | NS      | $207794.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      1183 | NS      | $361016.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA               | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2232 | NS      | $115662.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                     | DIME COMMUNITY B               | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8934 | NS      | $318675.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                    | MURPHY USA INC                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1111 | NS      | $328644.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7803 | NS      | $859266.36    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                        | KFORCE INC                     | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3217 | NS      | $190028.19    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                   | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       523 | NS      | $94605.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | RELIANCE STEEL                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2658 | NS      | $561608.82    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                         | ETHAN ALLEN                    | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13010 | NS      | $370134.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                   | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     13789 | NS      | $358789.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                        | MIDLAND STATES B               | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      7602 | NS      | $204569.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                          | SANDY SPRING BAN               | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5812 | NS      | $202373.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3537 | NS      | $178547.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                            | CATHAY GENERAL B               | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      4315 | NS      | $200518.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                      | ARCBEST CORP                   | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3139 | NS      | $259815.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc               | SOLARIS OIL IN-A               | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        16 | NS      | $175.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3780 | NS      | $220298.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      5383 | NS      | $459169.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | LOWE'S COS INC                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      4231 | NS      | $899299.05    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      1378 | NS      | $363984.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                               | MR COOPER GROUP                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      7176 | NS      | $324068.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     12166 | NS      | $279331.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI               | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2586 | NS      | $174477.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                          | CTS CORP                       | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      2183 | NS      | $92777.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                         | DICK'S SPORTING                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      3912 | NS      | $467796.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                            | NORTHFIELD BANCO               | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9782 | NS      | $156022.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                             | EARTHSTONE ENE-A               | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      7347 | NS      | $116376.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                             | SIGA TECH INC                  | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19203 | NS      | $176283.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      3173 | NS      | $269229.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CORECIVIC INC                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     12845 | NS      | $170581.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                             | CLEARWATER                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      5702 | NS      | $222549.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                              | UNIVAR SOLUTIONS               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      4775 | NS      | $158195.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                             | DELL TECHN-C                   | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      6832 | NS      | $306005.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | US STEEL CORP                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      3434 | NS      | $90279.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                     | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       936 | NS      | $54428.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                                | CROWN HOLDINGS I               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1743 | NS      | $143292.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3007 | NS      | $339370.02    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                          | OPPENHEIMER HO-A               | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1130 | NS      | $47075.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                      | MONOLITHIC POWER               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       467 | NS      | $178375.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING               | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31075 | NS      | $341203.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                 | STEWART INFO SVC               | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       990 | NS      | $43817.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                     | PREFERRED BANK                 | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1521 | NS      | $114972.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | PIONEER NATURAL                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      5523 | NS      | $1303372.77   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | KORN FERRY                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1081 | NS      | $61649.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                       | DENBURY INC                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      1920 | NS      | $172339.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      5053 | NS      | $385897.61    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                            | HORIZON BANCORP                | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      3326 | NS      | $54080.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                       | AVIENT CORP                    | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1722 | NS      | $59598.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                      | WASH TRUST BANC                | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1190 | NS      | $59214.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                               | GLOBALFOUNDRIES                | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |      5062 | NS      | $325739.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Kulicke & Soffa Industries Inc                    | KULICKE & SOFFA                | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      2768 | NS      | $132725.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                | FED AGRI MTG-C                 | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      1523 | NS      | $191669.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     17239 | NS      | $1197938.11   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | FASTENAL CO                    | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       944 | NS      | $48625.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                            | F5 INC                         | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       308 | NS      | $47619.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      8567 | NS      | $663771.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                    | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |      4527 | NS      | $330561.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      5047 | NS      | $413147.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                     | WESTLAKE CORP                  | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       716 | NS      | $77077.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                  | MCGRATH RENTCORP               | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      1944 | NS      | $190745.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      1115 | NS      | $100606.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                               | ADTRAN HOLDINGS                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      4889 | NS      | $99100.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                      | WESBANCO INC                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7879 | NS      | $318705.55    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      3266 | NS      | $489736.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                 | FIRST COMMON FIN               | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     27408 | NS      | $403445.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                             | SKYLINE CHAMPION               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3626 | NS      | $188515.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       689 | NS      | $173049.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     13379 | NS      | $253398.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                              | AMKOR TECH INC                 | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     11882 | NS      | $332933.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | GROUP 1 AUTOMOTI               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       909 | NS      | $175746.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                              | TRI POINTE HOMES               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2041 | NS      | $37636.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                    | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13364 | NS      | $1025018.80   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                              | MATADOR RESOURCE               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      3051 | NS      | $202464.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                         | QORVO INC                      | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       815 | NS      | $80888.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $68713.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                          | NORTHERN OIL AND               | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     15961 | NS      | $580820.79    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      2892 | NS      | $187980.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     36426 | NS      | $1826035.38   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI INTL-A                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       381 | NS      | $118986.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     18400 | NS      | $486312.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | REINSURANCE GROU               | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       624 | NS      | $90105.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                         | BEACON ROOFING S               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      1000 | NS      | $58390.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                         | HESS CORP                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       296 | NS      | $42597.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM INDUSTRIES                 | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       874 | NS      | $41235.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | SANMINA CORP                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      3840 | NS      | $253785.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                              | WABASH NATIONAL                | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      5056 | NS      | $126753.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | GENTEX CORP                    | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      4311 | NS      | $124587.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     11476 | NS      | $269686.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                              | RUSH ENTER-CL A                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4546 | NS      | $234255.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                          | NCR CORP                       | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      3610 | NS      | $86170.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                            | INSTEEL INDS                   | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      5730 | NS      | $168977.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                      | SIMPSON MFG                    | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1832 | NS      | $170467.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                 | DXC TECHNOLOGY C               | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      9072 | NS      | $269166.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     16036 | NS      | $265716.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                              | NETSCOUT SYSTEMS               | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      2399 | NS      | $89434.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CONSOL ENERGY IN               | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      8782 | NS      | $680165.90    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                        | QUALYS INC                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1154 | NS      | $142311.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                        | NELNET INC-CL A                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      3100 | NS      | $305474.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                          | RLI CORP                       | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1519 | NS      | $197576.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2414 | NS      | $1286468.88   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                               | CSW INDUSTRI INC               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       914 | NS      | $110548.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      3393 | NS      | $242429.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | PURE STORAGE-A                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      2389 | NS      | $69734.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     14935 | NS      | $942547.85    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                          | SLM CORP                       | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     19568 | NS      | $341657.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                    | CHAMPIONX CORP                 | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     10789 | NS      | $332732.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      8162 | NS      | $300524.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                             | LANTHEUS HOLDING               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      4377 | NS      | $271724.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc                  | AIR TRANSPORT SE               | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      2338 | NS      | $65557.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                            | ACUSHNET HOLDING               | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      3167 | NS      | $143940.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                     | AMPHASTAR PHARMA               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      2975 | NS      | $87732.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                      | CATALYST PHARMAC               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     30525 | NS      | $511904.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2624 | NS      | $128838.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                        | RAMBUS INC                     | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      2793 | NS      | $107195.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                            | MUELLER INDS                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3788 | NS      | $260500.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      4256 | NS      | $381678.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                               | SCORPIO TANKERS                | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | US        |      6010 | NS      | $306630.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                             | CIVITAS RESOURCE               | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      8440 | NS      | $568518.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                            | EMPLOYERS HOLDIN               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5106 | NS      | $237275.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                                  | BOYD GAMING CORP               | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      5605 | NS      | $343754.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      5046 | NS      | $90575.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     13978 | NS      | $296193.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      6067 | NS      | $201667.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                          | GOLDEN ENTERTAIN               | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1809 | NS      | $80156.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | HENRY SCHEIN INC               | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       653 | NS      | $52840.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                     | MYR GROUP INC/DE               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2317 | NS      | $221343.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                              | SANDRIDGE ENERGY               | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     12278 | NS      | $250471.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | WESTERN UNION                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      5851 | NS      | $85775.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP               | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |       793 | NS      | $47508.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                          | ENCORE CAPITAL G               | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      5664 | NS      | $285465.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                         | EDGEWELL PERSONA               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1488 | NS      | $64296.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                       | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      7514 | NS      | $408235.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      8962 | NS      | $278270.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD               | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     47001 | NS      | $521711.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | TRUSTMARK CORP                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2483 | NS      | $90828.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                | BYLINE BANCORP I               | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10460 | NS      | $238383.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1040 | NS      | $899121.60    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      4351 | NS      | $84626.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | ASSURED GUARANTY               | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |      1616 | NS      | $107577.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      6375 | NS      | $851827.50    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                | BOK FINL CORP                  | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      2510 | NS      | $262822.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 NETWORKS INC               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     10328 | NS      | $193236.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                       | JOHN B SANFILIPP               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       535 | NS      | $45309.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       452 | NS      | $108796.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | CADENCE DESIGN                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3844 | NS      | $661321.76    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                           | NEXSTAR MEDIA                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1688 | NS      | $319977.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                             | CRA INTERNATIONA               | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $112166.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                     | DILLARDS INC-A                 | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1684 | NS      | $605734.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                        | ALCOA CORP                     | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2487 | NS      | $124673.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                        | CASEY'S GENERAL                | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       326 | NS      | $79224.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA FINL CORP                  | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      6822 | NS      | $290480.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | LATTICE SEMICOND               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      1751 | NS      | $127525.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                            | CREDIT ACCEPTANC               | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       667 | NS      | $316131.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      7028 | NS      | $241482.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                    | FORMFACTOR INC                 | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2263 | NS      | $52207.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                             | WILEY JOHN&SON-A               | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      1173 | NS      | $55611.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                          | KEARNY FINANCIAL               | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23313 | NS      | $225436.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                             | HARBORONE BANCOR               | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     23059 | NS      | $337353.17    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                     | JEFFERIES FINANC               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     11544 | NS      | $438556.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                           | KEYCORP                        | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      1838 | NS      | $34572.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                     | INSPERITY INC                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1894 | NS      | $224533.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                     | PRIMERICA INC                  | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       974 | NS      | $145155.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | JAZZ PHARMACEUTI               | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |       620 | NS      | $97284.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                 | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4360 | NS      | $195240.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                       | HIBBETT INC                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      3867 | NS      | $257774.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                  | TRINET GROUP INC               | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1366 | NS      | $98994.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                            | SCHNEIDER NATL-B               | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     12606 | NS      | $324730.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    245498 | NS      | $245473.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                 | INTERNATIONAL GA               | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     10458 | NS      | $256639.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      3031 | NS      | $283368.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                              | SONIC AUTOMOTI-A               | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2634 | NS      | $139970.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                  | BADGER METER INC               | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       673 | NS      | $77946.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | THOR INDUSTRIES                | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2325 | NS      | $200275.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                  | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      6277 | NS      | $105328.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       588 | NS      | $218195.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                          | RESOURCES CONNEC               | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18933 | NS      | $365406.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | ADEIA INC                      | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12029 | NS      | $132920.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     29541 | NS      | $1175731.80   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                  | RADIAN GROUP INC               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     15273 | NS      | $298892.61    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       404 | NS      | $43462.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                   | EMCOR GROUP INC                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1311 | NS      | $203073.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                  | QUIDELORTHO CORP               | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      2081 | NS      | $182316.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                     | HUB GROUP-A                    | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3621 | NS      | $304707.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO INTL                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       357 | NS      | $46024.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC               | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3183 | NS      | $119617.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                       | PENSKE AUTOMOTIV               | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1970 | NS      | $249106.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                           | RXO INC                        | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       492 | NS      | $9348.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      8052 | NS      | $458802.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                     | MASTERCRAFT BOAT               | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      5782 | NS      | $148713.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                              | RENT-A-CENTER                  | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      4782 | NS      | $115198.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | ULTA BEAUTY INC                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       230 | NS      | $106913.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                       | CORVEL CORP                    | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       773 | NS      | $118245.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                       | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |      8768 | NS      | $410780.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                           | METHODE ELEC                   | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1619 | NS      | $73955.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       393 | NS      | $193277.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                       | STERLING INFRAST               | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2591 | NS      | $84855.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                 | SHOE CARNIVAL                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3339 | NS      | $88182.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                    | VIRTUS INVEST                  | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       257 | NS      | $49842.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                     | MARINEMAX INC                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      3358 | NS      | $110914.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BANKUNITED INC                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1743 | NS      | $64002.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                        | DIODES INC                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2320 | NS      | $213973.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                            | GOLDEN OCEAN GRO               | CUSIP: G39637205<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | US        |      7868 | NS      | $66405.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     48377 | NS      | $334768.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      5600 | NS      | $605864.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       805 | NS      | $190551.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                              | FEDERATED HERMES               | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      4406 | NS      | $167251.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                               | DESIGNER BRAND-A               | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      4157 | NS      | $63602.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A               | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      3139 | NS      | $266846.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                           | ABCELLERA BIOLOG               | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | US        |      6831 | NS      | $87914.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                    | WHIRLPOOL CORP                 | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1346 | NS      | $197229.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                        | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        51 | NS      | $236589.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                              | MYERS INDS INC                 | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      4723 | NS      | $110234.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                   | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2477 | NS      | $313315.73    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                    | DORIAN LPG LTD                 | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     19310 | NS      | $375965.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       793 | NS      | $143104.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      7083 | NS      | $862780.23    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     14944 | NS      | $735095.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                        | SPROUTS FARMERS                | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      2571 | NS      | $88262.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                    | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1536 | NS      | $369561.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                           | FLUSHING FINL                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9594 | NS      | $200130.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                        | CABOT CORP                     | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      1800 | NS      | $132516.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                  | WEIS MARKETS INC               | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7309 | NS      | $637417.89    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | MURPHY OIL CORP                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      4145 | NS      | $195644.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                 | KOSMOS ENERGY LT               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     27545 | NS      | $183174.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                   | FIDELITY NATIONA               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     11143 | NS      | $449731.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1216 | NS      | $179992.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                          | MOOG INC-CLASS A               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       394 | NS      | $34289.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                 | COMPUTER PROGRAM               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1438 | NS      | $42564.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                        | GUESS? INC                     | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      4272 | NS      | $88686.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                           | CNO FINANCIAL GR               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     25177 | NS      | $591155.96    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     11756 | NS      | $1171720.52   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                           | BOX INC- CLASS A               | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      6535 | NS      | $179385.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     31089 | NS      | $426851.97    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                       | MATTHEWS INTL-A                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      2176 | NS      | $68892.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                        | H&E EQUIPMENT SE               | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      2206 | NS      | $92497.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                         | OCEANFIRST FINL                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4121 | NS      | $96266.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                        | STANDEX INTL CO                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       397 | NS      | $41704.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                         | CALIFORNIA RESOU               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      8446 | NS      | $383279.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS I-A               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7372 | NS      | $158719.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                              | COMMERCIAL METAL               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      4223 | NS      | $207856.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     47024 | NS      | $397823.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                        | MATTEL INC                     | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      7250 | NS      | $132167.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                        | GREAT SOUTHN BAN               | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      3439 | NS      | $215453.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      3937 | NS      | $1502674.16   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       969 | NS      | $470149.11    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                            | LAUREATE EDUCATI               | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      5968 | NS      | $62544.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                              | HANMI FINL CORP                | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      9576 | NS      | $259030.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                            | BERRY GLOBAL GRO               | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      1263 | NS      | $74011.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                  | HOPE BANCORP INC               | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     30896 | NS      | $420803.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1074 | NS      | $31167.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                        | STRIDE INC                     | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      2101 | NS      | $74396.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                    | HOMESTREET INC                 | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10433 | NS      | $284820.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                     | CONSENSUS CLOUD                | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1407 | NS      | $79903.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      5274 | NS      | $116977.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                           | STRATEGIC EDUCAT               | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1370 | NS      | $112066.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc          | KNIGHT-SWIFT TRA               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2223 | NS      | $123220.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                    | SPARTANNASH CO                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     20323 | NS      | $667610.55    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                      | LA-Z-BOY INC                   | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      4038 | NS      | $109954.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                | COTERRA ENERGY I               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      6911 | NS      | $192886.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | ACCENTURE PLC-A                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1154 | NS      | $347273.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                         | AGCO CORP                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      1660 | NS      | $220315.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                                  | CIRRUS LOGIC INC               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1291 | NS      | $96450.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                 | PC CONNECTION                  | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      1069 | NS      | $59382.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1618 | NS      | $43378.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1450 | NS      | $488316.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NEXTIER OILFIELD               | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     24680 | NS      | $251489.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                               | MERITAGE HOMES C               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       653 | NS      | $56425.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1368 | NS      | $73420.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |      2258 | NS      | $90523.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                   | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      5775 | NS      | $218121.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                       | ASBURY AUTO GRP                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       511 | NS      | $95873.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                     | QUANEX BUILDING                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      8496 | NS      | $201949.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                        | RENAISSANCERE                  | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | US        |       704 | NS      | $132992.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2887 | NS      | $913446.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     18206 | NS      | $2027056.04   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                | ALLY FINANCIAL I               | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2159 | NS      | $58314.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SP500 MIC EMIN FUTDec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        23 | NC      | $50903.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1746 | NS      | $204107.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                  | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3069 | NS      | $410939.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                | ARCH RESOURCES I               | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1076 | NS      | $166511.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | OVINTIV INC                    | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4446 | NS      | $247908.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                   | NBT BANCORP INC                | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6001 | NS      | $277006.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                            | ADVANCE AUTO PAR               | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1051 | NS      | $158690.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                          | HNI CORP                       | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2378 | NS      | $68962.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                       | AMN HEALTHCARE                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      2649 | NS      | $327681.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       429 | NS      | $108991.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      6792 | NS      | $264005.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                      | BOWLERO CORP                   | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6620 | NS      | $92415.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                     | AFFIL MANAGERS                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       728 | NS      | $116785.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                               | LANDSTAR SYSTEM                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       566 | NS      | $97906.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                          | COHU INC                       | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      5344 | NS      | $191422.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                    | THE BUCKLE INC                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      3682 | NS      | $161823.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                          | FRANKLIN ELEC CO               | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1044 | NS      | $86965.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AUTONATION INC                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3727 | NS      | $461812.57    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                | VOYA FINANCIAL I               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      5219 | NS      | $344349.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                        | COPART INC                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       618 | NS      | $41134.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                        | VISHAY INTERTECH               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      9242 | NS      | $212935.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10802 | NS      | $1980114.62   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA CORP                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1161 | NS      | $456447.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                   | PENNYMAC FINANCI               | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      4071 | NS      | $242875.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                     | ADVANCED DRAINAG               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      1957 | NS      | $190337.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                    | PHOTRONICS INC                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     21125 | NS      | $397150.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                  | BOOZ ALLEN HAMIL               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       880 | NS      | $93632.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                     | FIRST AMERICAN F               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      3603 | NS      | $196903.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                   | SCHOLASTIC CORP                | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13575 | NS      | $558204.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       214 | NS      | $29080.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                          | BUILDERS FIRSTSO               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      6688 | NS      | $427563.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                          | FABRINET                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |       516 | NS      | $68839.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1014 | NS      | $192386.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                      | FLEX LNG LTD                   | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | US        |      2127 | NS      | $80017.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Associated Banc-Corp                              | ASSOC BANC-CORP                | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     20268 | NS      | $498592.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      6977 | NS      | $108841.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                       | GENESCO INC                    | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1549 | NS      | $80857.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     15827 | NS      | $475443.08    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                        | HERITAGE FINL                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8954 | NS      | $294586.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC               | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $92424.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3065 | NS      | $581767.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                  | HELIX ENERGY SOL               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     56706 | NS      | $361784.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      6681 | NS      | $994800.90    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                 | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      8643 | NS      | $804404.01    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                             | ICF INTERNATIONA               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1726 | NS      | $187046.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      5016 | NS      | $105185.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI               | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      4003 | NS      | $21896.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                 | NEWMARK GROUP-A                | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9197 | NS      | $77990.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     12403 | NS      | $1760357.79   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G III APPAREL                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      3463 | NS      | $74904.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                                 | CRANE HOLDINGS C               | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2346 | NS      | $248535.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                      | CONDUENT INC                   | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     17255 | NS      | $69710.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                               | EAGLE MATERIALS                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1114 | NS      | $151882.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     12423 | NS      | $851223.96    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                           | NOW INC                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      5985 | NS      | $74692.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH               | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23620 | NS      | $361149.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | PIPER SANDLER CO               | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1311 | NS      | $188338.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8945 | NS      | $911316.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      5388 | NS      | $214280.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                  | ENCORE WIRE                    | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2166 | NS      | $316474.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                              | TARGA RESOURCES                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      4533 | NS      | $337209.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                            | LOUISIANA-PACIFI               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      7126 | NS      | $454638.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                          | CORCEPT THERA                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      3490 | NS      | $88227.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2517 | NS      | $272742.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                        | BELDEN INC                     | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1666 | NS      | $134013.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | APPLIED MATERIAL               | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1926 | NS      | $211089.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                     | OWENS CORNING                  | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2990 | NS      | $265631.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                             | ARDMORE SHIPPING               | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |      6922 | NS      | $104383.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      3222 | NS      | $84287.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |      5239 | NS      | $465537.54    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                               | AVID TECHNOLOGY                | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      4290 | NS      | $120463.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | ASSURANT INC                   | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       799 | NS      | $102447.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      6477 | NS      | $563822.85    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                        | SAFETY INSURANCE               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1995 | NS      | $183021.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     19689 | NS      | $944087.55    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | PAYCHEX INC                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3138 | NS      | $389206.14    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      5143 | NS      | $904705.13    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Logistics Inc                                 | XPO LOGISTICS IN               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       492 | NS      | $19001.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      6085 | NS      | $487834.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                           | FIRST FIN COR/IN               | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13152 | NS      | $632216.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                      | CARS.COM INC                   | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     18649 | NS      | $275632.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       930 | NS      | $111562.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                         | GREIF INC-CL A                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2442 | NS      | $171697.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                | TEEKAY TANK-CL A               | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | US        |      7542 | NS      | $254467.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                         | FUNKO INC-CL A                 | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      7874 | NS      | $74803.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                     | GOLAR LNG LTD                  | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | US        |      5265 | NS      | $131993.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                         | HAVERTY FURNITUR               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      7644 | NS      | $241015.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                 | NEWELL BRANDS IN               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      3270 | NS      | $42411.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                      | ADVANSIX INC                   | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      6715 | NS      | $276389.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp                              | SOUTHERN COPPER                | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |      3712 | NS      | $226506.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      4440 | NS      | $432900.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                     | PRA GROUP INC                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     14155 | NS      | $486648.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                      | COVENANT LOGISTI               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10255 | NS      | $393689.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       191 | NS      | $115184.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                              | DECKERS OUTDOOR                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       398 | NS      | $158754.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       302 | NS      | $166069.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1132 | NS      | $209997.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                   | S & T BANCORP                  | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3977 | NS      | $148819.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      4155 | NS      | $364933.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      4663 | NS      | $65748.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     14584 | NS      | $1280912.72   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1541 | NS      | $104187.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | ANTERO MIDSTREAM               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14477 | NS      | $164024.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc                           | SILVERBOW RESOUR               | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      2396 | NS      | $83644.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1737 | NS      | $951459.12    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                 | VAALCO ENERGY                  | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     41090 | NS      | $212846.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                     | CATO CORP-A                    | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      6681 | NS      | $69482.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |     12933 | NS      | $374669.01    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                   | ENTRAVISION CO-A               | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     28838 | NS      | $160339.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                      | CROSS COUNTRY HE               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      7244 | NS      | $259190.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                | KRAFT HEINZ CO/T               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3256 | NS      | $128123.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                            | ITEOS THERAPEUTI               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9515 | NS      | $191727.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     37558 | NS      | $1749451.64   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                               | ONTO INNOVATION                | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      4640 | NS      | $370968.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                             | HACKETT GROUP                  | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      1696 | NS      | $39177.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      5865 | NS      | $300874.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                | ENACT HOLDINGS I               | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4032 | NS      | $99993.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      8967 | NS      | $269458.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      3813 | NS      | $286890.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                           | RPC INC                        | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20104 | NS      | $186163.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       112 | NS      | $152192.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                      | TEXTAINER GROUP                | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | US        |      4358 | NS      | $132831.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       552 | NS      | $56270.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | BROADCOM INC                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1473 | NS      | $811667.19    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                              | MARTEN TRANSPORT               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13557 | NS      | $288899.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1066 | NS      | $201847.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       973 | NS      | $166081.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3555 | NS      | $632790.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      4943 | NS      | $53532.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       484 | NS      | $89002.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                        | A-MARK PRECIOUS                | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      2480 | NS      | $85560.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     10811 | NS      | $96001.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      9488 | NS      | $273918.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                             | BROOKLINE BANCRP               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8483 | NS      | $120628.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BORGWARNER INC                 | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4986 | NS      | $211954.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     13688 | NS      | $680567.36    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2336 | NS      | $148943.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     11348 | NS      | $222988.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | AMERICAN EXPRESS               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5409 | NS      | $852404.31    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1221 | NS      | $405310.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                           | PERDOCEO EDUCATI               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     30470 | NS      | $437244.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A               | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      7573 | NS      | $471116.33    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                      | TRAVELCENTERS OF               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      3663 | NS      | $187362.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                        | KADANT INC                     | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       387 | NS      | $74706.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                          | WINNEBAGO INDS                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1139 | NS      | $66734.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC               | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1087 | NS      | $51262.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                 | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       796 | NS      | $80388.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                               | CHENIERE ENERGY                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      4924 | NS      | $863472.64    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                            | NEXTGEN HEALTHCA               | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4504 | NS      | $93683.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                          | ANYWHERE REAL ES               | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      7680 | NS      | $57984.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3673 | NS      | $374352.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      3923 | NS      | $286182.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                 | RALPH LAUREN COR               | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      2862 | NS      | $323749.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** VANGUARD WELLINGTON FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer