# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065198
**Filing Date:** 2023-3
**Character Count:** 248242
**Document Hash:** 9da43824a554b7af55537b7e25a6f935
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065198.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065198

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND
- **CENTRAL INDEX KEY:** 0001383496
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22019
- **FILM NUMBER:** 23758496

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Multi Cap Value AlphaDEX Fund (Series ID: S000017342)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000048000 | First Trust Multi Cap Value AlphaDEX Fund | FAB             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded AlphaDEX Fund

- **b. Investment Company Act file number:** 811-22019

- **c. CIK number of Registrant:** 0001383496

- **d. LEI of Registrant:** 549300PGRVU1P76W4537

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Multi Cap Value AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000017342

- **c. LEI of Series:** 5493002CCQ58JV668U78

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $206001597.35

**Total Liabilities:** $341450.23

**Net Assets:** $205660147.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048000 | 7.19%                | -5.02%               | 10.76%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1748124.37              | $9953161.24                                |
| Month 2  | $290878.74               | $-10038540.19                              |
| Month 3  | $632530.06               | $19266020.63                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Old National Bancorp/IN                                  | Old National Bancorp/IN                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      4579 | NS      | $80132.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                           | Provident Financial Services Inc                         | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      6545 | NS      | $153545.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                                 | PVH Corp                                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      4665 | NS      | $419383.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                         | Essent Group Ltd                                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     10587 | NS      | $466145.61    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                | Chubb Ltd                                                | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1513 | NS      | $344192.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                              | Avient Corp                                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      7315 | NS      | $296403.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                              | Banner Corp                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $47779.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                  | Brandywine Realty Trust                                  | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     30890 | NS      | $202638.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                     | Keurig Dr Pepper Inc                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      4556 | NS      | $160735.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Obligations Fund | Goldman Sachs Financial Square Treasury Obligations Fund | CUSIP: 38141W323<br>LEI: 549300C0TCI4VJPGCS21 | Long             | STIV             | RF                | US        |    134998 | NS      | $134998.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     14717 | NS      | $522159.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                   | Werner Enterprises Inc                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      4719 | NS      | $221651.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                               | Kforce Inc                                               | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1732 | NS      | $97217.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                 | SLM Corp                                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14877 | NS      | $261388.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                       | Voya Financial Inc                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2678 | NS      | $186844.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                  | CNO Financial Group Inc                                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      6118 | NS      | $157599.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                               | FedEx Corp                                               | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      4817 | NS      | $933823.62    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                            | Alpha Metallurgical Resources Inc                        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1622 | NS      | $261028.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                 | Highwoods Properties Inc                                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      5884 | NS      | $178697.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                             | Watts Water Technologies Inc                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       563 | NS      | $92061.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                      | Paramount Group Inc                                      | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     31982 | NS      | $206283.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                            | MYR Group Inc                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       506 | NS      | $50124.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                     | JetBlue Airways Corp                                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      7191 | NS      | $57528.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                    | 3M Co                                                    | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5566 | NS      | $640535.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                                  | WESCO International Inc                                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2630 | NS      | $391896.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                            | Affiliated Managers Group Inc                            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1559 | NS      | $269301.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                     | TTM Technologies Inc                                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     12598 | NS      | $198040.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                              | Toro Co/The                                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       727 | NS      | $81075.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                            | Renasant Corp                                            | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3719 | NS      | $132322.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                  | KeyCorp                                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     38317 | NS      | $735303.23    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                        | Owens & Minor Inc                                        | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      9727 | NS      | $192010.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                     | Federated Hermes Inc                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2616 | NS      | $102808.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                               | Safety Insurance Group Inc                               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       553 | NS      | $46667.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      5733 | NS      | $557992.89    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                      | Meritage Homes Corp                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2576 | NS      | $277409.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                                            | Seaboard Corp                                            | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       109 | NS      | $427334.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                            | Jefferies Financial Group Inc                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     10056 | NS      | $394999.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                           | TD SYNNEX Corp                                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2608 | NS      | $266407.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                            | M/I Homes Inc                                            | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      5142 | NS      | $307491.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                        | State Street Corp                                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6284 | NS      | $573917.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                  | Zebra Technologies Corp                                  | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       634 | NS      | $200458.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                   | Washington Federal Inc                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4167 | NS      | $147761.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                               | Fiserv Inc                                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      3302 | NS      | $352257.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                        | Kimco Realty Corp                                        | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     15757 | NS      | $353902.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                   | Skyworks Solutions Inc                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      9155 | NS      | $1004028.85   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                     | Hilltop Holdings Inc                                     | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3165 | NS      | $103495.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                            | Ingredion Inc                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2522 | NS      | $259261.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                   | Regions Financial Corp                                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     22608 | NS      | $532192.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                           | First Commonwealth Financial Corp                        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     10007 | NS      | $147202.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                             | Innospec Inc                                             | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       453 | NS      | $51198.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                                | Taylor Morrison Home Corp                                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     13562 | NS      | $485519.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                       | RH                                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       616 | NS      | $192185.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                 | World Fuel Services Corp                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      6951 | NS      | $196713.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                           | Fortune Brands Innovations Inc                           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      5766 | NS      | $371964.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                    | Jackson Financial Inc                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      6826 | NS      | $300617.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                            | Hudson Pacific Properties Inc                            | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19524 | NS      | $222378.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                        | ManpowerGroup Inc                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      2968 | NS      | $258690.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                     | Amkor Technology Inc                                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     17165 | NS      | $502247.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                                  | Consolidated Edison Inc                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |      7003 | NS      | $667455.93    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                            | Nordstrom Inc                                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     15301 | NS      | $298981.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                | California Resources Corp                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      9460 | NS      | $404225.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                  | Chimera Investment Corp                                  | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      8472 | NS      | $61760.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                           | Ameris Bancorp                                           | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      4030 | NS      | $190054.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                | Monro Inc                                                | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1031 | NS      | $52477.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                                | Packaging Corp of America                                | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6523 | NS      | $930832.10    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                              | Apollo Medical Holdings Inc                              | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      1575 | NS      | $56133.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc                                   | Berry Global Group Inc                                   | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      5449 | NS      | $336366.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                          | 1st Source Corp                                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1789 | NS      | $88000.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                  | Methode Electronics Inc                                  | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      2141 | NS      | $102211.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                     | Parker-Hannifin Corp                                     | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       558 | NS      | $181908.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                                        | Brunswick Corp/DE                                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      4568 | NS      | $385219.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                                  | Marathon Petroleum Corp                                  | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      7169 | NS      | $921359.88    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho                           | Knight-Swift Transportation Holdings Inc                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7854 | NS      | $464171.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                          | Xcel Energy Inc                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      4760 | NS      | $327345.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                             | La-Z-Boy Inc                                             | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     10406 | NS      | $295842.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                    | Customers Bancorp Inc                                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      8379 | NS      | $254470.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                             | Navient Corp                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     11549 | NS      | $219084.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                           | Trustmark Corp                                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1335 | NS      | $38875.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                | Edgewell Personal Care Co                                | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      3627 | NS      | $155453.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                         | NMI Holdings Inc                                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     11362 | NS      | $263939.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                 | Encore Capital Group Inc                                 | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      4953 | NS      | $275981.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                             | Cadence Bank                                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      6677 | NS      | $170797.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                    | East West Bancorp Inc                                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2498 | NS      | $196142.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                 | Yelp Inc                                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1704 | NS      | $53693.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                   | Equitable Holdings Inc                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      2868 | NS      | $91976.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                            | Ford Motor Co                                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     71741 | NS      | $969220.91    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                              | Maximus Inc                                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1123 | NS      | $84056.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                 | ASGN Inc                                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      3031 | NS      | $275669.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                             | Texas Capital Bancshares Inc                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       773 | NS      | $51072.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                       | Graham Holdings Co                                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       314 | NS      | $205139.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I                           | Hawaiian Electric Industries Inc                         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      1967 | NS      | $83145.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                        | ACI Worldwide Inc                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      6078 | NS      | $169758.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                                      | Alliant Energy Corp                                      | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      8829 | NS      | $477030.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                               | US Bancorp                                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     11177 | NS      | $556614.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                             | Victory Capital Holdings Inc                             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      7081 | NS      | $209880.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                             | Veradigm Inc                                             | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      2641 | NS      | $47300.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                           | American Financial Group Inc/OH                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       600 | NS      | $85554.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                          | S&T Bancorp Inc                                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2779 | NS      | $101100.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                                       | Cooper Cos Inc/The                                       | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       491 | NS      | $171324.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                      | SVB Financial Group                                      | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2900 | NS      | $877076.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                           | AutoNation Inc                                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3069 | NS      | $388903.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                        | Eagle Bancorp Inc                                        | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3172 | NS      | $150638.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                        | Post Holdings Inc                                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3648 | NS      | $346377.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                 | Anywhere Real Estate Inc                                 | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     37162 | NS      | $315133.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                       | Axos Financial Inc                                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      3658 | NS      | $176022.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                            | Celanese Corp                                            | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      8161 | NS      | $1005435.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                              | Asbury Automotive Group Inc                              | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2296 | NS      | $505120.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                        | Chord Energy Corp                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      3009 | NS      | $431279.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                             | Ironwood Pharmaceuticals Inc                             | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      7666 | NS      | $88312.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                        | Patterson Cos Inc                                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      3389 | NS      | $102313.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                             | Veritiv Corp                                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1561 | NS      | $195187.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                           | Interpublic Group of Cos Inc/The                         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      2471 | NS      | $90092.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services                            | Enterprise Financial Services Corp                       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2855 | NS      | $152228.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                                      | Carrier Global Corp                                      | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     16181 | NS      | $736720.93    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                    | DuPont de Nemours Inc                                    | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      9726 | NS      | $719237.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                  | First Financial Bancorp                                  | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      5769 | NS      | $146128.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                      | Kimberly-Clark Corp                                      | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1197 | NS      | $155621.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                          | Tyson Foods Inc                                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     13403 | NS      | $881247.25    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                       | United Rentals Inc                                       | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1878 | NS      | $828104.10    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                       | Mativ Holdings Inc                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      9090 | NS      | $250520.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                          | EMCOR Group Inc                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       556 | NS      | $82427.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust                            | KKR Real Estate Finance Trust Inc                        | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      6804 | NS      | $108387.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                   | Genworth Financial Inc                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     35912 | NS      | $198234.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                              | Heartland Financial USA Inc                              | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      2037 | NS      | $100770.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                           | Virtus Investment Partners Inc                           | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       730 | NS      | $156862.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                       | UFP Industries Inc                                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      4155 | NS      | $388700.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                            | Sempra Energy                                            | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3154 | NS      | $505680.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                              | Pediatrix Medical Group Inc                              | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9407 | NS      | $144397.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                            | M&T Bank Corp                                            | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      3360 | NS      | $524160.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                   | Arch Capital Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      5316 | NS      | $342084.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                        | General Mills Inc                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      3980 | NS      | $311872.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                     | Marten Transport Ltd                                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9604 | NS      | $212152.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                           | NRG Energy Inc                                           | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     12936 | NS      | $442669.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                           | Expeditors International of Washington Inc               | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6423 | NS      | $694647.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                             | Entergy Corp                                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      5933 | NS      | $642425.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                | Prosperity Bancshares Inc                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2265 | NS      | $171822.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                   | Patrick Industries Inc                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      3919 | NS      | $278131.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                    | Bath & Body Works Inc                                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      5861 | NS      | $269664.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                                | Olin Corp                                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      7775 | NS      | $502187.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                                     | Lockheed Martin Corp                                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       334 | NS      | $154728.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                           | Stewart Information Services Corp                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      5557 | NS      | $265457.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                    | Stifel Financial Corp                                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      4231 | NS      | $285211.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                              | Westrock Co                                              | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     11707 | NS      | $459382.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                               | Independent Bank Group Inc                               | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2327 | NS      | $142645.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                                 | Molson Coors Beverage Co                                 | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      4794 | NS      | $252068.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                        | RLJ Lodging Trust                                        | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $165924.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In                           | PennyMac Financial Services Inc                          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      4191 | NS      | $282557.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                               | Brady Corp                                               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2017 | NS      | $107848.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                              | FNB Corp/PA                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     12616 | NS      | $180030.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                         | First Busey Corp                                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      3842 | NS      | $91708.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                    | Truist Financial Corp                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     15512 | NS      | $766137.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                                           | Whirlpool Corp                                           | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1164 | NS      | $181106.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                         | Ryder System Inc                                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      4925 | NS      | $464969.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                 | Cohu Inc                                                 | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      4362 | NS      | $157380.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                           | Bank of New York Mellon Corp/The                         | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     14663 | NS      | $741507.91    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie                           | Alexandria Real Estate Equities Inc                      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      1115 | NS      | $179225.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                                 | PPL Corp                                                 | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     16681 | NS      | $493757.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                            | BlackRock Inc                                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       229 | NS      | $173859.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                          | Scholastic Corp                                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4814 | NS      | $212971.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                 | AT&T Inc                                                 | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     45320 | NS      | $923168.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                      | Virtu Financial Inc                                      | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      4654 | NS      | $89868.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                | American Assets Trust Inc                                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3584 | NS      | $102000.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                            | DR Horton Inc                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      9360 | NS      | $923738.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                             | Sylvamo Corp                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       959 | NS      | $45581.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                   | First Republic Bank/CA                                   | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      2738 | NS      | $385729.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                           | Eaton Corp PLC                                           | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |      1035 | NS      | $167887.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                               | NetApp Inc                                               | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     11113 | NS      | $736013.99    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                        | Atmos Energy Corp                                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      4349 | NS      | $511181.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                      | Allegiant Travel Co                                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      2056 | NS      | $176877.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                                      | TE Connectivity Ltd                                      | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |      5814 | NS      | $739250.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                 | Triton International Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5984 | NS      | $422709.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                               | Xenia Hotels & Resorts Inc                               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      3535 | NS      | $52671.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                             | Tapestry Inc                                             | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      4324 | NS      | $197044.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                              | United States Cellular Corp                              | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     11389 | NS      | $278574.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                               | Nelnet Inc                                               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2093 | NS      | $199860.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                      | Vulcan Materials Co                                      | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       928 | NS      | $170130.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                   | International Paper Co                                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     24093 | NS      | $1007569.26   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                       | ABM Industries Inc                                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      3147 | NS      | $147625.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                                | Greif Inc                                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4910 | NS      | $350721.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                                      | Williams-Sonoma Inc                                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      2865 | NS      | $386603.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities Corp                              | BNP Paribas Securities Corp                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |     25684 | PA      | $25683.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                          | Caterpillar Inc                                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1393 | NS      | $351439.97    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                      | Federal Signal Corp                                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1003 | NS      | $53409.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                 | United Bankshares Inc/WV                                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2033 | NS      | $81726.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                       | Equity Residential                                       | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     11313 | NS      | $720072.45    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                | Archer-Daniels-Midland Co                                | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      7189 | NS      | $595608.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                           | American Equity Investment Life Holding Co               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      7218 | NS      | $343937.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                               | Pinnacle West Capital Corp                               | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4331 | NS      | $322876.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                      | WSFS Financial Corp                                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1028 | NS      | $49662.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                         | WideOpenWest Inc                                         | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     26067 | NS      | $299509.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                      | Peabody Energy Corp                                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      8988 | NS      | $250675.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                              | Viatris Inc                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     29586 | NS      | $359765.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                             | Fortive Corp                                             | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      2529 | NS      | $172047.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                            | Coherent Corp                                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      7036 | NS      | $305362.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                           | BorgWarner Inc                                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      8181 | NS      | $386797.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                                      | Elevance Health Inc                                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       651 | NS      | $325493.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                                        | Lithia Motors Inc                                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2010 | NS      | $529032.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I                           | Air Transport Services Group Inc                         | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      9140 | NS      | $258753.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                                | Claros Mortgage Trust Inc                                | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |      9503 | NS      | $159080.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                            | United Community Banks Inc/GA                            | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2436 | NS      | $79267.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                              | Target Corp                                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2239 | NS      | $385421.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                            | LGI Homes Inc                                            | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2564 | NS      | $291911.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                 | HNI Corp                                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6682 | NS      | $212287.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                               | Intel Corp                                               | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     31568 | NS      | $892111.68    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                      | Gray Television Inc                                      | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     21221 | NS      | $275024.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                           | CBRE Group Inc                                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      8673 | NS      | $741628.23    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                            | Capitol Federal Financial Inc                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10981 | NS      | $91910.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                            | PRA Group Inc                                            | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      5624 | NS      | $226309.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                            | First American Financial Corp                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      6291 | NS      | $389224.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                               | Sabra Health Care REIT Inc                               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      6623 | NS      | $89410.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                  | Comfort Systems USA Inc                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       715 | NS      | $86543.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                        | Cisco Systems Inc                                        | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      7005 | NS      | $340933.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                          | Chemours Co/The                                          | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     10754 | NS      | $391338.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                           | SS&C Technologies Holdings Inc                           | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      9363 | NS      | $565057.05    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                            | Dillard's Inc                                            | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       588 | NS      | $231266.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                 | Ultra Clean Holdings Inc                                 | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1406 | NS      | $47311.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                          | Southern Co/The                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      4674 | NS      | $316336.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                       | Douglas Emmett Inc                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15750 | NS      | $263812.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                | Sally Beauty Holdings Inc                                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     11166 | NS      | $173966.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                  | ITT Inc                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1015 | NS      | $92963.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                  | Alexander & Baldwin Inc                                  | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2488 | NS      | $49809.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                | USANA Health Sciences Inc                                | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      2628 | NS      | $153580.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                           | Seacoast Banking Corp of Florida                         | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1494 | NS      | $47972.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings                            | Allison Transmission Holdings Inc                        | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      5937 | NS      | $267639.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                    | Vir Biotechnology Inc                                    | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16263 | NS      | $480571.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                      | Leidos Holdings Inc                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      3173 | NS      | $313619.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                              | Premier Inc                                              | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4707 | NS      | $157025.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                            | Huntsman Corp                                            | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     14979 | NS      | $474684.51    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                     | Cavco Industries Inc                                     | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $223524.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                              | TriMas Corp                                              | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      3424 | NS      | $105424.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                        | Hormel Foods Corp                                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      7327 | NS      | $331986.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                               | GrafTech International Ltd                               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     39910 | NS      | $261011.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                               | Diodes Inc                                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      4325 | NS      | $385746.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                                    | Mohawk Industries Inc                                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      3221 | NS      | $386713.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                            | Dime Community Bancshares Inc                            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4392 | NS      | $130969.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                                | Beacon Roofing Supply Inc                                | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      6238 | NS      | $354817.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                  | Valley National Bancorp                                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     21836 | NS      | $259411.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                   | Trinity Industries Inc                                   | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1576 | NS      | $45341.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                   | Cousins Properties Inc                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      3255 | NS      | $89252.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                               | AMETEK Inc                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1163 | NS      | $168541.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                              | Goldman Sachs Group Inc/The                              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1944 | NS      | $711134.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                           | Cognizant Technology Solutions Corp                      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     11671 | NS      | $779039.25    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                                   | Penn Entertainment Inc                                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11087 | NS      | $393034.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                             | Adtalem Global Education Inc                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1313 | NS      | $50130.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                         | Wells Fargo & Co                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     16165 | NS      | $757653.55    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                | Emergent BioSolutions Inc                                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     20107 | NS      | $265211.33    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                     | JELD-WEN Holding Inc                                     | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     19686 | NS      | $249027.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                      | Electronic Arts Inc                                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      1330 | NS      | $171144.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                                 | Fox Corp                                                 | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     27473 | NS      | $932433.62    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                             | LyondellBasell Industries NV                             | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |     10049 | NS      | $971637.81    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                   | Group 1 Automotive Inc                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1317 | NS      | $281640.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                             | Sanmina Corp                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2440 | NS      | $148669.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                              | Starwood Property Trust Inc                              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     17964 | NS      | $375267.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                           | BankUnited Inc                                           | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      5592 | NS      | $210482.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                              | Simmons First National Corp                              | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      6478 | NS      | $144524.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                  | Strategic Education Inc                                  | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      1213 | NS      | $113233.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                         | Campbell Soup Co                                         | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2863 | NS      | $148675.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                         | Hope Bancorp Inc                                         | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     14830 | NS      | $191158.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                   | Primoris Services Corp                                   | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     10823 | NS      | $287891.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                            | Ingevity Corp                                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1984 | NS      | $163560.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                               | Stanley Black & Decker Inc                               | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     11107 | NS      | $991966.17    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                               | Mondelez International Inc                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2438 | NS      | $159542.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                                | MGM Resorts International                                | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     19907 | NS      | $824348.87    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                               | H&E Equipment Services Inc                               | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      2092 | NS      | $106461.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                     | First Advantage Corp                                     | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      7307 | NS      | $101421.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                        | NorthWestern Corp                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      2356 | NS      | $133820.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                  | KB Home                                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      7456 | NS      | $286683.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                              | Ameren Corp                                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      5482 | NS      | $476221.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                           | Prestige Consumer Healthcare Inc                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1517 | NS      | $99757.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                       | BOK Financial Corp                                       | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |       793 | NS      | $79696.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                 | Dana Inc                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      6278 | NS      | $113882.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                      | Acadia Realty Trust                                      | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3247 | NS      | $50425.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                            | Annaly Capital Management Inc                            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     19526 | NS      | $458275.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                | Minerals Technologies Inc                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3129 | NS      | $217309.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                             | Vontier Corp                                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     12776 | NS      | $294231.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                     | Rush Enterprises Inc                                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      3634 | NS      | $195545.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                 | Green Brick Partners Inc                                 | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      9801 | NS      | $305791.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                | Teledyne Technologies Inc                                | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       835 | NS      | $354257.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                       | First Hawaiian Inc                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      1789 | NS      | $49090.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                     | Assured Guaranty Ltd                                     | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      3967 | NS      | $248334.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                                | Crocs Inc                                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      1518 | NS      | $184846.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                      | Emerson Electric Co                                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      3474 | NS      | $313424.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                              | Phillips 66                                              | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      8016 | NS      | $803764.32    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                      | Mr Cooper Group Inc                                      | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      5917 | NS      | $272122.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                         | Boise Cascade Co                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3458 | NS      | $259246.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                 | LKQ Corp                                                 | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     12497 | NS      | $736823.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                       | UMB Financial Corp                                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1971 | NS      | $177764.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                 | Winnebago Industries Inc                                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4506 | NS      | $286942.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                               | Evergy Inc                                               | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     10607 | NS      | $664528.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                    | Heartland Express Inc                                    | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     15480 | NS      | $260373.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                             | Assurant Inc                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |       658 | NS      | $87244.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                     | Commercial Metals Co                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      8522 | NS      | $462488.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                | Ball Corp                                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      6526 | NS      | $380074.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                       | Rithm Capital Corp                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     50381 | NS      | $474085.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                             | Huntington Bancshares Inc/OH                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     34570 | NS      | $524426.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                              | Popular Inc                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      4965 | NS      | $340797.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                               | Lazard Ltd                                               | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      4749 | NS      | $190339.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                          | PacWest Bancorp                                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     10347 | NS      | $286198.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                                     | Alaska Air Group Inc                                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1917 | NS      | $98418.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                       | Ingles Markets Inc                                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2462 | NS      | $233890.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I                           | AssetMark Financial Holdings Inc                         | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      4130 | NS      | $109610.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                              | Kohl's Corp                                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     16301 | NS      | $527663.37    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International                           | Johnson Controls International plc                       | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |      2539 | NS      | $176638.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                             | Citizens Financial Group Inc                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     16954 | NS      | $734447.28    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                        | Syneos Health Inc                                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      8977 | NS      | $322453.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                            | Robert Half International Inc                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2230 | NS      | $187230.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                               | Viasat Inc                                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      4417 | NS      | $152165.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                           | NewMarket Corp                                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       150 | NS      | $51676.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                         | Black Hills Corp                                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3511 | NS      | $254126.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                                  | XPO Inc                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     12364 | NS      | $492829.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                           | Albemarle Corp                                           | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      2248 | NS      | $632699.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                              | IDACORP Inc                                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       763 | NS      | $80733.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                               | Verizon Communications Inc                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     21176 | NS      | $880286.32    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                             | Amedisys Inc                                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       985 | NS      | $95210.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                | Stepan Co                                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1313 | NS      | $144219.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                               | Korn Ferry                                               | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      6505 | NS      | $351204.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                                      | Thor Industries Inc                                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5452 | NS      | $519739.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                 | Sandy Spring Bancorp Inc                                 | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5392 | NS      | $182249.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                       | Conagra Brands Inc                                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      4198 | NS      | $156123.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                                      | Silgan Holdings Inc                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      3176 | NS      | $171154.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                                      | Avery Dennison Corp                                      | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1844 | NS      | $349327.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                               | Capital One Financial Corp                               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8975 | NS      | $1068025.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                          | CVS Health Corp                                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1744 | NS      | $153855.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                           | Altice USA Inc                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     20649 | NS      | $101180.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                               | Charter Communications Inc                               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      1437 | NS      | $552253.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                    | Tenet Healthcare Corp                                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3375 | NS      | $185118.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                     | Veritex Holdings Inc                                     | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      4978 | NS      | $140130.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                               | Cigna Corp                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      1471 | NS      | $465821.57    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                            | Hub Group Inc                                            | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2390 | NS      | $203795.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                             | Medical Properties Trust Inc                             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     36949 | NS      | $478489.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                       | Meta Platforms Inc                                       | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6933 | NS      | $1032809.01   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                   | Lumen Technologies Inc                                   | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     78852 | NS      | $413973.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                             | Comerica Inc                                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2463 | NS      | $180562.53    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                            | International Bancshares Corp                            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2076 | NS      | $97302.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                 | Resideo Technologies Inc                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     14436 | NS      | $277604.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                      | Walker & Dunlop Inc                                      | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4196 | NS      | $400214.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                         | LendingClub Corp                                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     26985 | NS      | $261484.65    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                                    | Lumentum Holdings Inc                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1578 | NS      | $94964.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                    | Urban Edge Properties                                    | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6741 | NS      | $106170.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                        | Universal Corp/VA                                        | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3597 | NS      | $195568.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                    | Integer Holdings Corp                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       681 | NS      | $44816.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                            | Academy Sports & Outdoors Inc                            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6267 | NS      | $366118.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                           | LCI Industries                                           | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4452 | NS      | $499603.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                      | Equity Commonwealth                                      | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      1866 | NS      | $47620.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                              | Netflix Inc                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2264 | NS      | $801139.04    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                   | Cathay General Bancorp                                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      3427 | NS      | $150650.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                                     | Jacobs Solutions Inc                                     | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2779 | NS      | $343345.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                 | Gibraltar Industries Inc                                 | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2070 | NS      | $110889.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                         | FirstEnergy Corp                                         | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      7957 | NS      | $325839.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                      | Viavi Solutions Inc                                      | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      4434 | NS      | $50104.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                            | Medtronic PLC                                            | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      6272 | NS      | $524903.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                    | Micron Technology Inc                                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     16694 | NS      | $1006648.20   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                                | L3Harris Technologies Inc                                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       780 | NS      | $167559.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                         | TriNet Group Inc                                         | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      2428 | NS      | $183192.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                         | Henry Schein Inc                                         | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      2061 | NS      | $177555.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                           | Artisan Partners Asset Management Inc                    | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      3198 | NS      | $117750.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                     | Rent-A-Center Inc/TX                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2066 | NS      | $55554.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio                                 | MSILF Treasury Portfolio                                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |    591852 | NS      | $591851.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                           | PennyMac Mortgage Investment Trust                       | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3761 | NS      | $57355.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                        | Piper Sandler Cos                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       730 | NS      | $103733.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                                 | NCR Corp                                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      7033 | NS      | $192844.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                        | Helen of Troy Ltd                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $96822.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                               | CarMax Inc                                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5481 | NS      | $386136.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                     | SL Green Realty Corp                                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      2817 | NS      | $115919.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunstone Hotel Investors Inc                             | Sunstone Hotel Investors Inc                             | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     24583 | NS      | $270167.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                                  | VF Corp                                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     12088 | NS      | $374002.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                   | Eastern Bankshares Inc                                   | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      4772 | NS      | $77163.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                         | UniFirst Corp/MA                                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       242 | NS      | $48022.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                            | B&G Foods Inc                                            | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      4179 | NS      | $58589.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG Industries Inc                                       | PPG Industries Inc                                       | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      1292 | NS      | $168399.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                           | Installed Building Products Inc                          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1110 | NS      | $122199.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                   | Webster Financial Corp                                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1739 | NS      | $91558.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                              | Ecovyst Inc                                              | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15778 | NS      | $165511.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                           | Buckle Inc/The                                           | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      3083 | NS      | $135652.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                        | Andersons Inc/The                                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      6787 | NS      | $249625.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                               | Worthington Industries Inc                               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3822 | NS      | $217357.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                                   | CACI International Inc                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       548 | NS      | $168833.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                              | Cummins Inc                                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1378 | NS      | $343866.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                       | SEI Investments Co                                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      2824 | NS      | $176302.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                     | First Foundation Inc                                     | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     13257 | NS      | $205881.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                         | Weis Markets Inc                                         | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1699 | NS      | $146691.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                           | PBF Energy Inc                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     10093 | NS      | $423805.07    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                            | CoreCivic Inc                                            | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     20542 | NS      | $218566.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr                           | Corporate Office Properties Trust                        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      3662 | NS      | $102792.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                             | WesBanco Inc                                             | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3780 | NS      | $140502.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                     | Tri Pointe Homes Inc                                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12774 | NS      | $282177.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                            | Westlake Corp                                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      8137 | NS      | $998816.75    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                         | Skechers USA Inc                                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      7849 | NS      | $377929.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                         | Shutterstock Inc                                         | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       884 | NS      | $66538.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                             | Carter's Inc                                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1273 | NS      | $106130.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                                      | Global Payments Inc                                      | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3360 | NS      | $378739.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                               | Arcosa Inc                                               | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      2573 | NS      | $152501.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                                     | Vornado Realty Trust                                     | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11868 | NS      | $289460.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                                   | F5 Inc                                                   | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       574 | NS      | $84756.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                          | Alamo Group Inc                                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       671 | NS      | $104991.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                              | Avista Corp                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3153 | NS      | $125804.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                            | Universal Health Services Inc                            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      2337 | NS      | $346366.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      3705 | NS      | $208480.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                                | Lear Corp                                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1328 | NS      | $193595.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                       | Kilroy Realty Corp                                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      2129 | NS      | $87374.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                        | Middleby Corp/The                                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       615 | NS      | $95601.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                                         | HF Sinclair Corp                                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7932 | NS      | $451330.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                   | Franklin Resources Inc                                   | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     31628 | NS      | $986793.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                                    | Southwest Airlines Co                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     14477 | NS      | $517842.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                               | Loews Corp                                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      8356 | NS      | $513726.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                             | Reliance Steel & Aluminum Co                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2033 | NS      | $462405.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                           | PulteGroup Inc                                           | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9040 | NS      | $514285.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                            | Owens Corning                                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4825 | NS      | $466336.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr                           | Hartford Financial Services Group Inc/The                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      6428 | NS      | $498877.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                                  | NVR Inc                                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       145 | NS      | $764150.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                 | Bank OZK                                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      6165 | NS      | $281555.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                                 | Lennox International Inc                                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       344 | NS      | $89653.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                                     | Kyndryl Holdings Inc                                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      8542 | NS      | $114377.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                 | Moog Inc                                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1082 | NS      | $103136.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                                          | AZEK Co Inc/The                                          | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      2293 | NS      | $55330.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                        | General Motors Co                                        | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     24802 | NS      | $975214.64    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                             | Newmont Corp                                             | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     14142 | NS      | $748536.06    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                         | McGrath RentCorp                                         | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       472 | NS      | $46982.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                     | Global Net Lease Inc                                     | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     15113 | NS      | $225939.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                            | Principal Financial Group Inc                            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      5808 | NS      | $537530.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                           | JB Hunt Transport Services Inc                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2796 | NS      | $528583.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                               | ALLETE Inc                                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      3828 | NS      | $236800.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                         | MDC Holdings Inc                                         | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      7515 | NS      | $283766.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                       | J M Smucker Co/The                                       | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      2106 | NS      | $321796.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                              | Enovis Corp                                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1775 | NS      | $111736.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                      | Synchrony Financial                                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     25391 | NS      | $932611.43    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                   | FirstCash Holdings Inc                                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2842 | NS      | $261975.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                  | Dow Inc                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     16558 | NS      | $982717.30    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                           | Frontier Communications Parent Inc                       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12923 | NS      | $382650.03    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                                   | Howard Hughes Corp/The                                   | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      4309 | NS      | $368376.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                | Axis Capital Holdings Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3039 | NS      | $190150.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                      | Leggett & Platt Inc                                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      7663 | NS      | $280159.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                 | Granite Construction Inc                                 | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      2709 | NS      | $115349.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                         | BGC Partners Inc                                         | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     25196 | NS      | $109602.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                 | Wolverine World Wide Inc                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     21726 | NS      | $350440.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                              | Fresh Del Monte Produce Inc                              | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |      7254 | NS      | $207464.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                               | Dover Corp                                               | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3600 | NS      | $546588.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                                        | Levi Strauss & Co                                        | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      9007 | NS      | $165728.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding                           | Ollie's Bargain Outlet Holdings Inc                      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1758 | NS      | $96268.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                                     | WEC Energy Group Inc                                     | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      3559 | NS      | $334510.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                                    | Boston Properties Inc                                    | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      9877 | NS      | $736231.58    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                | Qorvo Inc                                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      2725 | NS      | $296098.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                     | JBG SMITH Properties                                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7365 | NS      | $148331.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories Int                           | Charles River Laboratories International Inc             | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1532 | NS      | $372659.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                     | LXP Industrial Trust                                     | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     23699 | NS      | $273723.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                   | T Rowe Price Group Inc                                   | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      6120 | NS      | $712796.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                      | American Express Co                                      | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1100 | NS      | $192423.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                                     | Pactiv Evergreen Inc                                     | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     20904 | NS      | $240605.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                         | Paramount Global                                         | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     49428 | NS      | $1144752.48   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                            | Hewlett Packard Enterprise Co                            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     52277 | NS      | $843228.01    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                          | Hillenbrand Inc                                          | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      2226 | NS      | $104310.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                     | BWX Technologies Inc                                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1417 | NS      | $86238.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor                           | Old Republic International Corp                          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     13635 | NS      | $359827.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                          | TJX Cos Inc/The                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2041 | NS      | $167076.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                                | GATX Corp                                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1548 | NS      | $177168.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                | ePlus Inc                                                | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      3157 | NS      | $157155.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                              | Hubbell Inc                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       351 | NS      | $80347.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                        | Toll Brothers Inc                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      8245 | NS      | $490495.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                    | Element Solutions Inc                                    | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      9051 | NS      | $185364.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                  | Century Communities Inc                                  | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      4748 | NS      | $290577.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                  | Pebblebrook Hotel Trust                                  | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      7094 | NS      | $116341.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                            | Timken Co/The                                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3495 | NS      | $287813.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                           | American International Group Inc                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     13193 | NS      | $834061.46    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                                    | Quest Diagnostics Inc                                    | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      4267 | NS      | $633564.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                        | Newmark Group Inc                                        | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29795 | NS      | $255343.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                               | Kellogg Co                                               | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      4685 | NS      | $321297.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                         | Zions Bancorp NA                                         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1675 | NS      | $89043.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                            | Synaptics Inc                                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2595 | NS      | $324452.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                        | DXC Technology Co                                        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     15532 | NS      | $446234.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                              | Moderna Inc                                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      4645 | NS      | $817798.70    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc                             | Walgreens Boots Alliance Inc                             | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     22332 | NS      | $823157.52    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                  | Physicians Realty Trust                                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     17067 | NS      | $270682.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                     | MGIC Investment Corp                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     31662 | NS      | $447067.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                           | Kennametal Inc                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      5810 | NS      | $165585.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                    | ESCO Technologies Inc                                    | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       532 | NS      | $52370.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                                   | Columbia Sportswear Co                                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1880 | NS      | $180292.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                              | Trimble Inc                                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      6601 | NS      | $383254.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                       | Avanos Medical Inc                                       | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5166 | NS      | $158286.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                           | Proto Labs Inc                                           | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      7441 | NS      | $227694.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                     | Western Union Co/The                                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     17935 | NS      | $254138.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                               | Ventas Inc                                               | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      3607 | NS      | $186878.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                                      | MKS Instruments Inc                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      3886 | NS      | $397615.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N                           | First Bancorp/Southern Pines NC                          | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1088 | NS      | $43356.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                 | Broadstone Net Lease Inc                                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     15235 | NS      | $275905.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                           | New York Community Bancorp Inc                           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     28717 | NS      | $286882.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                              | Exelon Corp                                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     15440 | NS      | $651413.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                             | Organon & Co                                             | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      5895 | NS      | $177616.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                             | HB Fuller Co                                             | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2299 | NS      | $158860.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                           | Omega Healthcare Investors Inc                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      8836 | NS      | $260131.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                          | NBT Bancorp Inc                                          | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1073 | NS      | $42179.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                           | Ziff Davis Inc                                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      4163 | NS      | $372505.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In                           | Fidelity National Financial Inc                          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      8753 | NS      | $385394.59    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                               | Macy's Inc                                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     19933 | NS      | $471016.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     14757 | NS      | $770610.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Co                           | Booz Allen Hamilton Holding Corp                         | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      1555 | NS      | $147165.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                  | BrightView Holdings Inc                                  | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     27572 | NS      | $219197.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                               | Biogen Inc                                               | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2410 | NS      | $701069.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                    | Dell Technologies Inc                                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      2047 | NS      | $83149.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                          | MillerKnoll Inc                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      9042 | NS      | $215922.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                         | Donaldson Co Inc                                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1398 | NS      | $87165.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                     | Urban Outfitters Inc                                     | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      9957 | NS      | $272722.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                | Aflac Inc                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      9278 | NS      | $681933.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                       | HCA Healthcare Inc                                       | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      2031 | NS      | $518047.17    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                        | GXO Logistics Inc                                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      3857 | NS      | $201836.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                   | Advance Auto Parts Inc                                   | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       560 | NS      | $85276.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                               | TransUnion                                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      2863 | NS      | $205420.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/                           | First Citizens BancShares Inc/NC                         | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       326 | NS      | $253523.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                               | Mueller Water Products Inc                               | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      4331 | NS      | $54787.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                     | Associated Banc-Corp                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      6054 | NS      | $135670.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                                | News Corp                                                | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      4523 | NS      | $91635.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                                  | Akamai Technologies Inc                                  | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      3959 | NS      | $352153.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                               | Southwest Gas Holdings Inc                               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3991 | NS      | $267117.63    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                    | US Foods Holding Corp                                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      2420 | NS      | $92274.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                         | Under Armour Inc                                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     16205 | NS      | $200779.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                  | Insight Enterprises Inc                                  | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       947 | NS      | $106745.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                       | Ally Financial Inc                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     13468 | NS      | $437575.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                           | PriceSmart Inc                                           | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1563 | NS      | $116146.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                                | Park Hotels & Resorts Inc                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     20947 | NS      | $308130.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                       | Walt Disney Co/The                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1870 | NS      | $202876.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                     | First Merchants Corp                                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      2310 | NS      | $98498.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                             | Northwest Natural Holding Co                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      2937 | NS      | $147261.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                            | Martin Marietta Materials Inc                            | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       987 | NS      | $354964.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                            | DTE Energy Co                                            | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      2840 | NS      | $330490.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                                       | Kraft Heinz Co/The                                       | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      3991 | NS      | $161755.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Manag                           | Apartment Investment and Management Co                   | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |     33352 | NS      | $250473.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                       | Steel Dynamics Inc                                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8540 | NS      | $1030265.60   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                              | Invesco Ltd                                              | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     22880 | NS      | $423508.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                   | Trane Technologies PLC                                   | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       967 | NS      | $173209.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                                       | Regal Rexnord Corp                                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      2058 | NS      | $286473.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                              | SkyWest Inc                                              | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     14383 | NS      | $298591.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd                                                | Bunge Ltd                                                | CUSIP: 000000000<br>LEI: 5493007M0RIN8HY3MM77 | Long             | EC               | CORP              | US        |      8363 | NS      | $828773.30    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                              | Lennar Corp                                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      9219 | NS      | $944025.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                               | PACCAR Inc                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      6744 | NS      | $737186.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                              | Raymond James Financial Inc                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1521 | NS      | $171523.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                   | Marcus & Millichap Inc                                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      5514 | NS      | $199827.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                      | Ladder Capital Corp                                      | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     18922 | NS      | $211926.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                         | Malibu Boats Inc                                         | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3564 | NS      | $215942.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                               | Apartment Income REIT Corp                               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11997 | NS      | $459005.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                                   | Victoria's Secret & Co                                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      3907 | NS      | $164680.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                             | Teleflex Inc                                             | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       330 | NS      | $80328.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                        | TTEC Holdings Inc                                        | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      1865 | NS      | $94816.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                          | Ross Stores Inc                                          | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1400 | NS      | $165466.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                                 | UGI Corp                                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     11104 | NS      | $442272.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                  | Wintrust Financial Corp                                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1948 | NS      | $178183.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                        | Omnicom Group Inc                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1992 | NS      | $171292.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                               | Humana Inc                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       317 | NS      | $162208.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                  | Central Garden & Pet Co                                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      5306 | NS      | $210276.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                   | Hillman Solutions Corp                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6463 | NS      | $62044.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                            | Goodyear Tire & Rubber Co/The                            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     40553 | NS      | $456221.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                               | Garmin Ltd                                               | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      5281 | NS      | $522185.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                               | Terex Corp                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2223 | NS      | $113306.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                    | Fulton Financial Corp                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      5644 | NS      | $94424.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                   | Laureate Education Inc                                   | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      4844 | NS      | $53187.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                 | Towne Bank/Portsmouth VA                                 | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      3080 | NS      | $93847.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                          | T-Mobile US Inc                                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      1161 | NS      | $173348.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                             | Centene Corp                                             | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      4070 | NS      | $310296.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                | Healthpeak Properties Inc                                | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     19443 | NS      | $534293.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                 | United Natural Foods Inc                                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      4908 | NS      | $204270.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                             | Topgolf Callaway Brands Corp                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     16673 | NS      | $408321.77    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3635 | NS      | $508754.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                                   | CenterPoint Energy Inc                                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     22257 | NS      | $670380.84    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                                        | U-Haul Holding Co                                        | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      5471 | NS      | $366721.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                             | Hain Celestial Group Inc/The                             | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      5871 | NS      | $120472.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                           | PNC Financial Services Group Inc/The                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      3086 | NS      | $510516.98    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                         | StoneX Group Inc                                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       489 | NS      | $42973.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                    | Travelers Cos Inc/The                                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1780 | NS      | $340193.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                           | Air Lease Corp                                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      8571 | NS      | $385437.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                        | DISH Network Corp                                        | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     29317 | NS      | $421871.63    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                           | Pinnacle Financial Partners Inc                          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3365 | NS      | $264926.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                 | Northwest Bancshares Inc                                 | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3333 | NS      | $47128.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                  | EnerSys                                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       631 | NS      | $52385.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                              | Gap Inc/The                                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     14596 | NS      | $198067.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                          | CMS Energy Corp                                          | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      7697 | NS      | $486373.43    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                             | Select Medical Holdings Corp                             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3315 | NS      | $96367.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                               | Alight Inc                                               | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     19694 | NS      | $184926.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                     | Summit Materials Inc                                     | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      6692 | NS      | $219899.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                           | Telephone and Data Systems Inc                           | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22638 | NS      | $302670.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                    | Carlyle Group Inc/The                                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     27961 | NS      | $1005757.17   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                     | Edison International                                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      7662 | NS      | $527911.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                          | OSI Systems Inc                                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1758 | NS      | $166500.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                         | Radian Group Inc                                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     21584 | NS      | $477006.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                  | Advantage Solutions Inc                                  | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114167 | NS      | $295692.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                                  | MDU Resources Group Inc                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5427 | NS      | $167748.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                           | Marriott Vacations Worldwide Corp                        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1223 | NS      | $195728.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                   | Schneider National Inc                                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     10148 | NS      | $268922.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                               | Tennant Co                                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       757 | NS      | $53088.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                               | Vishay Intertechnology Inc                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      8807 | NS      | $201592.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                 | Southside Bancshares Inc                                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2639 | NS      | $99965.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                             | Evercore Inc                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3019 | NS      | $391896.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                     | Deckers Outdoor Corp                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       206 | NS      | $88060.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                                   | Jones Lang LaSalle Inc                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2066 | NS      | $381941.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                              | Polaris Inc                                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1630 | NS      | $187189.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                              | Discover Financial Services                              | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      8528 | NS      | $995473.44    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                             | Teradyne Inc                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      3821 | NS      | $388595.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                          | Hanesbrands Inc                                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     38831 | NS      | $327733.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                          | Foot Locker Inc                                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      6284 | NS      | $273416.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                               | Casey's General Stores Inc                               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       734 | NS      | $173157.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                    | John Wiley & Sons Inc                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3490 | NS      | $159842.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou                           | Public Service Enterprise Group Inc                      | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2652 | NS      | $164238.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                                     | Align Technology Inc                                     | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       770 | NS      | $207692.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol                           | Westinghouse Air Brake Technologies Corp                 | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      3344 | NS      | $347140.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                              | Textron Inc                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      6885 | NS      | $501572.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                  | Herbalife Nutrition Ltd                                  | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |      9395 | NS      | $165070.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                              | Gentex Corp                                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      6038 | NS      | $178181.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                     | Western Digital Corp                                     | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     26445 | NS      | $1162257.75   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                        | Acuity Brands Inc                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1491 | NS      | $281083.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                         | Duke Energy Corp                                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4733 | NS      | $484895.85    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                              | Columbia Banking System Inc                              | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4640 | NS      | $143422.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                        | ProAssurance Corp                                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2667 | NS      | $51713.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                   | Permian Resources Corp                                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     25262 | NS      | $274597.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                      | Fifth Third Bancorp                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     14856 | NS      | $539124.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                            | Empire State Realty Trust Inc                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      6913 | NS      | $57654.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                               | DaVita Inc                                               | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2205 | NS      | $181669.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                            | American Eagle Outfitters Inc                            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     10014 | NS      | $161625.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol                           | Laboratory Corp of America Holdings                      | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      3543 | NS      | $893261.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                     | Hancock Whitney Corp                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      5104 | NS      | $262753.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                                      | Dollar General Corp                                      | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       660 | NS      | $154176.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                                    | Arrow Electronics Inc                                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3936 | NS      | $462440.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                             | Bread Financial Holdings Inc                             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      6306 | NS      | $258735.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                                        | Newell Brands Inc                                        | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     25175 | NS      | $401793.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                    | ICF International Inc                                    | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       470 | NS      | $48029.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                              | Penske Automotive Group Inc                              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      2865 | NS      | $366204.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries                            | Huntington Ingalls Industries Inc                        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       714 | NS      | $157465.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                               | Matson Inc                                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      6585 | NS      | $435400.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc                             | SiteOne Landscape Supply Inc                             | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       702 | NS      | $106360.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                      | PGT Innovations Inc                                      | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     10578 | NS      | $229542.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                             | Portland General Electric Co                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      5040 | NS      | $239803.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                                | iStar Inc                                                | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     31123 | NS      | $288821.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                | PG&E Corp                                                | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     41050 | NS      | $652695.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                               | DiamondRock Hospitality Co                               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     23196 | NS      | $223377.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                          | Best Buy Co Inc                                          | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      6077 | NS      | $539151.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                        | Vista Outdoor Inc                                        | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      9744 | NS      | $285986.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                            | TopBuild Corp                                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2104 | NS      | $420926.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                  | NOW Inc                                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     11007 | NS      | $154538.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                     | OneMain Holdings Inc                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     12357 | NS      | $533080.98    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                                | OceanFirst Financial Corp                                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6578 | NS      | $157345.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                             | MSC Industrial Direct Co Inc                             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      3023 | NS      | $250002.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                  | ADT Inc                                                  | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9076 | NS      | $79778.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                             | Arconic Corp                                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      4489 | NS      | $105536.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                               | Sunrun Inc                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      6854 | NS      | $180123.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                              | Snap-on Inc                                              | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1081 | NS      | $268877.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                         | TriCo Bancshares                                         | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $46202.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                                      | Eastman Chemical Co                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     10245 | NS      | $903301.65    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                            | O-I Glass Inc                                            | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11465 | NS      | $220701.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                               | Hasbro Inc                                               | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      2699 | NS      | $159699.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                             | Archrock Inc                                             | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     15567 | NS      | $154268.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                       | Sonoco Products Co                                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      4068 | NS      | $248595.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                                 | United States Steel Corp                                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     16431 | NS      | $468119.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                         | EPAM Systems Inc                                         | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       496 | NS      | $164994.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                                | Avnet Inc                                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      9899 | NS      | $454166.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                      | Signet Jewelers Ltd                                      | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      2794 | NS      | $214607.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I                           | Piedmont Office Realty Trust Inc                         | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20717 | NS      | $219600.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                                 | Elanco Animal Health Inc                                 | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     13473 | NS      | $184984.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                             | Comcast Corp                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     13938 | NS      | $548460.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                           | American Electric Power Co Inc                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |      5133 | NS      | $482296.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                                        | Ralph Lauren Corp                                        | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      1558 | NS      | $192958.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                            | Kroger Co/The                                            | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     14973 | NS      | $668244.99    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                        | Eversource Energy                                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      5814 | NS      | $478666.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                       | IPG Photonics Corp                                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      2609 | NS      | $292468.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                           | NexPoint Residential Trust Inc                           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      1071 | NS      | $54085.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                   | Home BancShares Inc/AR                                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3612 | NS      | $86218.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                      | Bloomin' Brands Inc                                      | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      4721 | NS      | $114484.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                     | Juniper Networks Inc                                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2576 | NS      | $83204.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                               | Sprouts Farmers Market Inc                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      4319 | NS      | $137992.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                   | Synovus Financial Corp                                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      6577 | NS      | $275905.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                    | General Dynamics Corp                                    | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1345 | NS      | $313465.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                               | Unum Group                                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      8026 | NS      | $337332.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                              | Plexus Corp                                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       453 | NS      | $43483.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                               | Raytheon Technologies Corp                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1610 | NS      | $160758.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                           | Atlantic Union Bankshares Corp                           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2703 | NS      | $104579.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                              | New York Mortgage Trust Inc                              | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     18202 | NS      | $56790.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                   | HP Inc                                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     18140 | NS      | $528599.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                           | Green Dot Corp                                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12008 | NS      | $217104.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                            | National Health Investors Inc                            | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       892 | NS      | $52476.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                              | Trinseo PLC                                              | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |      8365 | NS      | $232128.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                        | FB Financial Corp                                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1289 | NS      | $48414.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                              | John Bean Technologies Corp                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       901 | NS      | $100668.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** First Trust Exchange-Traded AlphaDEX Fund

**Signature:** Donald P. Swade

**Name of Signer:** Donald P. Swade

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer