# EDGAR Filing Document

**Accession Number:** 0000945908
**File Stem:** 0001752724-23-066249
**Filing Date:** 2023-3
**Character Count:** 146594
**Document Hash:** d742767a5d5143de2c0ead5132297d89
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066249.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066249

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY COVINGTON TRUST
- **CENTRAL INDEX KEY:** 0000945908
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07319
- **FILM NUMBER:** 23761838

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

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

## Series and Classes Contracts Data

### Fidelity MSCI Financials Index ETF (Series ID: S000042574)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000131666 | Fidelity MSCI Financials Index ETF | FNCL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** FIDELITY COVINGTON TRUST

- **b. Investment Company Act file number:** 811-07319

- **c. CIK number of Registrant:** 0000945908

- **d. LEI of Registrant:** 549300JFYFTF85QAQR28

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

  - **Street Address 1:** 245 SUMMER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity MSCI Financials Index ETF

- **b. EDGAR series identifier (if any):** S000042574

- **c. LEI of Series:** 549300SRWT16HXDPN049

**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:** $1582296647.50

**Total Liabilities:** $110602.72

**Net Assets:** $1582186044.78

**Cash Not Reported:** $122840.66

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131666 | 6.19%                | -5.87%               | 7.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3188877.44              | $88384459.07                               |
| Month 2  | $3138857.33              | $-102872282.33                             |
| Month 3  | $12213648.50             | $100760459.90                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Discover Financial Services                             | Discover Financial Services                                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     88670 | NS      | $10350449.10  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                | United Bankshares Inc/WV                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     46109 | NS      | $1853581.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                           | Dime Community Bancshares Inc                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11321 | NS      | $337592.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                   | Equity Bancshares Inc                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      4661 | NS      | $139130.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                 | Stock Yards Bancorp Inc                                    | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     10046 | NS      | $602358.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                          | HomeStreet Inc                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4501 | NS      | $124092.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PennyMac Financial Services Inc                            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     14903 | NS      | $1004760.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | First BanCorp/Puerto Rico                                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     58766 | NS      | $790402.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                         | LendingTree Inc                                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      3818 | NS      | $151421.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                  | Equitable Holdings Inc                                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    121807 | NS      | $3906350.49   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                          | BancFirst Corp                                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      5941 | NS      | $511698.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                            | Assurant Inc                                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     17893 | NS      | $2372432.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                         | First Interstate BancSystem Inc                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     30037 | NS      | $1077727.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                | Bank OZK                                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     39818 | NS      | $1818488.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                           | BlackRock Inc                                              | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     48990 | NS      | $37193697.90  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                      | Byline Bancorp Inc                                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      8211 | NS      | $203632.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                       | Piper Sandler Cos                                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      5900 | NS      | $838390.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                       | Donegal Group Inc                                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5830 | NS      | $88499.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | Mercantile Bank Corp                                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      5700 | NS      | $195681.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | Hanmi Financial Corp                                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      5332 | NS      | $124182.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc                         | Fidelity National Financial Inc                            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     85214 | NS      | $3751972.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                   | Stifel Financial Corp                                      | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     34395 | NS      | $2318566.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                             | Simmons First National Corp                                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     38618 | NS      | $861567.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     47224 | NS      | $895839.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                              | Safety Insurance Group Inc                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      3885 | NS      | $327855.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     42976 | NS      | $3150570.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                              | ServisFirst Bancshares Inc                                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15830 | NS      | $1079289.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                                | MSCI Inc                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     26125 | NS      | $13887005.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    189953 | NS      | $25900091.55  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | Live Oak Bancshares Inc                                    | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11322 | NS      | $387552.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                                     | Luther Burbank Corp                                        | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      6202 | NS      | $72811.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | Eastern Bankshares Inc                                     | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     52941 | NS      | $856055.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                            | Evercore Inc                                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     12398 | NS      | $1609384.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                   | Jackson Financial Inc                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     16897 | NS      | $744143.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                    | Mercury General Corp                                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9417 | NS      | $336469.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                       | Brightsphere Investment Group Inc                          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     11322 | NS      | $265500.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                           | International Bancshares Corp                              | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     18177 | NS      | $851955.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                           | Franklin BSP Realty Trust Inc                              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     26606 | NS      | $385787.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                 | Old National Bancorp/IN                                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     95855 | NS      | $1677462.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                  | Pathward Financial Inc                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      7628 | NS      | $378501.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                     | Virtu Financial Inc                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     28485 | NS      | $550045.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                  | Univest Financial Corp                                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     10940 | NS      | $297021.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                  | Nicolet Bankshares Inc                                     | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4309 | NS      | $314083.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                             | New York Mortgage Trust Inc                                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |    120441 | NS      | $375775.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                           | AMERISAFE Inc                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6467 | NS      | $356202.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                         | NBT Bancorp Inc                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11425 | NS      | $449116.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1232848 | NS      | $57783585.76  | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                     | Northern Trust Corp                                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     64261 | NS      | $6231389.17   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                  | FirstCash Holdings Inc                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13044 | NS      | $1202395.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                       | Hamilton Lane Inc                                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     11916 | NS      | $927779.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp                                    | AGNC Investment Corp                                       | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |    169684 | NS      | $1968334.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                                | MarketAxess Holdings Inc                                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     12196 | NS      | $4437514.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                           | Interactive Brokers Group Inc                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     31594 | NS      | $2525624.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                        | Reinsurance Group of America Inc                           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     21741 | NS      | $3299631.57   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                    | First Merchants Corp                                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     19301 | NS      | $822994.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                     | Walker & Dunlop Inc                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10482 | NS      | $999773.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                     | Cannae Holdings Inc                                        | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     24387 | NS      | $596018.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                           | Southern Missouri Bancorp Inc                              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $116401.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                       | Redwood Trust Inc                                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     40129 | NS      | $335478.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                       | Cambridge Bancorp                                          | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2206 | NS      | $176480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                   | Customers Bancorp Inc                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     10986 | NS      | $333644.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                  | ConnectOne Bancorp Inc                                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     12401 | NS      | $294771.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                             | OFG Bancorp                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     13258 | NS      | $375333.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                             | Ryan Specialty Holdings Inc                                | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27356 | NS      | $1165912.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                   | Artisan Partners Asset Management Inc                      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     21877 | NS      | $805511.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                      | Ready Capital Corp                                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     35832 | NS      | $474057.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                    | Tradeweb Markets Inc                                       | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34858 | NS      | $2598315.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                             | ARMOUR Residential REIT Inc                                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     37862 | NS      | $237773.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                           | Primerica Inc                                              | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     12154 | NS      | $1965909.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                     | Hingham Institution For Savings The                        | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       501 | NS      | $146462.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                       | Diamond Hill Investment Group Inc                          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1049 | NS      | $197663.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                                    | Everest Re Group Ltd                                       | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |     12791 | NS      | $4472884.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                              | Great Southern Bancorp Inc                                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      3977 | NS      | $232415.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                      | Park National Corp                                         | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      5526 | NS      | $692131.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                        | Universal Insurance Holdings Inc                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      9570 | NS      | $121921.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                       | KKR Real Estate Finance Trust Inc                          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     17136 | NS      | $272976.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | Columbia Banking System Inc                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26291 | NS      | $812654.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS Financial Corp                                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     20473 | NS      | $989050.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                  | Arch Capital Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |    119819 | NS      | $7710352.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                               | OceanFirst Financial Corp                                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19202 | NS      | $459311.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                                    | Lakeland Bancorp Inc                                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     21998 | NS      | $423901.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                      | SmartFinancial Inc                                         | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4268 | NS      | $115107.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                           | First American Financial Corp                              | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     33817 | NS      | $2092257.79   | 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        |    228758 | NS      | $2285292.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    629271 | NS      | $32860531.62  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                               | Chubb Ltd                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |    135718 | NS      | $30874487.82  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                           | Affiliated Managers Group Inc                              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     12415 | NS      | $2144567.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                    | Associated Banc-Corp                                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     50788 | NS      | $1138159.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                       | MFA Financial Inc                                          | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     29872 | NS      | $355178.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                      | Cohen & Steers Inc                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      8874 | NS      | $651972.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                    | PNC Financial Services Group Inc/The                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    133168 | NS      | $22029982.24  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                            | Bread Financial Holdings Inc                               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3086 | NS      | $126618.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                               | Prosperity Bancshares Inc                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29617 | NS      | $2246745.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                            | Broadmark Realty Capital Inc                               | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               |  | US        |     44923 | NS      | $196762.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                     | SVB Financial Group                                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     19277 | NS      | $5830135.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                         | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    175031 | NS      | $4328516.63   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                             | Invesco Ltd                                                | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |    110756 | NS      | $2050093.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                | First Mid Bancshares Inc                                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6979 | NS      | $224235.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                            | Moody's Corp                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     53600 | NS      | $17299400.00  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Holding Corp/NV                                 | Freedom Holding Corp/NV                                    | CUSIP: 356390104<br>LEI: 254900RKI81EPUJ3RW71 | Long             | EC               | CORP              | US        |      5740 | NS      | $369656.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                              | Amalgamated Financial Corp                                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $119340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                        | Hope Bancorp Inc                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     32600 | NS      | $420214.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                   | Truist Financial Corp                                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    430643 | NS      | $21269457.77  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                   | Triumph Financial Inc                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      8105 | NS      | $451691.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                            | Huntington Bancshares Inc/OH                               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    468142 | NS      | $7101714.14   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                | Southside Bancshares Inc                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     10862 | NS      | $411452.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | First Commonwealth Financial Corp                          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     21144 | NS      | $311028.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                           | CME Group Inc                                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    116726 | NS      | $20620815.16  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                               | Brighthouse Financial Inc                                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     23578 | NS      | $1326734.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                   | World Acceptance Corp                                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1145 | NS      | $109599.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                    | MGIC Investment Corp                                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    103849 | NS      | $1466347.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                            | Victory Capital Holdings Inc                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      5881 | NS      | $174312.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | Community Bank System Inc                                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     17089 | NS      | $986206.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                  | Synovus Financial Corp                                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     48042 | NS      | $2015361.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO Financial Group Inc                                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     38965 | NS      | $1003738.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                          | James River Group Holdings Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13097 | NS      | $296778.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                          | Trustmark Corp                                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     19551 | NS      | $569325.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                          | Ameris Bancorp                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     23084 | NS      | $1088641.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                                    | Blue Owl Capital Inc                                       | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81418 | NS      | $1024238.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     52735 | NS      | $1868401.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                             | Kemper Corp                                                | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     21000 | NS      | $1233330.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                | Kearny Financial Corp/MD                                   | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20959 | NS      | $196595.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                    | TrustCo Bank Corp NY                                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4098 | NS      | $147159.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                   | Carlyle Group Inc/The                                      | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     64517 | NS      | $2320676.49   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                 | Wintrust Financial Corp                                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     19951 | NS      | $1824917.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                      | Axos Financial Inc                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     18512 | NS      | $890797.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                          | First Financial Bankshares Inc                             | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     44369 | NS      | $1580423.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                             | Raymond James Financial Inc                                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     63053 | NS      | $7110486.81   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                        | StoneX Group Inc                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      5782 | NS      | $508122.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                 | Silvergate Capital Corp                                    | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |     10300 | NS      | $146672.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                 | First Financial Bancorp                                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     23110 | NS      | $585376.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                        | LendingClub Corp                                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     33961 | NS      | $329082.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                      | First Hawaiian Inc                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     42708 | NS      | $1171907.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                       | State Street Corp                                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    119331 | NS      | $10898500.23  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                  | Banc of California Inc                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     21135 | NS      | $368171.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                | Atlanticus Holdings Corp                                   | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1633 | NS      | $53072.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | Horizon Bancorp Inc/IN                                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     12952 | NS      | $202569.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                            | Lemonade Inc                                               | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     14621 | NS      | $238029.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                | Western Alliance Bancorp                                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     35304 | NS      | $2660862.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                               | Ambac Financial Group Inc                                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     14640 | NS      | $243902.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                       | Five Star Bancorp                                          | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      3159 | NS      | $85166.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SouthState Corp                                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     24835 | NS      | $1976866.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                | Independent Bank Corp/MI                                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8010 | NS      | $177581.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                    | First Foundation Inc                                       | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     17055 | NS      | $264864.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                              | EZCORP Inc                                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     17427 | NS      | $158759.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                              | Nelnet Inc                                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4822 | NS      | $460452.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                      | Houlihan Lokey Inc                                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     16217 | NS      | $1606618.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                           | Intercontinental Exchange Inc                              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    181283 | NS      | $19496986.65  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                      | Origin Bancorp Inc                                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      7697 | NS      | $288637.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                      | UMB Financial Corp                                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     15170 | NS      | $1368182.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                        | Enstar Group Ltd                                           | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      3659 | NS      | $886575.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                        | Zions Bancorp NA                                           | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     49434 | NS      | $2627911.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                | Willis Towers Watson PLC                                   | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     35703 | NS      | $9075345.57   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                              | Farmers National Banc Corp                                 | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10474 | NS      | $150616.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    302739 | NS      | $5809561.41   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                 | Lakeland Financial Corp                                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8898 | NS      | $629177.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty Inc                                             | Hagerty Inc                                                | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $74958.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BankUnited Inc                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     24507 | NS      | $922443.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                            | WesBanco Inc                                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19374 | NS      | $720131.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc               | Apollo Commercial Real Estate Finance Inc                  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     44237 | NS      | $538364.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp                                       | UWM Holdings Corp                                          | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28457 | NS      | $130333.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                         | First Bancorp/Southern Pines NC                            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12741 | NS      | $507728.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                              | South Plains Financial Inc                                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      3478 | NS      | $97731.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                           | M&T Bank Corp                                              | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     57008 | NS      | $8893248.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                        | W R Berkley Corp                                           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     68878 | NS      | $4831102.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp                                      | TFS Financial Corp                                         | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19142 | NS      | $272773.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                            | Invesco Mortgage Capital Inc                               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |     10802 | NS      | $158681.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                              | Horace Mann Educators Corp                                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     10908 | NS      | $388433.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                            | Compass Diversified Holdings                               | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     21138 | NS      | $471800.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                         | Bank First Corp                                            | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2786 | NS      | $222489.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                         | Bancorp Inc/The                                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17783 | NS      | $603377.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    162147 | NS      | $28361131.77  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                           | Principal Financial Group Inc                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     81802 | NS      | $7570775.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                          | WisdomTree Inc                                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     37147 | NS      | $213966.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                      | BOK Financial Corp                                         | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     10098 | NS      | $1014849.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                             | Two Harbors Investment Corp                                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     27892 | NS      | $500382.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                    | Ares Management Corp                                       | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     50202 | NS      | $4166263.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                   | Bar Harbor Bankshares                                      | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5344 | NS      | $166038.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                      | Rithm Capital Corp                                         | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |    152483 | NS      | $1434865.03   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                 | Flushing Financial Corp                                    | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10880 | NS      | $208787.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                  | Franklin Resources Inc                                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     96775 | NS      | $3019380.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                               | Axis Capital Holdings Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     27540 | NS      | $1723177.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                    | Hilltop Holdings Inc                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     17506 | NS      | $572446.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                           | Selective Insurance Group Inc                              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     19723 | NS      | $1873685.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                        | PJT Partners Inc                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      7536 | NS      | $603106.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                         | American Financial Group Inc/OH                            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     24343 | NS      | $3471068.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                    | Assured Guaranty Ltd                                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     19611 | NS      | $1227648.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                      | PennyMac Mortgage Investment Trust                         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     29513 | NS      | $450073.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                       | FB Financial Corp                                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     12173 | NS      | $457217.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                           | HCI Group Inc                                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      2562 | NS      | $128638.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                  | First Republic Bank/CA                                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     59651 | NS      | $8403632.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                              | Bridgewater Bancshares Inc                                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      6236 | NS      | $97032.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                | RLI Corp                                                   | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     13337 | NS      | $1766485.65   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                  | Old Second Bancorp Inc                                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     12933 | NS      | $219731.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                                  | Berkshire Hathaway Inc                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    423091 | NS      | $131801308.32 | 8.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                             | Markel Corp                                                | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      4394 | NS      | $6191058.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                               | Janus Henderson Group PLC                                  | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     46661 | NS      | $1209453.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                         | National Western Life Group Inc                            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       896 | NS      | $248012.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                        | First Busey Corp                                           | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     17024 | NS      | $406362.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      3929 | NS      | $3055504.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                    | OneMain Holdings Inc                                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     38699 | NS      | $1669474.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                                  | Premier Financial Corp                                     | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12832 | NS      | $321056.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                             | Starwood Property Trust Inc                                | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |    100517 | NS      | $2099800.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                     | Ladder Capital Corp                                        | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |     38115 | NS      | $426888.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                 | Tompkins Financial Corp                                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      4386 | NS      | $330397.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                        | Essent Group Ltd                                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     35753 | NS      | $1574204.59   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                             | German American Bancorp Inc                                | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10205 | NS      | $393096.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                 | Ellington Financial Inc                                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     18725 | NS      | $257094.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                  | Home BancShares Inc/AR                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64731 | NS      | $1545128.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                         | SiriusPoint Ltd                                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     28968 | NS      | $219867.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                             | Popular Inc                                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     24803 | NS      | $1702477.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                     | Amerant Bancorp Inc                                        | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      8631 | NS      | $240287.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2350993 | NS      | $83413231.64  | 5.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HarborOne Bancorp Inc                                      | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     16483 | NS      | $224828.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                              | Unum Group                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     64877 | NS      | $2726780.31   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies Inc                                   | SoFi Technologies Inc                                      | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    196844 | NS      | $1364128.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | Veritex Holdings Inc                                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     16888 | NS      | $475397.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                             | Community Trust Bancorp Inc                                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6212 | NS      | $267612.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | Towne Bank/Portsmouth VA                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     22419 | NS      | $683106.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                       | Eagle Bancorp Inc                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      8114 | NS      | $385333.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                              | Heritage Financial Corp/WA                                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7803 | NS      | $222619.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    458521 | NS      | $22834345.80  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                             | Heartland Financial USA Inc                                | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     13770 | NS      | $681201.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                        | NMI Holdings Inc                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     27312 | NS      | $634457.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantax Inc                                             | Avantax Inc                                                | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     13741 | NS      | $400412.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                              | Independent Bank Group Inc                                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12789 | NS      | $783965.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                           | BRP Group Inc                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19852 | NS      | $568759.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | United Community Banks Inc/GA                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     36087 | NS      | $1174270.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                        | Granite Point Mortgage Trust Inc                           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |     17446 | NS      | $116539.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                          | Green Dot Corp                                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16591 | NS      | $299965.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                    | Arrow Financial Corp                                       | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      6447 | NS      | $212170.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                            | Washington Trust Bancorp Inc                               | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      6315 | NS      | $270092.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | Stewart Information Services Corp                          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      7616 | NS      | $363816.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | Peapack-Gladstone Financial Corp                           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      6089 | NS      | $225841.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                      | Enterprise Financial Services Corp                         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     12480 | NS      | $665433.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                | Waterstone Financial Inc                                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      7255 | NS      | $116805.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                             | Banner Corp                                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8650 | NS      | $560779.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     53956 | NS      | $1192427.60   | 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        |     46245 | NS      | $3631157.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                         | Pinnacle Financial Partners Inc                            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     25078 | NS      | $1974390.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                       | Dynex Capital Inc                                          | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |     14825 | NS      | $213628.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                         | City Holding Co                                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3499 | NS      | $331670.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    157573 | NS      | $5787656.29   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                  | Employers Holdings Inc                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6139 | NS      | $269317.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                | MBIA Inc                                                   | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     14925 | NS      | $194174.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                  | Heritage Commerce Corp                                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     21556 | NS      | $261258.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                            | Apollo Global Management Inc                               | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129742 | NS      | $9183138.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                   | Bank of Marin Bancorp                                      | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6218 | NS      | $189462.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                | SLM Corp                                                   | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82967 | NS      | $1457730.19   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | XAF FINANCIAL MAR23                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        45 | NC      | $259713.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                    | Camden National Corp                                       | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      5180 | NS      | $218751.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                               | Perella Weinberg Partners                                  | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14832 | NS      | $152028.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                    | Merchants Bancorp/IN                                       | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      6145 | NS      | $176791.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                               | Cincinnati Financial Corp                                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     49098 | NS      | $5555438.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    111000 | NS      | $40604910.00  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | Preferred Bank/Los Angeles CA                              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2171 | NS      | $154423.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                       | HBT Financial Inc                                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      2438 | NS      | $51124.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                 | Goosehead Insurance Inc                                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      6435 | NS      | $251286.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                     | Stellar Bancorp Inc                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     15203 | NS      | $427356.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                            | FactSet Research Systems Inc                               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     12340 | NS      | $5219079.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                  | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     23713 | NS      | $1042423.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                       | Erie Indemnity Co                                          | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      8257 | NS      | $2017597.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                          | Atlantic Union Bankshares Corp                             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24241 | NS      | $937884.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                        | AssetMark Financial Holdings Inc                           | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      7649 | NS      | $203004.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                       | Open Lending Corp                                          | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37128 | NS      | $325612.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                 | Charles Schwab Corp/The                                    | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    472540 | NS      | $36584046.80  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                             | MetLife Inc                                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    220064 | NS      | $16069073.28  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                        | Seacoast Banking Corp of Florida                           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     20936 | NS      | $672254.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                               | Aflac Inc                                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    194876 | NS      | $14323386.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                | Sandy Spring Bancorp Inc                                   | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15645 | NS      | $528801.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                           | Business First Bancshares Inc                              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      7481 | NS      | $155155.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                | Northwest Bancshares Inc                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31074 | NS      | $439386.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                             | Capital City Bank Group Inc                                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      4855 | NS      | $157641.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                                | Cullen/Frost Bankers Inc                                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     19964 | NS      | $2600909.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                                    | Umpqua Holdings Corp                                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     72423 | NS      | $1318098.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                      | Voya Financial Inc                                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     31939 | NS      | $2228384.03   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                               | Cowen Inc                                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      8441 | NS      | $328186.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                            | KKR & Co Inc                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    181429 | NS      | $10125552.49  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                          | Globe Life Inc                                             | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     30049 | NS      | $3631421.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | National Bank Holdings Corp                                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10906 | NS      | $460560.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                       | Brown & Brown Inc                                          | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     77941 | NS      | $4564224.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                  | Washington Federal Inc                                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22164 | NS      | $785935.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                          | Central Pacific Financial Corp                             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      5914 | NS      | $133656.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                 | Aon PLC                                                    | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     68505 | NS      | $21831173.40  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                    | Hancock Whitney Corp                                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     28509 | NS      | $1467643.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                          | Rocket Cos Inc                                             | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36909 | NS      | $347313.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                          | Blackstone Inc                                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |    227930 | NS      | $21872162.80  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                       | Allstate Corp/The                                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     87747 | NS      | $11272857.09  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                    | Palomar Holdings Inc                                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      8258 | NS      | $422066.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                                   | B Riley Financial Inc                                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5088 | NS      | $217410.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                    | Federated Hermes Inc                                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     28062 | NS      | $1102836.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co              | American Equity Investment Life Holding Co                 | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     24482 | NS      | $1166567.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                           | Renasant Corp                                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     15826 | NS      | $563089.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                              | LPL Financial Holdings Inc                                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     25900 | NS      | $6141408.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                     | Mr Cooper Group Inc                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     22337 | NS      | $1027278.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                         | S&T Bancorp Inc                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11681 | NS      | $424954.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                        | BGC Partners Inc                                           | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    101999 | NS      | $443695.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                          | MidWestOne Financial Group Inc                             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5202 | NS      | $162042.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                            | Citizens Financial Group Inc                               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    160886 | NS      | $6969581.52   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                           | PRA Group Inc                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     13051 | NS      | $525172.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                            | Texas Capital Bancshares Inc                               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     16829 | NS      | $1111892.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                        | Bank of New York Mellon Corp/The                           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    249203 | NS      | $12602195.71  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    418439 | NS      | $40726667.87  | 2.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                             | Pacific Premier Bancorp Inc                                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     29158 | NS      | $942969.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG Holdings Inc                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     17000 | NS      | $378930.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                   | Fulton Financial Corp                                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     54320 | NS      | $908773.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                                  | Credit Acceptance Corp                                     | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2114 | NS      | $978020.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                 | Republic Bancorp Inc/KY                                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3521 | NS      | $158374.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                               | Coastal Financial Corp/WA                                  | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      3651 | NS      | $166741.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                          | Virtus Investment Partners Inc                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2483 | NS      | $533547.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                            | State Street Institutional Treasury Plus Money Market Fund | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |   4489000 | NS      | $4489000.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                         | 1st Source Corp                                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6456 | NS      | $317570.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    101183 | NS      | $3287435.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                        | QCR Holdings Inc                                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      5485 | NS      | $288291.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Hannon Armstrong Sustainable Infrastructure Capital Inc    | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |     30324 | NS      | $1119258.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                  | Webster Financial Corp                                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     57082 | NS      | $3005367.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                | Ameriprise Financial Inc                                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     35119 | NS      | $12295864.28  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                  | Arbor Realty Trust Inc                                     | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     53672 | NS      | $801322.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                | First Bancshares Inc/The                                   | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      8164 | NS      | $250226.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                   | Brookline Bancorp Inc                                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17341 | NS      | $226820.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                 | BrightSpire Capital Inc                                    | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |     31900 | NS      | $243078.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                         | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4599 | NS      | $77171.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CrossFirst Bankshares Inc                                  | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16229 | NS      | $219091.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | Cadence Bank                                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     53613 | NS      | $1371420.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                           | Blackstone Mortgage Trust Inc                              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     52790 | NS      | $1258513.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd                     | White Mountains Insurance Group Ltd                        | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       852 | NS      | $1301821.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The               | Hartford Financial Services Group Inc/The                  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    105350 | NS      | $8176213.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                               | Kinsale Capital Group Inc                                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      7044 | NS      | $1961331.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                        | Ares Commercial Real Estate Corp                           | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |     17935 | NS      | $220241.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                  | Regions Financial Corp                                     | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    303301 | NS      | $7139705.54   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                             | Berkshire Hills Bancorp Inc                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     14931 | NS      | $463607.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                             | Moelis & Co                                                | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     21401 | NS      | $1000496.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                       | Donnelley Financial Solutions Inc                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      8909 | NS      | $406339.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd                   | Argo Group International Holdings Ltd                      | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     11443 | NS      | $317657.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                              | Commerce Bancshares Inc/MO                                 | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36777 | NS      | $2447877.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                      | Federal Agricultural Mortgage Corp                         | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      3073 | NS      | $408616.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                          | First Community Bankshares Inc                             | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5734 | NS      | $186412.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                                 | Cboe Global Markets Inc                                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     34868 | NS      | $4284579.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                           | Jefferies Financial Group Inc                              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     60356 | NS      | $2370783.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                                 | First Financial Corp/IN                                    | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4531 | NS      | $203532.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | Encore Capital Group Inc                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      7977 | NS      | $444478.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                              | Signature Bank/New York NY                                 | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     20560 | NS      | $2651212.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |    120760 | NS      | $12672554.40  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                | Metrocity Bankshares Inc                                   | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      5675 | NS      | $114748.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                              | Nasdaq Inc                                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    112197 | NS      | $6753137.43   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                        | Oscar Health Inc                                           | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13845 | NS      | $53164.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                 | Enova International Inc                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     10918 | NS      | $498406.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                          | Metropolitan Bank Holding Corp                             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3385 | NS      | $201001.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                  | Northfield Bancorp Inc                                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15621 | NS      | $233533.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                  | Peoples Bancorp Inc/OH                                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9814 | NS      | $291181.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                  | Columbia Financial Inc                                     | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     13428 | NS      | $266545.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | Glacier Bancorp Inc                                        | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     36482 | NS      | $1663214.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp                                        | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    222740 | NS      | $8083234.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                     | Westamerica BanCorp                                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7079 | NS      | $393309.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                           | Trupanion Inc                                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     11490 | NS      | $678139.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                            | Focus Financial Partners Inc                               | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     19889 | NS      | $897988.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                                 | TPG Inc                                                    | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     12545 | NS      | $404074.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                   | Travelers Cos Inc/The                                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     77030 | NS      | $14721973.60  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                      | Enact Holdings Inc                                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11582 | NS      | $291287.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                  | T Rowe Price Group Inc                                     | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     73254 | NS      | $8531893.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                   | United Fire Group Inc                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7239 | NS      | $227956.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                    | Mid Penn Bancorp Inc                                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4036 | NS      | $127012.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | StepStone Group Inc                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16420 | NS      | $479299.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                                     | Bank of Hawaii Corp                                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     13050 | NS      | $998194.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                 | Valley National Bancorp                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    142499 | NS      | $1692888.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |    110710 | NS      | $41509607.40  | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | Independent Bank Corp                                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     14994 | NS      | $1194871.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                                         | Morningstar Inc                                            | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      8264 | NS      | $2007160.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                 | Arthur J Gallagher & Co                                    | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     68267 | NS      | $13361217.24  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                       | ProAssurance Corp                                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     13572 | NS      | $263161.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    953590 | NS      | $133464456.40 | 8.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                  | Genworth Financial Inc                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    173544 | NS      | $957962.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                              | A-Mark Precious Metals Inc                                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      6388 | NS      | $245938.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                           | First of Long Island Corp/The                              | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8455 | NS      | $149315.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                             | FNB Corp/PA                                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    116767 | NS      | $1666265.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 MAR23                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         6 | NC      | $40848.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                        | TriCo Bancshares                                           | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10275 | NS      | $519401.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                              | Loews Corp                                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     66473 | NS      | $4086760.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                 | Chimera Investment Corp                                    | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     76300 | NS      | $556227.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                           | Capitol Federal Financial Inc                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47858 | NS      | $400571.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                | TPG RE Finance Trust Inc                                   | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |     18574 | NS      | $161779.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                               | Claros Mortgage Trust Inc                                  | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |     24991 | NS      | $418349.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                     | Coinbase Global Inc                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     40551 | NS      | $2371422.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                         | Old Republic International Corp                            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     95261 | NS      | $2513937.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                         | PacWest Bancorp                                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     38240 | NS      | $1057718.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                     | American Express Co                                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    207047 | NS      | $36218731.71  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                                    | Upstart Holdings Inc                                       | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     23942 | NS      | $447236.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                              | Midland States Bancorp Inc                                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      7414 | NS      | $188908.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                         | Hanover Insurance Group Inc/The                            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     11695 | NS      | $1573913.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                              | RenaissanceRe Holdings Ltd                                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     14191 | NS      | $2777036.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    124580 | NS      | $14825020.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                        | American International Group Inc                           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    246842 | NS      | $15605351.24  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                      | CVB Financial Corp                                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47486 | NS      | $1150110.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                        | Provident Financial Services Inc                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     26166 | NS      | $613854.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                           | Annaly Capital Management Inc                              | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    151920 | NS      | $3565562.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                      | SEI Investments Co                                         | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     37385 | NS      | $2333945.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** FIDELITY COVINGTON TRUST

**Signature:** Stacie M Smith

**Name of Signer:** Stacie M Smith

**Title:** President and Treasurer