# EDGAR Filing Document

**Accession Number:** 0001742912
**File Stem:** 0001387131-23-002429
**Filing Date:** 2023-2
**Character Count:** 228710
**Document Hash:** ebe7fd9a218b393eba38f4f5025c7bda
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001387131-23-002429.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001387131-23-002429

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Tidal ETF Trust
- **CENTRAL INDEX KEY:** 0001742912
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23377
- **FILM NUMBER:** 23672901

**BUSINESS ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 203
- **CITY:** MILWAUKEE,
- **STATE:** WI
- **ZIP:** 53204
- **BUSINESS PHONE:** 844-986-7676

**MAIL ADDRESS:**
- **STREET 1:** 234 WEST FLORIDA STREET, SUITE 203
- **CITY:** MILWAUKEE,
- **STATE:** WI
- **ZIP:** 53204

## Series and Classes Contracts Data

### Gotham 1000 Value ETF (Series ID: S000076475)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000236401 | Gotham 1000 Value ETF | GVLU            |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Gotham 1000 Value ETF** | **Gotham 1000 Value ETF** | **Gotham 1000 Value ETF** |
| **SCHEDULE OF INVESTMENTS December 31, 2022 (Unaudited)** | **SCHEDULE OF INVESTMENTS December 31, 2022 (Unaudited)** | **SCHEDULE OF INVESTMENTS December 31, 2022 (Unaudited)** |
|  | **Shares** | **Value** |
| **Common Stocks - 99.6%** |  | |
| **Advertising - 0.5%** |  | |
| The Interpublic Group of Company, Inc. | 3534 | $117717 |
| Omnicom Group, Inc. | 1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108896 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226613 |
| **Aerospace & Defense - 0.8%** |  |  |
| Aerojet Rocketdyne Holdings, Inc. <sup>(1)</sup> | 1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80595 |
| General Dynamics Corp. | 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32999 |
| L3Harris Technologies, Inc. | 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106187 |
| Lockheed Martin Corp. | 259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126001 |
| Moog, Inc. - Class A | 621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54499 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400281 |
| **Agriculture - 1.4%** |  |  |
| Altria Group, Inc. | 4072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186131 |
| Archer-Daniels-Midland Co. <sup>(2)</sup> | 1659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154038 |
| Bunge Ltd. | 2391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238550 |
| Philip Morris International, Inc. | 822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83195 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661914 |
| **Apparel - 0.3%** |  |  |
| Crocs, Inc. <sup>(1)(2)</sup> | 542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58769 |
| Steven Madden Ltd. | 1232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39375 |
| Tapestry, Inc. | 599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22810 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120954 |
| **Auto Manufacturers - 0.6%** |  |  |
| Ford Motor Co. | 10110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117580 |
| General Motors Co. | 4577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153970 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271550 |
| **Auto Parts & Equipment - 0.6%** |  |  |
| Adient PLC <sup>(1)</sup> | 1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52070 |
| Allison Transmission Holdings, Inc. | 3634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151174 |
| BorgWarner, Inc. | 1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64239 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267483 |
| **Banks - 4.2%** |  |  |
| Bank of America Corp. | 393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13016 |
| Bank of Montreal | 1597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144688 |
| The Bank of Nova Scotia <sup>(2)</sup> | 2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116278 |
| Bank OZK | 619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24797 |
| Canadian Imperial Bank of Commerce | 1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74630 |
| Cathay General Bancorp | 111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4528 |
| Citigroup, Inc. | 1722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77886 |
| Comerica, Inc. <sup>(2)</sup> | 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11765 |
| East West Bancorp, Inc. | 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46657 |
| Eastern Bankshares, Inc. | 5215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89959 |
| First BanCorp/Puerto R co. | 6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79678 |
| First Republic Bank <sup>(2)</sup> | 627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76425 |
| The Goldman Sachs Group, Inc. | 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6867 |
| Hancock Whitney Corp. | 3399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164478 |
| Huntington Bancshares, Inc. | 3406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48025 |
| KeyCorp | 3088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53793 |
| Northern Trust Corp. | 269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23804 |
| PacWest Bancorp | 2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46359 |
| Pinnacle Financial Partners, Inc. | 319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23415 |
| The PNC Financial Services Group, Inc. | 318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50225 |
| Signature Bank <sup>(2)</sup> | 1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134001 |
| SouthState Corp. <sup>(2)</sup> | 528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40318 |
| SVB Financial Group <sup>(1)</sup> | 487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112078 |
| Synovus Financial Corp. | 934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35072 |
| The Toronto-Dominion Bank <sup>(2)</sup> | 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74021 |
| Truist Financial Corp. | 2502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107661 |
| U.S. Bancorp <sup>(2)</sup> | 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26820 |
| UMB Financial Corp. | 873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72913 |
| Umpqua Holdings Corp. | 2202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39306 |
| Wells Fargo & Co. | 1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49837 |
| Western Alliance Bancorp | 2127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126684 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995984 |
| **Beverages - 0.7%** |  |  |
| The Boston Beer Co., Inc. - Class A <sup>(1)</sup> | 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90618 |
| Coca-Cola Consolidated, Inc. | 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135776 |
| Molson Coors Brewing Co. - Class B | 2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105358 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331752 |
| **Biotechnology - 3.8%** |  |  |
| Amgen, Inc. | 413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108470 |
| Biogen, Inc. <sup>(1)</sup> | 397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109937 |
| Exelixis, Inc. <sup>(1)(2)</sup> | 12320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197613 |
| Gilead Sciences, Inc. | 1932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165862 |
| Horizon Therapeutics PLC <sup>(1)</sup> | 1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132804 |
| Incyte Corp. <sup>(1)</sup> | 374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30040 |
| Maravai LifeSciences Holdings, Inc. <sup>(1)</sup> | 10951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156709 |
| Moderna, Inc. <sup>(1)</sup> | 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225423 |
| Regeneron Pharmaceuticals, Inc. <sup>(1)</sup> | 283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204182 |
| United Therapeutics Corp. <sup>(1)</sup> | 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141826 |
| Vertex Pharmaceuticals, Inc. <sup>(1)</sup> | 431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124464 |
| Vir Biotechnology, Inc. <sup>(1)</sup> | 9012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228094 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825424 |
| **Building Materials - 2.8%** |  |  |
| Armstrong World Industries, Inc. | 1511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103639 |
| Boise Cascade Co. | 2333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160207 |
| Builders FirstSource, Inc. <sup>(1)(2)</sup> | 2941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190812 |
| Eagle Materials, Inc. | 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143478 |
| Fortune Brands Innovations, Inc. | 293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16733 |
| Louisiana-Pacific Corp. | 3044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180205 |
| Masco Corp. | 1866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87086 |
| Owens Corning <sup>(2)</sup> | 1973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168297 |
| Simpson Manufacturing Co., Inc. | 144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12767 |
| Summit Materials, Inc. - Class A <sup>(1)</sup> | 589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16725 |
| Trex Co., Inc. <sup>(1)</sup> | 636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26922 |
| UFP Industries, Inc. | 2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220791 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327662 |
| **Chemicals - 4.9%** |  |  |
| Celanese Corp. | 1492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152542 |
| CF Industries Holdings, Inc. | 2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237708 |
| The Chemours Co. | 4813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147374 |
| Dow, Inc. | 3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193750 |
| Eastman Chemical Co. | 2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166300 |
| FMC Corp. | 123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15350 |
| Huntsman Corp. | 7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208436 |
| Ingevity Corp. <sup>(1)</sup> | 734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51703 |
| Linde PLC | 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6850 |
| LyondellBasell Industries NV - Class A | 2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210066 |
| Methanex Corp. | 313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11850 |
| The Mosaic Co. | 4738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207856 |
| Nutrien Ltd. <sup>(1)</sup> | 3097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226174 |
| Olin Corp. | 3839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203237 |
| Tronox Holdings PLC | 3928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53853 |
| Valvoline, Inc. | 1137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37123 |
| Westlake Corp. | 1867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191442 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321614 |
| **Coal - 1.1%** |  |  |
| Alpha Metallurgical Resources, Inc. | 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174204 |
| Arch Resources, Inc. - Class A <sup>(2)</sup> | 1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235175 |
| CONSOL Energy, Inc. | 1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110955 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520334 |
| **Commercial Services - 3.2%** |  |  |
| AMN Healthcare Services, Inc. <sup>(1)</sup> | 1952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200705 |
| Booz Allen Hamilton Holding Corp. | 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5748 |
| Colliers International Group, Inc. | 844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77682 |
| Euronet Worldwide, Inc. <sup>(1)</sup> | 1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143835 |
| FleetCor Technologies, Inc. <sup>(1)</sup> | 493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90554 |
| Gartner, Inc. <sup>(1)</sup> | 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22185 |
| Global Payments, Inc. | 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47177 |
| Graham Holdings Co. - Class B | 141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85193 |
| Grand Canyon Education, Inc. <sup>(1)</sup> | 347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36664 |
| Insperity, Inc. | 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15904 |
| John Wiley & Sons, Inc. - Class A | 312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12499 |
| Korn Ferry | 3186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161275 |
| ManpowerGroup, Inc. | 1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86871 |
| PayPal Holdings, Inc. <sup>(1)</sup> | 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52703 |
| Ritchie Bros Auctioneers, Inc. | 642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37127 |
| Robert Half International, Inc. | 2336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172467 |
| Service Corp. International | 207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14312 |
| TriNet Group, Inc. <sup>(1)</sup> | 2631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178382 |
| WEX, Inc. <sup>(1)</sup> | 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114228 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555511 |
| **Computers - 2.5%** |  |  |
| Accenture PLC - Class A <sup>(2)</sup> | 194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51767 |
| Amdocs Ltd. <sup>(1)</sup> | 62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5636 |
| CACI International, Inc. - Class A <sup>(1)</sup> | 414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124444 |
| CGI, Inc. - Class A <sup>(1)</sup> | 1237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106543 |
| Dell Technologies, Inc. - Class C | 4182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168200 |
| DXC Technology Co. <sup>(1)</sup> | 4953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131255 |
| Hewlett Packard Enterprise Co. | 1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24977 |
| HP, Inc. | 4782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128492 |
| Insight Enterprises, Inc. <sup>(1)</sup> | 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17648 |
| International Business Machines Corp. <sup>(2)</sup> | 272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38322 |
| Leidos Holdings, Inc. | 1174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123493 |
| Maximus, Inc. | 1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116008 |
| NetApp, Inc. | 1582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95015 |
| Science Applications International Corp. | 571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63341 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195141 |
| **Cosmetics & Personal Care - 0.0%<sup>(4)</sup>** |  |  |
| Olaplex Holdings, Inc. <sup>(1)</sup> | 4248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22132 |
| **Distribution & Wholesale - 0.6%** |  |  |
| IAA, Inc. <sup>(1)</sup> | 2912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116480 |
| LKQ Corp. | 2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109864 |
| Univar Solutions, Inc. <sup>(1)</sup> | 1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43503 |
| Watsco, Inc. | 123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30676 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300523 |
| **Diversified Financial Services - 3.5%** |  |  |
| Affiliated Managers Group, Inc. | 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76046 |
| Ally Financial, Inc. | 6753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165111 |
| Ameriprise Financial, Inc. | 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3425 |
| Capital One Financial Corp. | 1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159055 |
| Cohen & Steers, Inc. | 684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44159 |
| Credit Acceptance Corp. <sup>(1)(2)</sup> | 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9014 |
| Discover Financial Services | 1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112211 |
| Enact Holdings, Inc. | 1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48216 |
| Evercore, Inc. - Class A | 841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91736 |
| Franklin Resources, Inc. | 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9708 |
| Hamilton Lane, Inc. - Class A | 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17567 |
| Intercorp Financial Services, Inc. | 308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7238 |
| Invesco Ltd. | 1792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32238 |
| Janus Henderson Group PLC | 449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10560 |
| Moelis & Co. - Class A | 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9209 |
| Mr Cooper Group, Inc. <sup>(1)(2)</sup> | 4658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186925 |
| Nelnet, Inc. - Class A | 859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77954 |
| OneMain Holdings, Inc. | 2386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79478 |
| Radian Group, Inc. | 10373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197813 |
| SLM Corp. | 1502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24933 |
| Synchrony Financial | 2789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91647 |
| TPG, Inc. - Class A | 1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28220 |
| The Western Union Co. | 14609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201166 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683629 |
| **Electric - 0.6%** |  |  |
| The AES Corp. | 362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10411 |
| Constellation Energy Corp. | 918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79141 |
| Exelon Corp. | 2491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107686 |
| NRG Energy, Inc. | 311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9896 |
| Otter Tail Corp. | 978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57418 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264552 |
| **Electrical Components & Equipment - 0.5%** |  |  |
| Belden, Inc. | 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3739 |
| Emerson Electric Co. | 446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42843 |
| Encore Wire Corp. | 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190520 |
| Littelfuse, Inc. | 84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18497 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255599 |
| **Electronics - 1.5%** |  |  |
| Atkore, Inc. <sup>(1)</sup> | 1612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182833 |
| Hubbell, Inc. | 139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32621 |
| Jabil, Inc. | 2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173228 |
| Sanmina Corp. <sup>(1)</sup> | 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65024 |
| TE Connectivity Ltd. | 878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100794 |
| Vishay Intertechnology, Inc. | 8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181188 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735688 |
| **Engineering & Construction - 0.2%** |  |  |
| Arcosa, Inc. | 161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8749 |
| EMCOR Group, Inc. | 342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50654 |
| TopBuild Corp. <sup>(1)</sup> | 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14553 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73956 |
| **Entertainment - 0.8%** |  |  |
| International Game Technology PLC | 2622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59467 |
| Light & Wonder, Inc. <sup>(1)</sup> | 1882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110285 |
| Penn Entertainment, Inc. <sup>(1)</sup> | 2529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75111 |
| SeaWorld Entertainment, Inc. <sup>(1)</sup> | 2711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145066 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389929 |
| **Food - 2.8%** |  |  |
| Albertsons Companies, Inc. - Class A | 10698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221877 |
| Cal-Maine Foods, Inc. | 3814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207672 |
| Campbell Soup Co. | 498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28262 |
| Conagra Brands, Inc. | 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14242 |
| General Mills, Inc. | 171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14338 |
| Kellogg Co. <sup>(2)</sup> | 1447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103084 |
| The Kraft Heinz Co. | 2179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88707 |
| The Kroger Co. <sup>(2)</sup> | 3878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172881 |
| Pilgrim's Pride Corp. <sup>(1)(2)</sup> | 8999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213546 |
| Post Holdings, Inc. <sup>(1)</sup> | 82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7401 |
| Sprouts Farmers Market, Inc. <sup>(1)(2)</sup> | 5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167418 |
| Tyson Foods, Inc. - Class A | 1759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109498 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348926 |
| **Forest Products & Paper - 0.7%** |  |  |
| International Paper Co. | 4922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170449 |
| West Fraser Timber Co Ltd. | 2178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157447 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327896 |
| **Gas - 0.3%** |  |  |
| National Fuel Gas Co. | 2592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164074 |
| **Hand & Machine Tools - 0.3%** |  |  |
| Lincoln Electric Holdings, Inc. <sup>(2)</sup> | 578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83515 |
| Snap-on, Inc. <sup>(2)</sup> | 262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59865 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143380 |
| **Healthcare - Products - 1.3%** |  |  |
| Abbott Laboratories | 148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16249 |
| Avantor, Inc. <sup>(1)</sup> | 221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4661 |
| The Cooper Companies, Inc. | 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14549 |
| DENTSPLY SIRONA, Inc. | 4191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133441 |
| Hologic, Inc. <sup>(1)</sup> | 807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60372 |
| Lantheus Holdings, Inc. <sup>(1)</sup> | 2641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134585 |
| Medtronic PLC | 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4974 |
| QIAGEN NV <sup>(1)</sup> | 3256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162377 |
| Teleflex, Inc. <sup>(2)</sup> | 118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29456 |
| Zimmer Biomet Holdings, Inc. <sup>(2)</sup> | 511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65153 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625817 |
| **Healthcare - Services - 2.3%** |  |  |
| Amedisys, Inc. <sup>(1)</sup> | 839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70090 |
| Centene Corp. <sup>(1)</sup> | 1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156311 |
| Chemed Corp. | 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33688 |
| DaVita, Inc. <sup>(1)</sup> | 2787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208105 |
| Elevance Health, Inc. <sup>(2)</sup> | 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33856 |
| HCA Healthcare, Inc. <sup>(2)</sup> | 226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54231 |
| Humana, Inc. <sup>(2)</sup> | 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58390 |
| Laboratory Corp. of America Holdings | 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83596 |
| Molina Healthcare, Inc. <sup>(1)(2)</sup> | 244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80574 |
| Quest Diagnostics, Inc. | 877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137198 |
| Signify Health, Inc. - Class A <sup>(1)</sup> | 3423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98103 |
| Syneos Health, Inc. <sup>(1)</sup> | 2668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97862 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112004 |
| **Home Builders - 1.0%** |  |  |
| LCI Industries | 1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120925 |
| Skyline Champion Corp. <sup>(1)</sup> | 2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153242 |
| Thor Industries, Inc. <sup>(2)</sup> | 2527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190763 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464930 |
| **Home Furnishings - 0.6%** |  |  |
| Leggett & Platt, Inc. | 3270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105392 |
| Whirlpool Corp. | 1113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157445 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262837 |
| **Household Products & Wares - 0.0%<sup>(4)</sup>** |  |  |
| Avery Dennison Corp. | 68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12308 |
| **Insurance - 4.1%** |  |  |
| American Equity Investment Life Holding Co. | 5239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239003 |
| American International Group, Inc. | 3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244106 |
| Axis Capital Holdings Ltd. | 1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64625 |
| Brighthouse Financial, Inc. <sup>(1)</sup> | 1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61216 |
| CNO Financial Group, Inc. | 3752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85733 |
| Equitable Holdings, Inc. | 3032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87018 |
| Essent Group Ltd. | 3942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153265 |
| Fidelity National Financial, Inc. | 1956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73585 |
| Jackson Financial, Inc. | 2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90872 |
| Loews Corp. | 3544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206722 |
| Manulife Financial Corp. | 5833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104061 |
| MGIC Investment Corp. | 11556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150228 |
| Principal Financial Group, Inc. | 2352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197380 |
| RLI Corp. | 1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209769 |
| Ryan Specialty Holdings, Inc. - Class A <sup>(1)</sup> | 392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16272 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983855 |
| **Internet - 1.2%** |  |  |
| Airbnb, Inc. - Class A <sup>(1)</sup> | 273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23341 |
| Alphabet, Inc. - Class A <sup>(1)</sup> | 981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86554 |
| Booking Holdings, Inc. <sup>(1)</sup> | 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102779 |
| CDW Corp. | 117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20894 |
| eBay, Inc. | 3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133368 |
| Expedia Group, Inc. - Class A <sup>(1)</sup> | 1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140773 |
| F5, Inc. <sup>(1)</sup> | 178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25545 |
| Match Group, Inc. <sup>(1)</sup> | 1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43523 |
| Ziff Davis, Inc. <sup>(1)</sup> | 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4271 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581048 |
| **Investment Companies - 0.3%** |  |  |
| Blackstone Secured Lending Fund | 1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41347 |
| Main Street Capital Corp. | 3224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119127 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160474 |
| **Iron & Steel - 2.0%** |  |  |
| Cleveland-Cliffs, Inc. <sup>(1)</sup> | 6303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101541 |
| Commercial Metals Co. <sup>(2)</sup> | 1264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61051 |
| Nucor Corp. | 1483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195474 |
| Reliance Steel & Aluminum Co. | 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187257 |
| Steel Dynamics, Inc. <sup>(2)</sup> | 2261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220900 |
| United States Steel Corp. <sup>(2)</sup> | 8559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214403 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980626 |
| **Lodging - 1.7%** |  |  |
| Boyd Gaming Corp. | 2842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154974 |
| Choice Hotels International, Inc. | 934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105206 |
| Hilton Worldwide Holdings, Inc. | 412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52060 |
| Hyatt Hotels Corp. - Class A <sup>(1)</sup> | 1723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155845 |
| Marriott International, Inc. - Class A | 584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86952 |
| MGM Resorts International | 3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116383 |
| Wyndham Hotels & Resorts, Inc. | 2008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143191 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814611 |
| **Machinery - Diversified - 0.7%** |  |  |
| Crane Holdings Co. <sup>(2)</sup> | 1436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144246 |
| Enovis Corp. <sup>(1)</sup> | 3774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201985 |
| Otis Worldwide Corp. | 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11355 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357586 |
| **Media - 3.0%** |  |  |
| Cable One, Inc. | 226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160880 |
| Charter Communications, Inc. - Class A <sup>(1)</sup> | 434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147169 |
| Comcast Corp. - Class A | 5002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174920 |
| Fox Corp. - Class A <sup>(2)</sup> | 5903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179274 |
| News Corp. - Class A | 7819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142306 |
| The New York Times Co. - Class A | 219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7109 |
| Nexstar Media Group, Inc. | 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200059 |
| Sirius XM Holdings, Inc. <sup>(2)</sup> | 16350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95484 |
| TEGNA, Inc. | 12046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255255 |
| ViacomCBS, Inc. - Class B <sup>(2)</sup> | 3309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55856 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418312 |
| **Metal Fabricate & Hardware - 0.7%** |  |  |
| Advanced Drainage Systems, Inc. | 1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115742 |
| Mueller Industries, Inc. <sup>(2)</sup> | 3683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217297 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333039 |
| **Mining - 2.4%** |  |  |
| Alcoa Corp. <sup>(2)</sup> | 1882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85574 |
| Barrick Gold Corp. | 8292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142457 |
| Franco-Nevada Corp. | 858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117100 |
| Freeport-McMoRan, Inc. | 4218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160284 |
| Kinross Gold Corp. | 4596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18798 |
| Newmont Corp. | 1277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60274 |
| Southern Copper Corp. <sup>(2)</sup> | 2233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134851 |
| SSR Mining, Inc. | 437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6848 |
| Teck Resources Ltd. - Class B <sup>(2)</sup> | 6187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233992 |
| Yamana Gold, Inc. | 30585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169747 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129925 |
| **Miscellaneous Manufacturers - 1.3%** |  |  |
| 3M Co. | 1188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142465 |
| Carlisle Companies, Inc. | 453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106749 |
| Donaldson Co., Inc. | 1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59518 |
| General Electric Co. | 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85047 |
| Hillenbrand, Inc. | 1838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78427 |
| Teledyne Technologies, Inc. <sup>(1)</sup> | 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76783 |
| Textron, Inc. <sup>(2)</sup> | 1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84535 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 633524 |
| **Office & Business Equipment - 0.1%** |  |  |
| Zebra Technologies Corp. <sup>(1)(2)</sup> | 136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34872 |
| **Oil & Gas - 13.1%** |  |  |
| Antero Resources Corp. <sup>(1)</sup> | 6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192603 |
| APA Corp. | 3995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186487 |
| California Resources Corp. | 2579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112212 |
| Canadian Natural Resources Ltd. | 4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224619 |
| Cenovus Energy, Inc. | 8073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156697 |
| Chevron Corp. | 1299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233158 |
| CNX Resources Corp. <sup>(1)(2)</sup> | 13293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223854 |
| Comstock Resources, Inc. | 9186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125940 |
| ConocoPhillips | 1943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229274 |
| Crescent Point Energy Corp. | 21778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155713 |
| CVR Energy, Inc. | 6121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191832 |
| Denbury, Inc. <sup>(1)</sup> | 1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157854 |
| Devon Energy Corp. | 2623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161341 |
| Diamondback Energy, Inc. <sup>(2)</sup> | 1139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155792 |
| Enerplus Corp. | 8533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150607 |
| EOG Resources, Inc. | 1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203217 |
| EQT Corp. | 4786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161910 |
| Exxon Mobil Corp. | 2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252587 |
| Hess Corp. | 534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75732 |
| Imperial Oil Ltd. | 4783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233123 |
| Kosmos Energy Ltd. <sup>(1)</sup> | 27505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174932 |
| Marathon Oil Corp. | 7779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210578 |
| Marathon Petroleum Corp. | 2137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248725 |
| Murphy Oil Corp. | 4403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189373 |
| Occidental Petroleum Corp. | 2594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163396 |
| Ovintiv, Inc. | 3994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202536 |
| Phillips 66 | 2246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233764 |
| Pioneer Natural Resources Co. | 769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175632 |
| Range Resources Corp. | 7783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194731 |
| Southwestern Energy Co. <sup>(1)</sup> | 24573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143752 |
| Suncor Energy, Inc. | 7602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241211 |
| Valero Energy Corp. | 2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256257 |
| Vermilion Energy, Inc. <sup>(2)</sup> | 11915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210896 |
| Weatherford International PLC <sup>(1)</sup> | 873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44453 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6274788 |
| **Oil & Gas Services - 0.5%** |  |  |
| Baker Hughes Co. - Class A | 387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11428 |
| NexTier Oilfield Solutions, Inc. <sup>(1)</sup> | 2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20651 |
| TechnipFMC PLC <sup>(1)</sup> | 15526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189262 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221341 |
| **Packaging & Containers - 2.1%** |  |  |
| Amcor PLC | 4024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47926 |
| AptarGroup, Inc. <sup>(2)</sup> | 781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85894 |
| Berry Global Group, Inc. | 3268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197485 |
| Greif, Inc. - Class A | 2772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185890 |
| O-I Glass, Inc. <sup>(1)</sup> | 4411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73090 |
| Packaging Corp. of America | 869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111154 |
| Sealed Air Corp. | 1587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79160 |
| Silgan Holdings, Inc. | 2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105805 |
| Westrock Co. | 3748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131780 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018184 |
| **Pharmaceuticals - 4.1%** |  |  |
| AbbVie, Inc. | 622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100521 |
| AbCellera Biologics, Inc. <sup>(1)(2)</sup> | 7165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72581 |
| AmerisourceBergen Corp. | 373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61810 |
| Bausch Health Companies Inc. <sup>(1)</sup> | 6993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43916 |
| Bristol-Myers Squibb Co. | 1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87203 |
| Cardinal Health, Inc. | 2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188716 |
| Cigna Corp. | 266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88136 |
| CVS Health Corp. | 1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157678 |
| Elanco Animal Health, Inc. <sup>(1)</sup> | 7895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96477 |
| Jazz Pharmaceuticals PLC <sup>(1)</sup> | 1331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212042 |
| Johnson & Johnson | 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54762 |
| McKesson Corp. | 147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55143 |
| Merck & Co., Inc. | 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88205 |
| Option Care Health, Inc. <sup>(1)</sup> | 178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5356 |
| Organon & Co. | 5437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151855 |
| Pfizer, Inc. | 4414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226173 |
| Prestige Consumer Healthcare, Inc. <sup>(1)</sup> | 1497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93712 |
| Viatris, Inc. | 17704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197046 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981332 |
| **Pipelines - 0.8%** |  |  |
| Cheniere Energy, Inc. | 1529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229289 |
| Equitrans Midstream Corp. | 10717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71804 |
| Kinder Morgan, Inc. | 269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4863 |
| ONEOK, Inc. | 424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27857 |
| Pembina Pipeline Corp. | 928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31506 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365319 |
| **Private Equity - 0.5%** |  |  |
| Brookfield Corp. | 5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161233 |
| The Carlyle Group, Inc. | 1893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56487 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217720 |
| **Real Estate - 1.3%** |  |  |
| CBRE Group, Inc. - Class A <sup>(1)</sup> | 883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67956 |
| Cushman & Wakefield PLC <sup>(1)</sup> | 13687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170540 |
| The Howard Hughes Corp. <sup>(1)</sup> | 1962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149936 |
| Jones Lang LaSalle, Inc. <sup>(1)</sup> | 911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145186 |
| Tricon Residential, Inc. | 9611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74101 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 607719 |
| **Real Estate Investment Trusts (REITs) - 0.3%** |  |  |
| Weyerhaeuser Co. | 5056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156736 |
| **Retail - 5.0%** |  |  |
| Academy Sports & Outdoors, Inc. <sup>(2)</sup> | 1818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95518 |
| AutoNation, Inc. <sup>(1)</sup> | 1926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206660 |
| AutoZone, Inc. <sup>(1)(2)</sup> | 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24662 |
| Bath & Body Works, Inc. <sup>(2)</sup> | 1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83437 |
| Best Buy Co., Inc. <sup>(2)</sup> | 1809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145100 |
| CarMax, Inc. <sup>(1)</sup> | 2541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154722 |
| Casey's General Stores, Inc. | 541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121373 |
| Dick's Sporting Goods, Inc. <sup>(2)</sup> | 549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66039 |
| Dillard's, Inc. - Class A <sup>(2)</sup> | 339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109565 |
| Group 1 Automotive, Inc. | 1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189930 |
| Lowe's Companies, Inc. | 581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115758 |
| Macy's, Inc. <sup>(2)</sup> | 2222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45884 |
| McDonald's Corp. | 314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82748 |
| MSC Industrial Direct Co., Inc. - Class A | 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19608 |
| Murphy USA, Inc. | 754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210773 |
| Nordstrom, Inc. | 8218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132639 |
| O'Reilly Automotive, Inc. <sup>(1)</sup> | 34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28697 |
| Papa John's International, Inc. | 292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24035 |
| Penske Automotive Group, Inc. <sup>(2)</sup> | 1316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151248 |
| Restaurant Brands International, Inc. | 1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65446 |
| Ross Stores, Inc. <sup>(2)</sup> | 618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71731 |
| The TJX Companies, Inc. | 572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45531 |
| Ulta Beauty, Inc. <sup>(1)</sup> | 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10789 |
| Victoria's Secret & Co. <sup>(1)</sup> | 417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14920 |
| Walgreens Boots Alliance, Inc. | 1343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50174 |
| Williams-Sonoma, Inc. <sup>(2)</sup> | 1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382367 |
| **Savings & Loans - 0.5%** |  |  |
| New York Community Bancorp, Inc. | 18898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162523 |
| Pacific Premier Bancorp, Inc. | 2127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67128 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229651 |
| **Semiconductors - 2.1%** |  |  |
| Amkor Technology, Inc. <sup>(2)</sup> | 103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2470 |
| Applied Materials, Inc. | 581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56578 |
| Broadcom, Inc. | 141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78837 |
| IPG Photonics Corp. <sup>(1)</sup> | 1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114267 |
| KLA Corp. | 117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44112 |
| Lam Research Corp. | 221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92886 |
| MaxLinear, Inc. <sup>(1)</sup> | 1882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63894 |
| Microchip Technology, Inc. | 729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51212 |
| NXP Semiconductors NV | 667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105406 |
| ON Semiconductor Corp. <sup>(1)(2)</sup> | 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61123 |
| Power Integrations, Inc. | 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41239 |
| Qorvo, Inc. <sup>(1)</sup> | 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90640 |
| QUALCOMM, Inc. | 731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80366 |
| Semtech Corp. <sup>(1)</sup> | 1184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33969 |
| Synaptics, Inc. <sup>(1)</sup> | 756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71941 |
| Teradyne, Inc. | 256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22362 |
| Texas Instruments, Inc. | 106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17513 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028815 |
| **Software - 1.5%** |  |  |
| Akamai Technologies, Inc. <sup>(1)</sup> | 1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128473 |
| Concentrix Corp. <sup>(2)</sup> | 904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120377 |
| Dropbox, Inc. - Class A <sup>(1)</sup> | 3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67587 |
| Electronic Arts, Inc. | 166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20282 |
| Fidelity National Information Services, Inc. | 148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10042 |
| Fiserv, Inc. <sup>(1)</sup> | 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61147 |
| Jack Henry & Associates, Inc. | 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30372 |
| Open Text Corp. | 1927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57116 |
| Salesforce, Inc. <sup>(1)</sup> | 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4243 |
| SS&C Technologies Holdings, Inc. | 2414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125673 |
| Teradata Corp. <sup>(1)</sup> | 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65637 |
| Verra Mobility Corp. <sup>(1)</sup> | 1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21644 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712593 |
| **Telecommunications - 1.8%** |  |  |
| AT&T, Inc. | 6368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117235 |
| BCE, Inc. | 572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25139 |
| Cisco Systems, Inc. | 2164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103093 |
| Corning, Inc. | 4451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142165 |
| Iridium Communications, Inc. | 174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8944 |
| Lumen Technologies, Inc. <sup>(2)</sup> | 39251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204890 |
| T-Mobile US, Inc. <sup>(1)</sup> | 778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108920 |
| Verizon Communications, Inc. | 3034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119540 |
| Viavi Solutions, Inc. <sup>(1)</sup> | 3387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35597 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 865523 |
| **Transportation - 4.1%** |  |  |
| C.H. Robinson Worldwide, Inc. <sup>(2)</sup> | 2471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226245 |
| Expeditors International of Washington, Inc. | 2129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221246 |
| FedEx Corp. | 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11258 |
| Forward Air Corp. | 902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94611 |
| Hub Group, Inc. - Class A <sup>(1)</sup> | 1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155721 |
| Knight-Swift Transportation Holdings, Inc. <sup>(2)</sup> | 2882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151046 |
| Landstar System, Inc. | 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194665 |
| Matson, Inc. | 2997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187342 |
| Norfolk Southern Corp. | 268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66040 |
| Ryder System, Inc. | 1386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115828 |
| Schneider National, Inc. - Class B | 3742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87563 |
| TFI International, Inc. | 1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165697 |
| Union Pacific Corp. | 194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40172 |
| United Parcel Service, Inc. - Class B | 805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139941 |
| XPO, Inc. <sup>(1)(2)</sup> | 3397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113086 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970461 |
| **Total Common Stocks** |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $46,571,775) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47670818 |
| **Short-Term Investments - 0.1%** |  |  |
| **Money Market Funds - 0.1%** |  |  |
| First American Government Obligations Fund, Class X, 4.100% <sup>(3)</sup> | 63511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63511 |
| **Total Short-Term Investments** |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $63,511) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63511 |
| **Investments Purchased with Collateral from Securities Lending - 12.6%** |  |  |
| Mount Vernon Liquid Assets Portfolio, LLC, 4.560% <sup>(3)</sup> | 6041970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6041970 |
| **Total Investments Purchased with Collateral from Securities Lending** |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $6,041,970) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6041970 |
| **Total Investments in Securities - 112.3%** |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $52,677,256) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53776299 |
| Liabilities in excess of Other assets - (12.3)% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5873132) |
| **Total Net Assets - 100.0%** |  | $47903167 |

---

<sup>(1)</sup> Non-income producing security.

<sup>(2)</sup> This security or a portion of this security was out on loan as of December 31, 2022. Total loaned securities had a value of $5,871,025 or 12.3% of net assets. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous.

<sup>(3)</sup> The rate shown is the annualized seven-day effective yield as of December 31, 2022.

<sup>(4)</sup> Does not round to 0.1% or (0.1)%, as applicable.

------

---

| |
|:---|
| **Summary of Fair Value Exposure at December 31, 2022 (Unaudited)** |
| The Gotham 1000 Value ETF (the "Fund") utilizes various methods to measure the fair value of its investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are: |
| • Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.<br> • Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment spreads, credit risk, yield curves, default rates and similar data.<br> • Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. |
| The following is a summary of the inputs used to value the Fund's investments as of December 31, 2022: |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Investments** <br> **Measured at Net** <br> **Asset Value** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks <sup>(1)</sup> | $– | $47670818 | $– | $– | $47670818 |
| Short-Term Investments | – | 63511 | – | – | 63511 |
| Investments Purchased With Collateral From Securities Lending <sup>(2)</sup> | 6041970 | – | – | – | 6041970 |
| Total Investments in Securities | $6041970 | $47734329 | $– | $– | $53776299 |
| <sup>(1)</sup> See Schedule of Investments for the industry breakout. | <sup>(1)</sup> See Schedule of Investments for the industry breakout. | <sup>(1)</sup> See Schedule of Investments for the industry breakout. | <sup>(1)</sup> See Schedule of Investments for the industry breakout. | <sup>(1)</sup> See Schedule of Investments for the industry breakout. | <sup>(1)</sup> See Schedule of Investments for the industry breakout. |
| <sup>(2)</sup> Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. | <sup>(2)</sup> Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. | <sup>(2)</sup> Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. | <sup>(2)</sup> Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. | <sup>(2)</sup> Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. | <sup>(2)</sup> Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Schedule of Investments. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Tidal ETF Trust

- **b. Investment Company Act file number:** 811-23377

- **c. CIK number of Registrant:** 0001742912

- **d. LEI of Registrant:** 549300VTYHP8U2332C46

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

  - **Street Address 1:** 234 West Florida Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53204

  - **Telephone number:** 8449867676

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

- **a. Name of Series:** Gotham 1000 Value ETF

- **b. EDGAR series identifier (if any):** S000076475

- **c. LEI of Series:** 54930028MT7IXIH6GZ44

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

- **a. Date of fiscal year-end:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $50247214.34

**Total Liabilities:** $6101344.54

**Net Assets:** $44145869.80

**Cash Not Reported:** $1819.90

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236401 | 12.24%               | 7.18%                | -5.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-334807.94              | $4439289.17                                |
| Month 2  | $-64423.02               | $2924845.03                                |
| Month 3  | $-19941.45               | $-2600224.04                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES Corp/The                              | AES Corp/The                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       334 | NS      | $9605.84      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc               | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1800 | NS      | $185076.00    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5872 | NS      | $108103.52    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                       | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       140 | NS      | $15370.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                | AbbVie Inc                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       574 | NS      | $92764.14     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AbCellera Biologics Inc                   | AbCellera Biologics Inc                    | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |      6605 | NS      | $66908.65     | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Academy Sports & Outdoors Inc             | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1678 | NS      | $88162.12     | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Aerojet Rocketdyne Holdings In            | Aerojet Rocketdyne Holdings Inc            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      1329 | NS      | $74330.97     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Drainage Systems Inc             | Advanced Drainage Systems Inc              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      1304 | NS      | $106888.88    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       444 | NS      | $70342.92     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                | Airbnb Inc                                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       253 | NS      | $21631.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Akamai Technologies Inc                   | Akamai Technologies Inc                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1408 | NS      | $118694.40    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Albertsons Cos Inc                        | Albertsons Cos Inc                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      9862 | NS      | $204537.88    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcoa Corp                                | Alcoa Corp                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1840 | NS      | $83664.80     | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Allison Transmission Holdings             | Allison Transmission Holdings Inc          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      3350 | NS      | $139360.00    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial Inc                        | Ally Financial Inc                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      6225 | NS      | $152201.25    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Alpha Metallurgical Resources             | Alpha Metallurgical Resources Inc          | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1098 | NS      | $160736.22    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                              | Alphabet Inc                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       905 | NS      | $79848.15     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                          | Altria Group Inc                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3756 | NS      | $171686.76    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                              | Amedisys Inc                               | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       775 | NS      | $64743.50     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| American Equity Investment Lif            | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      4831 | NS      | $220390.22    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group I            | American International Group Inc           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3560 | NS      | $225134.40    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp                    | AmerisourceBergen Corp                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       345 | NS      | $57169.95     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial Inc                  | Ameriprise Financial Inc                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        11 | NS      | $3425.07      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen Inc                                 | Amgen Inc                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       381 | NS      | $100065.84    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology Inc                      | Amkor Technology Inc                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        95 | NS      | $2278.10      | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Antero Resources Corp                     | Antero Resources Corp                      | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5731 | NS      | $177603.69    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                       | Elevance Health Inc                        | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        62 | NS      | $31804.14     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| APA Corp                                  | APA Corp                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      3683 | NS      | $171922.44    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                     | Applied Materials Inc                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       537 | NS      | $52293.06     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| AptarGroup Inc                            | AptarGroup Inc                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       721 | NS      | $79295.58     | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Arch Resources Inc                        | Arch Resources Inc                         | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      1519 | NS      | $216898.01    | 0.49%             |  |  |  | No            | 1                  | On Loan: —       |
| Archer-Daniels-Midland Co                 | Archer-Daniels-Midland Co                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1531 | NS      | $142153.35    | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |
| Arcosa Inc                                | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       149 | NS      | $8096.66      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Armstrong World Industries Inc            | Armstrong World Industries Inc             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1395 | NS      | $95683.05     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                | Atkore Inc                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1488 | NS      | $168768.96    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation Inc                            | AutoNation Inc                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1778 | NS      | $190779.40    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoZone Inc                              | AutoZone Inc                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        10 | NS      | $24661.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Avantor Inc                               | Avantor Inc                                | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $4323.45      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                       | Avery Dennison Corp                        | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        64 | NS      | $11584.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BCE Inc                                   | BCE Inc                                    | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |       528 | NS      | $23205.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Baker Hughes Co                           | Baker Hughes Co                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $10601.27     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                       | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       365 | NS      | $12088.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                          | Bank of Montreal                           | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      1473 | NS      | $133453.80    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                   | Bank of Nova Scotia/The                    | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      2395 | NS      | $117307.10    | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank OZK                                  | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       571 | NS      | $22874.26     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Barrick Gold Corp                         | Barrick Gold Corp                          | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      7644 | NS      | $131323.92    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Bath & Body Works Inc                     | Bath & Body Works Inc                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1828 | NS      | $77031.92     | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Bausch Health Cos Inc                     | Bausch Health Cos Inc                      | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | US        |      6445 | NS      | $40474.60     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc                                | Belden Inc                                 | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        48 | NS      | $3451.20      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Global Group Inc                    | Berry Global Group Inc                     | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      3012 | NS      | $182015.16    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co Inc                           | Best Buy Co Inc                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1669 | NS      | $133870.49    | 0.30%             |  |  |  | No            | 1                  | On Loan: —       |
| Biogen Inc                                | Biogen Inc                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       369 | NS      | $102183.48    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Secured Lending Fun            | Blackstone Secured Lending Fund            | CUSIP: 09261X102<br>LEI: 549300KM7KWQHVBNH962 | Long             | EC               | CORP              | US        |      1706 | NS      | $38129.10     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                          | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      2153 | NS      | $147846.51    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                      | Booking Holdings Inc                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        47 | NS      | $94718.16     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Booz Allen Hamilton Holding Co            | Booz Allen Hamilton Holding Corp           | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        51 | NS      | $5330.52      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc                            | BorgWarner Inc                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      1472 | NS      | $59248.00     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Beer Co Inc/The                    | Boston Beer Co Inc/The                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       255 | NS      | $84027.60     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corp                          | Boyd Gaming Corp                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2622 | NS      | $142977.66    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial Inc                 | Brighthouse Financial Inc                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      1102 | NS      | $56499.54     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co                   | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1120 | NS      | $80584.00     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                              | Broadcom Inc                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       133 | NS      | $74364.29     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Corp                           | Brookfield Corp                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |      4725 | NS      | $148648.50    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource Inc                  | Builders FirstSource Inc                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      2713 | NS      | $176019.44    | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| CBRE Group Inc                            | CBRE Group Inc                             | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       815 | NS      | $62722.40     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CDW Corp/DE                               | CDW Corp/DE                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       109 | NS      | $19465.22     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings Inc                | CF Industries Holdings Inc                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2486 | NS      | $211807.20    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| CGI Inc                                   | CGI Inc                                    | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      1141 | NS      | $98274.33     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CH Robinson Worldwide Inc                 | CH Robinson Worldwide Inc                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      2279 | NS      | $208665.24    | 0.47%             |  |  |  | No            | 1                  | On Loan: —       |
| Cigna Corp                                | Cigna Corp                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       246 | NS      | $81509.64     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group Inc                   | CNO Financial Group Inc                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      3183 | NS      | $72731.55     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corp                        | CNX Resources Corp                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     12253 | NS      | $206340.52    | 0.47%             |  |  |  | No            | 1                  | On Loan: —       |
| CVR Energy Inc                            | CVR Energy Inc                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      5641 | NS      | $176788.94    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                           | CVS Health Corp                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1560 | NS      | $145376.40    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                             | Cable One Inc                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       210 | NS      | $149490.60    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc                    | CACI International Inc                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       382 | NS      | $114825.38    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc                       | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3358 | NS      | $182843.10    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corp                 | California Resources Corp                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      2379 | NS      | $103510.29    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Campbell Soup Co                          | Campbell Soup Co                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |       462 | NS      | $26218.50     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CIBC                                      | Canadian Imperial Bank of Commerce         | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1701 | NS      | $68805.45     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Natural Resources Ltd            | Canadian Natural Resources Ltd             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      3729 | NS      | $207071.37    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                | Capital One Financial Corp                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      1579 | NS      | $146783.84    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardinal Health Inc                       | Cardinal Health Inc                        | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2190 | NS      | $168345.30    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos Inc                          | Carlisle Cos Inc                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       421 | NS      | $99208.65     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CarMax Inc                                | CarMax Inc                                 | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2345 | NS      | $142787.05    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group Inc/The                     | Carlyle Group Inc/The                      | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1745 | NS      | $52070.80     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Casey's General Stores Inc                | Casey's General Stores Inc                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       479 | NS      | $107463.65    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                    | Cathay General Bancorp                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       103 | NS      | $4201.37      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Celanese Corp                             | Celanese Corp                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1376 | NS      | $140682.24    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Centene Corp                              | Centene Corp                               | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      1758 | NS      | $144173.58    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Cenovus Energy Inc                        | Cenovus Energy Inc                         | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |      7441 | NS      | $144429.81    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                | Charter Communications Inc                 | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |       402 | NS      | $136318.20    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corp                               | Chemed Corp                                | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        62 | NS      | $31646.66     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemours Co/The                           | Chemours Co/The                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      4437 | NS      | $135860.94    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheniere Energy Inc                       | Cheniere Energy Inc                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      1383 | NS      | $207394.68    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                              | Chevron Corp                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1199 | NS      | $215208.51    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Choice Hotels International In            | Choice Hotels International Inc            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       862 | NS      | $97095.68     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                         | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1996 | NS      | $95089.44     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                             | Citigroup Inc                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      1590 | NS      | $71915.70     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Cleveland-Cliffs Inc                      | Cleveland-Cliffs Inc                       | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      5811 | NS      | $93615.21     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                | Coca-Cola Consolidated Inc                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       245 | NS      | $125528.20    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohen & Steers Inc                        | Cohen & Steers Inc                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       632 | NS      | $40801.92     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp                               | Enovis Corp                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      3478 | NS      | $186142.56    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Colliers International Group I            | Colliers International Group Inc           | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |       780 | NS      | $71791.20     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp                              | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      4610 | NS      | $161211.70    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Inc                              | Comerica Inc                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       164 | NS      | $10963.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Commercial Metals Co                      | Commercial Metals Co                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1168 | NS      | $56414.40     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Comstock Resources Inc                    | Comstock Resources Inc                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      8466 | NS      | $116068.86    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                        | Conagra Brands Inc                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |       340 | NS      | $13158.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Concentrix Corp                           | Concentrix Corp                            | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $111321.76    | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| ConocoPhillips                            | ConocoPhillips                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1791 | NS      | $211338.00    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| CONSOL Energy Inc                         | CONSOL Energy Inc                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1575 | NS      | $102375.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                 | Constellation Energy Corp                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       846 | NS      | $72933.66     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                        | Cooper Cos Inc/The                         | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        44 | NS      | $14549.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Corning Inc                               | Corning Inc                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      4103 | NS      | $131049.82    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Holdings Co                         | Crane Holdings Co                          | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1324 | NS      | $132995.80    | 0.30%             |  |  |  | No            | 1                  | On Loan: —       |
| Credit Acceptance Corp                    | Credit Acceptance Corp                     | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $9013.60      | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| CRESCENT PT ENERGY CORP COM               | CRESCENT PT ENERGY CORP COM                | CUSIP: 22576C101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     20070 | NS      | $143500.50    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs Inc                                 | Crocs Inc                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       502 | NS      | $54431.86     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| DXC Technology Co                         | DXC Technology Co                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      4565 | NS      | $120972.50    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| DaVita Inc                                | DaVita Inc                                 | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      2625 | NS      | $196008.75    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies Inc                     | Dell Technologies Inc                      | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      3854 | NS      | $155007.88    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Denbury Inc                               | Denbury Inc                                | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      1674 | NS      | $145671.48    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA Inc                       | DENTSPLY SIRONA Inc                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      3863 | NS      | $122997.92    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                         | Devon Energy Corp                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      2419 | NS      | $148792.69    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy Inc                    | Diamondback Energy Inc                     | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      1051 | NS      | $143755.78    | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Dick's Sporting Goods Inc                 | Dick's Sporting Goods Inc                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       509 | NS      | $61227.61     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Dillard's Inc                             | Dillard's Inc                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       315 | NS      | $101808.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Discover Financial Services               | Discover Financial Services                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1059 | NS      | $103601.97    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                          | Donaldson Co Inc                           | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       935 | NS      | $55043.45     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Inc                                   | Dow Inc                                    | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      3545 | NS      | $178632.55    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Dropbox Inc                               | Dropbox Inc                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2784 | NS      | $62305.92     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                         | EOG Resources Inc                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1449 | NS      | $187674.48    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp                                  | EQT Corp                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      4286 | NS      | $144995.38    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Materials Inc                       | Eagle Materials Inc                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       996 | NS      | $132318.60    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                     | East West Bancorp Inc                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       656 | NS      | $43230.40     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Bankshares Inc                    | Eastern Bankshares Inc                     | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      4807 | NS      | $82920.75     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Co                       | Eastman Chemical Co                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1882 | NS      | $153270.08    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                  | eBay Inc                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      2964 | NS      | $122917.08    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                  | Elanco Animal Health Inc                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      7279 | NS      | $88949.38     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Electronic Arts Inc                       | Electronic Arts Inc                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       154 | NS      | $18815.72     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EMCOR Group Inc                           | EMCOR Group Inc                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       318 | NS      | $47098.98     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Emerson Electric Co                       | Emerson Electric Co                        | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       414 | NS      | $39768.84     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Enact Holdings Inc                        | Enact Holdings Inc                         | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1843 | NS      | $44453.16     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Wire Corp                          | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1277 | NS      | $175664.12    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Enerplus Corp                             | Enerplus Corp                              | CUSIP: 292766102<br>LEI: 549300OEXJU0X6FYBQ42 | Long             | EC               | CORP              | CA        |      7865 | NS      | $138817.25    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                    | Equitable Holdings Inc                     | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      2796 | NS      | $80245.20     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitrans Midstream Corp                  | Equitrans Midstream Corp                   | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      9877 | NS      | $66175.90     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Euronet Worldwide Inc                     | Euronet Worldwide Inc                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1408 | NS      | $132887.04    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                              | Evercore Inc                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       777 | NS      | $84755.16     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelon Corp                               | Exelon Corp                                | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2299 | NS      | $99385.77     | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                              | Exelixis Inc                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     11356 | NS      | $182150.24    | 0.41%             |  |  |  | No            | 1                  | On Loan: —       |
| Expedia Group Inc                         | Expedia Group Inc                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1483 | NS      | $129910.80    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Expeditors International of Wa            | Expeditors International of Washington Inc | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1965 | NS      | $204202.80    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp                          | Exxon Mobil Corp                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2114 | NS      | $233174.20    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp                                  | FMC Corp                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       115 | NS      | $14352.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                | FedEx Corp                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        61 | NS      | $10565.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                    | F5 Inc                                     | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |       166 | NS      | $23822.66     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information             | Fidelity National Information Services Inc | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       140 | NS      | $9499.00      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial In            | Fidelity National Financial Inc            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1933 | NS      | $72719.46     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Government Obli            | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |     63478 | NS      | $63477.92     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| First BanCorp/Puerto Rico                 | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5776 | NS      | $73470.72     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank/CA                    | First Republic Bank/CA                     | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |       579 | NS      | $70574.31     | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Fiserv Inc                                | Fiserv Inc                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       561 | NS      | $56700.27     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| FleetCor Technologies Inc                 | FleetCor Technologies Inc                  | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |       457 | NS      | $83941.76     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Ford Motor Co                             | Ford Motor Co                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      9318 | NS      | $108368.34    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Innovations Inc            | Fortune Brands Innovations Inc             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       273 | NS      | $15591.03     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Air Corp                          | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       834 | NS      | $87478.26     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp                                  | Fox Corp                                   | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      5443 | NS      | $165303.91    | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| Franco-Nevada Corp                        | Franco-Nevada Corp                         | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       794 | NS      | $108365.12    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Resources Inc                    | Franklin Resources Inc                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       340 | NS      | $8969.20      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Freeport-McMoRan Inc                      | Freeport-McMoRan Inc                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      3890 | NS      | $147820.00    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner Inc                               | Gartner Inc                                | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |        62 | NS      | $20840.68     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp                     | General Dynamics Corp                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       125 | NS      | $31013.75     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co                       | General Electric Co                        | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       939 | NS      | $78678.81     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| General Mills Inc                         | General Mills Inc                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       159 | NS      | $13332.15     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co                         | General Motors Co                          | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      4221 | NS      | $141994.44    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                       | Gilead Sciences Inc                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1784 | NS      | $153156.40    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments Inc                       | Global Payments Inc                        | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       439 | NS      | $43601.48     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The               | Goldman Sachs Group Inc/The                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        20 | NS      | $6867.60      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Graham Holdings Co                        | Graham Holdings Co                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       133 | NS      | $80359.93     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Canyon Education Inc                | Grand Canyon Education Inc                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       323 | NS      | $34128.18     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif Inc                                 | Greif Inc                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2556 | NS      | $171405.36    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive Inc                    | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       973 | NS      | $175500.01    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Healthcare Inc                        | HCA Healthcare Inc                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       210 | NS      | $50391.60     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| HP Inc                                    | HP Inc                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      4410 | NS      | $118496.70    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Hamilton Lane Inc                         | Hamilton Lane Inc                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       255 | NS      | $16289.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corp                      | Hancock Whitney Corp                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3135 | NS      | $151702.65    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Jack Henry & Associates Inc               | Jack Henry & Associates Inc                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |       161 | NS      | $28265.16     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp                                 | Hess Corp                                  | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       494 | NS      | $70059.08     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co             | Hewlett Packard Enterprise Co              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1445 | NS      | $23062.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand Inc                           | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1694 | NS      | $72282.98     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Worldwide Holdings Inc             | Hilton Worldwide Holdings Inc              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       380 | NS      | $48016.80     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic Inc                               | Hologic Inc                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       747 | NS      | $55883.07     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Corp/The                    | Howard Hughes Corp/The                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      1810 | NS      | $138320.20    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Hub Group Inc                             | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1807 | NS      | $143638.43    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell Inc                               | Hubbell Inc                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       131 | NS      | $30743.08     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                | Humana Inc                                 | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |       106 | NS      | $54292.14     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Huntington Bancshares Inc/OH              | Huntington Bancshares Inc/OH               | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3142 | NS      | $44302.20     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp                             | Huntsman Corp                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      6993 | NS      | $192167.64    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Hyatt Hotels Corp                         | Hyatt Hotels Corp                          | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1591 | NS      | $143905.95    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| IAA Inc                                   | IAA Inc                                    | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      2684 | NS      | $107360.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                        | IPG Photonics Corp                         | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1115 | NS      | $105557.05    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Oil Ltd                          | Imperial Oil Ltd                           | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |      4411 | NS      | $214992.14    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                               | Incyte Corp                                | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |       346 | NS      | $27790.72     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp                             | Ingevity Corp                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       678 | NS      | $47758.32     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc                   | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       164 | NS      | $16444.28     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                             | Insperity Inc                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       132 | NS      | $14995.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IBM                                       | International Business Machines Corp       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       252 | NS      | $35504.28     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| International Paper Co                    | International Paper Co                     | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      4538 | NS      | $157150.94    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos Inc/T            | Interpublic Group of Cos Inc/The           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      3258 | NS      | $108523.98    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications Inc                | Iridium Communications Inc                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       162 | NS      | $8326.80      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                 | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2344 | NS      | $159860.80    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                     | Jackson Financial Inc                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2408 | NS      | $83774.32     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                         | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       286 | NS      | $50521.90     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Jones Lang LaSalle Inc                    | Jones Lang LaSalle Inc                     | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       843 | NS      | $134348.91    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                            | Ziff Davis Inc                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |        50 | NS      | $3955.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                  | KLA Corp                                   | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       109 | NS      | $41096.27     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellogg Co                                | Kellogg Co                                 | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1335 | NS      | $95105.40     | 0.22%             |  |  |  | No            | 1                  | On Loan: —       |
| KeyCorp                                   | KeyCorp                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2848 | NS      | $49612.16     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                         | Kinder Morgan Inc                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       249 | NS      | $4501.92      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KINROSS GOLD CORP COM                     | KINROSS GOLD CORP COM                      | CUSIP: 496902404<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4236 | NS      | $17325.24     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Ho            | Knight-Swift Transportation Holdings Inc   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2658 | NS      | $139305.78    | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |
| Korn Ferry                                | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2938 | NS      | $148721.56    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                         | Kosmos Energy Ltd                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     25349 | NS      | $161219.64    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Co/The                        | Kraft Heinz Co/The                         | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      2011 | NS      | $81867.81     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co/The                             | Kroger Co/The                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      3574 | NS      | $159328.92    | 0.36%             |  |  |  | No            | 1                  | On Loan: —       |
| LKQ Corp                                  | LKQ Corp                                   | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      1897 | NS      | $101318.77    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                            | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1208 | NS      | $111679.60    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| L3Harris Technologies Inc                 | L3Harris Technologies Inc                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       470 | NS      | $97858.70     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Laboratory Corp of America Hol            | Laboratory Corp of America Holdings        | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       346 | NS      | $81476.08     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp                         | Lam Research Corp                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       205 | NS      | $86161.50     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Landstar System Inc                       | Landstar System Inc                        | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1103 | NS      | $179678.70    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Lantheus Holdings Inc                     | Lantheus Holdings Inc                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      2437 | NS      | $124189.52    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Leggett & Platt Inc                       | Leggett & Platt Inc                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      3014 | NS      | $97141.22     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Leidos Holdings Inc                       | Leidos Holdings Inc                        | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      1082 | NS      | $113815.58    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Electric Holdings Inc             | Lincoln Electric Holdings Inc              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       534 | NS      | $77157.66     | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Littelfuse Inc                            | Littelfuse Inc                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        80 | NS      | $17616.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp                      | Lockheed Martin Corp                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       239 | NS      | $116271.11    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Loews Corp                                | Loews Corp                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      3268 | NS      | $190622.44    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana-Pacific Corp                    | Louisiana-Pacific Corp                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2808 | NS      | $166233.60    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos Inc                            | Lowe's Cos Inc                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       537 | NS      | $106991.88    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumen Technologies Inc                    | Lumen Technologies Inc                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     36175 | NS      | $188833.50    | 0.43%             |  |  |  | No            | 1                  | On Loan: —       |
| MGIC Investment Corp                      | MGIC Investment Corp                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     10652 | NS      | $138476.00    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                 | MGM Resorts International                  | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |      3199 | NS      | $107262.47    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co Inc              | MSC Industrial Direct Co Inc               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       224 | NS      | $18300.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's Inc                                | Macy's Inc                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      2050 | NS      | $42332.50     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Steven Madden Ltd                         | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1136 | NS      | $36306.56     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Main Street Capital Corp                  | Main Street Capital Corp                   | CUSIP: 56035L104<br>LEI: 5493001FS9QJLJNF3E20 | Long             | EC               | CORP              | US        |      2972 | NS      | $109815.40    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc                         | ManpowerGroup Inc                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       964 | NS      | $80214.44     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Manulife Financial Corp                   | Manulife Financial Corp                    | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |      5377 | NS      | $95925.68     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Oil Corp                         | Marathon Oil Corp                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      7171 | NS      | $194118.97    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp                   | Marathon Petroleum Corp                    | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1973 | NS      | $229637.47    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Maravai LifeSciences Holdings             | Maravai LifeSciences Holdings Inc          | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10095 | NS      | $144459.45    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott International Inc/MD             | Marriott International Inc/MD              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       513 | NS      | $76380.57     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                | Masco Corp                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      1722 | NS      | $80365.74     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Inc                           | Match Group Inc                            | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       969 | NS      | $40203.81     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2765 | NS      | $172840.15    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxLinear Inc                             | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1738 | NS      | $59005.10     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                               | Maximus Inc                                | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      1458 | NS      | $106915.14    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp                           | McDonald's Corp                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       290 | NS      | $76423.70     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| McKesson Corp                             | McKesson Corp                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       139 | NS      | $52141.68     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co Inc                            | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       735 | NS      | $81548.25     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Methanex Corp                             | Methanex Corp                              | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |       289 | NS      | $10941.54     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                  | Microchip Technology Inc                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       673 | NS      | $47278.25     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Moderna Inc                               | Moderna Inc                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      1159 | NS      | $208179.58    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Moelis & Co                               | Moelis & Co                                | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       224 | NS      | $8594.88      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                     | Molina Healthcare Inc                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |       228 | NS      | $75290.16     | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Molson Coors Beverage Co                  | Molson Coors Beverage Co                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |      1885 | NS      | $97115.20     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Moog Inc                                  | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       573 | NS      | $50286.48     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co/The                             | Mosaic Co/The                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      4370 | NS      | $191711.90    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc                    | Mueller Industries Inc                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3395 | NS      | $200305.00    | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| Mr Cooper Group Inc                       | Mr Cooper Group Inc                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      4294 | NS      | $172318.22    | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| Murphy Oil Corp                           | Murphy Oil Corp                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      4059 | NS      | $174577.59    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Murphy USA Inc                            | Murphy USA Inc                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       698 | NS      | $195118.92    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy Inc                            | NRG Energy Inc                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       287 | NS      | $9132.34      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| National Fuel Gas Co                      | National Fuel Gas Co                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      2392 | NS      | $151413.60    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc                                | Nelnet Inc                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       795 | NS      | $72146.25     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                | NetApp Inc                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1458 | NS      | $87567.48     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc            | New York Community Bancorp Inc             | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     17418 | NS      | $149794.80    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Times Co/The                     | New York Times Co/The                      | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       203 | NS      | $6589.38      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp                              | Newmont Corp                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1177 | NS      | $55554.40     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp                                 | News Corp                                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |      7207 | NS      | $131167.40    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| NexTier Oilfield Solutions Inc            | NexTier Oilfield Solutions Inc             | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      2063 | NS      | $19062.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                   | Nexstar Media Group Inc                    | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1055 | NS      | $184656.65    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordstrom Inc                             | Nordstrom Inc                              | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      7574 | NS      | $122244.36    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Norfolk Southern Corp                     | Norfolk Southern Corp                      | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       248 | NS      | $61112.16     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                       | Northern Trust Corp                        | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |       249 | NS      | $22034.01     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp                                | Nucor Corp                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      1367 | NS      | $180184.27    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| NUTRIEN LTD COM                           | NUTRIEN LTD COM                            | CUSIP: 67077M108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2857 | NS      | $208646.71    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| O-I Glass Inc                             | O-I Glass Inc                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4067 | NS      | $67390.19     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| O'Reilly Automotive Inc                   | O'Reilly Automotive Inc                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        34 | NS      | $28697.02     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Occidental Petroleum Corp                 | Occidental Petroleum Corp                  | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      2394 | NS      | $150798.06    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Olaplex Holdings Inc                      | Olaplex Holdings Inc                       | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3916 | NS      | $20402.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corp                                 | Olin Corp                                  | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      3539 | NS      | $187354.66    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicom Group Inc                         | Omnicom Group Inc                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1231 | NS      | $100412.67    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ON Semiconductor Corp                     | ON Semiconductor Corp                      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       904 | NS      | $56382.48     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| ONEOK Inc                                 | ONEOK Inc                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       392 | NS      | $25754.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| OneMain Holdings Inc                      | OneMain Holdings Inc                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2202 | NS      | $73348.62     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Open Text Corp                            | Open Text Corp                             | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |      1779 | NS      | $52729.56     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health Inc                    | Option Care Health Inc                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       166 | NS      | $4994.94      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Organon & Co                              | Organon & Co                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      5013 | NS      | $140013.09    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Otis Worldwide Corp                       | Otis Worldwide Corp                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       137 | NS      | $10728.47     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Otter Tail Corp                           | Otter Tail Corp                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       902 | NS      | $52956.42     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                               | Ovintiv Inc                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3682 | NS      | $186714.22    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                             | Owens Corning                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1821 | NS      | $155331.30    | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| PNC Financial Services Group I            | PNC Financial Services Group Inc/The       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       294 | NS      | $46434.36     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Premier Bancorp Inc               | Pacific Premier Bancorp Inc                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1963 | NS      | $61952.28     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                 | Packaging Corp of America                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       801 | NS      | $102455.91    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| PacWest Bancorp                           | PacWest Bancorp                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      1864 | NS      | $42778.80     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Papa John's International Inc             | Papa John's International Inc              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       272 | NS      | $22388.32     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings Inc                       | PayPal Holdings Inc                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       684 | NS      | $48714.48     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Pembina Pipeline Corp                     | Pembina Pipeline Corp                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       856 | NS      | $29061.20     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Penn Entertainment Inc                    | Penn Entertainment Inc                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2333 | NS      | $69290.10     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Automotive Group Inc               | Penske Automotive Group Inc                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      1216 | NS      | $139754.88    | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |
| Pfizer Inc                                | Pfizer Inc                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4070 | NS      | $208546.80    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International In            | Philip Morris International Inc            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       758 | NS      | $76717.18     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Phillips 66                               | Phillips 66                                | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      2070 | NS      | $215445.60    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Pilgrim's Pride Corp                      | Pilgrim's Pride Corp                       | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      8295 | NS      | $196840.35    | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| Pinnacle Financial Partners In            | Pinnacle Financial Partners Inc            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       295 | NS      | $21653.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Pioneer Natural Resources Co              | Pioneer Natural Resources Co               | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       709 | NS      | $161928.51    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc                         | Post Holdings Inc                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        78 | NS      | $7040.28      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc                    | Power Integrations Inc                     | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       531 | NS      | $38083.32     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare I            | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1381 | NS      | $86450.60     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc             | Principal Financial Group Inc              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2168 | NS      | $181938.56    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                 | Qorvo Inc                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       924 | NS      | $83751.36     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                              | QUALCOMM Inc                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       675 | NS      | $74209.50     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Quest Diagnostics Inc                     | Quest Diagnostics Inc                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       809 | NS      | $126559.96    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                  | RLI Corp                                   | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1474 | NS      | $193491.98    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc                          | Radian Group Inc                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      9561 | NS      | $182328.27    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Range Resources Corp                      | Range Resources Corp                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      7175 | NS      | $179518.50    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc             | Regeneron Pharmaceuticals Inc              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       263 | NS      | $189751.87    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co              | Reliance Steel & Aluminum Co               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       853 | NS      | $172681.32    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Restaurant Brands Internationa            | Restaurant Brands International Inc        | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       936 | NS      | $60531.12     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ritchie Bros Auctioneers Inc              | Ritchie Bros Auctioneers Inc               | CUSIP: 767744105<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |       594 | NS      | $34351.02     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Robert Half International Inc             | Robert Half International Inc              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2156 | NS      | $159177.48    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Ross Stores Inc                           | Ross Stores Inc                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       570 | NS      | $66159.90     | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Ryan Specialty Holdings Inc               | Ryan Specialty Holdings Inc                | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $15109.64     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System Inc                          | Ryder System Inc                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1278 | NS      | $106802.46    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| SLM Corp                                  | SLM Corp                                   | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1386 | NS      | $23007.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SS&C Technologies Holdings Inc            | SS&C Technologies Holdings Inc             | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      2226 | NS      | $115885.56    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| SSR Mining Inc                            | SSR Mining Inc                             | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |       405 | NS      | $6346.35      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB Financial Group                       | SVB Financial Group                        | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       483 | NS      | $111157.62    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                            | Salesforce Inc                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        79 | NS      | $10474.61     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                              | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1047 | NS      | $59982.63     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                    | Schneider National Inc                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      3450 | NS      | $80730.00     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Science Applications Internati            | Science Applications International Corp    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       527 | NS      | $58460.11     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Light & Wonder Inc                        | Light & Wonder Inc                         | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      1738 | NS      | $101846.80    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                           | Sealed Air Corp                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1463 | NS      | $72974.44     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SeaWorld Entertainment Inc                | SeaWorld Entertainment Inc                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      2499 | NS      | $133721.49    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp                              | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1092 | NS      | $31329.48     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Corp International/US             | Service Corp International/US              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       191 | NS      | $13205.74     | 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        |      1075 | NS      | $123861.50    | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Signify Health Inc                        | Signify Health Inc                         | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $90422.30     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc                       | Silgan Holdings Inc                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1881 | NS      | $97511.04     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc              | Simpson Manufacturing Co Inc               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       136 | NS      | $12057.76     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sirius XM Holdings Inc                    | Sirius XM Holdings Inc                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     15070 | NS      | $88008.80     | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Skyline Champion Corp                     | Skyline Champion Corp                      | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2743 | NS      | $141291.93    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on Inc                               | Snap-on Inc                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |       242 | NS      | $55294.58     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| SouthState Corp                           | SouthState Corp                            | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       488 | NS      | $37263.68     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Southern Copper Corp                      | Southern Copper Corp                       | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | MX        |      2061 | NS      | $124463.79    | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Southwestern Energy Co                    | Southwestern Energy Co                     | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     22649 | NS      | $132496.65    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Market Inc                | Sprouts Farmers Market Inc                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      4768 | NS      | $154340.16    | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| Steel Dynamics Inc                        | Steel Dynamics Inc                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2085 | NS      | $203704.50    | 0.46%             |  |  |  | No            | 1                  | On Loan: —       |
| Summit Materials Inc                      | Summit Materials Inc                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |       545 | NS      | $15475.73     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Suncor Energy Inc                         | Suncor Energy Inc                          | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |      7006 | NS      | $222300.38    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Inc                             | Synaptics Inc                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       700 | NS      | $66612.00     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp                    | Synovus Financial Corp                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       862 | NS      | $32368.10     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                       | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      2573 | NS      | $84548.78     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Syneos Health Inc                         | Syneos Health Inc                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      2460 | NS      | $90232.80     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TFI International Inc                     | TFI International Inc                      | CUSIP: 87241L109<br>LEI: 5493007R9W7KO7SJN678 | Long             | EC               | CORP              | CA        |      1525 | NS      | $152866.00    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| TJX Cos Inc/The                           | TJX Cos Inc/The                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       528 | NS      | $42028.80     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| T-Mobile US Inc                           | T-Mobile US Inc                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       718 | NS      | $100520.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| TPG Inc                                   | TPG Inc                                    | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |       938 | NS      | $26104.54     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tapestry Inc                              | Tapestry Inc                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       555 | NS      | $21134.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Teck Resources Ltd                        | Teck Resources Ltd                         | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |      5703 | NS      | $215687.46    | 0.49%             |  |  |  | No            | 1                  | On Loan: —       |
| TEGNA Inc                                 | TEGNA Inc                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     11102 | NS      | $235251.38    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Teledyne Technologies Inc                 | Teledyne Technologies Inc                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       180 | NS      | $71983.80     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Inc                              | Teleflex Inc                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       110 | NS      | $27459.30     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Teradata Corp                             | Teradata Corp                              | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1798 | NS      | $60520.68     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Teradyne Inc                              | Teradyne Inc                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       236 | NS      | $20614.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                     | Texas Instruments Inc                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        98 | NS      | $16191.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                               | Textron Inc                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1102 | NS      | $78021.60     | 0.18%             |  |  |  | No            | 1                  | On Loan: —       |
| Thor Industries Inc                       | Thor Industries Inc                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2331 | NS      | $175967.19    | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| 3M Co                                     | 3M Co                                      | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      1096 | NS      | $131432.32    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp                             | TopBuild Corp                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        89 | NS      | $13927.61     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                 | Toronto-Dominion Bank/The                  | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1055 | NS      | $68321.80     | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Trex Co Inc                               | Trex Co Inc                                | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $24890.04     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tricon Residential Inc                    | Tricon Residential Inc                     | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |      8859 | NS      | $68302.89     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| TriNet Group Inc                          | TriNet Group Inc                           | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      2427 | NS      | $164550.60    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                     | Truist Financial Corp                      | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2306 | NS      | $99227.18     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods Inc                           | Tyson Foods Inc                            | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      1623 | NS      | $101031.75    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| UMB Financial Corp                        | UMB Financial Corp                         | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       805 | NS      | $67233.60     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries Inc                        | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2570 | NS      | $203672.50    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                | US Bancorp                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       567 | NS      | $24726.87     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Ulta Beauty Inc                           | Ulta Beauty Inc                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        23 | NS      | $10788.61     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Umpqua Holdings Corp                      | Umpqua Holdings Corp                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |      2030 | NS      | $36235.50     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                        | Union Pacific Corp                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       182 | NS      | $37686.74     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service Inc                 | United Parcel Service Inc                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       745 | NS      | $129510.80    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Steel Corp                  | United States Steel Corp                   | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      7891 | NS      | $197669.55    | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| United Therapeutics Corp                  | United Therapeutics Corp                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       470 | NS      | $130702.30    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Univar Solutions Inc                      | Univar Solutions Inc                       | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      1264 | NS      | $40195.20     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp                        | Valero Energy Corp                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1864 | NS      | $236467.04    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                             | Valvoline Inc                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      1049 | NS      | $34249.85     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                | Verizon Communications Inc                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      2914 | NS      | $114811.60    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| VERMILION ENERGY INC COM                  | VERMILION ENERGY INC COM                   | CUSIP: 923725105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10983 | NS      | $194399.10    | 0.44%             |  |  |  | No            | 1                  | On Loan: —       |
| Verra Mobility Corp                       | Verra Mobility Corp                        | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      1445 | NS      | $19984.35     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       399 | NS      | $115223.22    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Viavi Solutions Inc                       | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      3123 | NS      | $32822.73     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                          | Paramount Global                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      3053 | NS      | $51534.64     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Viatris Inc                               | Viatris Inc                                | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     16316 | NS      | $181597.08    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Victoria's Secret & Co                    | Victoria's Secret & Co                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       385 | NS      | $13775.30     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology Inc                     | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8308 | NS      | $210275.48    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology Inc                | Vishay Intertechnology Inc                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      7744 | NS      | $167038.08    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Walgreens Boots Alliance Inc              | Walgreens Boots Alliance Inc               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      1039 | NS      | $38817.04     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                | Watsco Inc                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       115 | NS      | $28681.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                          | Wells Fargo & Co                           | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      1115 | NS      | $46038.35     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| West Fraser Timber Co Ltd                 | West Fraser Timber Co Ltd                  | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |      2010 | NS      | $145302.90    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorp                  | Western Alliance Bancorp                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1963 | NS      | $116916.28    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Union Co/The                      | Western Union Co/The                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     13465 | NS      | $185413.05    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Westlake Corp                             | Westlake Corp                              | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1723 | NS      | $176676.42    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Westrock Co                               | Westrock Co                                | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      3456 | NS      | $121512.96    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX Inc                                   | WEX Inc                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       646 | NS      | $105717.90    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyerhaeuser Co                           | Weyerhaeuser Co                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      4660 | NS      | $144460.00    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp                            | Whirlpool Corp                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1029 | NS      | $145562.34    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| John Wiley & Sons Inc                     | John Wiley & Sons Inc                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       288 | NS      | $11537.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma Inc                       | Williams-Sonoma Inc                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       928 | NS      | $106645.76    | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Wyndham Hotels & Resorts Inc              | Wyndham Hotels & Resorts Inc               | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1852 | NS      | $132066.12    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| XPO Inc                                   | XPO Inc                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      3133 | NS      | $104297.57    | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Yamana Gold Inc                           | Yamana Gold Inc                            | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | CA        |     28189 | NS      | $156448.95    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Zebra Technologies Corp                   | Zebra Technologies Corp                    | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |       128 | NS      | $32820.48     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Zimmer Biomet Holdings Inc                | Zimmer Biomet Holdings Inc                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       471 | NS      | $60052.50     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   6041970 | NS      | $6041969.75   | 13.69%            |  |  |  | No            | N/A                | On Loan: No      |
| Adient PLC                                | Adient PLC                                 | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |      1385 | NS      | $48045.65     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Amcor PLC                                 | Amcor PLC                                  | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | GB        |      3712 | NS      | $44209.92     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Amdocs Ltd                                | Amdocs Ltd                                 | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | US        |       101 | NS      | $9180.90      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                 | Axis Capital Holdings Ltd                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1101 | NS      | $59641.17     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Accenture PLC                             | Accenture PLC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       182 | NS      | $48564.88     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Bunge Ltd                                 | Bunge Ltd                                  | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | US        |      2207 | NS      | $220192.39    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Cushman & Wakefield PLC                   | Cushman & Wakefield PLC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     12615 | NS      | $157182.90    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd                          | Essent Group Ltd                           | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |      3634 | NS      | $141289.92    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Janus Henderson Group PLC                 | Janus Henderson Group PLC                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | GB        |       417 | NS      | $9807.84      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Therapeutics Plc                  | Horizon Therapeutics Plc                   | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | US        |      1079 | NS      | $122790.20    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| International Game Technology             | International Game Technology PLC          | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |      2418 | NS      | $54840.24     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Weatherford International PLC             | Weatherford International PLC              | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | US        |       805 | NS      | $40990.60     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Ltd                               | Invesco Ltd                                | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | US        |      1652 | NS      | $29719.48     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals PLC                  | Jazz Pharmaceuticals PLC                   | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      1227 | NS      | $195473.37    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde PLC                                 | Linde PLC                                  | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |        21 | NS      | $6849.78      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic PLC                             | Medtronic PLC                              | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        60 | NS      | $4663.20      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TechnipFMC PLC                            | TechnipFMC PLC                             | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     14310 | NS      | $174438.90    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Tronox Holdings PLC                       | Tronox Holdings PLC                        | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |      3620 | NS      | $49630.20     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Ltd                       | TE Connectivity Ltd                        | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | US        |       810 | NS      | $92988.00     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| LyondellBasell Industries NV              | LyondellBasell Industries NV               | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |      2334 | NS      | $193792.02    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| NXP Semiconductors NV                     | NXP Semiconductors NV                      | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       615 | NS      | $97188.45     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                 | QIAGEN NV                                  | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      3004 | NS      | $149809.48    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercorp Financial Services I            | Intercorp Financial Services Inc           | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | EC               | CORP              | PE        |       284 | NS      | $6674.00      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Tidal ETF Trust

**Signature:** /s/ Aaron Perkovich

**Name of Signer:** Aaron Perkovich

**Title:** Treasurer/Principal Financial