# EDGAR Filing Document

**Accession Number:** 0001518042
**File Stem:** 0001752724-23-043097
**Filing Date:** 2023-2
**Character Count:** 126104
**Document Hash:** 83e302fd7144b12fca0369f077523756
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043097.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043097

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN LIGHTS FUND TRUST II
- **CENTRAL INDEX KEY:** 0001518042
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22549
- **FILM NUMBER:** 23674033

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022

## Series and Classes Contracts Data

### Acclivity Mid Cap Multi-Style Fund (Series ID: S000063454)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000205612 | Acclivity Mid Cap Multi-Style N Shares | AXMNX           |
| C000205613 | Acclivity Mid Cap Multi-Style I Shares | AXMIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHERN LIGHTS FUND TRUST II

- **b. Investment Company Act file number:** 811-22549

- **c. CIK number of Registrant:** 0001518042

- **d. LEI of Registrant:** 549300TH7YXW5G2QY588

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Acclivity Mid Cap Multi-Style Fund

- **b. EDGAR series identifier (if any):** S000063454

- **c. LEI of Series:** 549300HBMZ210JWOG679

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

- **a. Date of fiscal year-end:** 2022-12-31

- **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:** $520796.15

**Total Liabilities:** $57342.52

**Net Assets:** $463453.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205612 | 9.59%                | 6.17%                | -5.36%               |
| Class ID C000205613 | 9.59%                | 6.17%                | -5.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $665.32                  | $39442.55                                  |
| Month 2  | $-3708.44                | $31356.95                                  |
| Month 3  | $-708.37                 | $-26463.61                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Portland General Electric Company              | PORTLAND GENERAL          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |         1 | NS      | $49.00        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Governor                              | WOODWARD INC              | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         9 | NS      | $869.49       | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | UNUM GROUP                | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |        79 | NS      | $3241.37      | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                         | SOUTHSTATE CORP           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        18 | NS      | $1374.48      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                  | AUTOLIV INC               | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |        19 | NS      | $1455.02      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                            | CHURCHILL DOWNS           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |         6 | NS      | $1268.58      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                         | F5 INC                    | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |        12 | NS      | $1722.12      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                             | TIMKEN CO                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |         1 | NS      | $70.67        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KEYCORP                   | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |        12 | NS      | $209.04       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                | BIO-TECHNE CORP           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        20 | NS      | $1657.60      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Incorporation                | SHOCKWAVE MEDICAL INC     | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |         5 | NS      | $1028.05      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                     | EVERGY INC                | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         8 | NS      | $503.44       | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | HENRY SCHEIN INC          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        24 | NS      | $1916.88      | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                        | DENALI THERAPEUTICS INC   | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |         6 | NS      | $166.86       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                       | ATMOS ENERGY              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |         8 | NS      | $896.56       | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                        | SYNOVUS FINL              | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |        38 | NS      | $1426.90      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                           | SNAP-ON INC               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |        14 | NS      | $3198.86      | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                           | MKS INSTRUMENTS           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |        13 | NS      | $1101.49      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                    | JETBLUE AIRWAYS           | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |         1 | NS      | $6.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.      | KNIGHT-SWIFT TRA          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $1939.17      | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                    | IDACORP INC               | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |         8 | NS      | $862.80       | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                           | CLEVELAND-CLIFFS          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       156 | NS      | $2513.16      | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc.                                   | ASHLAND INC               | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |        12 | NS      | $1290.36      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                 | TEMPUR SEALY INT          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |        13 | NS      | $446.29       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                  | H&R BLOCK INC             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        37 | NS      | $1350.87      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                | PULTEGROUP INC            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $2868.39      | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation      | INTEGRA LIFESCIE          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |         6 | NS      | $336.42       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                | CARLISLE COS INC          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         9 | NS      | $2120.85      | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                        | ADVANCE AUTO PAR          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |         9 | NS      | $1323.27      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Agco Corporation                               | AGCO CORP                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        16 | NS      | $2219.04      | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                  | TERADYNE INC              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |         4 | NS      | $349.40       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                        | VALLEY NATL BANC          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       140 | NS      | $1583.40      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| V.F. Corp                                      | VF CORP                   | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |        70 | NS      | $1932.70      | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                   | LINCOLN NATL CRP          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |        25 | NS      | $768.00       | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                          | US FOODS HOLDING CORP     | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        38 | NS      | $1292.76      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                         | RPM INTL INC              | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        20 | NS      | $1949.00      | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                             | VAIL RESORTS              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |         4 | NS      | $953.40       | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH                        | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |         5 | NS      | $1335.95      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                 | EXELIXIS INC              | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        52 | NS      | $834.08       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                     | NATL INSTRUMENTS          | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |         2 | NS      | $73.80        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                               | NEWS CORP-CL A            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       157 | NS      | $2857.40      | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                 | SELECT INS GRP            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        17 | NS      | $1506.37      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Davita Inc                                     | DAVITA INC                | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |         2 | NS      | $149.34       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.             | HAWAIIAN ELEC             | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |         1 | NS      | $41.85        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                             | VOYA FINANCIAL I          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        34 | NS      | $2090.66      | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Initial PLC                           | RENTOKIL-SP ADR           | CUSIP: 760125104<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |        35 | NS      | $1078.35      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                       | UGI CORP                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        86 | NS      | $3188.02      | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                 | PBF ENERGY INC-A          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        28 | NS      | $1141.84      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                         | GUIDEWIRE SOFTWA          | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |        11 | NS      | $688.16       | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corporation                          | WHIRLPOOL CORP            | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |        16 | NS      | $2263.36      | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                       | LAMB WESTON               | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |        30 | NS      | $2680.80      | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                | UNITED THERAPEUT          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         9 | NS      | $2502.81      | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                          | EAST WEST BNCRP           | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $790.80       | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                    | OVINTIV INC               | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $4208.93      | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                        | PTC INC                   | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        20 | NS      | $2400.80      | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.              | CHOICE HOTELS             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        12 | NS      | $1351.68      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                    | INTL PAPER CO             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        76 | NS      | $2631.88      | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                   | AMEDISYS INC              | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |         1 | NS      | $83.54        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                     | FIVE9 INC                 | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |         1 | NS      | $67.86        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.    | HARTFORD FINL SV          | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        11 | NS      | $834.13       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                       | RLI CORP                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        11 | NS      | $1443.97      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                              | OMNICOM GROUP             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |         2 | NS      | $163.14       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc                             | BOSTON BEER-A             | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |         1 | NS      | $329.52       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corporation                       | RALPH LAUREN COR          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |        17 | NS      | $1796.39      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                 | GLOBE LIFE INC            | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        34 | NS      | $4098.70      | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc.                           | THOR INDUSTRIES           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |         8 | NS      | $603.92       | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                     | BUILDERS FIRSTSO          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |        59 | NS      | $3827.92      | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                   | STIFEL FINANCIAL          | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |        31 | NS      | $1809.47      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                | ULTA BEAUTY INC           | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         1 | NS      | $469.07       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                            | INSULET CORP              | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         2 | NS      | $588.78       | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                              | HF SINCLAIR CORP          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $4151.20      | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp              | MARRIOTT VACATIO          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |         4 | NS      | $538.36       | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corporation                 | ZEBRA TECH CORP           | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |         9 | NS      | $2307.69      | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                  | COHERENT CORP             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |        13 | NS      | $456.30       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                           | TENABLE HOLDINGS          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |         6 | NS      | $228.90       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation           | FIRST AMERICAN F          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        30 | NS      | $1570.20      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                 | GLOBUS MEDICAL I          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        12 | NS      | $891.24       | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Incorporation                          | POLARIS INC               | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        12 | NS      | $1212.00      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                              | LOEWS CORP                | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        10 | NS      | $583.30       | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                        | CACI INTL-A               | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |         4 | NS      | $1202.36      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Godaddy Inc                                    | GODADDY INC-A             | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |        26 | NS      | $1945.32      | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                             | GXO LOGISTIC              | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |         7 | NS      | $298.83       | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                          | COMERICA INC              | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        27 | NS      | $1804.95      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                   | JACK HENRY                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |         9 | NS      | $1580.04      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                   | KOHLS CORP                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |        17 | NS      | $429.25       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                      | QORVO INC                 | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        27 | NS      | $2447.28      | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                 | BJ'S WHOLESALE C          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        31 | NS      | $2050.96      | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                             | CROWN HOLDINGS I          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |         6 | NS      | $493.26       | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corporation                                | PVH CORP                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |         5 | NS      | $352.95       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                    | ENHABIT INC               | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $157.92       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                           | LANDSTAR SYSTEM           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |         8 | NS      | $1303.20      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                    | SUNRUN INC                | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |        14 | NS      | $336.28       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                   | MATTEL INC                | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |        82 | NS      | $1462.88      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc.                                 | WOLFSPEED INC             | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |        18 | NS      | $1242.72      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                              | ACI WORLDWIDE IN          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |         1 | NS      | $23.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                             | MANPOWERGROUP IN          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |         3 | NS      | $249.63       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | UNIVERSAL HLTH-B          | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        30 | NS      | $4226.70      | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                          | BRUNSWICK CORP            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |        18 | NS      | $1297.44      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation               | CINCINNATI FIN            | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |         8 | NS      | $819.12       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                           | M&T BANK CORP             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |         3 | NS      | $435.18       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                               | POOL CORP                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |         8 | NS      | $2418.64      | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| The Mosaic Company                             | MOSAIC CO/THE             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        22 | NS      | $965.14       | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                     | CULLEN/FROST              | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        14 | NS      | $1871.80      | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | DARDEN RESTAURAN          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         4 | NS      | $553.32       | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                     | HILTON GRAND VAC          | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |        13 | NS      | $501.02       | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                               | ROYAL GOLD INC            | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         3 | NS      | $338.16       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                         | INGREDION INC             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        15 | NS      | $1468.95      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                                 | TD SYNNEX CORP            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |         3 | NS      | $284.13       | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                 | LINCOLN ELECTRIC          | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        14 | NS      | $2022.86      | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                  | ASSURANT INC              | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        19 | NS      | $2376.14      | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                           | HOWMET AEROSPACE          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        25 | NS      | $985.25       | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                            | TG THERAPEUTICS INC       | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |         1 | NS      | $11.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                | LKQ CORP                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |        34 | NS      | $1815.94      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Incorporation                  | WILLIAMS-SONOMA           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |        19 | NS      | $2183.48      | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc.                 | ROBERT HALF INTL          | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |        22 | NS      | $1624.26      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                   | ANTERO RESOURCES CORP     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |        82 | NS      | $2541.18      | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                            | VARONIS SYSTEMS           | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |         2 | NS      | $47.88        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                         | MURPHY OIL CORP           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |        50 | NS      | $2150.50      | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG ENERGY                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |        75 | NS      | $2386.50      | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                     | NEUROCRINE BIOSC          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        15 | NS      | $1791.60      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                 | FIVE BELOW                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |         8 | NS      | $1414.96      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                 | TEXAS PACIFIC LA          | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |         1 | NS      | $2344.23      | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                     | SILICON LABS              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |         3 | NS      | $407.01       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Incorporation          | FLOOR & DECOR HOLDINGS IN | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $69.63        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                         | ASPEN TECHNOLOGY          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |         2 | NS      | $410.80       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                              | EXPEDIA GROUP IN          | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         2 | NS      | $175.20       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co.                             | CONOCOPHILLIPS            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |         3 | NS      | $354.00       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                 | TETRA TECH INC            | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |         8 | NS      | $1161.52      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON SEMICONDUCTOR          | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |         9 | NS      | $561.33       | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                        | KBR INC                   | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        23 | NS      | $1214.40      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                     | WATSCO INC                | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         6 | NS      | $1496.40      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                            | FLOWERS FOODS             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |        45 | NS      | $1293.30      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                    | DECKERS OUTDOOR           | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |         5 | NS      | $1995.80      | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.             | TAKE-TWO INTERAC          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |         9 | NS      | $937.17       | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                    | TRIMBLE INC               | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |         4 | NS      | $202.24       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caseys Gen Stores                              | CASEY'S GENERAL           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         9 | NS      | $2019.15      | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                       | MANHATTAN ASSOC           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        13 | NS      | $1578.20      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                   | OMNICELL INC              | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |         3 | NS      | $151.26       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA CORP                  | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $2987.52      | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                        | SONOCO PRODUCTS           | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |        19 | NS      | $1153.49      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                   | TAPESTRY INC              | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        45 | NS      | $1713.60      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FDS INC                            | FIRST AM-TR OB-X          | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |     48037 | PA      | $48036.63     | 10.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources                             | FRANKLIN RES INC          | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |        96 | NS      | $2532.48      | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Co                             | TARGA RESOURCES           | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        18 | NS      | $1323.00      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.              | FIDELITY NATIONA          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       122 | NS      | $4589.64      | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America               | PACKAGING CORP            | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        17 | NS      | $2174.47      | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                | BORGWARNER INC            | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |        61 | NS      | $2455.25      | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                              | SYNEOS HEALTH IN          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |        11 | NS      | $403.48       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                          | FLOWSERVE CORP            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |         1 | NS      | $30.68        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                        | ESSENTIAL UTILIT          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |        47 | NS      | $2243.31      | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                  | NISOURCE INC              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       119 | NS      | $3262.98      | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                    | IOVANCE BIOTHERA          | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |         1 | NS      | $6.39         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                          | MGIC INVT CORP            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |         1 | NS      | $13.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB FINANCIAL GR          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |         1 | NS      | $230.14       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.                  | MONOLITHIC POWER          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         1 | NS      | $353.61       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                     | LITHIA MOTORS-A           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |         4 | NS      | $818.96       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                   | APOLLO GLOBAL MA          | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $127.58       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                         | LANCASTER COLONY          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |         1 | NS      | $197.30       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                                | PEGASYSTEMS INC           | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |         5 | NS      | $171.20       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                  | JEFFERIES FINANC          | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        68 | NS      | $2331.04      | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                  | SM ENERGY CO              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |        21 | NS      | $731.43       | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Company                               | WESTROCK CO               | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        46 | NS      | $1617.36      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                        | ARROW ELECTRONIC          | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        19 | NS      | $1986.83      | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation              | PINNACLE WEST             | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |        31 | NS      | $2357.24      | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| The J M Smucker Company                        | JM SMUCKER CO             | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |        12 | NS      | $1901.52      | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                   | MASTEC INC                | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        13 | NS      | $1109.29      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                             | CIRRUS LOGIC INC          | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |         1 | NS      | $74.48        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                        | BOYD GAMING CORP          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |        31 | NS      | $1690.43      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                             | TELADOC HEALTH I          | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |        20 | NS      | $473.00       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Incorporation                          | GARTNER INC               | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |         1 | NS      | $336.14       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                       | ETSY INC                  | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |        30 | NS      | $3593.40      | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                 | ZIFF DAVIS INC            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |         3 | NS      | $237.30       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                 | PERFORMANCE FOOD          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        51 | NS      | $2977.89      | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                               | HAEMONETICS CORP          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |         1 | NS      | $78.65        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                        | NEXSTAR MEDIA             | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |         4 | NS      | $700.12       | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                   | CF INDUSTRIES HO          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |         8 | NS      | $681.60       | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceuticals Inc                 | ULTRAGENYX PHARM          | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |         3 | NS      | $138.99       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | BIO-RAD LABS-A            | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |         5 | NS      | $2102.45      | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                      | COTY INC-CL A             | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       190 | NS      | $1626.40      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                  | TERADATA CORP             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |         7 | NS      | $235.62       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                         | BURLINGTON STORE          | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |        12 | NS      | $2433.12      | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                       | NOV INC                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |        68 | NS      | $1420.52      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                           | LEGGETT & PLATT           | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |         8 | NS      | $257.84       | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corporation                           | REPLIGEN CORP             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |         1 | NS      | $169.31       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                    | NOVAVAX INC               | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |         3 | NS      | $30.84        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                | GEN DIGITAL INC           | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |         4 | NS      | $85.72        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                     | EXACT SCIENCES            | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        27 | NS      | $1336.77      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollies Bargain Outlet Holdings Incorporation   | OLLIE'S BARGAIN           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |         1 | NS      | $46.84        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                             | BRUKER CORP               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |         2 | NS      | $136.70       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                        | ITT INC                   | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        16 | NS      | $1297.60      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc                                | TRIPADVISOR INC           | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |         1 | NS      | $17.98        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                          | HARLEY-DAVIDSON           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        34 | NS      | $1414.40      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                   | ENTEGRIS INC              | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        16 | NS      | $1049.44      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                       | SAREPTA THERAPEU          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |        17 | NS      | $2202.86      | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                        | XPO INC                   | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        16 | NS      | $532.64       | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA, Inc.                             | SKECHERS USA-A            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |        38 | NS      | $1594.10      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                   | TEXTRON INC               | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        32 | NS      | $2265.60      | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | RELIANCE STEEL            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        14 | NS      | $2834.16      | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                     | HASBRO INC                | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |        27 | NS      | $1647.27      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics Inc                        | MIRATI THERAPEUT          | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |         2 | NS      | $90.62        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                         | DIAMONDBACK ENER          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |         8 | NS      | $1094.24      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker, Inc.                   | STANLEY BLACK &           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        25 | NS      | $1878.00      | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                        | EURONET WORLDWID          | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |         2 | NS      | $188.76       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Siteone Landscape Supply Inc                   | SITEONE LANDSCAP          | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |         1 | NS      | $117.32       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Company                          | CAMPBELL SOUP CO          | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        35 | NS      | $1986.25      | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | ZIONS BANCORP NA          | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |        37 | NS      | $1818.92      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                  | PAYLOCITY HOLDIN          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |         7 | NS      | $1359.82      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                         | SEALED AIR CORP           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        30 | NS      | $1496.40      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                    | IONIS PHARMACEUT          | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        27 | NS      | $1019.79      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                             | ENOVIS CORP               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |         4 | NS      | $214.08       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                 | MAGNOLIA OIL & GAS CORP   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $773.85       | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc.                        | DOLBY LABORATO-A          | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |        18 | NS      | $1269.72      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                            | OSHKOSH CORP              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        12 | NS      | $1058.28      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                           | HUBBELL INC               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         8 | NS      | $1877.44      | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                | EQT CORP                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |        96 | NS      | $3247.68      | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                             | CHEMED CORP               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         3 | NS      | $1531.29      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.              | BOOZ ALLEN HAMIL          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        27 | NS      | $2822.04      | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                  | WESTERN MIDSTREA          | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $2443.35      | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                    | COGNEX CORP               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        29 | NS      | $1366.19      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.        | INTL FLVR & FRAG          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |         3 | NS      | $314.52       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                           | EAGLE MATERIALS           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |         1 | NS      | $132.85       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                               | PURE STORAGE-A            | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |        73 | NS      | $1953.48      | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                               | BLACK KNIGHT              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |        26 | NS      | $1605.50      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc                       | DARLING INGREDIE          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        14 | NS      | $876.26       | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.       | INTERPUBLIC GRP           | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |        81 | NS      | $2698.11      | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                | EMCOR GROUP INC           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         3 | NS      | $444.33       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | COTERRA ENERGY I          | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        38 | NS      | $933.66       | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | OWENS CORNING             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        23 | NS      | $1961.90      | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | CITIZENS FINANCI          | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |         5 | NS      | $196.85       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                  | REGIONS FINANCIA          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        10 | NS      | $215.60       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                      | PRINCIPAL FINL            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        11 | NS      | $923.12       | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                     | ACADIA PHARMACEU          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |         1 | NS      | $15.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                         | U-HAUL HOLDING C          | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |         7 | NS      | $421.33       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation              | LATTICE SEMICOND          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |        24 | NS      | $1557.12      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage System Inc                   | ADVANCED DRAINAG          | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        15 | NS      | $1229.55      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                               | IDEX CORP                 | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |         1 | NS      | $228.33       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM                     | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |        22 | NS      | $1868.46      | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                       | WR BERKLEY CORP           | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        27 | NS      | $1959.39      | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx Inc                                    | ALTERYX INC -A            | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |         1 | NS      | $50.67        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corporation                | US STEEL CORP             | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |        44 | NS      | $1102.20      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Incorporation                   | HOULIHAN LOKEY I          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |        16 | NS      | $1394.56      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | UNITED RENTALS            | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |         1 | NS      | $355.42       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                         | PENN ENTERTAINME          | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $59.40        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp.                                 | MIDDLEBY CORP             | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |         9 | NS      | $1205.10      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                            | LEIDOS HOLDINGS           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |         8 | NS      | $841.52       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                            | CLEAN HARBORS             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        12 | NS      | $1369.44      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                               | HANESBRANDS INC           | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |        20 | NS      | $127.20       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                   | VIASAT INC                | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |         1 | NS      | $31.65        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                               | STERICYCLE INC            | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |         4 | NS      | $199.56       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                      | TELEDYNE TECH             | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         1 | NS      | $399.91       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                   | BIOMARIN PHARMAC          | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |         3 | NS      | $310.47       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                      | PROSPERITY BNCSH          | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $1671.64      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                              | ALCOA CORP                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        57 | NS      | $2591.79      | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                | WESTERN ALLIANCE          | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |         3 | NS      | $178.68       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                      | NATL FUEL GAS CO          | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        19 | NS      | $1202.70      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                   | ENCOMPASS HEALTH          | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        24 | NS      | $1435.44      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                        | WEBSTER FINL              | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        16 | NS      | $757.44       | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                      | FIRST HORIZON NA          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       124 | NS      | $3038.00      | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                              | CIENA CORP                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        33 | NS      | $1682.34      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International              | SERVICE CORP INT          | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        37 | NS      | $2558.18      | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                          | TELEFLEX INC              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         7 | NS      | $1747.41      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                            | TEXAS ROADHOUS            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        14 | NS      | $1273.30      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | CHARLES RIVER LA          | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         8 | NS      | $1743.20      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                              | RADIAN GROUP INC          | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |         1 | NS      | $19.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Engineering Group Inc.                  | JACOBS SOLUTIONS          | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $360.21       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                   | IRIDIUM COMMUNIC          | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |         9 | NS      | $462.60       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                         | DXC TECHNOLOGY C          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |        81 | NS      | $2146.50      | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                          | RANGE RESOURCES           | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        68 | NS      | $1701.36      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                       | SAIA INC                  | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |         4 | NS      | $838.72       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | STEEL DYNAMICS            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        11 | NS      | $1074.70      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.            | HUNTINGTON INGAL          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         6 | NS      | $1384.08      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Incorporation                         | PENUMBRA INC              | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |         1 | NS      | $222.46       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                    | ARES MANAGEM- A           | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |         1 | NS      | $68.44        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation                  | LOUISIANA-PACIFI          | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        13 | NS      | $769.60       | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | JUNIPER NETWORKS          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        75 | NS      | $2397.00      | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                      | JABIL INC                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        31 | NS      | $2114.20      | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                  | PINTEREST INC -A          | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $1990.96      | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                      | CROCS INC                 | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        14 | NS      | $1518.02      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated             | HUNTINGTON BANC           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |         4 | NS      | $56.40        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                        | ARAMARK                   | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |        46 | NS      | $1901.64      | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                            | ACUITY BRANDS             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $993.66       | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                   | RAYMOND JAMES             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         4 | NS      | $427.40       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                | LITTELFUSE INC            | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |         5 | NS      | $1101.00      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. Robinson Worldwide Inc                    | CH ROBINSON               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        25 | NS      | $2289.00      | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                           | HUNTSMAN CORP             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |        27 | NS      | $741.96       | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                 | AMER FINL GROUP           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        26 | NS      | $3569.28      | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                               | PDC ENERGY INC            | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |        34 | NS      | $2158.32      | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corporation                            | INVITAE CORP              | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |         2 | NS      | $3.72         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Brands Inc.                           | BELLRING BRANDS           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |         1 | NS      | $25.64        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company              | GRAPHIC PACKAGIN          | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $1290.50      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Company                            | HALLIBURTON CO            | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |        12 | NS      | $472.20       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                           | CELANESE CORP             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |        10 | NS      | $1022.40      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                         | CONCENTRIX CORP           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $399.48       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco International, Inc.                      | WESCO INTL                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        12 | NS      | $1502.40      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                         | EQUITABLE HOLDIN          | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       161 | NS      | $4620.70      | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                       | MARATHON OIL              | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |        25 | NS      | $676.75       | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                 | ALBEMARLE CORP            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |         1 | NS      | $216.86       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                | PINNACLE FINL             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        19 | NS      | $1394.60      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Irhythm Technologies Inc                       | IRHYTHM TECHNOLOGIES INC  | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |         1 | NS      | $93.67        | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                             | MASIMO CORP               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |         6 | NS      | $887.70       | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                       | EASTMAN CHEMICAL          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |        20 | NS      | $1628.80      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Incorporation                 | ALASKA AIR GROUP          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |        22 | NS      | $944.68       | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                             | NEWELL BRANDS IN          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |        45 | NS      | $588.60       | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                               | DONALDSON CO INC          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        28 | NS      | $1648.36      | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                               | AUTONATION INC            | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        17 | NS      | $1824.10      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                          | GENERAC HOLDINGS          | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |        11 | NS      | $1107.26      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                         | U-HAUL HOLDING C          | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |        63 | NS      | $3463.74      | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                          | CARDINAL HEALTH           | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        24 | NS      | $1844.88      | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Company                  | MOLSON COORS-B            | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |        45 | NS      | $2318.40      | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                             | VERTIV HOLDINGS           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        21 | NS      | $286.86       | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                | SLM CORP                  | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |         1 | NS      | $16.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                         | SYNAPTICS INC             | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |         5 | NS      | $475.80       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                           | UNIVAR SOLUTIONS          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |        22 | NS      | $699.60       | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                | FMC CORP                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        11 | NS      | $1372.80      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                    | GENTEX CORP               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        42 | NS      | $1145.34      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                           | CURTISS-WRIGHT            | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         6 | NS      | $1001.94      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation         | OLD REPUB INTL            | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       134 | NS      | $3236.10      | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Energy Corporation                      | VISTRA CORP               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       115 | NS      | $2668.00      | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Midstream Partners LP                 | MAGELLAN MIDSTRE          | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |        27 | NS      | $1355.67      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                    | DICK'S SPORTING           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        12 | NS      | $1443.48      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corporation                | BLUEPRINT MEDICI          | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |         1 | NS      | $43.81        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                      | GRACO INC                 | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        28 | NS      | $1883.28      | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corporation                               | LEAR CORP                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        13 | NS      | $1612.26      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                               | TORO CO                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        20 | NS      | $2264.00      | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation                | FOX FACTORY HOLD          | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |         4 | NS      | $364.92       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                            | TOLL BROTHERS             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        26 | NS      | $1297.92      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                         | MARVELL TECHNOLO          | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $222.24       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                        | WEX INC                   | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |         8 | NS      | $1309.20      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc.                                | MSA SAFETY INC            | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |         2 | NS      | $288.38       | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Incorporation                | LUMENTUM HOL              | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        13 | NS      | $678.21       | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc                             | TRADE DESK INC-A          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |         8 | NS      | $358.64       | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc                              | CARLYLE GROUP IN          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |        16 | NS      | $477.44       | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                   | WYNDHAM HOTELS &          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |        19 | NS      | $1354.89      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                             | MARKEL CORP               | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         1 | NS      | $1317.49      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated     | REINSURANCE GROU          | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |        15 | NS      | $2131.35      | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | WESTERN DIGITAL           | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        82 | NS      | $2587.10      | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                     | ALLIANT ENERGY            | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        10 | NS      | $552.10       | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp             | WILLSCOT MOBILE           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        33 | NS      | $1490.61      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                            | DENTSPLY SIRONA           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |        50 | NS      | $1592.00      | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                    | SOUTHWESTRN ENGY          | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |       215 | NS      | $1257.75      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                             | ENPHASE ENERGY            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |         2 | NS      | $529.92       | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | SYNCHRONY FINANC          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |        12 | NS      | $394.32       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                      | MATADOR RESOURCE          | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |        27 | NS      | $1545.48      | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                      | HALOZYME THERAPE          | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |        31 | NS      | $1763.90      | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | GENUINE PARTS CO          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         3 | NS      | $520.53       | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                    | LPL FINANCIAL HO          | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         3 | NS      | $648.51       | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                         | OGE ENERGY CORP           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        46 | NS      | $1819.30      | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                    | WABTEC CORP               | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |         4 | NS      | $399.24       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                             | TREX CO INC               | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |        10 | NS      | $423.30       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                | PRIMERICA INC             | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |         3 | NS      | $425.46       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                         | FAIR ISAAC CORP           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         1 | NS      | $598.58       | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | QUANTA SERVICES           | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         4 | NS      | $570.00       | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                             | SEI INVESTMENTS           | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        14 | NS      | $816.20       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                              | TRACTOR SUPPLY            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |         1 | NS      | $224.97       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                     | AZENTA INC                | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |         4 | NS      | $232.88       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                               | OLIN CORP                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |        39 | NS      | $2064.66      | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                  | LHC GROUP INC             | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |         5 | NS      | $808.45       | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                    | NETAPP INC                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |         4 | NS      | $240.24       | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Incorporated                | JONES LANG LASAL          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |         9 | NS      | $1434.33      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                 | PLUG POWER INC            | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |        95 | NS      | $1175.15      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corporation                              | NEVRO CORP                | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |         1 | NS      | $39.60        | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                        | UNIVERSAL DISPLA          | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $432.16       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                       | CHEMOURS CO               | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |        27 | NS      | $826.74       | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                        | COLUMBIA SPORTSW          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |         7 | NS      | $613.06       | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                     | AVERY DENNISON            | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         1 | NS      | $181.00       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                  | MARTIN MAR MTLS           | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         1 | NS      | $337.97       | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                             | IPG PHOTONICS             | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        12 | NS      | $1136.04      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                       | ELANCO ANIMAL HEALTH INC  | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |       123 | NS      | $1503.06      | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                              | MASCO CORP                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |         9 | NS      | $420.03       | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                 | FORTUNE BRANDS I          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        28 | NS      | $1599.08      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, INC.                                  | ABIOMED INC -CVR          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         7 | NS      | $7.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                      | WESTERN UNION             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |        51 | NS      | $702.27       | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Asgn Incorporated                              | ASGN INC                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |         9 | NS      | $733.32       | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                | FIRST SOLAR INC           | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |        21 | NS      | $3145.59      | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith(Ao)Corp                                  | SMITH (A.O.)CORP          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |        30 | NS      | $1717.20      | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp Del                         | LIBERTY MEDIA-C           | CUSIP: 531229854<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               | CORP              | US        |        11 | NS      | $657.58       | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.            | HUNT (JB) TRANS           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         1 | NS      | $174.36       | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                      | REGAL REXNORD CO          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        16 | NS      | $1919.68      | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Partners LP                     | NEXTERA ENERGY P          | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |        16 | NS      | $1121.44      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                   | NORDSON CORP              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         9 | NS      | $2139.48      | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                      | MDU RES GROUP             | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $1425.98      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                        | MOHAWK INDS               | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        16 | NS      | $1635.52      | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** NORTHERN LIGHTS FUND TRUST II

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer