# EDGAR Filing Document

**Accession Number:** 0001580843
**File Stem:** 0001752724-23-044047
**Filing Date:** 2023-2
**Character Count:** 135087
**Document Hash:** f118d1cb9e050a3b8d7a4964c0eae06a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044047.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044047

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SYNTAX ETF TRUST
- **CENTRAL INDEX KEY:** 0001580843
- **IRS NUMBER:** 376551880
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23227
- **FILM NUMBER:** 23678777

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LIBERTY PLAZA
- **STREET 2:** 46TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10006
- **BUSINESS PHONE:** 2128832290

**MAIL ADDRESS:**
- **STREET 1:** ONE LIBERTY PLAZA
- **STREET 2:** 46TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10006

## Series and Classes Contracts Data

### Syntax Stratified MidCap ETF (Series ID: S000067565)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000217194 | Syntax Stratified MidCap ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SYNTAX ETF TRUST

- **b. Investment Company Act file number:** 811-23227

- **c. CIK number of Registrant:** 0001580843

- **d. LEI of Registrant:** 549300X136OO582LNQ18

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

  - **Street Address 1:** One Liberty Plaza

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10006

  - **Telephone number:** 212-880-0200

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

- **a. Name of Series:** Syntax Stratified MidCap ETF

- **b. EDGAR series identifier (if any):** S000067565

- **c. LEI of Series:** 549300SXE6EAYSUMZE63

**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:** $10570225.15

**Total Liabilities:** $3864.41

**Net Assets:** $10566360.74

**Cash Not Reported:** $12640.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000217194 | 11.24%               | 6.46%                | -4.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17407.29               | $989855.42                                 |
| Month 2  | $-9714.85                | $619197.94                                 |
| Month 3  | $-82180.70               | $-426629.25                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       163 | NS      | $6599.87      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       234 | NS      | $40957.02     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |      1426 | NS      | $24042.36     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                   | Victoria's Secret & Co                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       564 | NS      | $20179.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                | Jabil Inc                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       789 | NS      | $53809.80     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp               | Sensient Technologies Corp               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       126 | NS      | $9187.92      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                   | Penn Entertainment Inc                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       427 | NS      | $12681.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                            | Dynatrace Inc                            | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1370 | NS      | $52471.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       162 | NS      | $6489.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |      2132 | NS      | $59589.40     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc         | Hawaiian Electric Industries Inc         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       468 | NS      | $19585.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                              | Neogen Corp                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      1132 | NS      | $17240.36     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                           | PDC Energy Inc                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       219 | NS      | $13902.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc            | Arrowhead Pharmaceuticals Inc            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2412 | NS      | $97830.72     | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                               | Viasat Inc                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      2099 | NS      | $66433.35     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       476 | NS      | $23619.12     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       710 | NS      | $41442.70     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                    | Avis Budget Group Inc                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       205 | NS      | $33605.65     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                             | Navient Corp                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      1729 | NS      | $28442.05     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                             | Amedisys Inc                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       183 | NS      | $15287.82     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                       | STORE Capital Corp                       | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |       167 | NS      | $5354.02      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       128 | NS      | $8555.52      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                               | R1 RCM Inc                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2069 | NS      | $22655.55     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                    | Lancaster Colony Corp                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       158 | NS      | $31173.40     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                             | Evercore Inc                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       198 | NS      | $21597.84     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      2171 | NS      | $52060.58     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       130 | NS      | $20718.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       290 | NS      | $32828.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       213 | NS      | $15727.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $16678.02     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                 | Highwoods Properties Inc                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |       185 | NS      | $5176.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       141 | NS      | $6452.16      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       371 | NS      | $6670.58      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                             | Omnicell Inc                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       226 | NS      | $11394.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                              | Avient Corp                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       372 | NS      | $12558.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       902 | NS      | $9155.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       315 | NS      | $29975.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                | National Instruments Corp                | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      1293 | NS      | $47711.70     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                            | Repligen Corp                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       347 | NS      | $58750.57     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        88 | NS      | $45087.68     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       396 | NS      | $12929.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                           | Royal Gold Inc                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       143 | NS      | $16118.96     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $26768.28     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |        83 | NS      | $8924.99      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $21039.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       247 | NS      | $20552.87     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                  | RXO Inc                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       760 | NS      | $13072.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                 | United States Steel Corp                 | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       623 | NS      | $15606.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc            | Interactive Brokers Group Inc            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       562 | NS      | $40660.70     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       228 | NS      | $32396.52     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                     | JetBlue Airways Corp                     | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      5158 | NS      | $33423.84     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       726 | NS      | $31014.72     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                 | Super Micro Computer Inc                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       180 | NS      | $14778.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                       | nVent Electric PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       405 | NS      | $15580.35     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc  | MACOM Technology Solutions Holdings Inc  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $28970.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                               | Vicor Corp                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       299 | NS      | $16071.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       364 | NS      | $51622.48     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       942 | NS      | $30492.54     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                  | ExlService Holdings Inc                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       120 | NS      | $20331.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       212 | NS      | $12480.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                     | Western Union Co/The                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      2601 | NS      | $35815.77     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc      | Ollie's Bargain Outlet Holdings Inc      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |       621 | NS      | $29087.64     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        98 | NS      | $8359.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       313 | NS      | $16526.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                            | H&R Block Inc                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      1019 | NS      | $37203.69     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       697 | NS      | $36480.98     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                   | Power Integrations Inc                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       418 | NS      | $29978.96     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       235 | NS      | $12440.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       182 | NS      | $13085.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc           | New York Community Bancorp Inc           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       776 | NS      | $6673.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       224 | NS      | $22624.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       274 | NS      | $43409.82     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       929 | NS      | $21450.61     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      1521 | NS      | $13567.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                         | Cirrus Logic Inc                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       411 | NS      | $30611.28     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                 | Tandem Diabetes Care Inc                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       661 | NS      | $29711.95     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                       | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |       444 | NS      | $25450.08     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     12115 | NS      | $103704.40    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $6686.56      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       174 | NS      | $35624.76     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                        | Helen of Troy Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       979 | NS      | $108580.89    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       577 | NS      | $14136.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                         | Under Armour Inc                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      1340 | NS      | $13614.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc               | Worthington Industries Inc               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       173 | NS      | $8599.83      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       240 | NS      | $33285.60     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        97 | NS      | $21761.95     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       107 | NS      | $10133.97     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       263 | NS      | $17976.05     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |       589 | NS      | $23707.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        75 | NS      | $9301.50      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       107 | NS      | $15535.33     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       434 | NS      | $48707.82     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                          | Hanesbrands Inc                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      4030 | NS      | $25630.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs Inc                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |        63 | NS      | $13320.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                        | Inari Medical Inc                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $9915.36      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       971 | NS      | $49783.17     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       214 | NS      | $25979.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                   | Energizer Holdings Inc                   | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2790 | NS      | $93604.50     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1870 | NS      | $90863.30     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                     | MGIC Investment Corp                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      2436 | NS      | $31668.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       173 | NS      | $24996.77     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       505 | NS      | $37031.65     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                 | Fox Factory Holding Corp                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |        96 | NS      | $8758.08      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                   | Synovus Financial Corp                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       167 | NS      | $6270.85      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc           | Tempur Sealy International Inc           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       532 | NS      | $18263.56     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                            | Coherent Corp                            | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       387 | NS      | $13583.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      2266 | NS      | $51778.10     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       922 | NS      | $45362.40     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                     | Range Resources Corp                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       540 | NS      | $13510.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       163 | NS      | $13776.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       186 | NS      | $6398.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1267 | NS      | $72092.30     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc            | Papa John's International Inc            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       747 | NS      | $61485.57     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       120 | NS      | $12304.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                          | TripAdvisor Inc                          | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      6856 | NS      | $123270.88    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                        | GXO Logistics Inc                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       313 | NS      | $13361.97     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      1259 | NS      | $64712.60     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       418 | NS      | $22450.78     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1668 | NS      | $32242.44     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc       | Frontier Communications Parent Inc       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2579 | NS      | $65712.92     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                               | MasTec Inc                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       181 | NS      | $15444.73     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |       406 | NS      | $13381.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $23374.98     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                        | Toll Brothers Inc                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       869 | NS      | $43380.48     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       136 | NS      | $13138.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                          | Chemours Co/The                          | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       305 | NS      | $9339.10      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc         | BJ's Wholesale Club Holdings Inc         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       450 | NS      | $29772.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       257 | NS      | $71469.13     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       513 | NS      | $32108.67     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                               | Sunrun Inc                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       664 | NS      | $15949.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       190 | NS      | $15878.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                           | ChampionX Corp                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      1173 | NS      | $34005.27     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      1644 | NS      | $34343.16     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                  | Physicians Realty Trust                  | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |       355 | NS      | $5136.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                            | Insperity Inc                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       314 | NS      | $35670.40     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       321 | NS      | $31435.53     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        49 | NS      | $10900.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                        | Syneos Health Inc                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      1643 | NS      | $60265.24     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       956 | NS      | $24139.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       106 | NS      | $12717.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US            | Service Corp International/US            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       459 | NS      | $31735.26     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                      | Axon Enterprise Inc                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       191 | NS      | $31692.63     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       174 | NS      | $14532.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |       242 | NS      | $5094.10      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        84 | NS      | $12283.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       191 | NS      | $16221.63     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       273 | NS      | $37570.26     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                      | Williams-Sonoma Inc                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       275 | NS      | $31603.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                        | NorthWestern Corp                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       329 | NS      | $19522.86     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                           | Wendy's Co/The                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      2748 | NS      | $62187.24     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                        | STAAR Surgical Co                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       474 | NS      | $23007.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       351 | NS      | $24169.86     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                            | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1508 | NS      | $50759.28     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        59 | NS      | $12371.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                              | Hubbell Inc                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        64 | NS      | $15019.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       341 | NS      | $23985.94     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                     | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |       268 | NS      | $5086.64      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       926 | NS      | $32095.16     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                           | Kennametal Inc                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1021 | NS      | $24565.26     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp       | Integra LifeSciences Holdings Corp       | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       188 | NS      | $10541.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |        56 | NS      | $5286.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc        | World Wrestling Entertainment Inc        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       558 | NS      | $38234.16     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |       235 | NS      | $5327.45      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                          | EMCOR Group Inc                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       108 | NS      | $15995.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       771 | NS      | $30886.26     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       213 | NS      | $14283.78     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       264 | NS      | $31756.56     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      1292 | NS      | $30659.16     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                             | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       517 | NS      | $28714.18     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $12856.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                | Calix Inc                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       780 | NS      | $53375.40     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust        | Corporate Office Properties Trust        | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       207 | NS      | $5369.58      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp        | Marriott Vacations Worldwide Corp        | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       153 | NS      | $20592.27     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        98 | NS      | $8688.68      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                 | ASGN Inc                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       250 | NS      | $20370.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       424 | NS      | $13008.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       157 | NS      | $20857.45     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp              | Grocery Outlet Holding Corp              | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $32517.66     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       200 | NS      | $17722.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       333 | NS      | $24002.64     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       132 | NS      | $18120.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                        | Crane Holdings Co                        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       130 | NS      | $13058.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       396 | NS      | $19404.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                           | EPR Properties                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |       131 | NS      | $4941.32      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                       | Douglas Emmett Inc                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |       336 | NS      | $5268.48      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                           | Stericycle Inc                           | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       468 | NS      | $23348.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                           | PBF Energy Inc                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       731 | NS      | $29810.18     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       527 | NS      | $47567.02     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        38 | NS      | $8954.70      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                           | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      2298 | NS      | $78338.82     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       143 | NS      | $15206.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                 | RLI Corp                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       142 | NS      | $18640.34     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        30 | NS      | $9333.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       370 | NS      | $23809.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       613 | NS      | $13222.41     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       395 | NS      | $29336.65     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       434 | NS      | $39472.30     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       602 | NS      | $25253.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                         | Life Storage Inc                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |       237 | NS      | $23344.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      1701 | NS      | $40007.52     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      5032 | NS      | $62547.76     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp             | Topgolf Callaway Brands Corp             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       794 | NS      | $15681.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                  | Pebblebrook Hotel Trust                  | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |       688 | NS      | $9212.32      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc     | Cracker Barrel Old Country Store Inc     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       425 | NS      | $40264.50     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       478 | NS      | $18904.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                     | Dycom Industries Inc                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       182 | NS      | $17035.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       842 | NS      | $32736.96     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |       290 | NS      | $13995.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       238 | NS      | $34317.22     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       282 | NS      | $6426.78      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      2010 | NS      | $22351.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       270 | NS      | $25560.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                               | Unum Group                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1273 | NS      | $52231.19     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                | Spirit Realty Capital Inc                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |       127 | NS      | $5071.11      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                     | Medpace Holdings Inc                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       273 | NS      | $57987.93     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc | Knight-Swift Transportation Holdings Inc | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $13050.09     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       264 | NS      | $28625.52     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                      | Silgan Holdings Inc                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       269 | NS      | $13944.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       311 | NS      | $32860.26     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       289 | NS      | $16504.79     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1014 | NS      | $18089.76     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        85 | NS      | $9348.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $35087.10     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $6655.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        91 | NS      | $6679.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                 | Equitrans Midstream Corp                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      3352 | NS      | $22458.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                      | Xerox Holdings Corp                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      3580 | NS      | $52268.00     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                    | Lumentum Holdings Inc                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      1039 | NS      | $54204.63     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                           | Ziff Davis Inc                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1481 | NS      | $117147.10    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                        | PNM Resources Inc                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       389 | NS      | $18979.31     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       333 | NS      | $14322.33     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                        | MP Materials Corp                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $12504.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                          | Macerich Co/The                          | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |       424 | NS      | $4774.24      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                              | Cognex Corp                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       658 | NS      | $30998.38     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       123 | NS      | $23893.98     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        66 | NS      | $14533.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       315 | NS      | $12681.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2309 | NS      | $24914.11     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1706 | NS      | $28319.60     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                        | Patterson Cos Inc                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       368 | NS      | $10315.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       866 | NS      | $29158.22     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                               | Ciena Corp                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1117 | NS      | $56944.66     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                            | Cable One Inc                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        86 | NS      | $61219.96     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                        | Acuity Brands Inc                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $14739.29     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                  | IAA Inc                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       976 | NS      | $39040.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                  | Essential Utilities Inc                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       494 | NS      | $23578.62     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      1147 | NS      | $23685.55     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        73 | NS      | $12190.27     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                      | PotlatchDeltic Corp                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |       300 | NS      | $13197.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       153 | NS      | $6240.87      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        39 | NS      | $9726.60      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       186 | NS      | $24905.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                          | Foot Locker Inc                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       670 | NS      | $25319.30     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       220 | NS      | $13024.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       387 | NS      | $15986.97     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp                         | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $25270.43     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                            | Nordstrom Inc                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      1452 | NS      | $23435.28     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1419 | NS      | $43066.65     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        52 | NS      | $31418.92     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       158 | NS      | $12813.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                    | Shockwave Medical Inc                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |        46 | NS      | $9458.06      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                 | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       480 | NS      | $76468.80     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       247 | NS      | $10270.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        63 | NS      | $32157.09     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       311 | NS      | $23548.92     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       105 | NS      | $14038.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                     | Umpqua Holdings Corp                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |       364 | NS      | $6497.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       352 | NS      | $26262.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                       | Voya Financial Inc                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       689 | NS      | $42366.61     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       288 | NS      | $25223.04     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust        | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |       663 | NS      | $23947.56     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                   | Washington Federal Inc                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $21170.05     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       269 | NS      | $13016.91     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       544 | NS      | $25524.48     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      1101 | NS      | $31642.74     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       225 | NS      | $36821.25     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        82 | NS      | $13357.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       972 | NS      | $29179.44     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                              | Novanta Inc                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        93 | NS      | $12635.91     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                              | Progyny Inc                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $15793.05     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       240 | NS      | $13087.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       130 | NS      | $5027.10      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1173 | NS      | $42591.63     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       539 | NS      | $16218.51     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      1023 | NS      | $16480.53     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       573 | NS      | $20857.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                      | MKS Instruments Inc                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1546 | NS      | $130992.58    | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                          | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $22637.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                            | LHC Group Inc                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       191 | NS      | $30882.79     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                        | ACI Worldwide Inc                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1227 | NS      | $28221.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       402 | NS      | $37940.76     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       190 | NS      | $21076.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                            | Wolfspeed Inc                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       164 | NS      | $11322.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       772 | NS      | $63551.04     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                  | MDU Resources Group Inc                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $21086.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                 | NCR Corp                                 | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      3659 | NS      | $85657.19     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                            | Envestnet Inc                            | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       828 | NS      | $51087.60     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       367 | NS      | $22133.77     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        65 | NS      | $17367.35     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       386 | NS      | $6496.38      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1451 | NS      | $70794.29     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                               | Azenta Inc                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      2141 | NS      | $124649.02    | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       179 | NS      | $19305.15     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       880 | NS      | $23997.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       295 | NS      | $19030.45     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       616 | NS      | $73575.04     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       621 | NS      | $23020.47     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      4584 | NS      | $73527.36     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       449 | NS      | $21255.66     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       236 | NS      | $14327.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       578 | NS      | $35627.92     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       179 | NS      | $31659.73     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                              | Masimo Corp                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       122 | NS      | $18049.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       225 | NS      | $30525.75     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                  | XPO Inc                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       376 | NS      | $12517.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                             | Cadence Bank                             | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       262 | NS      | $6460.92      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       129 | NS      | $10539.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        65 | NS      | $16998.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                              | SiTime Corp                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $31502.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                      | Leggett & Platt Inc                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       491 | NS      | $15824.93     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                   | CACI International Inc                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        71 | NS      | $21341.89     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       426 | NS      | $13201.74     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       344 | NS      | $24282.96     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc           | National Retail Properties Inc           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |       116 | NS      | $5308.16      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       250 | NS      | $14310.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       331 | NS      | $15987.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       123 | NS      | $11986.35     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        90 | NS      | $10137.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       317 | NS      | $16154.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |        91 | NS      | $13473.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       131 | NS      | $10303.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      2127 | NS      | $45071.13     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $14226.63     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp               | Apartment Income REIT Corp               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |       692 | NS      | $23742.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      1404 | NS      | $25917.84     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                 | Lennox International Inc                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        67 | NS      | $16028.41     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                 | Builders FirstSource Inc                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       266 | NS      | $17258.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       507 | NS      | $17379.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                          | ICU Medical Inc                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |        68 | NS      | $10708.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc             | Medical Properties Trust Inc             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |      5414 | NS      | $60311.96     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                              | Enovis Corp                              | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       526 | NS      | $28151.52     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                   | Southwestern Energy Co                   | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      2321 | NS      | $13577.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       908 | NS      | $29473.68     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       351 | NS      | $15959.97     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                     | Univar Solutions Inc                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       324 | NS      | $10303.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        81 | NS      | $22642.74     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                    | CommVault Systems Inc                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       792 | NS      | $49769.28     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       205 | NS      | $23394.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        90 | NS      | $29656.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       122 | NS      | $6029.24      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       528 | NS      | $21964.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       171 | NS      | $22371.93     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       157 | NS      | $9239.45      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                              | Gap Inc/The                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      1824 | NS      | $20574.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                         | QuidelOrtho Corp                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       182 | NS      | $15591.94     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                     | Deckers Outdoor Corp                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        66 | NS      | $26344.56     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       282 | NS      | $16866.42     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |       261 | NS      | $14261.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                     | SL Green Realty Corp                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |       149 | NS      | $5024.28      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                       | CNX Resources Corp                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       862 | NS      | $14516.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       145 | NS      | $10339.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                               | Adient PLC                               | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       282 | NS      | $9782.58      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       533 | NS      | $31121.87     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       290 | NS      | $21892.10     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                   | Valmont Industries Inc                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        29 | NS      | $9589.43      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       418 | NS      | $43488.72     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                      | Mercury Systems Inc                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       289 | NS      | $12929.86     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      3231 | NS      | $62261.37     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       109 | NS      | $12560.07     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                         | Sotera Health Co                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $23398.97     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                      | Bank of Hawaii Corp                      | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       275 | NS      | $21329.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       572 | NS      | $6469.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |       211 | NS      | $5336.19      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       452 | NS      | $29325.76     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       367 | NS      | $32365.73     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       218 | NS      | $18852.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                       | Light & Wonder Inc                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      1338 | NS      | $78406.80     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       512 | NS      | $6681.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                 | Dana Inc                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       593 | NS      | $8972.09      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       108 | NS      | $16900.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       449 | NS      | $26428.14     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                          | Fair Isaac Corp                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        83 | NS      | $49682.14     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       187 | NS      | $12577.62     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co             | Reliance Steel & Aluminum Co             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        77 | NS      | $15587.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       756 | NS      | $18257.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |       864 | NS      | $10186.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting Inc                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       133 | NS      | $21120.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1367 | NS      | $43538.95     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                          | PacWest Bancorp                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       279 | NS      | $6403.05      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                              | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       474 | NS      | $21955.68     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                            | Ingevity Corp                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       128 | NS      | $9016.32      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       133 | NS      | $17972.29     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                     | Aspen Technology Inc                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |       235 | NS      | $48269.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd               | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       168 | NS      | $30950.64     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       380 | NS      | $24054.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       100 | NS      | $10457.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      1926 | NS      | $49382.64     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc            | CUSIP: 000000000<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |       975 | NS      | $20553.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       697 | NS      | $40635.10     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                            | SunPower Corp                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       869 | NS      | $15668.07     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                            | Timken Co/The                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       129 | NS      | $9116.43      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** SYNTAX ETF TRUST

**Signature:** David Jaffin

**Name of Signer:** David Jaffin

**Title:** Treasurer and Principal Financial Officer