# EDGAR Filing Document

**Accession Number:** 0000105563
**File Stem:** 0001752724-23-016421
**Filing Date:** 2023-1
**Character Count:** 215437
**Document Hash:** 429a8a19fdf7aaad111db78d61280447
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016421.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016421

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD WELLINGTON FUND
- **CENTRAL INDEX KEY:** 0000105563
- **IRS NUMBER:** 510071687
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00121
- **FILM NUMBER:** 23561757

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD/WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19940608

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLINGTON FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard U.S. Momentum Factor ETF (Series ID: S000061302)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000198466 | ETF Shares   | VFMO            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD WELLINGTON FUND

- **b. Investment Company Act file number:** 811-00121

- **c. CIK number of Registrant:** 0000105563

- **d. LEI of Registrant:** 549300X1E8M3H6XRMS84

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD U.S. MOMENTUM FACTOR ETF

- **b. EDGAR series identifier (if any):** S000061302

- **c. LEI of Series:** 549300EXHTSUFP48MT41

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $283261187.91

**Total Liabilities:** $14771.71

**Net Assets:** $283246416.20

**Cash Not Reported:** $48176.21

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000198466 | -7.61%               | 12.89%               | 2.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4364127.67             | $-13077468.12                              |
| Month 2  | $-459635.52              | $27857559.80                               |
| Month 3  | $84.37                   | $5528891.77                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Media Corp-Liberty Formula One            | LIBERTY MEDIA-C                | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10769 | NS      | $656262.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                           | EXLSERVICE HOLDI               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      3333 | NS      | $623937.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                      | SFL CORP LTD                   | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | US        |     29220 | NS      | $286063.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | UNITED AIRLINES                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      7789 | NS      | $344040.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                      | AERSALE CORP                   | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9940 | NS      | $157549.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                    | NOBLE CORP PLC                 | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | US        |      6209 | NS      | $230540.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                              | CELSIUS HOLDINGS               | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6719 | NS      | $748093.46    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                  | MOVADO GROUP                   | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      4728 | NS      | $152194.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                           | TEXAS PACIFIC LA               | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $648135.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                             | FULTON FINANCIAL               | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      6231 | NS      | $115834.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      5934 | NS      | $995250.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | THERMO FISHER                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1106 | NS      | $619603.32    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                    | CVR ENERGY INC                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     13114 | NS      | $483250.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                      | SYNOPSYS INC                   | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3785 | NS      | $1285158.90   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | GARTNER INC                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1355 | NS      | $474751.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | COSTCO WHOLESALE               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      2266 | NS      | $1221940.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                            | OPTION CARE HEAL               | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     11926 | NS      | $359091.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                     | TIDEWATER INC                  | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     15501 | NS      | $471230.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                    | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     16431 | NS      | $1781777.64   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | BLOOMIN' BRANDS                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      8049 | NS      | $181263.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                | INGLES MARKETS-A               | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      9132 | NS      | $923245.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      2512 | NS      | $774399.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                             | DICE THERAPEUTI                | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $240189.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc           | MACOM TECHNOLOGY               | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $86480.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                           | AMICUS THERAPEUT               | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     14432 | NS      | $174627.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                       | KINIKSA PHARMA-A               | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16939 | NS      | $285083.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                        | UNUM GROUP                     | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     47785 | NS      | $2015571.30   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                | KURA SUSHI USA-A               | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5613 | NS      | $368774.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                          | SOUTHSIDE BAN IN               | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2138 | NS      | $77694.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                              | SIMULATIONS PLUS               | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2251 | NS      | $91368.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                        | SELECT ENERGY -A               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      7210 | NS      | $59049.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                  | HAEMONETICS CORP               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      3493 | NS      | $297987.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                     | DECIPHERA PHARMA               | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     14563 | NS      | $231697.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                             | DELEK US HOLDING               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      5159 | NS      | $159825.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc                   | NAPCO SECURITY                 | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      9317 | NS      | $245782.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                | ENTERPRISE FINAN               | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      3334 | NS      | $174501.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     14517 | NS      | $190027.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc                                       | GODADDY INC-A                  | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2711 | NS      | $214521.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                               | CENTRUS ENERGY-A               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      4351 | NS      | $165338.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BIOCRYST PHARM                 | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      5699 | NS      | $76138.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                 | PROTHENA CORP PL               | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | US        |      3011 | NS      | $188217.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                    | GLOBALSTAR INC                 | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     87374 | NS      | $166010.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                          | UNITED THERAPEUT               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2094 | NS      | $586089.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                   | 1ST SOURCE CORP                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3980 | NS      | $227258.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      5049 | NS      | $1446033.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                         | HALOZYME THERAPE               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      6101 | NS      | $349343.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                 | BROWN & BROWN                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |      5218 | NS      | $310940.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                     | IMMUNOGEN INC                  | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     21595 | NS      | $112078.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                             | SAGE THERAPEUTIC               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      6638 | NS      | $272423.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                           | AXSOME THERAPEUT               | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      7593 | NS      | $548897.97    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                              | ORIGIN MATERIALS               | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |      8888 | NS      | $49506.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                            | XPONENTIAL FIT-A               | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10405 | NS      | $230366.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     15173 | NS      | $2445584.14   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                       | BERKSHIRE HILLS                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     14779 | NS      | $460809.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41400 | NS      | $679374.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      3006 | NS      | $551089.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | APPLE INC                      | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5212 | NS      | $771532.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                       | REX AMERICAN RES               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4095 | NS      | $120843.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                      | PARSONS CORP                   | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      5535 | NS      | $273982.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                           | LULULEMON ATH                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       236 | NS      | $89753.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                  | TIMKENSTEEL                    | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     17937 | NS      | $335421.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                  | DT MIDSTREAM                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8852 | NS      | $534041.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                  | COPA HOLDIN-CL A               | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | US        |      2799 | NS      | $245276.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                          | AAR CORP                       | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      4755 | NS      | $221392.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                       | CALERES INC                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      6299 | NS      | $152183.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                  | PROVIDENT FINANC               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     11987 | NS      | $270067.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                         | CALIX INC                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      3919 | NS      | $279424.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                                     | TELLURIAN INC                  | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |     65580 | NS      | $176410.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                          | REVANCE THERAPEU               | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     16039 | NS      | $348206.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                              | SITIO ROYALTIES                | CUSIP: 82982V101<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |      6954 | NS      | $219329.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                                 | CHORD ENERGY COR               | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2064 | NS      | $314821.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                               | AMPLIFY ENERGY C               | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     47017 | NS      | $389300.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     23750 | NS      | $727462.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-MOBILE US INC                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      8406 | NS      | $1273172.76   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                | HOSTESS BRANDS                 | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19358 | NS      | $511051.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41314 | NS      | $430078.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                   | OLD REPUB INTL                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      3978 | NS      | $97461.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | ARES MANAGEM- A                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       708 | NS      | $55500.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                        | ATKORE INC                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2276 | NS      | $278013.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                   | SOUTHSTATE CORP                | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      2937 | NS      | $258015.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                  | HARMONY BIOSCIE                | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3688 | NS      | $220431.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES               | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $109074.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                            | PERMIAN RESOURCE               | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     18935 | NS      | $192379.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1468 | NS      | $147122.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                      | VERITIV CORP                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1809 | NS      | $243382.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                 | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     24872 | NS      | $3071940.72   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38650 | NS      | $594437.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                         | CASELLA WASTE                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      1796 | NS      | $154617.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                  | CARLISLE COS INC               | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      4777 | NS      | $1256876.47   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                              | PIEDMONT LITHIUM               | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      2082 | NS      | $120048.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                          | SAREPTA THERAPEU               | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5532 | NS      | $679384.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                                   | CANO HEALTH INC                | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46377 | NS      | $88116.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                  | FIRST CITIZENS-A               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       594 | NS      | $484977.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                        | SEAWORLD ENTERTA               | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       882 | NS      | $50326.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                       | MODEL N INC                    | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      5071 | NS      | $197160.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     11760 | NS      | $1554084.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                             | BLUELINX HOLDING               | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      2836 | NS      | $196818.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                           | LAKELAND FINL                  | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1726 | NS      | $136284.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                               | STELLAR BANCORP                | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      5237 | NS      | $177062.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                            | AMER VANGUARD                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      3475 | NS      | $79925.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                      | INTRA-CELLULAR T               | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      4883 | NS      | $264756.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                | UMB FINANCIAL                  | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2530 | NS      | $216365.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                           | MODINE MFG CO                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     40868 | NS      | $865175.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                             | DYNE THERAPEUTIC               | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23191 | NS      | $271334.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                     | TIMKEN CO                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2259 | NS      | $171638.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                    | IVERIC BIO INC                 | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      9752 | NS      | $230342.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                     | SHOALS TECHNOL-A               | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6870 | NS      | $199023.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                            | WASH FED                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10691 | NS      | $377071.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                           | AVIDITY BIOSCIEN               | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9355 | NS      | $108892.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                       | NORDIC AMERICAN                | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | US        |     81425 | NS      | $294758.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                           | MAGNOLIA OIL-A                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7884 | NS      | $205614.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                               | QUANTA SERVICES                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2378 | NS      | $356414.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                 | ANDERSONS INC                  | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      2070 | NS      | $79695.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     20667 | NS      | $1659146.76   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                     | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4754 | NS      | $1563543.06   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                      | NUVALENT INC-A                 | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8634 | NS      | $283885.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                          | ACLARIS THERAPEU               | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      3698 | NS      | $56283.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HollyFrontier Corp                                | HF SINCLAIR CORP               | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |     16307 | NS      | $1016578.38   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                       | SUNOPTA INC                    | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |     29907 | NS      | $279630.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                       | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     16014 | NS      | $679153.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                          | GREEN BRICK PART               | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     11015 | NS      | $266342.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | HARLEY-DAVIDSON                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      5110 | NS      | $240834.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                            | ARRAY TECHNOLOGI               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      6635 | NS      | $138936.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The                   | HANOVER INSURANC               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       795 | NS      | $117103.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | HELMERICH & PAYN               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     10306 | NS      | $526430.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                         | INTERNATIONAL SE               | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |      8966 | NS      | $386255.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | COMMERCE BCSHS                 | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1136 | NS      | $85109.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       850 | NS      | $2192150.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | YUM! BRANDS INC                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4583 | NS      | $589648.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                            | COMSTOCK RES INC               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     17599 | NS      | $322941.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      6373 | NS      | $662345.89    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                    | CLEARFIELD INC                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      5638 | NS      | $742073.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       837 | NS      | $113522.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                 | DAVE & BUSTER'S                | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      6654 | NS      | $263897.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                      | FIBROGEN INC                   | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     13260 | NS      | $190546.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      7530 | NS      | $566256.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                                | CTI BIOPHARMA CO               | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78818 | NS      | $474484.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      2306 | NS      | $1733420.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                        | ARCOSA INC                     | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1943 | NS      | $118717.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                | CADRE HOLDINGS I               | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12113 | NS      | $314211.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                       | GROCERY OUTLET                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6628 | NS      | $200629.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                  | W&T OFFSHORE INC               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     53633 | NS      | $368458.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                    | STONERIDGE INC                 | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      2683 | NS      | $63560.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     24412 | NS      | $1067048.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                                 | AGILON HEALTH IN               | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4891 | NS      | $85885.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                    | PDC ENERGY INC                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      7954 | NS      | $591141.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4053 | NS      | $250637.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                 | GEO GROUP INC/TH               | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     19951 | NS      | $235820.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | DEERE & CO                     | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       452 | NS      | $199332.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One            | LIBERTY MEDIA-A                | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3643 | NS      | $200255.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                       | LIVENT CORP                    | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     18625 | NS      | $521313.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                               | PEABODY ENERGY                 | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     12442 | NS      | $397397.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                   | ALPHA & OMEGA SE               | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      7133 | NS      | $250225.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                     | INTERCEPT PHARMA               | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      7864 | NS      | $117252.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                     | MATERION CORP                  | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1995 | NS      | $160717.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                  | QCR HOLDINGS INC               | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      3804 | NS      | $200128.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                      | WINMARK CORP                   | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $84000.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI               | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |      1362 | NS      | $47397.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                         | DOUBLEVERIFY HOL               | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4765 | NS      | $124843.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                        | BERRY CORP                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20719 | NS      | $186678.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                      | RCI HOSPITALITY                | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      3006 | NS      | $273606.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     16624 | NS      | $607607.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     34721 | NS      | $1789867.55   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                          | PROCEPT BIOROBOT               | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5417 | NS      | $232389.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                           | COMFORT SYSTEMS                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1766 | NS      | $223858.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                | FTI CONSULTING                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      3913 | NS      | $676244.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -B                | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2867 | NS      | $209348.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BIOMARIN PHARMAC               | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      4197 | NS      | $423813.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                               | TITAN MACHINERY                | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      6229 | NS      | $274262.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | IRIDIUM COMMUNIC               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     10173 | NS      | $540186.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     24693 | NS      | $2469013.67   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                   | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4398 | NS      | $315512.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                      | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |      7101 | NS      | $1559308.59   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | BRIGHTHOUSE FINA               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      6041 | NS      | $336725.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                              | PALOMAR HOLDINGS               | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      3095 | NS      | $194180.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5510 | NS      | $1390668.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                     | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       438 | NS      | $133664.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                     | DIME COMMUNITY B               | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1920 | NS      | $68486.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                    | MURPHY USA INC                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3355 | NS      | $992442.55    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     22527 | NS      | $2480673.24   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                            | VENTYX BIOSCIENC               | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10842 | NS      | $314309.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                        | KFORCE INC                     | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1551 | NS      | $91617.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                      | RELIANCE STEEL                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       391 | NS      | $82614.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                 | DONNELLEY FINANC               | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      5378 | NS      | $205332.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                               | ENERGY RECOVERY                | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      8718 | NS      | $202083.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                          | SANDY SPRING BAN               | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2216 | NS      | $77161.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                  | HEALTHEQUITY INC               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      6529 | NS      | $414460.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3673 | NS      | $185413.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                       | BLUCORA INC                    | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     11441 | NS      | $286597.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                      | ARCBEST CORP                   | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1560 | NS      | $129121.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc               | SOLARIS OIL IN-A               | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     21435 | NS      | $235141.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      4927 | NS      | $287145.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     23157 | NS      | $1975292.10   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                 | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5365 | NS      | $1417111.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                               | MR COOPER GROUP                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1525 | NS      | $68869.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                        | HEICO CORP                     | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1509 | NS      | $244925.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                           | EXPRO GROUP HOLD               | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |      8738 | NS      | $151779.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                           | EAGLE BULK SHIPP               | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | US        |      3246 | NS      | $167006.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI               | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6485 | NS      | $437542.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                        | CUTERA INC                     | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      4812 | NS      | $228954.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                          | THERAVANCE B                   | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | US        |     36446 | NS      | $392158.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                          | CTS CORP                       | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      9282 | NS      | $394485.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                         | DICK'S SPORTING                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      2050 | NS      | $245139.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                            | PAYLOCITY HOLDIN               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1526 | NS      | $332408.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                  | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      1419 | NS      | $165881.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                              | DYCOM INDS                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      2792 | NS      | $254462.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                            | AKERO THERAPEUTI               | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      6893 | NS      | $320524.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                          | DESTINATION XL G               | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20358 | NS      | $135584.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                 | AEROVIRONMENT IN               | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       763 | NS      | $70188.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                           | HUDSON TECH                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44980 | NS      | $507824.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                             | EARTHSTONE ENE-A               | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     14967 | NS      | $237077.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                    | NV5 GLOBAL INC                 | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1825 | NS      | $263730.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                          | CBIZ INC                       | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      8538 | NS      | $423911.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                             | SIGA TECH INC                  | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33553 | NS      | $308016.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                          | XPEL INC                       | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      4122 | NS      | $282563.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       966 | NS      | $81965.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CORECIVIC INC                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     16811 | NS      | $223250.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                             | CLEARWATER                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      2306 | NS      | $90003.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       346 | NS      | $53287.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                             | RAPT THERAPEUTIC               | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      5081 | NS      | $89832.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1498 | NS      | $169064.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                | CNX RESOURCES CO               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     11747 | NS      | $204045.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                              | AVID BIOSERVICES               | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      5281 | NS      | $82700.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                 | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7959 | NS      | $318439.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                            | NICOLET BANKSHAR               | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $74861.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     25105 | NS      | $1179935.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                     | PREFERRED BANK                 | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1235 | NS      | $93353.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | PIONEER NATURAL                | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      6872 | NS      | $1621723.28   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                          | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      1151 | NS      | $97835.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                       | DENBURY INC                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      4450 | NS      | $399432.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                      | TEXAS CAPITAL BA               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1507 | NS      | $90404.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                            | HORIZON BANCORP                | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      7941 | NS      | $129120.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                         | MIRUM PHARMACEUT               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      5935 | NS      | $110687.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                      | WASH TRUST BANC                | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      4143 | NS      | $206155.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES Inc                               | GLOBALFOUNDRIES                | CUSIP: G39387108<br>LEI: 549300BA76VK784VMX48 | Long             | EC               | CORP              | US        |      5576 | NS      | $358815.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Axonics Inc                                       | AXONICS INC                    | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      3829 | NS      | $262209.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                                 | CLEAN HARBORS                  | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      2188 | NS      | $262560.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                | FED AGRI MTG-C                 | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      2217 | NS      | $279009.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     29480 | NS      | $2048565.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                            | DIGI INTL INC                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      8621 | NS      | $366133.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      2875 | NS      | $222755.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I               | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       901 | NS      | $73755.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C               | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      5128 | NS      | $1311127.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                    | IMMUNOVANT INC                 | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26328 | NS      | $345160.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                  | MCGRATH RENTCORP               | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      3509 | NS      | $344303.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                          | TOWNE BANK                     | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     10777 | NS      | $348097.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                    | DAY ONE BIOPHARM               | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10372 | NS      | $220197.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP               | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      4052 | NS      | $365611.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                      | WESBANCO INC                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12334 | NS      | $498910.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                           | HIRERIGHT HOLDIN               | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3490 | NS      | $44218.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                     | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      6932 | NS      | $1039453.40   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX COS INC                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      9603 | NS      | $768720.15    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                             | SKYLINE CHAMPION               | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5502 | NS      | $286048.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                       | CUMMINS INC                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1064 | NS      | $267234.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                    | ADICET BIO INC                 | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |     19531 | NS      | $355073.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida Inc                                       | TRICIDA INC                    | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |    644295 | NS      | $154630.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Allogene Therapeutics Inc                         | ALLOGENE THERAPE               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8443 | NS      | $83247.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      3842 | NS      | $665357.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                   | INTERNATIONAL MO               | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15765 | NS      | $342415.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                      | GRAPHIC PACKAGIN               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6819 | NS      | $156700.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                              | MATADOR RESOURCE               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      6316 | NS      | $419129.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                         | ESPERION THERAPE               | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     20394 | NS      | $136639.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                          | RELMADA THERAPEU               | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |     48511 | NS      | $225576.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3763 | NS      | $265743.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                       | ARCUTIS BIOTHERA               | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8952 | NS      | $154242.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                          | NORTHERN OIL AND               | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     11227 | NS      | $408550.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      4389 | NS      | $220020.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | TESLA INC                      | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2209 | NS      | $430092.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                            | CACI INTL-A                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       288 | NS      | $89942.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc                  | REINSURANCE GROU               | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      6675 | NS      | $963870.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                         | HESS CORP                      | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      4470 | NS      | $643277.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | SANMINA CORP                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4965 | NS      | $328136.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                              | WABASH NATIONAL                | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      5482 | NS      | $137433.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU               | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      4546 | NS      | $70826.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                               | TREEHOUSE FOODS                | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      1495 | NS      | $73897.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                  | RBC BEARINGS INC               | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2475 | NS      | $586500.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                           | STOCK YARDS BANC               | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      4249 | NS      | $314510.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                              | RUSH ENTER-CL A                | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      6711 | NS      | $345817.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                           | KEZAR LIFE SCIEN               | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     20187 | NS      | $157660.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                            | VALMONT INDS                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2821 | NS      | $955359.86    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                              | ENSIGN GROUP INC               | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      1588 | NS      | $150860.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                               | CHURCHILL DOWNS                | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       250 | NS      | $55490.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                        | HORACE MANN EDUC               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      4387 | NS      | $169294.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      8915 | NS      | $482212.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                 | POST HOLDINGS IN               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1839 | NS      | $172148.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                              | NETSCOUT SYSTEMS               | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      2865 | NS      | $106807.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CONSOL ENERGY IN               | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      5601 | NS      | $433797.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                               | INTREPID POTASH                | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      3724 | NS      | $134250.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                           | TITAN INTL INC                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     18316 | NS      | $262468.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                 | LIBERTY MEDIA-C                | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4235 | NS      | $137976.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                     | MARRIOTT INTL-A                | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1444 | NS      | $238765.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                      | GRIFFON CORP                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     19291 | NS      | $681165.21    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                        | QUALYS INC                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      4002 | NS      | $493526.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                        | NELNET INC-CL A                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      3358 | NS      | $330897.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                          | RLI CORP                       | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1220 | NS      | $158685.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      3512 | NS      | $1871615.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      3551 | NS      | $253718.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | PURE STORAGE-A                 | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     12782 | NS      | $373106.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                           | ENOVA INTERNATIO               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      3719 | NS      | $150024.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                    | ANAPTYSBIO INC                 | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      3540 | NS      | $97810.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     11457 | NS      | $723051.27    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $57260.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                    | CHAMPIONX CORP                 | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      7235 | NS      | $223127.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     11211 | NS      | $322764.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     10386 | NS      | $382412.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                           | KBR INC                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      8233 | NS      | $425399.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                             | LANTHEUS HOLDING               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      9799 | NS      | $608321.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc                                 | VERTEX ENERGY IN               | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |     27551 | NS      | $228397.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| WillScot Mobile Mini Holdings Corp                | WILLSCOT MOBILE                | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     10994 | NS      | $530020.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc               | APPLIED INDU TEC               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      4073 | NS      | $539631.77    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc                  | AIR TRANSPORT SE               | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      7949 | NS      | $222889.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                     | AMPHASTAR PHARMA               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      5691 | NS      | $167827.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                      | CATALYST PHARMAC               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     27223 | NS      | $456529.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                | TRADE DESK INC-A               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      5636 | NS      | $293861.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      4455 | NS      | $218740.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | ROLLINS INC                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      4663 | NS      | $188571.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                        | RAMBUS INC                     | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     10638 | NS      | $408286.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                            | MUELLER INDS                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4181 | NS      | $287527.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      2637 | NS      | $178287.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                              | CHART INDUSTRIES               | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      3779 | NS      | $540359.21    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                 | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      5659 | NS      | $507499.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                               | SCORPIO TANKERS                | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | US        |      6655 | NS      | $339538.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                             | CIVITAS RESOURCE               | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      4825 | NS      | $325012.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                            | EMPLOYERS HOLDIN               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12287 | NS      | $570976.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     31920 | NS      | $572964.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                           | ATI INC                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      8463 | NS      | $258206.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3166 | NS      | $67087.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                     | M&T BANK CORP                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5108 | NS      | $868462.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                              | LAREDO PETROLEUM               | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      4134 | NS      | $263873.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      6069 | NS      | $201733.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                            | GENWORTH FINANCI               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    125560 | NS      | $631566.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                     | MYR GROUP INC/DE               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1714 | NS      | $163738.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                              | SANDRIDGE ENERGY               | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     15841 | NS      | $323156.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                          | ENCORE CAPITAL G               | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       983 | NS      | $49543.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                | NUSCALE POWER CO               | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18795 | NS      | $204865.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co                         | EDGEWELL PERSONA               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      6694 | NS      | $289247.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                     | CRINETICS PHARMA               | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      8026 | NS      | $143424.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      1407 | NS      | $280147.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                             | SILK ROAD MEDICA               | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      2463 | NS      | $131154.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                     | WOLFSPEED INC                  | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      4008 | NS      | $364407.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     15047 | NS      | $467209.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD               | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      8592 | NS      | $95371.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | TRUSTMARK CORP                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1914 | NS      | $70014.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                | BYLINE BANCORP I               | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      5125 | NS      | $116798.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT               | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      2481 | NS      | $2144923.74   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                    | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3226 | NS      | $257015.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | NABORS INDS LTD                | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      4222 | NS      | $668469.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                               | VERRA MOBILITY C               | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      9654 | NS      | $153015.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | ASSURED GUARANTY               | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |     10378 | NS      | $690863.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     15668 | NS      | $2093558.16   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 NETWORKS INC               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      9959 | NS      | $186332.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                    | ELF BEAUTY INC                 | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      8583 | NS      | $471721.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | CADENCE DESIGN                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      8189 | NS      | $1408835.56   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                           | NEXSTAR MEDIA                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       573 | NS      | $108617.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                              | HANCOCK WHITNEY                | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     10336 | NS      | $566826.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                             | CRA INTERNATIONA               | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2637 | NS      | $325036.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                 | ALPHA METALLURGI               | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2152 | NS      | $368486.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                     | DILLARDS INC-A                 | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1006 | NS      | $361858.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME               | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |     16328 | NS      | $521842.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp                                | CNA FINL CORP                  | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      2672 | NS      | $113773.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     14339 | NS      | $584887.81    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | LATTICE SEMICOND               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     10501 | NS      | $764787.83    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     12450 | NS      | $949686.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                               | KRYSTAL BIOTECH                | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      3586 | NS      | $278775.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                            | HOME BANCSHARES                | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3185 | NS      | $81058.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                              | GULFPORT ENERGY                | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      1491 | NS      | $120905.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                             | HARBORONE BANCOR               | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      7475 | NS      | $109359.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                       | XOMETRY INC-A                  | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      4615 | NS      | $194891.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                        | NEUROCRINE BIOSC               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4949 | NS      | $628819.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                          | JAZZ PHARMACEUTI               | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |      1265 | NS      | $198491.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                          | UNITED NATURAL                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      4488 | NS      | $213987.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                | LSB INDUS INC                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     20299 | NS      | $313213.57    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                               | PGT INNOVATIONS                | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      2965 | NS      | $58677.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                 | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1178 | NS      | $118176.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                      | AMERESCO INC-A                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      3426 | NS      | $224471.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                       | ENOVIX CORP                    | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     14975 | NS      | $195423.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                               | TEXAS ROADHOUS                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2770 | NS      | $275116.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                            | SCHNEIDER NATL-B               | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     22220 | NS      | $572387.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    909394 | NS      | $909303.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                                  | RYDER SYSTEM INC               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1023 | NS      | $95640.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | FISERV INC                     | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      5636 | NS      | $588172.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                 | CEREVEL THERAPEU               | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |      6308 | NS      | $182679.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Dec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |         4 | NC      | $47793.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5589 | NS      | $2073966.12   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     24098 | NS      | $1532873.78   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                          | RESOURCES CONNEC               | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7392 | NS      | $142665.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | ADEIA INC                      | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22476 | NS      | $248359.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                 | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      7504 | NS      | $1764715.68   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                               | ADDUS HOMECARE                 | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1678 | NS      | $185049.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO INTL                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      4302 | NS      | $554613.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                      | STAGWELL INC                   | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      6410 | NS      | $47818.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3042 | NS      | $975234.78    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                       | PENSKE AUTOMOTIV               | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       967 | NS      | $122277.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                               | PAYONEER GLOBAL                | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11387 | NS      | $61489.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                            | VERVE THERAPEUTI               | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6344 | NS      | $147371.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      7965 | NS      | $453845.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                      | VISTEON CORP                   | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1742 | NS      | $255725.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                        | EVOLUS INC                     | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |     12454 | NS      | $90166.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | ULTA BEAUTY INC                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       703 | NS      | $326782.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                       | CORVEL CORP                    | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $180351.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                         | KINSALE CAPITAL                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2175 | NS      | $670356.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                       | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |     14029 | NS      | $657258.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       273 | NS      | $134261.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     15412 | NS      | $534796.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                        | HURON CONSULTING               | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      7066 | NS      | $550158.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                            | GOLDEN OCEAN GRO               | CUSIP: G39637205<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | US        |     18718 | NS      | $157979.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     76468 | NS      | $529158.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO               | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4435 | NS      | $479822.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2178 | NS      | $515554.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc                                          | VERU INC                       | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |     57358 | NS      | $325793.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Designer Brands Inc                               | DESIGNER BRAND-A               | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     19194 | NS      | $293668.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                        | EZCORP INC-A                   | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     35543 | NS      | $356140.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                      | FACTSET RESEARCH               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       570 | NS      | $262935.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                    | DORIAN LPG LTD                 | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      9363 | NS      | $182297.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     21218 | NS      | $2584564.58   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                           | TARGET HOSPITALI               | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32245 | NS      | $466262.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     11069 | NS      | $544484.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                        | SPROUTS FARMERS                | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1911 | NS      | $65604.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | BANK OZK                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      8701 | NS      | $401551.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | RYAN SPECIALTY H               | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7254 | NS      | $292191.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                           | FLUSHING FINL                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13030 | NS      | $271805.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global Inc                        | POINT BIOPHARMA                | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24676 | NS      | $168043.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                  | CYTOKINETICS INC               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      6462 | NS      | $274635.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                  | WEIS MARKETS INC               | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9727 | NS      | $848291.67    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | MURPHY OIL CORP                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     13216 | NS      | $623795.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                 | KOSMOS ENERGY LT               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     65892 | NS      | $438181.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                     | WEATHERFORD INTE               | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |      8712 | NS      | $378100.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                 | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      1845 | NS      | $512891.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                  | PRESTIGE CONSUME               | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1493 | NS      | $91759.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                        | PROMETHEUS BIOSC               | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9327 | NS      | $383432.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      3759 | NS      | $556407.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                          | MOOG INC-CLASS A               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1469 | NS      | $127847.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                        | FLUOR CORP                     | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      4267 | NS      | $143413.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                      | WINGSTOP INC                   | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1417 | NS      | $234527.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       557 | NS      | $177460.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                          | CULLEN/FROST                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1682 | NS      | $244007.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6742 | NS      | $671975.14    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                           | BOX INC- CLASS A               | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      9053 | NS      | $248504.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                             | TRANSMEDICS GROU               | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7454 | NS      | $461178.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                        | STANDEX INTL CO                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1341 | NS      | $140872.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                         | CALIFORNIA RESOU               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      2108 | NS      | $95661.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                              | COMMERCIAL METAL               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     10721 | NS      | $527687.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                      | UBIQUITI INC                   | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $58505.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     21507 | NS      | $181949.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                        | MATTEL INC                     | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     19505 | NS      | $355576.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                        | SENSIENT TECHNOL               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      4899 | NS      | $366004.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alteryx Inc                                       | ALTERYX INC -A                 | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |      2027 | NS      | $90910.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                  | GOSSAMER BIO INC               | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     22047 | NS      | $188722.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                  | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      7989 | NS      | $3049241.52   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2837 | NS      | $1376484.03   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                            | LAUREATE EDUCATI               | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     23442 | NS      | $245672.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                              | HANMI FINL CORP                | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     11671 | NS      | $315700.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                              | RED ROCK RESOR-A               | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2250 | NS      | $101385.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                           | NEW FORTRESS ENE               | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6778 | NS      | $345000.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                          | CHEFS WAREHOUSE                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      6172 | NS      | $239782.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                       | TREACE MEDICAL C               | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6055 | NS      | $140173.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA BIOLOGICS INC             | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145865 | NS      | $487189.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                        | STRIDE INC                     | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      6377 | NS      | $225809.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                        | GERON CORP                     | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |    180609 | NS      | $419012.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                      | SUPERNUS PHARMAC               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      3487 | NS      | $128042.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                   | CHICO'S FAS INC                | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     56619 | NS      | $332353.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                    | SPARTANNASH CO                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     19385 | NS      | $636797.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                | COTERRA ENERGY I               | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     16605 | NS      | $463445.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR               | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      1875 | NS      | $631443.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NEXTIER OILFIELD               | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     29106 | NS      | $296590.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      2725 | NS      | $618793.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      5306 | NS      | $284773.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                          | IRHYTHM TECHNOLO               | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      2216 | NS      | $241654.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                               | HIGHPEAK ENERGY                | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     14625 | NS      | $350707.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology Inc                                 | KURA ONCOLOGY IN               | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      6847 | NS      | $107977.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      1136 | NS      | $144090.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                 | BORR DRILLING LT               | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | US        |     50188 | NS      | $234377.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      7550 | NS      | $2388820.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     22519 | NS      | $2507265.46   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SP500 MIC EMIN FUTDec22        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        18 | NC      | $6961.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                   | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       484 | NS      | $132330.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                           | ENERGY FUELS INC               | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |     14685 | NS      | $101913.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                      | GLAUKOS CORP                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      4784 | NS      | $222790.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                | ARCH RESOURCES I               | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      2254 | NS      | $348806.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | OVINTIV INC                    | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10518 | NS      | $586483.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                   | DOLLAR TREE INC                | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1450 | NS      | $217920.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                   | NBT BANCORP INC                | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8107 | NS      | $374219.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                            | PALO ALTO NETWOR               | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     10713 | NS      | $1820138.70   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment Inc                 | WORLD WRESTLIN-A               | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      3491 | NS      | $278861.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                   | PINNACLE FINL                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       613 | NS      | $51424.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                       | AMN HEALTHCARE                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3474 | NS      | $429733.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                       | HUBBELL INC                    | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2065 | NS      | $524633.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                      | BOWLERO CORP                   | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18200 | NS      | $254072.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                             | SHOCKWAVE MEDICA               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1947 | NS      | $493759.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4677 | NS      | $1275838.83   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                            | COGENT BIOSCIENC               | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27955 | NS      | $351673.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                              | RYERSON HOLDING                | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     15748 | NS      | $464408.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A               | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |      4697 | NS      | $206527.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                     | LIQUIDIA CORP                  | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42542 | NS      | $213560.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                  | DHT HOLDINGS INC               | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | US        |     29933 | NS      | $303221.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                          | MERSANA THERAPEU               | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     31633 | NS      | $210675.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                       | VALARIS LTD                    | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3735 | NS      | $246547.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3828 | NS      | $2041434.12   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                              | PTC THERAPEUTICS               | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      6078 | NS      | $252176.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11814 | NS      | $2165624.34   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                 | HUNTINGTON INGAL               | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4750 | NS      | $1101810.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA CORP                       | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       759 | NS      | $298400.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                          | ACADIA HEALTHCAR               | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      6225 | NS      | $554398.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                     | ADVANCED DRAINAG               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      4671 | NS      | $454301.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                    | PHOTRONICS INC                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     19827 | NS      | $372747.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp                  | BOOZ ALLEN HAMIL               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      4822 | NS      | $513060.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                          | INSTRUCTURE HOLD               | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9355 | NS      | $234904.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                      | HARMONIC INC                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     16334 | NS      | $250563.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      6006 | NS      | $592912.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                            | UNIVEST FINANCIA               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2896 | NS      | $81696.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                       | APELLIS PHARMACE               | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     11145 | NS      | $556469.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                   | SCHOLASTIC CORP                | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4078 | NS      | $167687.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                               | MGP INGREDIENTS                | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      3407 | NS      | $426079.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                          | UNITED BANKSHS                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      5831 | NS      | $250091.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                          | CHINOOK THERAPEU               | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     15458 | NS      | $350123.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                            | SERES THERAPEUTI               | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     18294 | NS      | $118911.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                      | FLEX LNG LTD                   | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | US        |      9622 | NS      | $361979.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| United Fire Group Inc                             | UNITED FIRE GROU               | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5461 | NS      | $166833.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                  | BABCOCK & WILCOX               | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     12458 | NS      | $56808.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                   | NEXTDECADE CORP                | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |     59070 | NS      | $320750.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group Inc                           | PRIVIA HEALTH GR               | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7456 | NS      | $178422.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON               | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       415 | NS      | $103476.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                        | HERITAGE FINL                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8103 | NS      | $266588.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                        | IMPINJ INC                     | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      5086 | NS      | $648719.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC               | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11423 | NS      | $866091.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3118 | NS      | $591827.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                  | HELIX ENERGY SOL               | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     46539 | NS      | $296918.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | ALNYLAM PHARMACE               | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2832 | NS      | $624710.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc                                    | PARAGON 28 INC                 | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |      2767 | NS      | $56723.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3491 | NS      | $519809.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                             | ICF INTERNATIONA               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2808 | NS      | $304302.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                | CVB FINANCIAL                  | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39736 | NS      | $1139628.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS               | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     23217 | NS      | $486860.49    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp           | SCIENCE APPLICAT               | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      2399 | NS      | $264153.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                         | GATX CORP                      | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1163 | NS      | $131128.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     17524 | NS      | $2487181.32   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                     | INTL BANCSHARES                | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      3212 | NS      | $169208.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                         | DOCGO INC                      | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25760 | NS      | $189336.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                              | ENPRO INDUSTRIES               | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      5319 | NS      | $631897.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                    | MRC GLOBAL INC                 | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     15311 | NS      | $180057.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                       | VAXCYTE INC                    | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      5506 | NS      | $253606.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3910 | NS      | $123125.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                               | SILGAN HOLDINGS                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     14445 | NS      | $764140.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                 | DEVON ENERGY CO                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     28803 | NS      | $1973581.56   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                           | NOW INC                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     18606 | NS      | $232202.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH               | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7400 | NS      | $113146.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     16420 | NS      | $1672869.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                           | PTC INC                        | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      2053 | NS      | $261162.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                              | CASSAVA SCIENCES               | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      3328 | NS      | $115914.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc                      | ADTALEM GLOBAL E               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      6406 | NS      | $266489.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | CHIPOTLE MEXICAN               | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $803718.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      7412 | NS      | $294775.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                  | ENCORE WIRE                    | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2184 | NS      | $319104.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1447 | NS      | $393873.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                              | TARGA RESOURCES                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     13460 | NS      | $1001289.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                        | AXOGEN INC                     | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14075 | NS      | $154121.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                          | CORCEPT THERA                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      7875 | NS      | $199080.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                        | BELDEN INC                     | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2368 | NS      | $190481.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                   | FIRST BANCORP/NC               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1841 | NS      | $89527.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                   | FAIR ISAAC CORP                | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       451 | NS      | $279493.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                             | ARDMORE SHIPPING               | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |     23905 | NS      | $360487.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                     | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |      8388 | NS      | $745357.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                               | AVID TECHNOLOGY                | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      2955 | NS      | $82976.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                   | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     19729 | NS      | $1717409.45   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                        | SAFETY INSURANCE               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      8699 | NS      | $798046.26    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                         | VIRIDIAN THERAPE               | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     13731 | NS      | $346982.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | PAYCHEX INC                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      4241 | NS      | $526011.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health Inc                               | CARDINAL HEALTH                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      7547 | NS      | $605042.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                 | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      4140 | NS      | $496634.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                | TEEKAY TANK-CL A               | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | US        |     11807 | NS      | $398368.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                           | KARUNA THERAPEUT               | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1785 | NS      | $420028.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                         | FUNKO INC-CL A                 | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      9400 | NS      | $89300.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                    | PAYCOR HCM INC                 | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6834 | NS      | $197639.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                     | GOLAR LNG LTD                  | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | US        |      6917 | NS      | $173409.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3454 | NS      | $213284.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       725 | NS      | $79264.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     19198 | NS      | $1871805.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc                               | LIGHTWAVE LOGIC                | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34498 | NS      | $273569.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                           | NOV INC                        | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     14119 | NS      | $317112.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                        | KIRBY CORP                     | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      1727 | NS      | $120527.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                      | COVENANT LOGISTI               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8955 | NS      | $343782.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1113 | NS      | $671205.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                              | DECKERS OUTDOOR                | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       464 | NS      | $185080.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                                   | FIRST SOLAR INC                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      3362 | NS      | $580045.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                     | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2162 | NS      | $1188883.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                        | SYNDAX PHARMACEU               | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     11976 | NS      | $286944.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                 | PDF SOLUTIONS                  | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      8930 | NS      | $280134.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      5937 | NS      | $1101372.87   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                  | STONEX GROUP INC               | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      3052 | NS      | $309686.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    107728 | NS      | $1518964.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     10258 | NS      | $900960.14    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                      | AGILYSYS INC                   | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      4841 | NS      | $321442.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                          | TRAVERE THERAPEU               | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9077 | NS      | $182720.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                              | UFP TECHNOLOGIES               | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      3462 | NS      | $415613.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc                           | SILVERBOW RESOUR               | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      6330 | NS      | $220980.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                            | TETRA TECHNOLOGI               | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     81573 | NS      | $310793.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      5311 | NS      | $2909153.36   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                        | AMALGAMATED FINA               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11713 | NS      | $312385.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                 | VAALCO ENERGY                  | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     29113 | NS      | $150805.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |      6565 | NS      | $190188.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                        | DRIVEN BRANDS HO               | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2160 | NS      | $65685.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                      | CROSS COUNTRY HE               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     12120 | NS      | $433653.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                             | HACKETT GROUP                  | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      6442 | NS      | $148810.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                  | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      7107 | NS      | $364589.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                        | CACTUS INC- A                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1577 | NS      | $85773.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     12344 | NS      | $532149.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     32007 | NS      | $961810.35    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C               | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      8127 | NS      | $611475.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd               | WHITE MOUNTAINS                | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |       320 | NS      | $434835.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      4023 | NS      | $410104.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                    | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     26934 | NS      | $1808887.44   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                              | MARTEN TRANSPORT               | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10315 | NS      | $219812.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                     | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      4597 | NS      | $870441.95    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                  | TRICO BANCSHARES               | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2196 | NS      | $119682.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2691 | NS      | $459326.79    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                             | EAST WEST BNCRP                | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4043 | NS      | $283859.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                               | CURTISS-WRIGHT                 | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      2948 | NS      | $520764.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc                                         | EDGIO INC                      | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |     52420 | NS      | $75484.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                        | NKARTA INC                     | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11110 | NS      | $94212.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd/Bermuda                             | FRONTLINE LTD                  | CUSIP: G3682E192<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | US        |     23302 | NS      | $322266.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | LAMB WESTON                    | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      5996 | NS      | $521052.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                        | A-MARK PRECIOUS                | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      4224 | NS      | $145728.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     34124 | NS      | $303021.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     15146 | NS      | $437265.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH                   | AMER FINL GROUP                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     11100 | NS      | $1578642.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                               | URANIUM ENERGY                 | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     55904 | NS      | $216907.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                       | ATRION CORP                    | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $59875.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                 | TRACTOR SUPPLY                 | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       263 | NS      | $59519.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | AMBAC FINANCIAL                | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     12162 | NS      | $197754.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                  | I3 VERTICALS-A                 | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      5002 | NS      | $131502.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                               | ARISTA NETWORKS                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      4464 | NS      | $621835.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     11825 | NS      | $232361.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                      | TRAVELCENTERS OF               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      4436 | NS      | $226901.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                           | DESIGN THERAPEUT               | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11162 | NS      | $156268.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                              | LAS VEGAS SANDS                | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     10399 | NS      | $487089.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                              | KINETIK HOLDINGS               | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4170 | NS      | $141905.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                               | CHENIERE ENERGY                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5435 | NS      | $953081.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                            | NEXTGEN HEALTHCA               | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13259 | NS      | $275787.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5912 | NS      | $602551.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     15426 | NS      | $361431.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                         | DYNAVAX TECHNOLO               | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     10736 | NS      | $133233.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                  | SPS COMMERCE INC               | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       531 | NS      | $75540.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                     | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     16255 | NS      | $1185802.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                 | FRANKLIN COVEY                 | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1310 | NS      | $68067.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                 | ERIE INDEMNITY-A               | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      1946 | NS      | $549530.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD WELLINGTON FUND

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer