# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041009
**Filing Date:** 2023-2
**Character Count:** 104768
**Document Hash:** e117a314c7768e94b1da924e5be41f29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041009.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041009

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670793

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### VictoryShares Small Mid Cap Value Momentum ETF formerly VictoryShares USAA MSCI USA Small Cap Value Momentum ETF (Series ID: S000065161)

| Class ID   | Class Name                                                                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000210930 | VictoryShares Small Mid Cap Value Momentum ETF formerly VictoryShares USAA MSCI USA Small Cap Value Momentum ETF | USVM            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** VictoryShares US Small Mid Cap Value Momentum ETF

- **b. EDGAR series identifier (if any):** S000065161

- **c. LEI of Series:** 549300DR31EXT2WMIN31

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $217653969.98

**Total Liabilities:** $138228.26

**Net Assets:** $217515741.72

**Cash Not Reported:** $848151.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210930 | 11.68%               | 4.46%                | -5.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2992129.64             | $30783424.00                               |
| Month 2  | $5480907.40              | $3944105.72                                |
| Month 3  | $-760243.48              | $-12896372.72                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| E.L.F. BEAUTY, INC.                              | ELF BEAUTY INC                            | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     12155 | NS      | $672171.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION, INC.                         | LAUREATE EDUCATION INC                    | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     74392 | NS      | $715651.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                       | UNUM GROUP                                | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     19460 | NS      | $798443.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                     | FULTON FINANCIAL CORP                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     63380 | NS      | $1066685.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                  | NATIONAL HEALTH INVESTORS INC             | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     19527 | NS      | $1019699.94   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.               | AIR TRANSPORT SERVICES GROUP              | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     30156 | NS      | $783452.88    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                              | GRIFFON CORP                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     15318 | NS      | $548231.22    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                       | PROMETHEUS BIOSCIENCES INC                | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10854 | NS      | $1193940.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.              | ALPHA METALLURGICAL RESOURCES             | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2497 | NS      | $365535.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.               | BJ S WHOLESALE CLUB HOLDINGS INC          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     10398 | NS      | $687931.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                       | ATKORE INC                                | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      4730 | NS      | $536476.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                         | AGREE REALTY CORP                         | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     19163 | NS      | $1359231.59   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                   | LCI INDUSTRIES                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6270 | NS      | $579661.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                       | SUPER MICRO COMPUTER INC                  | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      4828 | NS      | $396378.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                            | CLEARWAY ENERGY INC                       | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     26318 | NS      | $838754.66    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP.                      | INVENTRUST PROPERTIES CORP                | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     31330 | NS      | $741581.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                            | GRAY TELEVISION INC                       | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     45001 | NS      | $503561.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                        | EXLSERVICE HOLDINGS INC                   | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      4305 | NS      | $729396.15    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                      | AVNET INC                                 | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     20102 | NS      | $835841.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                             | LTC PROPERTIES                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     32402 | NS      | $1151243.06   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S, INC.                                  | DILLARD S INC                             | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1293 | NS      | $417897.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVI STRAUSS & CO.                               | LEVI STRAUSS CO                           | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     41114 | NS      | $638089.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                         | TRINITY INDUSTRIES INC                    | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     25994 | NS      | $768642.58    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                               | DT MIDSTREAM INC                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16574 | NS      | $915879.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH, INC.                             | EVOLENT HEALTH INC                        | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     21310 | NS      | $598384.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                | SM ENERGY CO                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     11266 | NS      | $392394.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                         | SONOCO PRODUCTS CO                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     17443 | NS      | $1058964.53   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                          | ARROW ELECTRONICS INC                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      8687 | NS      | $908399.59    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                           | NETSCOUT SYSTEMS INC                      | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     27937 | NS      | $908231.87    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                       | AXCELIS TECHNOLOGIES INC                  | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      5788 | NS      | $459335.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                            | MGP INGREDIENTS INC                       | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      6678 | NS      | $710405.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                        | STRATEGIC EDUCATION INC                   | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     12119 | NS      | $949160.08    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                 | NV5 GLOBAL INC                            | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6349 | NS      | $840099.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                           | JACKSON FINANCIAL INC                     | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     14689 | NS      | $511030.31    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                         | IRHYTHM TECHNOLOGIES INC                  | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      4079 | NS      | $382079.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                                 | OGE ENERGY CORP                           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     32161 | NS      | $1271967.55   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                         | ALIGNMENT HEALTHCARE INC                  | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36216 | NS      | $425900.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                | EMCOR GROUP INC                           | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      7301 | NS      | $1081351.11   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                          | HF SINCLAIR CORP                          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11866 | NS      | $615726.74    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                           | DYCOM INDUSTRIES INC                      | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      7072 | NS      | $661939.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                               | CONSOL ENERGY INC                         | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      5796 | NS      | $376740.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING COMPANY                | GRAPHIC PACKAGING HOLDING CO              | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44164 | NS      | $982649.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                               | ENOVIS CORP                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     14904 | NS      | $797662.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                        | CNO FINANCIAL GROUP INC                   | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     38790 | NS      | $886351.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP.                                     | VISTRA CORP                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     34816 | NS      | $807731.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                         | GROUP 1 AUTOMOTIVE INC                    | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      3432 | NS      | $619029.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                    | RELIANCE STEEL ALUMINUM COMPANY           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      4230 | NS      | $856321.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                     | SPROUTS FARMERS MARKET INC                | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     18375 | NS      | $594798.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                     | GRAND CANYON EDUCATION INC                | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      8457 | NS      | $893566.62    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                 | WESTROCK COMPANY                          | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     21974 | NS      | $772605.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER, INC.                                    | PREMIER INC                               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38963 | NS      | $1362925.74   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                         | GMS INC                                   | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     14612 | NS      | $727677.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE MAR23             | RUSSELL 2000 MINI INDEX FUTURE MAR23      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $-15527.43    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                       | JABIL INC                                 | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     11555 | NS      | $788051.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                              | VISTEON CORP                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      4256 | NS      | $556812.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                               | HOPE BANCORP INC                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     83060 | NS      | $1063998.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                         | OPTION CARE HEALTH INC                    | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     23021 | NS      | $692701.89    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                       | RACKSPACE TECHNOLOGY INC                  | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80271 | NS      | $236799.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SILGAN HOLDINGS INC.                             | SILGAN HOLDINGS INC                       | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     22497 | NS      | $1166244.48   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                     | VISHAY INTERTECHNOLOGY INC                | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     39821 | NS      | $858938.97    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                      | ABM INDUSTRIES INC                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     17805 | NS      | $790898.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES, INC.                           | CHART INDUSTRIES INC                      | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      3168 | NS      | $365048.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                          | UNITED BANKSHARES INC                     | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     29083 | NS      | $1177570.67   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                              | POST HOLDINGS INC                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     12448 | NS      | $1123556.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                     | NEUROCRINE BIOSCIENCES INC                | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      7459 | NS      | $890902.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                 | CVR ENERGY INC                            | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     13032 | NS      | $408422.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                         | GENWORTH FINANCIAL INC                    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    177177 | NS      | $937266.33    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                    | SKYWEST INC                               | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     37830 | NS      | $624573.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC.                             | ONTO INNOVATION INC                       | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      6856 | NS      | $466825.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY, INC.                      | BEACON ROOFING SUPPLY INC                 | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     15779 | NS      | $832973.41    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                  | UNITED STATES STEEL CORP                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     21151 | NS      | $529832.55    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                       | SAREPTA THERAPEUTICS INC                  | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      5916 | NS      | $766595.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                          | WILEY JOHN SONS CLASS A                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     18961 | NS      | $759577.66    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                             | ARCH RESOURCES INC                        | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      2961 | NS      | $422801.19    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                  | MURPHY USA INC                            | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3258 | NS      | $910741.32    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                      | GREIF INC CL A                            | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     13138 | NS      | $881034.28    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION              | SELECT MEDICAL HOLDINGS CORP              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26916 | NS      | $668324.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY      | APARTMENT INVT MGMT CO A                  | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |    100645 | NS      | $716592.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                  | CSG SYSTEMS INTL INC                      | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     16543 | NS      | $946259.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniqure NV                                       | UNIQURE NV                                | CUSIP: N90064101<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |     14881 | NS      | $337352.27    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | SPIRE INC                                 | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     16772 | NS      | $1154919.92   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                     | ENVISTA HOLDINGS CORP                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     27285 | NS      | $918685.95    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                      | BRIGHTHOUSE FINANCIAL INC                 | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     12456 | NS      | $638619.12    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                            | HARLEY DAVIDSON INC                       | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     13786 | NS      | $573497.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                    | PRIMORIS SERVICES CORP                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     36968 | NS      | $811077.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                   | IRONWOOD PHARMACEUTICALS INC              | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     85435 | NS      | $1058539.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                | SERVICE CORP INTERNATIONAL                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     13470 | NS      | $931315.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.                 | NEW YORK COMMUNITY BANCORP INC            | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     96629 | NS      | $831009.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                       | GREEN BRICK PARTNERS INC                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     22263 | NS      | $539432.49    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                               | KOHL S CORP                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     14357 | NS      | $362514.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                              | ARCBEST CORP                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      7203 | NS      | $504498.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                             | SNAP ON INC                               | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      4858 | NS      | $1110004.42   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                 | TAYLOR MORRISON HOME CORP                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     20681 | NS      | $627668.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                         | LUMEN TECHNOLOGIES INC                    | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    124104 | NS      | $647822.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                             | HOSTESS BRANDS INC                        | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41471 | NS      | $930609.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                 | AUTONATION INC                            | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5576 | NS      | $598304.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                        | MOOG INC CLASS A                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     12061 | NS      | $1058473.36   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LIMITED                     | TRITON INTERNATIONAL LTD BER              | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13247 | NS      | $911128.66    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                       | MATSON INC                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      9770 | NS      | $610722.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                         | VALMONT INDUSTRIES INC                    | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3080 | NS      | $1018463.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                            | HILLTOP HOLDINGS INC                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     26120 | NS      | $783861.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                 | TELEPHONE DATA SYSTEMS INC                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62565 | NS      | $656306.85    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                        | COMMERCIAL METALS COMPANY                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     15345 | NS      | $741163.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.              | ALLISON TRANSMISSION HOLDING INC          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     23166 | NS      | $963705.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                 | NEW JERSEY RESOURCES CORP                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     23261 | NS      | $1154210.82   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                     | INGLES MARKETS INC CLASS A                | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     10424 | NS      | $1005499.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                  | HUB GROUP INC CL A                        | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9831 | NS      | $781466.19    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                | PENNYMAC FINANCIAL SERVICES               | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     11381 | NS      | $644847.46    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                          | QUIDELORTHO CORP                          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      7850 | NS      | $672509.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                       | CURTISS WRIGHT CORP                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      5969 | NS      | $996763.31    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                        | AAR CORP                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     18397 | NS      | $826025.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORPORATION                                 | GATX CORP                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      9191 | NS      | $977370.94    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                     | STRIDE INC                                | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     16370 | NS      | $512053.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                      | INTERNATIONAL SEAWAYS INC                 | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     14881 | NS      | $550894.62    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                | FOUR CORNERS PROPERTY TRUST INC           | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     45641 | NS      | $1183471.13   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                             | FULGENT GENETICS INC                      | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     17046 | NS      | $507629.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD.                            | ASSURED GUARANTY LTD                      | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     13047 | NS      | $812306.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                        | ANYWHERE REAL ESTATE INC                  | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     67787 | NS      | $433158.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                  | UNIVERSAL HEALTH SERVICES                 | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      5522 | NS      | $777994.58    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                            | VIR BIOTECHNOLOGY INC                     | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15971 | NS      | $404226.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                    | PROGRESS SOFTWARE CORPORATION             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     18970 | NS      | $957036.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                          | LANTHEUS HOLDINGS INC                     | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      8402 | NS      | $428165.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                | TALOS ENERGY INC                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     22313 | NS      | $421269.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                 | CALIFORNIA RESOURCES CORP                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     14441 | NS      | $628327.91    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                  | PBF ENERGY INC                            | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11697 | NS      | $477003.66    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                       | BUILDERS FIRSTSOURCE INC                  | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      9132 | NS      | $592484.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                               | RYDER SYSTEM INC                          | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      7455 | NS      | $623014.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                   | SUPERNUS PHARMACEUTICALS INC              | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     25812 | NS      | $920714.04    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                | PRESTIGE CONSUMER HEALTHCARE INC          | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20095 | NS      | $1257947.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                          | SIGA TECHNOLOGIES INC                     | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42664 | NS      | $314007.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                      | PROSPERITY BANCSHARES INC                 | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16703 | NS      | $1213974.04   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE, INC.                               | PURE STORAGE INC                          | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     23890 | NS      | $639296.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                  | CORECIVIC INC                             | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     47646 | NS      | $550787.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                | ACADEMY SPORTS OUTDOORS INC               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11011 | NS      | $578517.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                          | HELMERICH PAYNE INC                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      9880 | NS      | $489751.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                         | RALPH LAUREN CORP                         | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      6172 | NS      | $652195.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES, INC.                       | KAR AUCTION SERVICES INC                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     50929 | NS      | $664623.45    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                | CORCEPT THERAPEUTICS INC                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     28672 | NS      | $582328.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                    | EMBECTA CORP                              | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     15589 | NS      | $394245.81    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.      | APOLLO COMMERCIAL REAL ESTATE FINANCE INC | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     53157 | NS      | $571969.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST                | CORPORATE OFFICE PROPERTIES TRUST         | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     41107 | NS      | $1066315.58   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY | WEATHERFORD INTERNATIONAL PLC             | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     11651 | NS      | $593268.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                    | ASBURY AUTOMOTIVE GROUP INC               | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3185 | NS      | $570911.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INSURANCE GROUP, LTD.            | WHITE MOUNTAINS INSURANCE GROUP LIMITED   | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       848 | NS      | $1199351.84   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND   | GLDMN SCHS FIN SQ GV-FST                  | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     14553 | NS      | $14553.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                  | O I GLASS INC                             | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38266 | NS      | $634067.62    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING, INC.                           | JELD WEN HOLDING INC                      | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     49176 | NS      | $474548.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                              | CVB FINANCIAL CORP                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50678 | NS      | $1304958.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                   | JEFFERIES FINANCIAL GROUP INC             | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     23661 | NS      | $811099.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                     | PLEXUS CORP                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      9658 | NS      | $994097.94    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                         | MUELLER INDUSTRIES INC                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     12044 | NS      | $710596.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                            | CAL MAINE FOODS INC                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     14698 | NS      | $800306.10    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                           | SPX TECHNOLOGIES INC                      | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13669 | NS      | $897369.85    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                  | UNITED THERAPEUTICS CORP                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      3348 | NS      | $931045.32    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ GLOBAL HOLDINGS, INC.                      | HERTZ GLOBAL HOLDINGS INC                 | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     31205 | NS      | $480244.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                          | SIGNET JEWELERS LTD                       | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      7386 | NS      | $502248.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                    | FIRST BANCORP PUERTO RICO                 | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     56250 | NS      | $715500.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                             | ASSOCIATED BANC CORP                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     42391 | NS      | $978808.19    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS, INC.                            | CANNAE HOLDINGS INC                       | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     27761 | NS      | $573264.65    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                  | WORLD FUEL SERVICES CORPORATIONS          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     21981 | NS      | $600740.73    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.              | WORLD WRESTLING ENTERTAINMENT INC         | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     14304 | NS      | $980110.08    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                      | BELDEN INC                                | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     10169 | NS      | $731151.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD.                               | KOSMOS ENERGY LTD                         | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     67133 | NS      | $426965.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                      | HALOZYME THERAPEUTICS INC                 | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     14698 | NS      | $836316.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES, INC.                             | LSB INDUSTRIES INC                        | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     26179 | NS      | $348180.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                     | VIATRIS INC                               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     76883 | NS      | $855707.79    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                         | WASHINGTON FEDERAL INC                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33054 | NS      | $1108961.70   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                           | AMKOR TECHNOLOGY INC                      | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     22271 | NS      | $534058.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                           | TRI POINTE HOMES INC                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36220 | NS      | $673329.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                   | AMERICAN FINANCIAL GROUP INC              | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      7827 | NS      | $1074490.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                      | GRAFTECH INTERNATIONAL LTD                | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     93154 | NS      | $443413.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                          | MOHAWK INDUSTRIES INC                     | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      6558 | NS      | $670358.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                          | PRIVIA HEALTH GROUP INC                   | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20369 | NS      | $462579.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                         | PATRICK INDUSTRIES INC                    | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     11333 | NS      | $686779.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MR. COOPER GROUP INC.                            | MR COOPER GROUP INC                       | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     16867 | NS      | $676872.71    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                     | APPLE HOSPITALITY REIT INC                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     54825 | NS      | $865138.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL, INC.                         | SCHNEIDER NATIONAL INC                    | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     37542 | NS      | $878482.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                              | DIODES INC                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      6969 | NS      | $530619.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                        | YELP INC                                  | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     20324 | NS      | $555658.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                  | M I HOMES INC                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     13787 | NS      | $636683.66    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                    | MOLSON COORS BEVERAGE CO                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     20210 | NS      | $1041219.20   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                               | BANNER CORP                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16962 | NS      | $1071998.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                       | WINNEBAGO INDUSTRIES INC                  | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     10125 | NS      | $533587.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                | ADAPTHEALTH CORP                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22529 | NS      | $433007.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                       | EMERGENT BIOSOLUTIONS INC                 | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     32812 | NS      | $387509.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                            | TREEHOUSE FOODS INC                       | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     16419 | NS      | $810770.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                              | EQUITY COMMONWEALTH                       | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     65485 | NS      | $1635160.45   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                             | FTI CONSULTING INC                        | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5082 | NS      | $807021.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.        | KNIGHT SWIFT TRANSPORTATION               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15375 | NS      | $805803.75    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP, INC.                          | AVIS BUDGET GROUP INC                     | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      1860 | NS      | $304909.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY  | AMERICAN EQUITY INVESTMENT LIFE HL        | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     16150 | NS      | $736763.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                | NORTHWEST NATURAL HOLDING CO              | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23615 | NS      | $1123837.85   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                            | OXFORD INDUSTRIES INC                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      6018 | NS      | $560757.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, INC.                                        | KBR INC                                   | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     19523 | NS      | $1030814.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                     | MACY S INC                                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     20776 | NS      | $429024.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                     | LINCOLN NATIONAL CORP                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     13485 | NS      | $414259.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND             | HSBC US GOVT MMKT-I                       | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     14553 | NS      | $14553.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                    | OWENS CORNING INC                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      8639 | NS      | $736906.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                          | CACI INTERNATIONAL INC CLASS A            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3853 | NS      | $1158173.27   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                            | SL GREEN REALTY CORP                      | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     19033 | NS      | $641792.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                        | NATIONAL FUEL GAS CO                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     17318 | NS      | $1096229.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                    | LOUISIANA PACIFIC CORP                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     10007 | NS      | $592414.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                      | MGIC INVESTMENT CORP                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     72889 | NS      | $947557.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                           | DXC TECHNOLOGY CO                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     20246 | NS      | $536519.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                           | BWX TECHNOLOGIES INC                      | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     18638 | NS      | $1082495.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                           | TTM TECHNOLOGIES                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     37656 | NS      | $567852.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                               | FNB CORP                                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     81928 | NS      | $1069160.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO            | INVESCO GVT & AGNCY-INST                  | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     14553 | NS      | $14553.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                       | COHU INC                                  | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     16136 | NS      | $517158.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                       | UNITED NATURAL FOODS INC                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     16969 | NS      | $656869.99    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION                                  | NCR CORP                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     20705 | NS      | $484704.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                          | KARUNA THERAPEUTICS INC                   | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1664 | NS      | $326976.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                              | VERITIV CORP                              | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      4598 | NS      | $559622.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                           | OTTER TAIL CORP                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15409 | NS      | $904662.39    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                   | TRINSEO PLC                               | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     20071 | NS      | $455812.41    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                       | CBIZ INC                                  | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     23698 | NS      | $1110251.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIPLAN CORPORATION                            | MULTIPLAN CORP                            | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313008 | NS      | $359959.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                 | CLEARFIELD INC                            | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      3259 | NS      | $306802.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ, INC.                                     | IMPINJ INC                                | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      3377 | NS      | $368700.86    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                        | NEXSTAR MEDIA GROUP INC                   | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4573 | NS      | $800412.19    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORPORATION                         | DISH NETWORK CORP                         | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     28759 | NS      | $403776.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                      | RAMBUS INC                                | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     19855 | NS      | $711206.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                  | ACADIA HEALTHCARE CO INC                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      9961 | NS      | $819989.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                             | UFP INDUSTRIES INC                        | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      9393 | NS      | $744395.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION             | INTERNATIONAL BANCSHARES CORPORATION      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     22088 | NS      | $1010746.88   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                          | GRAHAM HOLDINGS CO                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1961 | NS      | $1184855.81   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                            | BOISE CASCADE CO                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      8331 | NS      | $572089.77    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                              | NAVIENT CORP                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     42972 | NS      | $706889.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY           | PERRIGO CO PLC                            | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     29249 | NS      | $997098.41    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                         | WERNER ENTERPRISES INC                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     22028 | NS      | $886847.28    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                | CABOT CORP                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     10078 | NS      | $673613.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                             | VOYA FINANCIAL INC                        | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     14913 | NS      | $917000.37    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP, INC.                            | PARAMOUNT GROUP INC                       | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132711 | NS      | $788303.34    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                        | MATADOR RESOURCES CO                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      8169 | NS      | $467593.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                              | XEROX HOLDINGS CORP                       | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     38192 | NS      | $557603.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY, INC.                                 | NRG ENERGY INC                            | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     21244 | NS      | $675984.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORPORATION                              | PARSONS CORP                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     22045 | NS      | $1019581.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                            | BANCFIRST CORP                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      9502 | NS      | $837886.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN, INC.                               | HENRY SCHEIN INC                          | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     15019 | NS      | $1199567.53   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                       | ENCORE CAPITAL GROUP INC                  | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     17220 | NS      | $825526.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                          | HAEMONETICS CORP                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     10372 | NS      | $815757.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY      | JAZZ PHARMACEUTICALS PLC                  | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      6614 | NS      | $1053676.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                            | AIR LEASE CORP                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     19653 | NS      | $755068.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                   | BREAD FINANCIAL HOLDINGS                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     13597 | NS      | $512063.02    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                    | ADTALEM GLOBAL EDUCATION INC              | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     21577 | NS      | $765983.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                          | DELEK US HOLDINGS INC                     | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     16474 | NS      | $444798.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC.                                      | BUMBLE INC                                | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16080 | NS      | $338484.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                     | GROCERY OUTLET HOLDING CORP               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25111 | NS      | $732990.09    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON & COMPANY, INC.                  | PHILLIPS EDISON CO INC                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     31720 | NS      | $1009964.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                           | MURPHY OIL CORP                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     11657 | NS      | $501367.57    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                           | SOUTHSTATE CORP                           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     11956 | NS      | $912960.16    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                     | SABRA HEALTH CARE REIT INC                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     61856 | NS      | $768870.08    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                    | AMPHASTAR PHARMACEUTICALS INC             | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     20497 | NS      | $574325.94    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION   | SCIENCE APPLICATIONS INTE                 | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     10447 | NS      | $1158885.71   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                              | TOLL BROTHERS INC                         | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     15059 | NS      | $751745.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED       | REINSURANCE GROUP OF AMERICA INC          | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      6998 | NS      | $994345.82    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                         | COMSTOCK RESOURCES INC                    | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     23171 | NS      | $317674.41    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                             | HUBBELL INC                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      3880 | NS      | $910558.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                 | PHOTRONICS INC                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     25995 | NS      | $437495.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                 | OMEGA HEALTHCARE INVESTORS INC            | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     29286 | NS      | $818543.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.              | HUNTINGTON INGALLS INDUSTRIES INC         | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4973 | NS      | $1147171.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNKO, INC.                                      | FUNKO INC                                 | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     41225 | NS      | $449764.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF GOVERNMENT-INST                     | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     14553 | NS      | $14553.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                                 | PDC ENERGY INC                            | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      7114 | NS      | $451596.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                     | ENCOMPASS HEALTH CORP                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     16209 | NS      | $969460.29    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                       | NORTHWEST BANCSHARES INC                  | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94049 | NS      | $1314805.02   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                              | SYLVAMO CORP                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     11460 | NS      | $556841.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                               | CIRRUS LOGIC INC                          | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     10885 | NS      | $810714.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                           | U HAUL HOLDING CO                         | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     15701 | NS      | $945043.19    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                           | RUSH ENTERPRISES INC CLASS A              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     19220 | NS      | $1004821.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                 | HARMONY BIOSCIENCES HOLDINGS INC          | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9648 | NS      | $531604.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                      | VAXCYTE INC                               | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      8501 | NS      | $407622.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                           | GLOBAL NET LEASE INC                      | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     71392 | NS      | $897397.44    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                        | BOX INC CLASS A                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     29625 | NS      | $922226.25    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL TECHNOLOGIES INC.                           | DELL TECHNOLOGIES INC                     | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     15644 | NS      | $629201.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                      | DICK S SPORTING GOODS INC                 | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      4815 | NS      | $579196.35    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARM CVR                              | ACHILLION PHARM CVR                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     17954 | NS      | $4129.42      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TD SYNNEX CORPORATION                            | TD SYNNEX CORP                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      8972 | NS      | $849738.12    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                           | WARRIOR MET COAL INC                      | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     16594 | NS      | $574816.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                     | ANTERO RESOURCES CORP                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     13682 | NS      | $424005.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                            | SHOCKWAVE MEDICAL INC                     | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1783 | NS      | $366602.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                              | RITHM CAPITAL CORP                        | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     78854 | NS      | $644237.18    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                | H R BLOCK INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     16859 | NS      | $615522.09    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                          | KB HOME                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     21087 | NS      | $671620.95    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                    | ORGANON CO                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     38734 | NS      | $1081840.62   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                 | DYNAVAX TECHNOLOGIES CORP                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     37080 | NS      | $394531.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP, INC.                    | PENSKE AUTOMOTIVE GROUP INC               | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      5779 | NS      | $664180.47    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                 | PULTEGROUP INC                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15742 | NS      | $716733.26    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                        | COMFORT SYSTEMS USA INC                   | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      6725 | NS      | $773913.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                          | ENCORE WIRE CORP                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3998 | NS      | $549964.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                       | MERITAGE CORPORATION                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      7789 | NS      | $718145.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                   | EPR PROPERTIES                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     22397 | NS      | $844814.84    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                 | NATIONAL RETAIL PROPERTIES                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     27751 | NS      | $1269885.76   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                     | TENET HEALTHCARE CORP                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     10198 | NS      | $497560.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                | RADIAN GROUP INC                          | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     55015 | NS      | $1049136.05   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                              | SANMINA CORP                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     12867 | NS      | $737150.43    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOGENIX INC CVR                                  | ZOGENIX INC CVR                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      9491 | NS      | $6453.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| THE BUCKLE, INC.                                 | BUCKLE INC THE                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     16107 | NS      | $730452.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer