# EDGAR Filing Document

**Accession Number:** 0000875732
**File Stem:** 0001775697-23-000226
**Filing Date:** 2023-3
**Character Count:** 183852
**Document Hash:** ed1372c31a2db4fbfc20bf1a9f9fabc4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000226.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001775697-23-000226

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON MIDCAP INDEX FUND, INC.
- **CENTRAL INDEX KEY:** 0000875732
- **IRS NUMBER:** 133618129
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06325
- **FILM NUMBER:** 23758662

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND INC
- **DATE OF NAME CHANGE:** 20020514

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS MIDCAP INDEX FUND
- **DATE OF NAME CHANGE:** 19951228

## Series and Classes Contracts Data

### BNY Mellon Midcap Index Fund, Inc. (Series ID: S000000078)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000115 | Investor Shares | PESPX           |
| C000172470 | Class I         | DMIDX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Midcap Index Fund, Inc.

January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks - 98.7%**  |  |  |
| **Automobiles & Components - 2.0%** |  |  |
| Adient PLC | 71816<br> <sup>a</sup>  | 3233156 |
| Dana, Inc. | 96822 | 1756351 |
| Fox Factory Holding Corp. | 31496<br> <sup>a</sup>  | 3719363 |
| Gentex Corp. | 177784 | 5246406 |
| Harley-Davidson, Inc. | 100338 | 4618558 |
| Lear Corp. | 44496 | 6486627 |
| The Goodyear Tire & Rubber Company | 213540<br> <sup>a</sup>  | 2402325 |
| Thor Industries, Inc. | 40748<br> <sup>b</sup>  | 3884507 |
| Visteon Corp. | 21250<br> <sup>a</sup>  | 3322225 |
|  |  | **34669518** |
| **Banks - 7.5%** |  |  |
| Associated Banc-Corp | 113792 | 2550079 |
| Bank of Hawaii Corp. | 29920 | 2288581 |
| Bank OZK | 83128 | 3796456 |
| Cadence Bank | 138955 | 3554469 |
| Cathay General Bancorp | 55235 | 2428131 |
| Commerce Bancshares, Inc. | 86052 | 5727621 |
| Cullen/Frost Bankers, Inc. | 48260 | 6287313 |
| East West Bancorp, Inc. | 106107 | 8331522 |
| Essent Group Ltd. | 81962 | 3608787 |
| F.N.B. Corp. | 262281 | 3742750 |
| First Financial Bankshares, Inc. | 98784 | 3518686 |
| First Horizon Corp. | 403968 | 9990129 |
| Fulton Financial Corp. | 126126 | 2110088 |
| Glacier Bancorp, Inc. | 83948 | 3827189 |
| Hancock Whitney Corp. | 65278 | 3360511 |
| Home BancShares, Inc. | 141770 | 3384050 |
| International Bancshares Corp. | 39607<br> <sup>a</sup>  | 1856380 |
| MGIC Investment Corp. | 224724 | 3173103 |
| New York Community Bancorp, Inc. | 508258 | 5077497 |
| Old National Bancorp | 219554 | 3842195 |
| PacWest Bancorp | 88721 | 2454023 |
| Pinnacle Financial Partners, Inc. | 57724 | 4544611 |
| Prosperity Bancshares, Inc. | 69201 | 5249588 |
| Synovus Financial Corp. | 109661 | 4600279 |
| Texas Capital Bancshares Inc. | 37561<br> <sup>a</sup>  | 2481655 |
| UMB Financial Corp. | 32817 | 2959765 |
| Umpqua Holdings Corp. | 165000 | 3003000 |
| United Bankshares, Inc. | 100935<br> <sup>b</sup>  | 4057587 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Banks - 7.5% (continued)** |  |  |  |
| Valley National Bancorp | 314481 |  | 3736034 |
| Washington Federal, Inc. | 48527 |  | 1720767 |
| Webster Financial Corp. | 130547 |  | 6873300 |
| Wintrust Financial Corp. | 45509 |  | 4162708 |
|  |  |  | **128298854** |
| **Capital Goods - 14.0%** |  |  |  |
| Acuity Brands, Inc. | 24168 |  | 4556151 |
| AECOM | 105093 |  | 9171466 |
| AGCO Corp. | 46471 |  | 6419039 |
| Axon Enterprise, Inc. | 50857 | <sup>a</sup>  | 9939492 |
| Builders FirstSource, Inc. | 111541 | <sup>a</sup>  | 8889818 |
| Carlisle Cos., Inc. | 38926 |  | 9764976 |
| Chart Industries, Inc. | 31335 | <sup>a,b</sup>  | 4198263 |
| Crane Holdings Co. | 36313 |  | 4209040 |
| Curtiss-Wright Corp. | 28758 |  | 4768076 |
| Donaldson Co., Inc. | 92700 |  | 5779845 |
| Dycom Industries, Inc. | 22190 | <sup>a</sup>  | 2116260 |
| EMCOR Group, Inc. | 35692 |  | 5291339 |
| EnerSys | 30760 |  | 2553695 |
| Esab Corp. | 38996 |  | 2254359 |
| Flowserve Corp. | 98631 |  | 3394879 |
| Fluor Corp. | 106605 | <sup>a,b</sup>  | 3917734 |
| Fortune Brands Innovations, Inc. | 95300 |  | 6147803 |
| GATX Corp. | 26837 | <sup>b</sup>  | 3071495 |
| Graco, Inc. | 126789 |  | 8662224 |
| Hexcel Corp. | 62979 |  | 4445058 |
| Hubbell, Inc. | 40431 |  | 9255060 |
| ITT, Inc. | 62204 |  | 5697264 |
| Kennametal, Inc. | 60486 |  | 1723851 |
| Lennox International, Inc. | 24178 |  | 6301270 |
| Lincoln Electric Holdings, Inc. | 43466 |  | 7253171 |
| MasTec, Inc. | 44298 | <sup>a,b</sup>  | 4351393 |
| MDU Resources Group, Inc. | 152789 |  | 4722708 |
| Mercury Systems, Inc. | 43139 | <sup>a</sup>  | 2156303 |
| MSC Industrial Direct Co., Inc., Cl. A | 35219 |  | 2912611 |
| nVent Electric PLC | 125922 |  | 5005400 |
| Oshkosh Corp. | 48846 |  | 4922700 |
| Owens Corning | 70758 |  | 6838761 |
| Regal Rexnord Corp. | 49610 |  | 6905712 |
| Simpson Manufacturing Co., Inc. | 32068 |  | 3434803 |
| SunPower Corp. | 66472 | <sup>a</sup>  | 1158607 |
| Sunrun, Inc. | 160483 | <sup>a</sup>  | 4217493 |
| Terex Corp. | 51302 |  | 2614863 |
| The Middleby Corp. | 40368 | <sup>a</sup>  | 6275206 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Capital Goods - 14.0% (continued)** |  |  |  |
| The Timken Company | 49786 |  | 4099877 |
| The Toro Company | 78376 |  | 8740492 |
| Trex Co., Inc. | 83169 | <sup>a</sup>  | 4384670 |
| Univar Solutions, Inc. | 122432 | <sup>a</sup>  | 4221455 |
| Valmont Industries, Inc. | 16060 |  | 5295464 |
| Vicor Corp. | 16120 | <sup>a</sup>  | 1119212 |
| Watsco, Inc. | 24957 |  | 7171893 |
| Watts Water Technologies, Inc., Cl. A | 20361 |  | 3329431 |
| Woodward, Inc. | 45597 | <sup>b</sup>  | 4662749 |
|  |  |  | **238323431** |
| **Commercial & Professional Services - 3.2%** |  |  |  |
| ASGN, Inc. | 37257 | <sup>a</sup>  | 3388524 |
| CACI International, Inc., Cl. A | 17798 | <sup>a</sup>  | 5483386 |
| Clean Harbors, Inc. | 37926 | <sup>a</sup>  | 4941758 |
| FTI Consulting, Inc. | 25909 | <sup>a,b</sup>  | 4133004 |
| IAA, Inc. | 100282 | <sup>a</sup>  | 4184768 |
| Insperity, Inc. | 26663 |  | 2947595 |
| KBR, Inc. | 102785 |  | 5265676 |
| ManpowerGroup, Inc. | 37699 |  | 3285845 |
| MSA Safety, Inc. | 27571 |  | 3760409 |
| Science Applications International Corp. | 41695 |  | 4327107 |
| Stericycle, Inc. | 68939 | <sup>a</sup>  | 3709608 |
| Tetra Tech, Inc. | 40081 |  | 6233397 |
| The Brink's Company | 34794 |  | 2282486 |
|  |  |  | **53943563** |
| **Consumer Durables & Apparel - 5.1%** |  |  |  |
| Brunswick Corp. | 54952 |  | 4634102 |
| Capri Holdings Ltd. | 97333 | <sup>a</sup>  | 6471671 |
| Carter's, Inc. | 28516 | <sup>b</sup>  | 2377379 |
| Columbia Sportswear Co. | 26716 |  | 2562064 |
| Crocs, Inc. | 46368 | <sup>a</sup>  | 5646231 |
| Deckers Outdoor Corp. | 19901 | <sup>a</sup>  | 8507279 |
| Hanesbrands, Inc. | 257647 | <sup>b</sup>  | 2174541 |
| Helen of Troy Ltd. | 17868 | <sup>a,b</sup>  | 2021049 |
| KB Home | 61775 |  | 2375249 |
| Leggett & Platt, Inc. | 100998 |  | 3692487 |
| Mattel, Inc. | 265478 | <sup>a</sup>  | 5431680 |
| Polaris, Inc. | 41081 |  | 4717742 |
| PVH Corp. | 48906 |  | 4396649 |
| Skechers USA, Inc., Cl. A | 101037 | <sup>a</sup>  | 4864932 |
| Taylor Morrison Home Corp. | 81090 | <sup>a</sup>  | 2903022 |
| Tempur Sealy International, Inc. | 128462 |  | 5234827 |
| Toll Brothers, Inc. | 79326 |  | 4719104 |
| TopBuild Corp. | 24162 | <sup>a</sup>  | 4833850 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Consumer Durables & Apparel - 5.1% (continued)** |  |  |  |
| Topgolf Callaway Brands Corp. | 103768 | <sup>a</sup>  | 2541278 |
| Under Armour, Inc., Cl. A | 144189 | <sup>a</sup>  | 1786502 |
| Under Armour, Inc., Cl. C | 146281 | <sup>a</sup>  | 1594463 |
| YETI Holdings, Inc. | 65523 | <sup>a</sup>  | 2932809 |
|  |  |  | **86418910** |
| **Consumer Services - 3.9%** |  |  |  |
| Boyd Gaming Corp. | 59632 |  | 3715670 |
| Choice Hotels International, Inc. | 20710 | <sup>b</sup>  | 2545052 |
| Churchill Downs, Inc. | 24891 |  | 6175457 |
| Cracker Barrel Old Country Store, Inc. | 17011 |  | 1898087 |
| Graham Holdings Co., Cl. B | 2900 |  | 1894599 |
| Grand Canyon Education, Inc. | 22940 | <sup>a</sup>  | 2673886 |
| H&R Block, Inc. | 117826 |  | 4592857 |
| Light & Wonder, Inc. | 70370 | <sup>a</sup>  | 4591643 |
| Marriott Vacations Worldwide Corp. | 28710 |  | 4594748 |
| Papa John's International, Inc. | 24054 | <sup>b</sup>  | 2157403 |
| Penn Entertainment, Inc. | 116706 | <sup>a</sup>  | 4137228 |
| Service Corp. International | 115655 |  | 8575818 |
| Texas Roadhouse, Inc. | 50652 |  | 5086980 |
| The Wendy's Company | 129456 |  | 2886869 |
| Travel + Leisure Co. | 61134 |  | 2590248 |
| Wingstop, Inc. | 22324 | <sup>b</sup>  | 3537684 |
| Wyndham Hotels & Resorts, Inc. | 66447 |  | 5150307 |
|  |  |  | **66804536** |
| **Diversified Financials - 3.3%** |  |  |  |
| Affiliated Managers Group, Inc. | 28549 |  | 4931554 |
| Annaly Capital Management, Inc. | 351314 | <sup>c</sup>  | 8245340 |
| Evercore, Inc., Cl. A | 27012 |  | 3506428 |
| Federated Hermes, Inc. | 63530 |  | 2496729 |
| FirstCash Holdings, Inc. | 28164 |  | 2596158 |
| Interactive Brokers Group, Inc., Cl. A | 77964 |  | 6232442 |
| Janus Henderson Group PLC | 99728 |  | 2584950 |
| Jefferies Financial Group, Inc. | 137910 |  | 5417105 |
| Navient Corp. | 80168 |  | 1520787 |
| SEI Investments Co. | 77095 |  | 4813041 |
| SLM Corp. | 186654 |  | 3279511 |
| Stifel Financial Corp. | 79754 |  | 5376217 |
| Voya Financial, Inc. | 73287 |  | 5113234 |
|  |  |  | **56113496** |
| **Energy - 3.7%** |  |  |  |
| Antero Midstream Corp. | 250454 |  | 2729949 |
| Antero Resources Corp. | 207237 | <sup>a</sup>  | 5976715 |
| ChampionX Corp. | 150778 |  | 4978690 |
| CNX Resources Corp. | 136779 | <sup>a,b</sup>  | 2288313 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Energy - 3.7% (continued)** |  |  |  |
| DT Midstream, Inc. | 72529 |  | 3964435 |
| Equitrans Midstream Corp. | 327005 |  | 2370786 |
| HF Sinclair Corp. | 100701 |  | 5729887 |
| Matador Resources Co. | 84355 |  | 5580927 |
| Murphy Oil Corp. | 109353 |  | 4768884 |
| NOV, Inc. | 295710 |  | 7227152 |
| PBF Energy, Inc., Cl. A | 85963 |  | 3609586 |
| PDC Energy, Inc. | 68843 |  | 4662736 |
| Range Resources Corp. | 182524 |  | 4566750 |
| Southwestern Energy Co. | 837043 | <sup>a</sup>  | 4620477 |
|  |  |  | **63075287** |
| **Food & Staples Retailing - 1.5%** |  |  |  |
| BJ's Wholesale Club Holdings, Inc. | 101763 | <sup>a</sup>  | 7374765 |
| Casey's General Stores, Inc. | 28235 |  | 6660919 |
| Grocery Outlet Holding Corp. | 66223 | <sup>a</sup>  | 2012517 |
| Performance Food Group Co. | 117911 | <sup>a</sup>  | 7230303 |
| Sprouts Farmers Market, Inc. | 79200 | <sup>a</sup>  | 2530440 |
|  |  |  | **25808944** |
| **Food, Beverage & Tobacco - 1.9%** |  |  |  |
| Celsius Holdings, Inc. | 30351 | <sup>a</sup>  | 3044812 |
| Coca-Cola Consolidated, Inc. | 3442 |  | 1744337 |
| Darling Ingredients, Inc. | 120461 | <sup>a</sup>  | 7985360 |
| Flowers Foods, Inc. | 144639 |  | 4005054 |
| Ingredion, Inc. | 49543 |  | 5093020 |
| Lancaster Colony Corp. | 15064 |  | 2890932 |
| Pilgrim's Pride Corp. | 32956 | <sup>a,b</sup>  | 800172 |
| Post Holdings, Inc. | 40917 | <sup>a</sup>  | 3885069 |
| The Boston Beer Company, Cl. A | 7144 | <sup>a</sup>  | 2776230 |
|  |  |  | **32224986** |
| **Health Care Equipment & Services - 5.8%** |  |  |  |
| Acadia Healthcare Co. | 68413 | <sup>a</sup>  | 5748060 |
| Amedisys, Inc. | 24626 | <sup>a</sup>  | 2380349 |
| Chemed Corp. | 11146 |  | 5630290 |
| Encompass Health Corp. | 74574 |  | 4657146 |
| Enovis Corp. | 35473 | <sup>a</sup>  | 2233025 |
| Envista Holdings Corp. | 122566 | <sup>a</sup>  | 4778848 |
| Globus Medical, Inc., Cl. A | 58492 | <sup>a</sup>  | 4416146 |
| Haemonetics Corp. | 38091 | <sup>a</sup>  | 3222499 |
| HealthEquity, Inc. | 64004 | <sup>a</sup>  | 3894643 |
| ICU Medical, Inc. | 15254 | <sup>a,b</sup>  | 2947530 |
| Inari Medical, Inc. | 36183 | <sup>a</sup>  | 2064240 |
| Integra LifeSciences Holdings Corp. | 55326 | <sup>a</sup>  | 3170180 |
| Lantheus Holdings, Inc. | 52191 | <sup>a</sup>  | 3000983 |
| LHC Group, Inc. | 23373 | <sup>a</sup>  | 3706958 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Health Care Equipment & Services - 5.8% (continued)** |  |  |  |
| LivaNova PLC | 40153 | <sup>a</sup>  | 2256599 |
| Masimo Corp. | 36224 | <sup>a</sup>  | 6160978 |
| Neogen Corp. | 162235 | <sup>a</sup>  | 3473451 |
| Omnicell, Inc. | 33105 | <sup>a</sup>  | 1836334 |
| Option Care Health, Inc. | 117722 | <sup>a</sup>  | 3398634 |
| Patterson Cos. | 65600 |  | 1980464 |
| Penumbra, Inc. | 28500 | <sup>a</sup>  | 7136685 |
| Progyny, Inc. | 55858 | <sup>a</sup>  | 1920957 |
| QuidelOrtho Corp. | 40526 | <sup>a</sup>  | 3469431 |
| R1 RCM, Inc. | 101865 | <sup>a,b</sup>  | 1457688 |
| Shockwave Medical, Inc. | 27364 | <sup>a</sup>  | 5142517 |
| STAAR Surgical Co. | 36220 | <sup>a</sup>  | 2555321 |
| Tandem Diabetes Care, Inc. | 48978 | <sup>a</sup>  | 1995364 |
| Tenet Healthcare Corp. | 81920 | <sup>a</sup>  | 4493312 |
|  |  |  | **99128632** |
| **Household & Personal Products - .4%** |  |  |  |
| BellRing Brands, Inc. | 102434 | <sup>a</sup>  | 2905028 |
| Coty, Inc., Cl. A | 272789 | <sup>a</sup>  | 2716978 |
| Energizer Holdings, Inc. | 49487 | <sup>b</sup>  | 1835968 |
|  |  |  | **7457974** |
| **Insurance - 3.9%** |  |  |  |
| American Financial Group, Inc. | 52454 |  | 7479416 |
| Brighthouse Financial, Inc. | 52392 | <sup>a</sup>  | 2948098 |
| CNO Financial Group, Inc. | 85707 |  | 2207812 |
| First American Financial Corp. | 77819 | <sup>b</sup>  | 4814662 |
| Kemper Corp. | 48347 |  | 2839419 |
| Kinsale Capital Group, Inc. | 16264 |  | 4528548 |
| Old Republic International Corp. | 213049 |  | 5622363 |
| Primerica, Inc. | 27681 |  | 4477402 |
| Reinsurance Group of America, Inc. | 50210 |  | 7620372 |
| RenaissanceRe Holdings Ltd. | 33121 |  | 6481448 |
| RLI Corp. | 30270 |  | 4009262 |
| Selective Insurance Group, Inc. | 45501 | <sup>b</sup>  | 4322595 |
| The Hanover Insurance Group, Inc. | 26672 |  | 3589518 |
| Unum Group | 141241 |  | 5936359 |
|  |  |  | **66877274** |
| **Materials - 6.6%** |  |  |  |
| Alcoa Corp. | 133677 |  | 6983286 |
| AptarGroup, Inc. | 49147 |  | 5683359 |
| Ashland, Inc. | 37526 |  | 4100466 |
| Avient, Corp. | 64015 |  | 2593888 |
| Cabot Corp. | 41901 |  | 3156402 |
| Cleveland-Cliffs, Inc. | 386628 | <sup>a</sup>  | 8254508 |
| Commercial Metals Co. | 87628 |  | 4755572 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Materials - 6.6% (continued)** |  |  |  |
| Eagle Materials, Inc. | 27924 |  | 4079138 |
| Greif, Inc., Cl. A | 19746 |  | 1410457 |
| Ingevity Corp. | 26855 | <sup>a</sup>  | 2213926 |
| Louisiana-Pacific Corp. | 53665 |  | 3654050 |
| MP Materials Corp. | 69805 | <sup>a,b</sup>  | 2269361 |
| NewMarket Corp. | 5128 |  | 1766647 |
| Olin Corp. | 96223 |  | 6215044 |
| Reliance Steel & Aluminum Co. | 44132 |  | 10037823 |
| Royal Gold, Inc. | 49192 | <sup>b</sup>  | 6248860 |
| RPM International, Inc. | 97188 |  | 8738173 |
| Sensient Technologies Corp. | 32013 |  | 2423064 |
| Silgan Holdings, Inc. | 62603 |  | 3373676 |
| Sonoco Products Co. | 72851 |  | 4451925 |
| The Chemours Company | 112989 |  | 4111670 |
| The Scotts Miracle-Gro Company | 31219 | <sup>b</sup>  | 2253700 |
| United States Steel Corp. | 176628 |  | 5032132 |
| Valvoline, Inc. | 133362 |  | 4889051 |
| Westlake Corp. | 26079 |  | 3201197 |
| Worthington Industries, Inc. | 23539 | <sup>b</sup>  | 1338663 |
|  |  |  | **113236038** |
| **Media & Entertainment - 1.5%** |  |  |  |
| Cable One, Inc. | 3616 |  | 2856206 |
| John Wiley & Sons, Inc., Cl. A | 33156 |  | 1518545 |
| Nexstar Media Group, Inc. | 28495 |  | 5834921 |
| TEGNA, Inc. | 166940 |  | 3327114 |
| The New York Times Company, Cl. A | 123612 |  | 4306642 |
| TripAdvisor, Inc. | 80760 | <sup>a</sup>  | 1881708 |
| World Wrestling Entertainment, Inc., Cl. A | 32680 |  | 2765382 |
| Ziff Davis, Inc. | 35364 | <sup>a</sup>  | 3164371 |
|  |  |  | **25654889** |
| **Pharmaceuticals Biotechnology & Life Sciences - 3.8%** |  |  |  |
| Arrowhead Pharmaceuticals, Inc. | 80201 | <sup>a</sup>  | 2806233 |
| Azenta, Inc. | 56051 | <sup>a</sup>  | 3133251 |
| Bruker Corp. | 75542 |  | 5297005 |
| Exelixis, Inc. | 245083 | <sup>a</sup>  | 4318362 |
| Halozyme Therapeutics, Inc. | 101368 | <sup>a</sup>  | 5247821 |
| Jazz Pharmaceuticals PLC | 47721 | <sup>a</sup>  | 7475972 |
| Medpace Holdings, Inc. | 18902 | <sup>a</sup>  | 4178665 |
| Neurocrine Biosciences, Inc. | 72331 | <sup>a</sup>  | 8023678 |
| Perrigo Co. PLC | 101175 |  | 3785969 |
| Repligen Corp. | 38763 | <sup>a</sup>  | 7182784 |
| Sotera Health Co. | 77160 | <sup>a</sup>  | 1330238 |
| Syneos Health, Inc. | 77876 | <sup>a</sup>  | 2797306 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Pharmaceuticals Biotechnology & Life Sciences - 3.8% (continued)** |  |  |  |
| United Therapeutics Corp. | 34312 | <sup>a</sup>  | 9029889 |
|  |  |  | **64607173** |
| **Real Estate - 8.3%** |  |  |  |
| Apartment Income REIT Corp. | 113627 | <sup>c</sup>  | 4347369 |
| Brixmor Property Group, Inc. | 225370 | <sup>c</sup>  | 5302956 |
| Corporate Office Properties Trust | 85780 | <sup>c</sup>  | 2407845 |
| Cousins Properties, Inc. | 114513 | <sup>c</sup>  | 3139946 |
| CubeSmart | 168249 | <sup>b,c</sup>  | 7704122 |
| Douglas Emmett, Inc. | 132010 | <sup>c</sup>  | 2211168 |
| EastGroup Properties, Inc. | 32598 | <sup>c</sup>  | 5484614 |
| EPR Properties | 56629 | <sup>c</sup>  | 2405600 |
| First Industrial Realty Trust, Inc. | 99886 | <sup>c</sup>  | 5328918 |
| Healthcare Realty Trust, Inc. | 286452 | <sup>c</sup>  | 6167312 |
| Highwoods Properties, Inc. | 78764 | <sup>c</sup>  | 2392063 |
| Independence Realty Trust, Inc. | 167756 | <sup>c</sup>  | 3158845 |
| JBG SMITH Properties | 73366 | <sup>c</sup>  | 1477591 |
| Jones Lang LaSalle, Inc. | 35576 | <sup>a</sup>  | 6576935 |
| Kilroy Realty Corp. | 78898 | <sup>c</sup>  | 3237974 |
| Kite Realty Group Trust | 164285 | <sup>c</sup>  | 3564985 |
| Lamar Advertising Co., Cl. A | 65467 | <sup>c</sup>  | 6974854 |
| Life Storage, Inc. | 64419 | <sup>c</sup>  | 6959829 |
| Medical Properties Trust, Inc. | 447562 | <sup>b,c</sup>  | 5795928 |
| National Retail Properties, Inc. | 135181 | <sup>c</sup>  | 6400820 |
| National Storage Affiliates Trust | 63026 | <sup>c</sup>  | 2571461 |
| Omega Healthcare Investors, Inc. | 177323 | <sup>b,c</sup>  | 5220389 |
| Park Hotels & Resorts, Inc. | 167563 | <sup>c</sup>  | 2464852 |
| Pebblebrook Hotel Trust | 102433 | <sup>b,c</sup>  | 1679901 |
| Physicians Realty Trust | 171305 | <sup>c</sup>  | 2716897 |
| Potlatchdeltic Corp. | 61225 | <sup>b,c</sup>  | 2996964 |
| Rayonier, Inc. | 111509 | <sup>c</sup>  | 4057813 |
| Rexford Industrial Realty, Inc. | 137914 | <sup>c</sup>  | 8753402 |
| Sabra Health Care REIT, Inc. | 172901 | <sup>c</sup>  | 2334164 |
| SL Green Realty Corp. | 47947 | <sup>c</sup>  | 1973019 |
| Spirit Realty Capital, Inc. | 104869 | <sup>c</sup>  | 4601652 |
| STORE Capital Corp. | 200042 | <sup>a,c</sup>  | 6443353 |
| The Macerich Company | 161421 | <sup>c</sup>  | 2217925 |
| Vornado Realty Trust | 117295 | <sup>b,c</sup>  | 2860825 |
|  |  |  | **141932291** |
| **Retailing - 3.6%** |  |  |  |
| AutoNation, Inc. | 25522 | <sup>a</sup>  | 3234148 |
| Dick's Sporting Goods, Inc. | 41859 |  | 5473483 |
| Five Below, Inc. | 41711 | <sup>a</sup>  | 8222489 |
| Foot Locker, Inc. | 59075 | <sup>b</sup>  | 2570353 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Retailing - 3.6% (continued)** |  |  |  |
| GameStop Corp., Cl. A | 189073 | <sup>a,b</sup>  | 4135027 |
| Kohl's Corp. | 87066 |  | 2818326 |
| Lithia Motors, Inc. | 20562 |  | 5411918 |
| Macy's, Inc. | 204006 |  | 4820662 |
| Murphy USA, Inc. | 15678 |  | 4264886 |
| Nordstrom, Inc. | 82825 | <sup>b</sup>  | 1618401 |
| Ollie's Bargain Outlet Holdings, Inc. | 43869 | <sup>a</sup>  | 2402266 |
| RH | 14498 | <sup>a,b</sup>  | 4523231 |
| The Gap, Inc. | 160954 | <sup>b</sup>  | 2184146 |
| Victoria's Secret & Co. | 61822 | <sup>a</sup>  | 2605797 |
| Williams-Sonoma, Inc. | 50559 | <sup>b</sup>  | 6822431 |
|  |  |  | **61107564** |
| **Semiconductors & Semiconductor Equipment - 2.7%** |  |  |  |
| Allegro MicroSystems, Inc. | 47951 | <sup>a</sup>  | 1830290 |
| Amkor Technology, Inc. | 74477 |  | 2179197 |
| Cirrus Logic, Inc. | 41570 | <sup>a</sup>  | 3757512 |
| Lattice Semiconductor Corp. | 102903 | <sup>a</sup>  | 7799018 |
| MACOM Technology Solutions Holdings, Inc. | 38747 | <sup>a</sup>  | 2596824 |
| MKS Instruments, Inc. | 43348 | <sup>b</sup>  | 4435367 |
| Power Integrations, Inc. | 42669 |  | 3673374 |
| Silicon Laboratories, Inc. | 24989 | <sup>a</sup>  | 3921024 |
| SiTime Corp. | 12439 | <sup>a,b</sup>  | 1433346 |
| Synaptics, Inc. | 30267 | <sup>a</sup>  | 3784283 |
| Universal Display Corp. | 32560 |  | 4315177 |
| Wolfspeed, Inc. | 93226 | <sup>a</sup>  | 7179334 |
|  |  |  | **46904746** |
| **Software & Services - 5.1%** |  |  |  |
| ACI Worldwide, Inc. | 85501 | <sup>a</sup>  | 2388043 |
| Aspen Technology, Inc. | 21963 | <sup>a</sup>  | 4365146 |
| Blackbaud, Inc. | 33964 | <sup>a</sup>  | 2112900 |
| Commvault Systems, Inc. | 33664 | <sup>a</sup>  | 2094911 |
| Concentrix Corp. | 31899 |  | 4523597 |
| Dynatrace, Inc. | 151043 | <sup>a</sup>  | 5804582 |
| Envestnet, Inc. | 41786 | <sup>a</sup>  | 2716090 |
| Euronet Worldwide, Inc. | 35372 | <sup>a</sup>  | 3985717 |
| ExlService Holdings, Inc. | 24807 | <sup>a</sup>  | 4232074 |
| Fair Isaac Corp. | 18802 | <sup>a</sup>  | 12521192 |
| Genpact Ltd. | 126417 |  | 5976996 |
| Kyndryl Holdings, Inc. | 152107 | <sup>a</sup>  | 2036713 |
| Manhattan Associates, Inc. | 46974 | <sup>a</sup>  | 6123531 |
| MAXIMUS, Inc. | 46113 |  | 3451558 |
| NCR Corp. | 102858 | <sup>a</sup>  | 2820366 |
| Paylocity Holding Corp. | 31139 | <sup>a</sup>  | 6485942 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares |  | Value ($) |
| **Common Stocks - 98.7% (continued)** |  |  |  |
| **Software & Services - 5.1% (continued)** |  |  |  |
| Qualys, Inc. | 25872 | <sup>a</sup>  | 2984594 |
| Teradata Corp. | 76421 | <sup>a</sup>  | 2665564 |
| The Western Union Company | 293768 |  | 4162693 |
| WEX, Inc. | 32758 | <sup>a</sup>  | 6059247 |
|  |  |  | **87511456** |
| **Technology Hardware & Equipment - 4.3%** |  |  |  |
| Arrow Electronics, Inc. | 46331 | <sup>a</sup>  | 5443429 |
| Avnet, Inc. | 69360 |  | 3182237 |
| Belden, Inc. | 32115 |  | 2604205 |
| Calix, Inc. | 43326 | <sup>a</sup>  | 2280681 |
| Ciena Corp. | 112273 | <sup>a</sup>  | 5840441 |
| Cognex Corp. | 129723 |  | 7101037 |
| Coherent Corp. | 104152 | <sup>a</sup>  | 4520197 |
| IPG Photonics Corp. | 24372 | <sup>a</sup>  | 2732101 |
| Jabil, Inc. | 101117 |  | 7950830 |
| Littelfuse, Inc. | 18762 |  | 4816018 |
| Lumentum Holdings, Inc. | 51219 | <sup>a</sup>  | 3082359 |
| National Instruments Corp. | 99141 |  | 5353614 |
| Novanta, Inc. | 26679 | <sup>a,b</sup>  | 4307858 |
| Super Micro Computer, Inc. | 34467 | <sup>a,b</sup>  | 2492998 |
| TD SYNNEX Corp. | 31429 |  | 3210472 |
| Viasat, Inc. | 55996 | <sup>a,b</sup>  | 1929062 |
| Vishay Intertechnology, Inc. | 98548 |  | 2255764 |
| Vontier Corp. | 117140 |  | 2697734 |
| Xerox Holdings Corp. | 81906 |  | 1341620 |
|  |  |  | **73142657** |
| **Telecommunication Services - .6%** |  |  |  |
| Frontier Communications Parent, Inc. | 167308 | <sup>a</sup>  | 4953990 |
| Iridium Communications, Inc. | 95139 |  | 5693118 |
|  |  |  | **10647108** |
| **Transportation - 2.3%** |  |  |  |
| Avis Budget Group, Inc. | 18591 | <sup>a</sup>  | 3718944 |
| GXO Logistics, Inc. | 89891 | <sup>a</sup>  | 4703996 |
| JetBlue Airways Corp. | 241563 | <sup>a</sup>  | 1932504 |
| Kirby Corp. | 45292 | <sup>a</sup>  | 3205768 |
| Knight-Swift Transportation Holdings, Inc. | 120974 |  | 7149563 |
| Landstar System, Inc. | 27227 |  | 4705642 |
| Ryder System, Inc. | 37704 |  | 3559635 |
| Saia, Inc. | 19954 | <sup>a</sup>  | 5443052 |
| Werner Enterprises, Inc. | 44256 |  | 2078704 |
| XPO Logistics, Inc. | 85718 | <sup>a</sup>  | 3416719 |
|  |  |  | **39914527** |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Description |  | Shares | Value ($) |
| **Common Stocks - 98.7% (continued)** | **Common Stocks - 98.7% (continued)** |  |  |
| **Utilities - 3.7%** | **Utilities - 3.7%** |  |  |
| ALLETE, Inc. |  | 42683 | 2640370 |
| Black Hills Corp. |  | 48667 | 3522517 |
| Essential Utilities, Inc. |  | 179576 | 8391586 |
| Hawaiian Electric Industries, Inc. |  | 81863 | 3460349 |
| IDACORP, Inc. |  | 38320 | 4054639 |
| National Fuel Gas Co. |  | 68335 | 3967530 |
| New Jersey Resources Corp. |  | 72135 | 3600979 |
| NorthWestern Corp. |  | 43500 | 2470800 |
| OGE Energy Corp. |  | 150716 | 5926153 |
| ONE Gas, Inc. |  | 41230 | 3395703 |
| Ormat Technologies, Inc. |  | 36792<br> <sup>b</sup>  | 3405100 |
| PNM Resources, Inc. |  | 65353 | 3233666 |
| Portland General Electric Co. |  | 67964<br> <sup>b</sup>  | 3233727 |
| Southwest Gas Holdings, Inc. |  | 46596 | 3118670 |
| Spire, Inc. |  | 39629 | 2862006 |
| UGI Corp. |  | 157626 | 6278244 |
|  |  |  | **63562039** |
| **Total Common Stocks** (cost $1,072,154,700) | **Total Common Stocks** (cost $1,072,154,700) |  | **1687365893** |
|  | 1-Day<br>Yield (%) |  |  |
| **Investment Companies - 1.2%**  | **Investment Companies - 1.2%**  |  |  |
| **Registered Investment Companies - 1.2%** | **Registered Investment Companies - 1.2%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $19,823,804) | 4.41 | 19823804<br> <sup>d</sup>  | **19823804** |
| **Investment of Cash Collateral for Securities Loaned - .6%**  | **Investment of Cash Collateral for Securities Loaned - .6%**  |  |  |
| **Registered Investment Companies - .6%** | **Registered Investment Companies - .6%** |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $10,831,544) | 4.41 | 10831544<br> <sup>d</sup>  | **10831544** |
| **Total Investments** (cost $1,102,810,048) | **Total Investments** (cost $1,102,810,048) | **100.5%** | **1718021241** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.5%)** | **(9308315)** |
| **Net Assets** | **Net Assets** | **100.0%** | **1708712926** |

---

*REIT—Real Estate Investment Trust*

*<sup>a</sup> Non-income producing security.*

*<sup>b</sup> Security, or portion thereof, on loan. At January 31, 2023, the value of the fund's securities on loan was $95,902,100 and the value of the collateral was $95,774,572, consisting of cash collateral of $10,831,544 and U.S. Government & Agency securities valued at $84,943,028. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>c</sup> Investment in real estate investment trust within the United States.*

*<sup>d</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** |  |  |
| Description | Number of<br>Contracts | Expiration  | Notional<br>Value ($) | Market<br>Value ($) | Unrealized Appreciation ($) |
| **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** |  |
| Standard & Poor's Midcap 400 E-mini | 82 | 3/17/2023 | 21144592 | 21835780 | 691188 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **691188** | **691188** |

---

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Midcap Index Fund, Inc.

January 31, 2023 (Unaudited)

The following is a summary of the inputs used as of January 31, 2023 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Equity Securities - Common Stocks | 1687365893 | - | - | **1687365893** |
| Investment Companies | 30655348 | - | - | **30655348** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Futures<sup>††</sup> | 691188 | - | - | **691188** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

*<sup>††</sup> Amount shown represents unrealized appreciation (depreciation) at period end.*

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The fund's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

------

Investments in equity securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by an independent pricing service (the "Service") approved by the Board Members ("Board").These securities are generally categorized within Level 2 of the fair value hierarchy.The Service's procedures are reviewed by BNY Mellon under the general supervision of the Board.

Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depository Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2023 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk as a result of changes in value of underlying

------

financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default.

At January 31, 2023, accumulated net unrealized appreciation on investments was $615,211,193, consisting of $697,444,930 gross unrealized appreciation and $82,233,737 gross unrealized depreciation.

At January 31, 2023, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Midcap Index Fund, Inc.

- **b. Investment Company Act file number:** 811-06325

- **c. CIK number of Registrant:** 0000875732

- **d. LEI of Registrant:** 549300YR5HQUSPUKYA70

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

- **a. Name of Series:** BNY Mellon Midcap Index Fund, Inc.

- **b. EDGAR series identifier (if any):** S000000078

- **c. LEI of Series:** 549300YR5HQUSPUKYA70

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1709597887.03

**Total Liabilities:** $884960.91

**Net Assets:** $1708712926.12

**Cash Not Reported:** $47.68

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000115 | 6.03%                | -5.58%               | 9.18%                |
| Class ID C000172470 | 6.06%                | -5.58%               | 9.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5893039.20              | $93510143.72                               |
| Month 2  | $41214287.41             | $-140019453.33                             |
| Month 3  | $11685090.82             | $130742970.99                              |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ESSENT GROUP LTD                        | ESSENT GROUP LTD                                                  | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     81962 | NS      | $3608786.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGYNY INC                             | PROGYNY INC                                                       | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55858 | NS      | $1920956.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                 | IAA INC                                                           | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    100282 | NS      | $4184767.86   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                        | SOTERA HEALTH CO                                                  | CUSIP: 83601L102<br>LEI: 549300OVT7MBXFLOFU20 | Long             | EC               | CORP              | US        |     77160 | NS      | $1330238.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                         | CONCENTRIX CORP                                                   | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31899 | NS      | $4523597.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORP                             | KOHL'S CORP                                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     87066 | NS      | $2818326.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                        | LIFE STORAGE INC                                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     64419 | NS      | $6959828.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                              | TEREX CORP                                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     51302 | NS      | $2614862.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC          | FORTUNE BRANDS INNOVATIONS INC                                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     95300 | NS      | $6147803.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                       | ACUITY BRANDS INC                                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24168 | NS      | $4556151.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                       | MP MATERIALS CORP                                                 | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69805 | NS      | $2269360.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| RYDER SYSTEM INC                        | RYDER SYSTEM INC                                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     37704 | NS      | $3559634.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                             | TREX CO INC                                                       | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83169 | NS      | $4384669.68   | 0.26%             |  |  |  | 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        |    101763 | NS      | $7374764.61   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS INC               | DICK'S SPORTING GOODS INC                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     41859 | NS      | $5473482.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER CO INC/THE                  | BOSTON BEER CO INC/THE                                            | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      7144 | NS      | $2776229.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP                | FOX FACTORY HOLDING CORP                                          | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     31496 | NS      | $3719362.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                    | NATIONAL FUEL GAS CO                                              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     68335 | NS      | $3967530.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                 | WEX INC                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     32758 | NS      | $6059247.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                | TANDEM DIABETES CARE INC                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     48978 | NS      | $1995363.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                 | ITT INC                                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     62204 | NS      | $5697264.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                           | PRIMERICA INC                                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     27681 | NS      | $4477401.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/THE         | HANOVER INSURANCE GROUP INC/THE                                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     26672 | NS      | $3589517.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS INC                       | GXO LOGISTICS INC                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     89891 | NS      | $4703996.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                 | PHYSICIANS REALTY TRUST                                           | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    171305 | NS      | $2716897.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP                           | TERADATA CORP                                                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     76421 | NS      | $2665564.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                           | DYNATRACE INC                                                     | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151043 | NS      | $5804582.49   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                           | GAMESTOP CORP                                                     | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    189073 | NS      | $4135026.51   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX CORP                          | TD SYNNEX CORP                                                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     31429 | NS      | $3210472.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST           | FIRST INDUSTRIAL REALTY TRUST INC                                 | CUSIP: 32054K103<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | EC               | CORP              | US        |     99886 | NS      | $5328918.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC               | PROSPERITY BANCSHARES INC                                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69201 | NS      | $5249587.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORP              | SENSIENT TECHNOLOGIES CORP                                        | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     32013 | NS      | $2423063.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                         | PACWEST BANCORP                                                   | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     88721 | NS      | $2454022.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORP         | OLD REPUBLIC INTERNATIONAL CORP                                   | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    213049 | NS      | $5622363.11   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC           | LINCOLN ELECTRIC HOLDINGS INC                                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     43466 | NS      | $7253171.42   | 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        |    172901 | NS      | $2334163.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                            | EVERCORE INC                                                      | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     27012 | NS      | $3506427.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORP                       | NORTHWESTERN CORP                                                 | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     43500 | NS      | $2470800.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                               | LEAR CORP                                                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     44496 | NS      | $6486626.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                     | BANK OF HAWAII CORP                                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     29920 | NS      | $2288580.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC               | KINSALE CAPITAL GROUP INC                                         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     16264 | NS      | $4528548.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                  | ENERGIZER HOLDINGS INC                                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     49487 | NS      | $1835967.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| WORLD WRESTLING ENTERTAINMENT INC       | WORLD WRESTLING ENTERTAINMENT INC                                 | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     32680 | NS      | $2765381.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                            | NAVIENT CORP                                                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     80168 | NS      | $1520786.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC          | OMEGA HEALTHCARE INVESTORS INC                                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    177323 | NS      | $5220389.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| PENUMBRA INC                            | PENUMBRA INC                                                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     28500 | NS      | $7136685.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE               | SCOTTS MIRACLE-GRO CO/THE                                         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     31219 | NS      | $2253699.61   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRRUS LOGIC INC                        | CIRRUS LOGIC INC                                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     41570 | NS      | $3757512.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC                            | WINGSTOP INC                                                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     22324 | NS      | $3537684.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| RELIANCE STEEL & ALUMINUM CO            | RELIANCE STEEL & ALUMINUM CO                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     44132 | NS      | $10037823.40  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                      | CAPRI HOLDINGS LTD                                                | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     97333 | NS      | $6471671.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO/THE                         | CHEMOURS CO/THE                                                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    112989 | NS      | $4111669.71   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                | RLI CORP                                                          | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     30270 | NS      | $4009261.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                 | KITE REALTY GROUP TRUST                                           | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164285 | NS      | $3564984.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC          | TEMPUR SEALY INTERNATIONAL INC                                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |    128462 | NS      | $5234826.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                              | VIASAT INC                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     55996 | NS      | $1929062.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| TETRA TECH INC                          | TETRA TECH INC                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     40081 | NS      | $6233397.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNPOWER CORP                           | SUNPOWER CORP                                                     | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     66472 | NS      | $1158606.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC            | SIMPSON MANUFACTURING CO INC                                      | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     32068 | NS      | $3434803.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                             | COGNEX CORP                                                       | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    129723 | NS      | $7101037.02   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                               | SPIRE INC                                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     39629 | NS      | $2862006.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO/THE           | GOODYEAR TIRE & RUBBER CO/THE                                     | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    213540 | NS      | $2402325.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC               | BRIGHTHOUSE FINANCIAL INC                                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     52392 | NS      | $2948097.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                    | SL GREEN REALTY CORP                                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     47947 | NS      | $1973019.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MACERICH CO/THE                         | MACERICH CO/THE                                                   | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    161421 | NS      | $2217924.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC           | JEFFERIES FINANCIAL GROUP INC                                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    137910 | NS      | $5417104.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                | ALLEGRO MICROSYSTEMS INC                                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47951 | NS      | $1830289.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                               | TEGNA INC                                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    166940 | NS      | $3327114.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                             | GENTEX CORP                                                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    177784 | NS      | $5246405.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                        | HAEMONETICS CORP                                                  | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     38091 | NS      | $3222498.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC                     | EAGLE MATERIALS INC                                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     27924 | NS      | $4079137.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                          | FLOWSERVE CORP                                                    | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     98631 | NS      | $3394879.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORP                     | POTLATCHDELTIC CORP                                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     61225 | NS      | $2996963.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                | BUILDERS FIRSTSOURCE INC                                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    111541 | NS      | $8889817.70   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                     | CHURCHILL DOWNS INC                                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     24891 | NS      | $6175457.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC           | SELECTIVE INSURANCE GROUP INC                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     45501 | NS      | $4322595.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| FAIR ISAAC CORP                         | FAIR ISAAC CORP                                                   | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |     18802 | NS      | $12521191.90  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                             | AVIENT CORP                                                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     64015 | NS      | $2593887.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                             | IDACORP INC                                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     38320 | NS      | $4054639.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                   | RPM INTERNATIONAL INC                                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     97188 | NS      | $8738173.08   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                | NCR CORP                                                          | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |    102858 | NS      | $2820366.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                            | OSHKOSH CORP                                                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     48846 | NS      | $4922699.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                 | DARLING INGREDIENTS INC                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    120461 | NS      | $7985359.69   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                | EASTGROUP PROPERTIES INC                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     32598 | NS      | $5484613.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                           | OWENS CORNING                                                     | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     70758 | NS      | $6838760.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO/THE                           | TIMKEN CO/THE                                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     49786 | NS      | $4099877.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                              | UNUM GROUP                                                        | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    141241 | NS      | $5936359.23   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                  | ORMAT TECHNOLOGIES INC                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     36792 | NS      | $3405099.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| PERRIGO CO PLC                          | PERRIGO CO PLC                                                    | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |    101175 | NS      | $3785968.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP | SCIENCE APPLICATIONS INTERNATIONAL CORP                           | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     41695 | NS      | $4327107.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST       | CORPORATE OFFICE PROPERTIES TRUST                                 | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     85780 | NS      | $2407844.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC              | VISHAY INTERTECHNOLOGY INC                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     98548 | NS      | $2255763.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                          | NEWMARKET CORP                                                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      5128 | NS      | $1766647.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO            | PORTLAND GENERAL ELECTRIC CO                                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     67964 | NS      | $3233727.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| SEI INVESTMENTS CO                      | SEI INVESTMENTS CO                                                | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     77095 | NS      | $4813040.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                       | LITHIA MOTORS INC                                                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     20562 | NS      | $5411918.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                          | ROYAL GOLD INC                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     49192 | NS      | $6248859.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| APTARGROUP INC                          | APTARGROUP INC                                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     49147 | NS      | $5683359.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                  | SOUTHWESTERN ENERGY CO                                            | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    837043 | NS      | $4620477.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORP           | INTERNATIONAL BANCSHARES CORP                                     | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     39607 | NS      | $1856380.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S INC                            | CARTER'S INC                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     28516 | NS      | $2377378.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| BRUNSWICK CORP/DE                       | BRUNSWICK CORP/DE                                                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     54952 | NS      | $4634102.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP/PA                             | FNB CORP/PA                                                       | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    262281 | NS      | $3742749.87   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO/THE                   | NEW YORK TIMES CO/THE                                             | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    123612 | NS      | $4306642.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                              | CABOT CORP                                                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     41901 | NS      | $3156402.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                        | DT MIDSTREAM INC                                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72529 | NS      | $3964435.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                    | RANGE RESOURCES CORP                                              | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    182524 | NS      | $4566750.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                    | MATADOR RESOURCES CO                                              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     84355 | NS      | $5580926.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                | PVH CORP                                                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     48906 | NS      | $4396649.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                   | ANTERO RESOURCES CORP                                             | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    207237 | NS      | $5976715.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                              | MATTEL INC                                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    265478 | NS      | $5431679.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL INC           | PAPA JOHN'S INTERNATIONAL INC                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     24054 | NS      | $2157403.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEVELAND-CLIFFS INC                    | CLEVELAND-CLIFFS INC                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    386628 | NS      | $8254507.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                          | EPR PROPERTIES                                                    | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     56629 | NS      | $2405599.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC         | PINNACLE FINANCIAL PARTNERS INC                                   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     57724 | NS      | $4544610.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                          | MSA SAFETY INC                                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     27571 | NS      | $3760408.69   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                            | VISTEON CORP                                                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     21250 | NS      | $3322225.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX INC                               | CALIX INC                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     43326 | NS      | $2280680.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                           | BLACKBAUD INC                                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     33964 | NS      | $2112900.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                 | KBR INC                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    102785 | NS      | $5265675.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                | UNITED STATES STEEL CORP                                          | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |    176628 | NS      | $5032131.72   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                        | BOYD GAMING CORP                                                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     59632 | NS      | $3715669.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                       | FLOWERS FOODS INC                                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    144639 | NS      | $4005053.91   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC               | JANUS HENDERSON GROUP PLC                                         | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     99728 | NS      | $2584949.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES INC/AR                  | HOME BANCSHARES INC/AR                                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141770 | NS      | $3384049.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                               | GATX CORP                                                         | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     26837 | NS      | $3071494.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| ARROWHEAD PHARMACEUTICALS INC           | ARROWHEAD PHARMACEUTICALS INC                                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     80201 | NS      | $2806232.99   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO INC            | MSC INDUSTRIAL DIRECT CO INC                                      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     35219 | NS      | $2912611.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                          | LITTELFUSE INC                                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     18762 | NS      | $4816017.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                    | KYNDRYL HOLDINGS INC                                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    152107 | NS      | $2036712.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE INC                       | ACI WORLDWIDE INC                                                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     85501 | NS      | $2388042.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                | BANK OZK                                                          | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     83128 | NS      | $3796455.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC            | WATTS WATER TECHNOLOGIES INC                                      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     20361 | NS      | $3329430.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                   | ENVISTA HOLDINGS CORP                                             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    122566 | NS      | $4778848.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC              | CASEY'S GENERAL STORES INC                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     28235 | NS      | $6660918.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                       | PNM RESOURCES INC                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     65353 | NS      | $3233666.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                            | OMNICELL INC                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     33105 | NS      | $1836334.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                              | CIENA CORP                                                        | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    112273 | NS      | $5840441.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC           | REXFORD INDUSTRIAL REALTY INC                                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    137914 | NS      | $8753401.58   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                  | OPTION CARE HEALTH INC                                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    117722 | NS      | $3398634.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                           | LHC GROUP INC                                                     | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     23373 | NS      | $3706957.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO              | COMMERCE BANCSHARES INC/MO                                        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86052 | NS      | $5727621.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                              | BELDEN INC                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     32115 | NS      | $2604205.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC              | BRIXMOR PROPERTY GROUP INC                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    225370 | NS      | $5302956.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                    | DYCOM INDUSTRIES INC                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     22190 | NS      | $2116260.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC           | AFFILIATED MANAGERS GROUP INC                                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     28549 | NS      | $4931554.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC         | CHOICE HOTELS INTERNATIONAL INC                                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     20710 | NS      | $2545051.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAND CANYON EDUCATION INC              | GRAND CANYON EDUCATION INC                                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     22940 | NS      | $2673886.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC               | PARK HOTELS & RESORTS INC                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |    167563 | NS      | $2464851.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP/THE                       | MIDDLEBY CORP/THE                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     40368 | NS      | $6275205.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                             | MAXIMUS INC                                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     46113 | NS      | $3451558.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                      | RH                                                                | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |     14498 | NS      | $4523231.02   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIPADVISOR INC                         | TRIPADVISOR INC                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     80760 | NS      | $1881708.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS INC     | OLLIE'S BARGAIN OUTLET HOLDINGS INC                               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     43869 | NS      | $2402266.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                         | OGE ENERGY CORP                                                   | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    150716 | NS      | $5926153.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM INC                              | R1 RCM INC                                                        | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101865 | NS      | $1457688.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| STORE CAPITAL CORP                      | STORE CAPITAL CORP                                                | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |    200042 | NS      | $6443352.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                 | XPO INC                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     85718 | NS      | $3416719.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                              | QUALYS INC                                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     25872 | NS      | $2984593.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                   | AECOM                                                             | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    105093 | NS      | $9171466.11   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TR          | NATIONAL STORAGE AFFILIATES TRUST                                 | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63026 | NS      | $2571460.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                           | WOLFSPEED INC                                                     | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     93226 | NS      | $7179334.26   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                     | MERCURY SYSTEMS INC                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     43139 | NS      | $2156302.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INC                      | LIGHT & WONDER INC                                                | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     70370 | NS      | $4591642.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                              | SUNRUN INC                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    160483 | NS      | $4217493.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET INC                               | AVNET INC                                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     69360 | NS      | $3182236.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                 | ENERSYS                                                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     30760 | NS      | $2553695.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP INC           | INTERACTIVE BROKERS GROUP INC                                     | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     77964 | NS      | $6232442.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP       | MARRIOTT VACATIONS WORLDWIDE CORP                                 | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     28710 | NS      | $4594748.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                  | COLUMBIA SPORTSWEAR CO                                            | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     26716 | NS      | $2562064.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE INC                          | STERICYCLE INC                                                    | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     68939 | NS      | $3709607.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM INC                     | LANDSTAR SYSTEM INC                                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     27227 | NS      | $4705642.41   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC        | REINSURANCE GROUP OF AMERICA INC                                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     50210 | NS      | $7620371.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                    | ASSOCIATED BANC-CORP                                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    113792 | NS      | $2550078.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                | ASGN INC                                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     37257 | NS      | $3388524.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP/IN                 | OLD NATIONAL BANCORP/IN                                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    219554 | NS      | $3842195.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PLC                              | ADIENT PLC                                                        | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     71816 | NS      | $3233156.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                  | CATHAY GENERAL BANCORP                                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     55235 | NS      | $2428130.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP              | LATTICE SEMICONDUCTOR CORP                                        | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    102903 | NS      | $7799018.37   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC                    | UNIVAR SOLUTIONS INC                                              | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    122432 | NS      | $4221455.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORP                           | INGEVITY CORP                                                     | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     26855 | NS      | $2213926.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                        | HEALTHEQUITY INC                                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     64004 | NS      | $3894643.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC                              | ALLETE INC                                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     42683 | NS      | $2640370.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                    | COMMERCIAL METALS CO                                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     87628 | NS      | $4755571.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                 | MDU RESOURCES GROUP INC                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152789 | NS      | $4722707.99   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                        | BLACK HILLS CORP                                                  | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     48667 | NS      | $3522517.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                           | WESTLAKE CORP                                                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     26079 | NS      | $3201197.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                | JAZZ PHARMACEUTICALS PLC                                          | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     47721 | NS      | $7475971.86   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC              | NEUROCRINE BIOSCIENCES INC                                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     72331 | NS      | $8023677.83   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                          | KENNAMETAL INC                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     60486 | NS      | $1723851.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                   | EURONET WORLDWIDE INC                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     35372 | NS      | $3985716.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                | LENNOX INTERNATIONAL INC                                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     24178 | NS      | $6301270.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                     | BELLRING BRANDS INC                                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    102434 | NS      | $2905028.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                      | GLOBUS MEDICAL INC                                                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     58492 | NS      | $4416146.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES INC              | WORTHINGTON INDUSTRIES INC                                        | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     23539 | NS      | $1338662.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| HF SINCLAIR CORP                        | HF SINCLAIR CORP                                                  | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |    100701 | NS      | $5729886.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                             | ASHLAND INC                                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     37526 | NS      | $4100466.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INARI MEDICAL INC                       | INARI MEDICAL INC                                                 | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36183 | NS      | $2064240.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA INC                                | SAIA INC                                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     19954 | NS      | $5443052.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC                          | AUTONATION INC                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25522 | NS      | $3234147.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                      | FIRST HORIZON CORP                                                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    403968 | NS      | $9990128.64   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC        | HAWAIIAN ELECTRIC INDUSTRIES INC                                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     81863 | NS      | $3460349.01   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                     | SILGAN HOLDINGS INC                                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     62603 | NS      | $3373675.67   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET INC              | SPROUTS FARMERS MARKET INC                                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     79200 | NS      | $2530440.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COS INC                       | PATTERSON COS INC                                                 | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     65600 | NS      | $1980464.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC                          | MURPHY USA INC                                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     15678 | NS      | $4264886.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                 | NEXSTAR MEDIA GROUP INC                                           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     28495 | NS      | $5834921.15   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                     | TRAVEL + LEISURE CO                                               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     61134 | NS      | $2590247.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORP                   | LANCASTER COLONY CORP                                             | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     15064 | NS      | $2890932.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38747 | NS      | $2596823.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                           | NORDSTROM INC                                                     | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     82825 | NS      | $1618400.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERO MIDSTREAM CORP                   | ANTERO MIDSTREAM CORP                                             | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250454 | NS      | $2729948.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC           | INDEPENDENCE REALTY TRUST INC                                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    167756 | NS      | $3158845.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                | DANA INC                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     96822 | NS      | $1756351.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                   | LUMENTUM HOLDINGS INC                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     51219 | NS      | $3082359.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP INC                     | GLACIER BANCORP INC                                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     83948 | NS      | $3827189.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC          | FIRST FINANCIAL BANKSHARES INC                                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     98784 | NS      | $3518686.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                       | CLEAN HARBORS INC                                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     37926 | NS      | $4941757.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                           | COHERENT CORP                                                     | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    104152 | NS      | $4520196.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                   | COMMVAULT SYSTEMS INC                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     33664 | NS      | $2094910.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                           | SYNAPTICS INC                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     30267 | NS      | $3784283.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                    | WESTERN UNION CO/THE                                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    293768 | NS      | $4162692.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                          | CHAMPIONX CORP                                                    | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    150778 | NS      | $4978689.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                               | GREIF INC                                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     19746 | NS      | $1410456.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                  | POWER INTEGRATIONS INC                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     42669 | NS      | $3673374.21   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                     | HARLEY-DAVIDSON INC                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    100338 | NS      | $4618558.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                      | IPG PHOTONICS CORP                                                | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     24372 | NS      | $2732101.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON CO INC                        | DONALDSON CO INC                                                  | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     92700 | NS      | $5779845.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                     | AXON ENTERPRISE INC                                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     50857 | NS      | $9939492.08   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                              | KIRBY CORP                                                        | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     45292 | NS      | $3205767.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS USA INC                        | SKECHERS USA INC                                                  | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    101037 | NS      | $4864931.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                    | JBG SMITH PROPERTIES                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73366 | NS      | $1477591.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE INC                           | CABLE ONE INC                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      3616 | NS      | $2856206.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                      | NVENT ELECTRIC PLC                                                | CUSIP: N/A<br>LEI: 549300KO1OQ4MVFB6X02       | Long             | EC               | CORP              | IE        |    125922 | NS      | $5005399.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                             | SITIME CORP                                                       | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12439 | NS      | $1433345.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNEOS HEALTH INC                       | SYNEOS HEALTH INC                                                 | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     77876 | NS      | $2797305.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                    | CELSIUS HOLDINGS INC                                              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30351 | NS      | $3044812.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS INC               | HALOZYME THERAPEUTICS INC                                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    101368 | NS      | $5247821.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                    | VORNADO REALTY TRUST                                              | CUSIP: 929042109<br>LEI: 549300BMOJ05INE4YK86 | Long             | EC               | CORP              | US        |    117295 | NS      | $2860825.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| UMB FINANCIAL CORP                      | UMB FINANCIAL CORP                                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     32817 | NS      | $2959765.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                      | KILROY REALTY CORP                                                | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     78898 | NS      | $3237973.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                             | BRUKER CORP                                                       | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     75542 | NS      | $5297005.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                             | ENOVIS CORP                                                       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     35473 | NS      | $2233025.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                    | ASPEN TECHNOLOGY INC                                              | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     21963 | NS      | $4365146.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                   | ARROW ELECTRONICS INC                                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     46331 | NS      | $5443429.19   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                  | WASHINGTON FEDERAL INC                                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48527 | NS      | $1720767.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                          | FIVE BELOW INC                                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     41711 | NS      | $8222489.43   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                  | SYNOVUS FINANCIAL CORP                                            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    109661 | NS      | $4600278.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                               | CUBESMART                                                         | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |    168249 | NS      | $7704121.71   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| UGI CORP                                | UGI CORP                                                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    157626 | NS      | $6278243.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                  | COUSINS PROPERTIES INC                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    114513 | NS      | $3139946.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK                            | CADENCE BANK                                                      | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    138955 | NS      | $3554468.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                   | STIFEL FINANCIAL CORP                                             | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     79754 | NS      | $5376217.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                     | MKS INSTRUMENTS INC                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     43348 | NS      | $4435367.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| TAYLOR MORRISON HOME CORP               | TAYLOR MORRISON HOME CORP                                         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     81090 | NS      | $2903022.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                          | PBF ENERGY INC                                                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     85963 | NS      | $3609586.37   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                     | THOR INDUSTRIES INC                                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     40748 | NS      | $3884506.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| WATSCO INC                              | WATSCO INC                                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     24957 | NS      | $7171893.09   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                   | ENCOMPASS HEALTH CORP                                             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     74574 | NS      | $4657146.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                  | JONES LANG LASALLE INC                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     35576 | NS      | $6576935.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                         | MURPHY OIL CORP                                                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    109353 | NS      | $4768884.33   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                       | MANPOWERGROUP INC                                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     37699 | NS      | $3285844.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                | COTY INC                                                          | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    272789 | NS      | $2716978.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL INC                   | SHOCKWAVE MEDICAL INC                                             | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     27364 | NS      | $5142516.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                    | MGIC INVESTMENT CORP                                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    224724 | NS      | $3173102.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                             | CHEMED CORP                                                       | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     11146 | NS      | $5630290.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                         | ICU MEDICAL INC                                                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     15254 | NS      | $2947530.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| SPIRIT REALTY CAPITAL INC               | SPIRIT REALTY CAPITAL INC                                         | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |    104869 | NS      | $4601651.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO                      | GRAHAM HOLDINGS CO                                                | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      2900 | NS      | $1894599.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                | MANHATTAN ASSOCIATES INC                                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     46974 | NS      | $6123530.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP                | UNITED THERAPEUTICS CORP                                          | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     34312 | NS      | $9029889.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC             | HEALTHCARE REALTY TRUST INC                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    286452 | NS      | $6167311.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT INC                     | LEGGETT & PLATT INC                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    100998 | NS      | $3692486.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENTS CORP               | NATIONAL INSTRUMENTS CORP                                         | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     99141 | NS      | $5353614.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                      | CNX RESOURCES CORP                                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    136779 | NS      | $2288312.67   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| XEROX HOLDINGS CORP                     | XEROX HOLDINGS CORP                                               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     81906 | NS      | $1341620.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIFT TRANSPORTATION CO                 | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC                          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120974 | NS      | $7149563.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORP                             | NEOGEN CORP                                                       | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    162235 | NS      | $3473451.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                          | ZIFF DAVIS INC                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     35364 | NS      | $3164370.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                        | CARLISLE COS INC                                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     38926 | NS      | $9764976.36   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC/THE                             | GAP INC/THE                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    160954 | NS      | $2184145.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| DECKERS OUTDOOR CORP                    | DECKERS OUTDOOR CORP                                              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     19901 | NS      | $8507279.48   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL CO                       | STAAR SURGICAL CO                                                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     36220 | NS      | $2555321.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                  | UNIVERSAL DISPLAY CORP                                            | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32560 | NS      | $4315176.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORP                    | UMPQUA HOLDINGS CORP                                              | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    165000 | NS      | $3003000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                              | MASTEC INC                                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     44298 | NS      | $4351392.54   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| COCA-COLA CONSOLIDATED INC              | COCA-COLA CONSOLIDATED INC                                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3442 | NS      | $1744336.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                       | CRANE HOLDINGS CO                                                 | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     36313 | NS      | $4209039.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP            | TOPGOLF CALLAWAY BRANDS CORP                                      | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    103768 | NS      | $2541278.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC            | TEXAS CAPITAL BANCSHARES INC                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     37561 | NS      | $2481655.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP INC                         | EMCOR GROUP INC                                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     35692 | NS      | $5291339.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                   | TENET HEALTHCARE CORP                                             | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     81920 | NS      | $4493312.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                    | CHART INDUSTRIES INC                                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     31335 | NS      | $4198263.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| FRONTIER COMMUNICATIONS PARENT INC      | FRONTIER COMMUNICATIONS PARENT INC                                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167308 | NS      | $4953989.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP                             | HEXCEL CORP                                                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     62979 | NS      | $4445057.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO               | PERFORMANCE FOOD GROUP CO                                         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    117911 | NS      | $7230302.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDY'S CO/THE                          | WENDY'S CO/THE                                                    | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    129456 | NS      | $2886868.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                            | RAYONIER INC                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    111509 | NS      | $4057812.51   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                    | MEDPACE HOLDINGS INC                                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     18902 | NS      | $4178665.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS INC                       | TOLL BROTHERS INC                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     79326 | NS      | $4719103.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S INC                              | MACY'S INC                                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    204006 | NS      | $4820661.78   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                            | AMEDISYS INC                                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     24626 | NS      | $2380349.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                             | GENPACT LTD                                                       | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    126417 | NS      | $5976995.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                             | POLARIS INC                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     41081 | NS      | $4717742.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                 | NOV INC                                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    295710 | NS      | $7227152.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                        | UNDER ARMOUR INC                                                  | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    146281 | NS      | $1594462.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                            | LIVANOVA PLC                                                      | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     40153 | NS      | $2256598.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                 | WINTRUST FINANCIAL CORP                                           | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     45509 | NS      | $4162708.23   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                | SILICON LABORATORIES INC                                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     24989 | NS      | $3921023.99   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                    | LAMAR ADVERTISING CO                                              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     65467 | NS      | $6974854.18   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                      | VOYA FINANCIAL INC                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     73287 | NS      | $5113233.99   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                              | FLUOR CORP                                                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    106605 | NS      | $3917733.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| JOHN WILEY & SONS INC                   | JOHN WILEY & SONS INC                                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     33156 | NS      | $1518544.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                               | ESAB CORP                                                         | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     38996 | NS      | $2254358.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO                  | VICTORIA'S SECRET & CO                                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     61822 | NS      | $2605797.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                           | REPLIGEN CORP                                                     | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     38763 | NS      | $7182783.90   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                  | FIRSTCASH HOLDINGS INC                                            | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |     28164 | NS      | $2596157.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITRANS MIDSTREAM CORP                | EQUITRANS MIDSTREAM CORP                                          | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    327005 | NS      | $2370786.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC              | SOUTHWEST GAS HOLDINGS INC                                        | CUSIP: 844895102<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | EC               | CORP              | US        |     46596 | NS      | $3118670.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                       | YETI HOLDINGS INC                                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     65523 | NS      | $2932809.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                               | CROCS INC                                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     46368 | NS      | $5646231.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP               | NEW JERSEY RESOURCES CORP                                         | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     72135 | NS      | $3600979.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                          | PDC ENERGY INC                                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     68843 | NS      | $4662736.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER INC                         | FOOT LOCKER INC                                                   | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     59075 | NS      | $2570353.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| APARTMENT INCOME REIT CORP              | APARTMENT INCOME REIT CORP                                        | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113627 | NS      | $4347369.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA INC                              | AZENTA INC                                                        | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     56051 | NS      | $3133250.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                 | CNO FINANCIAL GROUP INC                                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     85707 | NS      | $2207812.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC          | NEW YORK COMMUNITY BANCORP INC                                    | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    508258 | NS      | $5077497.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC           | ANNALY CAPITAL MANAGEMENT INC                                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    351314 | NS      | $8245339.58   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC            | WYNDHAM HOTELS & RESORTS INC                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     66447 | NS      | $5150306.97   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                      | FTI CONSULTING INC                                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     25909 | NS      | $4133003.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| INSPERITY INC                           | INSPERITY INC                                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     26663 | NS      | $2947594.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                 | VALLEY NATIONAL BANCORP                                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    314481 | NS      | $3736034.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                | SUPER MICRO COMPUTER INC                                          | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     34467 | NS      | $2492998.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| TOPBUILD CORP                           | TOPBUILD CORP                                                     | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     24162 | NS      | $4833849.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                    | AMKOR TECHNOLOGY INC                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     74477 | NS      | $2179197.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                   | EAST WEST BANCORP INC                                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106107 | NS      | $8331521.64   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                              | ALCOA CORP                                                        | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    133677 | NS      | $6983286.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                  | WEBSTER FINANCIAL CORP                                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    130547 | NS      | $6873299.55   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                        | QUIDELORTHO CORP                                                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     40526 | NS      | $3469430.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                 | EXLSERVICE HOLDINGS INC                                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     24807 | NS      | $4232074.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                | SLM CORP                                                          | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |    186654 | NS      | $3279510.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES INC/WV                | UNITED BANKSHARES INC/WV                                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    100935 | NS      | $4057587.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERATED HERMES INC                    | FEDERATED HERMES INC                                              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     63530 | NS      | $2496729.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                     | WILLIAMS-SONOMA INC                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     50559 | NS      | $6822431.46   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| VICOR CORP                              | VICOR CORP                                                        | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     16120 | NS      | $1119211.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES INC                  | WERNER ENTERPRISES INC                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     44256 | NS      | $2078704.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORP                   | FULTON FINANCIAL CORP                                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    126126 | NS      | $2110087.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                               | GRACO INC                                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    126789 | NS      | $8662224.48   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC          | NATIONAL RETAIL PROPERTIES INC                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    135181 | NS      | $6400820.35   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                        | UNDER ARMOUR INC                                                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    144189 | NS      | $1786501.71   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                      | SONOCO PRODUCTS CO                                                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     72851 | NS      | $4451924.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                      | DOUGLAS EMMETT INC                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132010 | NS      | $2211167.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                  | LOUISIANA-PACIFIC CORP                                            | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     53665 | NS      | $3654049.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP                             | KEMPER CORP                                                       | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     48347 | NS      | $2839419.31   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US           | SERVICE CORP INTERNATIONAL/US                                     | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |    115655 | NS      | $8575818.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORP                  | PAYLOCITY HOLDING CORP                                            | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     31139 | NS      | $6485942.31   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                            | WOODWARD INC                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     45597 | NS      | $4662749.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| REGAL REXNORD CORP                      | REGAL REXNORD CORP                                                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     49610 | NS      | $6905712.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                  | VALMONT INDUSTRIES INC                                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     16060 | NS      | $5295463.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                 | KB HOME                                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     61775 | NS      | $2375248.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                    | HANCOCK WHITNEY CORP                                              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     65278 | NS      | $3360511.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD              | RENAISSANCERE HOLDINGS LTD                                        | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     33121 | NS      | $6481448.49   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                    | PILGRIM'S PRIDE CORP                                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     32956 | NS      | $800171.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HIGHWOODS PROPERTIES INC                | HIGHWOODS PROPERTIES INC                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     78764 | NS      | $2392062.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                     | CURTISS-WRIGHT CORP                                               | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     28758 | NS      | $4768076.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC/OH         | AMERICAN FINANCIAL GROUP INC/OH                                   | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     52454 | NS      | $7479415.86   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC              | IRIDIUM COMMUNICATIONS INC                                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     95139 | NS      | $5693117.76   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                 | PEBBLEBROOK HOTEL TRUST                                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    102433 | NS      | $1679901.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| GSI GROUP INC                           | NOVANTA INC                                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     26679 | NS      | $4307858.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| HELEN OF TROY LTD                       | HELEN OF TROY LTD                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     17868 | NS      | $2021049.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSENTIAL UTILITIES INC                 | ESSENTIAL UTILITIES INC                                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    179576 | NS      | $8391586.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                            | EXELIXIS INC                                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    245083 | NS      | $4318362.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                             | MASIMO CORP                                                       | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     36224 | NS      | $6160977.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                         | HANESBRANDS INC                                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    257647 | NS      | $2174540.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI INTERNATIONAL INC                  | CACI INTERNATIONAL INC                                            | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     17798 | NS      | $5483385.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP             | GROCERY OUTLET HOLDING CORP                                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66223 | NS      | $2012516.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRACKER BARREL OLD COUNTRY STORE INC    | CRACKER BARREL OLD COUNTRY STORE INC                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     17011 | NS      | $1898087.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                     | TEXAS ROADHOUSE INC                                               | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     50652 | NS      | $5086980.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                | ACADIA HEALTHCARE CO INC                                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     68413 | NS      | $5748060.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC            | MEDICAL PROPERTIES TRUST INC                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    447562 | NS      | $5795927.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| JABIL INC                               | JABIL INC                                                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    101117 | NS      | $7950829.71   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                               | AGCO CORP                                                         | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     46471 | NS      | $6419039.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                               | OLIN CORP                                                         | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     96223 | NS      | $6215043.57   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                             | ONE GAS INC                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     41230 | NS      | $3395702.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO/THE                             | TORO CO/THE                                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     78376 | NS      | $8740491.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                            | VONTIER CORP                                                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    117140 | NS      | $2697734.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                  | PENN ENTERTAINMENT INC                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116706 | NS      | $4137227.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP           | FIRST AMERICAN FINANCIAL CORP                                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     77819 | NS      | $4814661.53   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| INGREDION INC                           | INGREDION INC                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     49543 | NS      | $5093020.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                | CULLEN/FROST BANKERS INC                                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     48260 | NS      | $6287312.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                          | BRINK'S CO/THE                                                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     34794 | NS      | $2282486.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET INC                           | ENVESTNET INC                                                     | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     41786 | NS      | $2716090.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                           | H&R BLOCK INC                                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |    117826 | NS      | $4592857.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                       | POST HOLDINGS INC                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     40917 | NS      | $3885069.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                    | JETBLUE AIRWAYS CORP                                              | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    241563 | NS      | $1932504.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                   | LANTHEUS HOLDINGS INC                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     52191 | NS      | $3000982.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORP      | INTEGRA LIFESCIENCES HOLDINGS CORP                                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     55326 | NS      | $3170179.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                           | VALVOLINE INC                                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    133362 | NS      | $4889050.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP INC                   | AVIS BUDGET GROUP INC                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     18591 | NS      | $3718943.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                             | HUBBELL INC                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     40431 | NS      | $9255060.21   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FAH3 INDEX                              | S&P MID 400 EMINI MAR23                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |        85 | NC      | $22634650.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE          | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  19823804 | OU      | $19823803.59  | 1.16%             | 2099-12-01      | Variable      | 4.40%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                               | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |  10831544 | OU      | $10831544.30  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer